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

Abdullah Karasan

350 pages, parution le 30/12/2021

Ajouter à une liste

Indisponible

Résumé

Financial risk management is quickly evolving with the help of artificial intelligence. With this practical book, developers, programmers, engineers, financial analysts, and risk analysts will explore Python-based machine learning and deep learning models for assessing financial risk.Financial risk management is quickly evolving with the help of artificial intelligence. With this practical book, developers, programmers, engineers, financial analysts, and risk analysts will explore Python-based machine learning and deep learning models for assessing financial risk. You'll learn how to compare results from ML models with results obtained by traditional financial risk models. Author Abdullah Karasan helps you explore the theory behind financial risk assessment before diving into the differences between traditional and ML models. 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 Revisit and improve market risk models (VaR and expected shortfall) using machine learning techniques Develop a credit risk based on a clustering technique for risk bucketing, then apply Bayesian estimation, Markov chain, and other ML models Capture different aspects of liquidity with a Gaussian mixture model Use machine learning models for fraud detection Identify corporate risk using the stock price crash metric Explore a synthetic data generation process to employ in financial riskAbdullah Karasan was born in Berlin, Germany. After he studied Economics and Business Administration at Gazi University-Ankara, he obtained his master's degree from the University of Michigan-Ann Arbor and his PhD in Financial Mathematics from Middle East Technical University (METU)-Ankara. He worked as a Treasury Controller at the Undersecretariat of Treasury of Turkey. More recently, he has started to work as a Senior Data Science consultant and instructor for companies in Turkey and the USA. Currently, he is a Data Science consultant at Datajarlabs and Data Science mentor at Thinkful.

Caractéristiques techniques

	PAPIER
Éditeur(s)	O'Reilly
Auteur(s)	Abdullah Karasan
Parution	30/12/2021
Nb. de pages	350
EAN13	9781492085256

Avantages Eyrolles.com

Livraison à partir de 0,01 € en France métropolitaine

Paiement en ligne SÉCURISÉ

Livraison dans le monde

Retour sous 15 jours

+ d'un million et demi de livres disponibles

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

Résumé

Caractéristiques techniques

Consultez aussi