- Main
- Computers - Artificial Intelligence (AI)
- Machine Learning for Risk Calculations:...
Machine Learning for Risk Calculations: A Practitioner's view
Ignacio Ruiz, Mariano ZeronAvez-vous aimé ce livre?
Quelle est la qualité du fichier téléchargé?
Veuillez télécharger le livre pour apprécier sa qualité
Quelle est la qualité des fichiers téléchargés?
State-of-the-art algorithmic deep learning and tensoring techniques for financial institutions The computational demand of risk calculations in financial institutions has ballooned and shows no sign of stopping. It is no longer viable to simply add more computing power to deal with this increased demand. The solution? Algorithmic solutions based on deep learning and Chebyshev tensors represent a practical way to reduce costs while simultaneously increasing risk calculation capabilities. Deep Learning and Tensoring Risk Calculations: A Practitioner’s View provides an in-depth review of a number of algorithmic solutions and demonstrates how they can be used to overcome the massive computational burden of risk calculations in financial institutions. This book will get you started by reviewing fundamental techniques, including deep learning and Chebyshev tensors. You’ll then discover algorithmic tools that, in combination with the fundamentals, deliver actual solutions to the real problems financial institutions encounter on a regular basis. Numerical tests and examples demonstrate how these solutions can be applied to practical problems, including XVA and Counterparty Credit Risk, IMM capital, PFE, VaR, FRTB, Dynamic Initial Margin, pricing function calibration, volatility surface parametrisation, portfolio optimisation and others. Finally, you’ll uncover the benefits these techniques provide, the practicalities of implementing them, and the software which can be used. Review the fundamentals of deep learning and Chebyshev tensors Discover pioneering algorithmic techniques that can create new opportunities in complex risk calculation Learn how to apply the solutions to a wide range of real-life risk calculations. Download sample code used in the book, so you can follow along and experiment with your own calculations Realize improved risk management whilst overcoming the burden of limited computational power Quants, IT professionals, and financial risk managers will benefit from this practitioner-oriented approach to state-of-the-art risk calculation.
Catégories:
Année:
2022
Edition:
1
Editeur::
Wiley
Langue:
english
Pages:
463
ISBN 10:
1119791383
ISBN 13:
9781119791386
Fichier:
PDF, 6.86 MB
Vos balises:
IPFS:
CID , CID Blake2b
english, 2022
Le fichier sera envoyé à votre adresse de courriel dans 1 à 5 minutes.
Dans 1-5 minutes, le fichier sera delivré à votre compte Telegram.
Note : Assurez-vous que vous avez lié votre compte au bot Telegram de Z-Library.
Dans 1-5 minutes, le fichier sera delivré à votre appareil Kindle.
Remarque: vous devez valider chaque livre avant de l'envoyer à Kindle. Veuillez vérifier votre messagerie pour voir le mail avec la confirmation par Amazon Kindle Support.
La conversion en est effectuée
La conversion en a échoué
Avantages du statut Premium
- Envoyez aux e-lecteurs
- Limite de téléchargement augmentée
- Convertissez des fichiers
- Plus de résultats de recherche
- Autres avantages