Bayesian Machine Learning for Quant Finance Probabilistic Models for Forecasting, Regime Analysis...

Bayesian Machine Learning for Quant Finance Probabilistic Models for Forecasting, Regime Analysis, and Financial Risk | 554.29 KB

Title: Bayesian Machine Learning for Quant Finance: Probabilistic Models for Forecasting, Regime Analysis, and Financial Risk
Author: Whitmore, Sterling
Category: Nonfiction, Computers, Application Software, Financial Applications, Business & Finance, Industries & Professions, Insurance, General Computing
Language: English | 334 Pages | ISBN: 9781492085201

Description:
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
  

DOWNLOAD:

https://rapidgator.net/file/b9bcf5c01ff4d1d4a67b6e553867da34/Bayesian_Machine_Learning_for_Quant_Finance_Probabilistic_Models_for_Forecasting_Regime_Analysis_and_Financial_Risk.

https://nitroflare.com/view/63A24AE24116DB0/Bayesian_Machine_Learning_for_Quant_Finance_Probabilistic_Models_for_Forecasting_Regime_Analysis_and_Financial_Risk.

We need your support!
Make a donation to help us stay online
        
Bitcoin (BTC)
bc1q08g9d22cxkawsjlf8etuek2pc9n2a3hs4cdrld
	
Bitcoin Cash (BCH)
qqvwexzhvgauxq2apgc4j0ewvcak6hh6lsnzmvtkem

Ethereum (ETH)
0xb55513D2c91A6e3c497621644ec99e206CDaf239

Litecoin (LTC)
ltc1qt6g2trfv9tjs4qj68sqc4uf0ukvc9jpnsyt59u

USDT (ERC20)
0xb55513D2c91A6e3c497621644ec99e206CDaf239

USDT (TRC20)
TYdPNrz7v1P9riWBWZ317oBgJueheGjATm