Machine learning for risk calculations : A practitioner's view

Machine learning for risk calculations : A practitioner's view

المؤلف
Ignacio Ruiz, Mariano Zeron
سنة النشر
2021
الناشر
Wiley
لغة الملف
انكليزي
نوع الملف
Book
تصنيف الكتاب
Business Administration

Fundamental Approximation Methods. Machine Learning -- Deep Neural Nets -- Chebyshev Tensors -- The toolkit - plugging in approximation methods. Introduction: why is a toolkit needed -- Composition techniques -- Tensors in TT format and Tensor Extension Algorithms -- Sliding Technique -- The Jacobian projection technique -- Hybrid solutions - approximation methods and the toolkit.


الكلمات المفتاحية: Finance / Investment / Finance & Investments / Finance & Investments Special Topics / Machine learning / Financial risk management