Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk

Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk

作者: Abdullah Karasan
出版社: O'Reilly
出版在: 2021-12-28
ISBN-13: 9781492085256
ISBN-10: 1492085251
裝訂格式: Quality Paper - also called trade paper
總頁數: 334 頁


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


Abdullah Karasan was born in Berlin, Germany. After he studied Economics and Business Administration at Gazi University-Ankara, he obtained his master's degree from the University of Michigan-Ann Arbor and his PhD in Financial Mathematics from Middle East Technical University (METU)-Ankara. He worked as a Treasury Controller at the Undersecretariat of Treasury of Turkey. More recently, he has started to work as a Senior Data Science consultant and instructor for companies in Turkey and the USA. Currently, he is a Data Science consultant at Datajarlabs and Data Science mentor at Thinkful.


C++ 模板元編程實戰 : 一個深度學習框架的初步實現

作者 李偉


The Chief Data Officer Management Handbook: Set Up and Run an Organization's Data Supply Chain

作者 Treder Martin



作者 張勇