Machine learning for risk calculations : A practitioner's view
- Author
- Ignacio Ruiz, Mariano Zeron
- Publication Year
- 2021
- Publisher
- Wiley
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Business Administration
- Download Book Read book
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.
Keywords: Finance / Investment / Finance & Investments / Finance & Investments Special Topics / Machine learning / Financial risk management
