Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk (Paperback)
暫譯: 使用 Python 進行金融風險管理的機器學習：風險建模算法 (平裝本)

Abdullah Karasan

Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk (Paperback)

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商品描述

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

商品描述(中文翻譯)

金融風險管理正在迅速發展，得益於人工智慧的幫助。這本實用的書籍將幫助開發人員、程式設計師、工程師、金融分析師、風險分析師以及量化和算法分析師研究基於 Python 的機器學習和深度學習模型，以評估金融風險。透過實作 AI 基礎的金融建模技能，您將學會如何用機器學習模型取代傳統的金融風險模型。

作者 Abdullah Karasan 將幫助您探索金融風險建模背後的理論，然後深入實際應用 Python 中的機器學習模型來建模金融風險。透過這本書，您將：

- 回顧經典的時間序列應用，並將其與深度學習模型進行比較
- 探索波動性建模，以測量風險程度，使用支持向量回歸、神經網絡和深度學習
- 使用機器學習技術改進市場風險模型（VaR 和 ES），並納入流動性維度
- 使用聚類和貝葉斯方法開發信用風險分析
- 使用高斯混合模型和 Copula 模型捕捉流動性風險的不同方面
- 使用機器學習模型進行詐騙檢測
- 預測股價崩盤並使用機器學習模型識別其決定因素

作者簡介

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.

作者簡介(中文翻譯)

阿卜杜拉·卡拉桑（Abdullah Karasan）出生於德國柏林。他在安卡拉的加茲大學（Gazi University-Ankara）學習經濟學和工商管理，之後在密西根大學安娜堡分校（University of Michigan-Ann Arbor）獲得碩士學位，並在中東技術大學（Middle East Technical University, METU）安卡拉校區獲得金融數學博士學位。他曾在土耳其財政部擔任財務控制員。最近，他開始擔任土耳其和美國公司的高級數據科學顧問和講師。目前，他是Datajarlabs的數據科學顧問，以及Thinkful的數據科學導師。

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