Sinossi
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
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
<div><p>Abdullah Karasan was born in Berlin, Germany. After studying economics and business administration, he obtained his master's degree in applied economics from the University of Michigan, Ann Arbor, and his PhD in financial mathematics from the Middle East Technical University, Ankara. He is a former Treasury employee of Turkey and currently works as a principal data scientist at Magnimind and as a lecturer at the University of Maryland, Baltimore. He has also published several papers in the field of financial data science.</p></div>
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Machine Learning for Financial Risk Management with...
Foto dell'editore
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Da: HPB-Red, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_421480626
Compra usato
EUR 31,44
EUR 3,19 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Item in good condition and has highlighting/writing on text. Used texts may not contain supplemental items such as CDs, info-trac etc. Codice articolo 00094568545
Compra usato
EUR 34,73
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Da: Lakeside Books, Benton Harbor, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books! Codice articolo OTF-S-9781492085256
Compra nuovo
EUR 53,34
EUR 3,39 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Machine Learning for Financial Risk Management With Python : Algorithms for Modeling Risk
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 42901496-n
Compra nuovo
EUR 54,52
EUR 2,24 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WO-9781492085256
Compra nuovo
EUR 57,90
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 9 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Mar2716030177814
Compra nuovo
EUR 56,61
EUR 3,39 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WO-9781492085256
Compra nuovo
EUR 56,21
EUR 5,76 shipping
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 9 disponibili
Immagini fornite dal venditore
Machine Learning for Financial Risk Management With Python : Algorithms for Modeling Risk
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 42901496
Compra usato
EUR 60,04
EUR 2,24 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Machine Learning for Financial Risk Management with Python
Da: Rarewaves USA, OSWEGO, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. 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 modelsExplore volatility modeling to measure degrees of risk, using support vector regression, neural networks, and deep learningRevisit and improve market risk models (VaR and expected shortfall) using machine learning techniquesDevelop a credit risk based on a clustering technique for risk bucketing, then apply Bayesian estimation, Markov chain, and other ML modelsCapture different aspects of liquidity with a Gaussian mixture modelUse machine learning models for fraud detectionIdentify corporate risk using the stock price crash metricExplore a synthetic data generation process to employ in financial risk. Codice articolo LU-9781492085256
Compra nuovo
EUR 63,80
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo I-9781492085256
Compra nuovo
EUR 64,74
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili