Machine Learning for Financial Risk Management With Python Algorithms for Modeling Risk

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 modelsExplore volatility modeling to measure degrees of risk, using support vector regression, neural networks, and deep learningImprove market risk models (VaR and ES) using ML techniques and including liquidity dimensionDevelop a credit risk analysis using clustering and Bayesian approachesCapture different aspects of liquidity risk with a Gaussian mixture model and Copula modelUse machine learning models for fraud detectionPredict stock price crash and identify its determinants using machine learning models

ISBN:	9781492085256
Publisher:	O'Reilly Media
Imprint:	O'Reilly
Published date:	28 Dec 2021
DEWEY:	658.155
DEWEY edition:	23
Language:	English
Number of pages:	xv, 314
Weight:	580g
Height:	177mm
Width:	234mm
Spine width:	20mm

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