000			02480cam a22002535i 4500
999			_c22682 _d22682
020			_a9781492085256
020			_a9789355420923
082	0	4	_a658.155 _bKAR
100	1		_aKarasan, Abdullah
245	1	0	_aMachine learning for financial risk management with Python : _balgorithms for modeling risk / _cAbdullah Karasan.
250			_aFirst edition.
260			_aSebastopol, CA : _bO'Reilly Media, _c2022.
300			_axv, 314 pages : _billustrations ; _c24 cm
504			_aIncludes bibliographical references and index.
505	0		_aFundamentals 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			_aFinancial 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	_aFinancial risk management.
650		0	_aMachine learning.
650		0	_aPython (Computer program language)
650		7	_aFinancial risk management.
650		7	_aMachine learning.
650		7	_aPython (Computer program language)
942			_2ddc _cBK