Machine Learning for Risk Calculations: A Practitioner's View / Ignacio Ruiz, Mariano Zeron
Publication year: 2021
ISBN: 1119791383
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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.
Subject: Finance, Investment, Finance & Investments, Finance & Investments Special Topics, Machine learning, Financial risk management
