Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk

Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Author: Abdullah Karasan
Publisher Finelybook 出版社:O'Reilly Media; 1st edition (December 28, 2021)
Language 语言:English
pages 页数:334 pages
ISBN-10 书号:1492085251
ISBN-13 书号:9781492085256

Book Description
Financial risk management is quickly evolving with the help of artificial intelligence. With this practical book, developers, programmers, engineers, financial analysts, risk analysts, and quantitative and algorithmic analysts will examine Python-based machine learning and deep learning models for assessing financial risk. Building hands-on AI-based financial modeling skills, you’ll learn how to replace traditional financial risk models with ML models.

Author Abdullah Karasan helps you explore the theory behind financial risk modeling before diving into practical ways of employing ML models in modeling financial risk using Python. With this book, you will:

Review classical time series applications and compare them with deep learning models
Explore volatility modeling to measure degrees of risk, using support vector regression, neural networks, and deep learning
Improve market risk models (VaR and ES) using ML techniques and including liquidity dimension
Develop a credit risk analysis using clustering and Bayesian approaches
Capture different aspects of liquidity risk with a Gaussian mixture model and Copula model
Use machine learning models for fraud detection
Predict stock price crash and identify its determinants using machine learning models

下载地址 Download隐藏内容需1积分,VIP免费,请先 !没有帐号? 注 册 一个!
觉得文章有用就打赏一下
未经允许不得转载:finelybook » Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk

评论 抢沙发

  • 昵称 (必填)
  • 邮箱 (必填)
  • 网址

觉得文章有用就打赏一下

非常感谢你的打赏,我们将继续给力更多优质内容,让我们一起创建更加美好的网络世界!

支付宝扫一扫打赏

微信扫一扫打赏