Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk

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

Karasan, Abdullah

Paperback

ApplicationsGeneral Computers

Publisher Price: $89.99

ISBN10: 1492085251
ISBN13: 9781492085256
Publisher: Oreilly Media
Published: Jan 11 2022
Pages: 331
Weight: 1.17
Height: 0.70 Width: 7.00 Depth: 9.19
Language: English

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

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