Skip to content
Log in
Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

Author

N. Mandra

View on Semantic Scholar

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Sep 2026

Benchmarking Machine Learning and Econometric Models for Joint Value-at-Risk and Expected Shortfall in Mixed Equity and Cryptocurrency Portfolios

Cryptocurrency holdings in conventional portfolios challenge the empirical adequacy of standard tail-risk estimators. This study identifies a calibration mechanism that brings feature-based machine learning to supervisory-grade value at risk (VaR) coverage, improves its joint VaR and expected shortfall (ES) record rela...

D. Zherlitsyn, M. Kuzheliev, V. Mandra et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.