Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk (Record no. 45925)

MARC details
000 -LEADER
fixed length control field 01777 a2200169 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9789355420923
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 006.31 KAR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Karasan, Abdullah
245 ## - TITLE STATEMENT
Title Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Shroff Publishers & Distributors Pvt. Ltd.
Place of publication, distribution, etc Mumbai
Date of publication, distribution, etc 2022
300 ## - PHYSICAL DESCRIPTION
Extent 314
520 ## - SUMMARY, ETC.
Summary, etc 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<br/>
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Machine learning
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Python (Computer program language)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial Risk Management
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
Source of classification or shelving scheme Dewey Decimal Classification

No items available.