Machine learning for financial risk management with python
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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Sebastopol :
O'Reilly Media, Incorporated
2022.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009639602506719 |
Tabla de Contenidos:
- Fundamentals of risk management
- Introduction to time series modeling
- Deep learning for time series modeling
- Machine learning-based volatilty prediction
- Modeling market risk
- Credit risk estimation
- Liquidity modeling
- Modeling operational risk
- A corporate governance risk measure: Stock price crash
- Synthetic data generation and the hidden markov model in finance
