Machine learning for financial risk management with Python: algorithms for modeling risk
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 a...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
O'Reilly
2022
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| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9781492085249/?ar |
| Zusammenfassung: | 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. |
| Beschreibung: | Print version record |
| Umfang: | 1 Online-Ressource (1 volume) |
| ISBN: | 9781492085225 1492085227 9781492085201 1492085200 |
Internformat
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| id | ZDB-30-ORH-062309390 |
| illustrated | Not Illustrated |
| indexdate | 2025-01-17T11:20:40Z |
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| language | English |
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| publishDate | 2022 |
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| publisher | O'Reilly |
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| spelling | Karasan, Abdullah VerfasserIn aut Machine learning for financial risk management with Python algorithms for modeling risk Abdullah Karasan Cambridge O'Reilly 2022 1 Online-Ressource (1 volume) Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Print version record 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. Financial risk management Machine learning Python (Computer program language) Finances ; Gestion du risque Apprentissage automatique Python (Langage de programmation) 9781492085256 Erscheint auch als Druck-Ausgabe 9781492085256 |
| spellingShingle | Karasan, Abdullah Machine learning for financial risk management with Python algorithms for modeling risk Financial risk management Machine learning Python (Computer program language) Finances ; Gestion du risque Apprentissage automatique Python (Langage de programmation) |
| title | Machine learning for financial risk management with Python algorithms for modeling risk |
| title_auth | Machine learning for financial risk management with Python algorithms for modeling risk |
| title_exact_search | Machine learning for financial risk management with Python algorithms for modeling risk |
| title_full | Machine learning for financial risk management with Python algorithms for modeling risk Abdullah Karasan |
| title_fullStr | Machine learning for financial risk management with Python algorithms for modeling risk Abdullah Karasan |
| title_full_unstemmed | Machine learning for financial risk management with Python algorithms for modeling risk Abdullah Karasan |
| title_short | Machine learning for financial risk management with Python |
| title_sort | machine learning for financial risk management with python algorithms for modeling risk |
| title_sub | algorithms for modeling risk |
| topic | Financial risk management Machine learning Python (Computer program language) Finances ; Gestion du risque Apprentissage automatique Python (Langage de programmation) |
| topic_facet | Financial risk management Machine learning Python (Computer program language) Finances ; Gestion du risque Apprentissage automatique Python (Langage de programmation) |
| work_keys_str_mv | AT karasanabdullah machinelearningforfinancialriskmanagementwithpythonalgorithmsformodelingrisk |