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TRANSCRIPT
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The Estimation of Value at Risk in Arab Capital Markets by UsingArtificial Neural Networks / ANN
Sarmad K. Jameel (PhD)Assistant Professor
Department of Financial and BankingSciences
University of Mosul
Hasan S. Al – AbbasLecturer
Department of Business AdministrationAl - Hadbaa University College
Abstract
The notion of value at risk has been seen as a method that can be broken down todemonstrate the facets of the risks in the business institutions especially the fanatical ones.The value at risk can generally be manipulated as an accurate module to estimate the worstloss expected through the temporal range founded under the market natural conditions onthe one hand and the identified level of trust on the other.
The current study is subjected to the real financial notifications by markets. Thegenerative notifications were from 1998 to the 12th of 2002 that represented 60 notificationallocated to the revenues, the market prices and the merchant period and the artificialneural networks (ANN) has been used in order to testing hypothesis.The most prominent results of the study are the difficulty to integrate the concepts ofvalue and risk management that can never be true in all circumstances. This can be
reflected to the formulation of decision-making process under the risk conditions.
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.Bruce Lierman ..
.Dennis Bennett/ .
.Joseph & Chris MillsTeplitz .
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.)www.kuwaitse.com/defauit.aspx( .)www.ase.com.jo/ar/index.php( .)www.egyptse.com/main-a-asp( .)www.bumt.com.as ( .)www.casablanca.bourse.com/. ( .)www.amf.org.ae/vArabic( .)www.isx-iq.net(
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