Details about Lukas Andreas Borke

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Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Lukas Andreas Borke.

Last updated 2025-08-10. Update your information in the RePEc Author Service.

Short-id: pbo750

Working Papers

An AI approach to measuring financial risk
Papers, arXiv.org
See also Journal Article AN AI APPROACH TO MEASURING FINANCIAL RISK, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2023) View citations (1) (2023)

FRM: A financial risk meter based on penalizing tail events occurrence
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
GitHub API based QuantNet Mining infrastructure in R
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Q3-D3-LSA
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

AN AI APPROACH TO MEASURING FINANCIAL RISK
The Singapore Economic Review (SER), 2023, 68, (05), 1529-1549 View citations (1)
See also Working Paper An AI approach to measuring financial risk, Papers (2020) (2020)