MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02383cam a2200337 i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
230505t20212022caua b 001 0 eng d |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
|---|
| National bibliography number |
GBC1I5479 |
| Source |
bnb |
| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
|---|
| Record control number |
020386739 |
| Source |
Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781492085256 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1492085251 |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
lccopycat |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
005.74015 |
| Cutter |
KAR |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Karasan, Abdullah, |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Machine learning for financial risk management with Python : |
| Remainder of title |
algorithms for modeling risk |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
First edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Mumbai |
| Name of publisher, distributor, etc |
Shroff Publishers & Distributors Pvt. Ltd. |
| Date of publication, distribution, etc |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 314 pages : |
| 520 ## - Remark |
|---|
| 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Machine learning. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Python (Computer program language) |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finances |
| General subdivision |
Gestion du risque. |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Apprentissage automatique. |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Python (Langage de programmation) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Economics / General. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| Source of heading or term |
fast |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Machine learning. |
| Source of heading or term |
fast |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Python (Computer program language) |
| Source of heading or term |
fast |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
Business Analytics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Book |
