| 000 -LEADER |
|---|
| fixed length control field |
02480cam a22002535i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
9781492085256 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
9789355420923 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.155 |
| Item number |
KAR |
| 100 1# - MAIN ENTRY--AUTHOR NAME |
|---|
| Author name |
Karasan, Abdullah |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Machine learning for financial risk management with Python : |
| Sub Title |
algorithms for modeling risk / |
| Statement of responsibility, etc |
Abdullah Karasan. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
First edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Sebastopol, CA : |
| Name of publisher |
O'Reilly Media, |
| Year of publication |
2022. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xv, 314 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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 |
| 520 ## - SUMMARY, ETC. |
|---|
| 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 |
|---|
| Subject |
Financial risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Machine learning. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Python (Computer program language) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Financial risk management. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Machine learning. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Subject |
Python (Computer program language) |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Books |
