Abdullah Karasan
Machine Learning
for Financial
Risk Management
with Python
Algorithms for Modeling Risk
Karasan
MACHINE LEARNING / DATA
“Abdullah Karasan does
a great job in showing
the capabilities of
machine learning
with Python in the
context of financial
risk management—a
function vital to any
financial institution.”
—Dr. Yves J. Hilpisch
Founder and CEO of The Python
Quants and The AI Machine
“If you need a go-to
guide about the
application of statistical
and machine learning
methods to analysis of
financial risk, this is a
great place to start.”
—Graham L. Giller
Author of Adventures in
Financial Data Science
Machine Learning for Financial Risk
Management with Python
ISBN: 978-1-492-08525-6
US $79.99 CAN $105.99
Twitter: @oreillymedia
linkedin.com/company/oreilly-media
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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 mo
Machine Learning for Financial Risk Management with Python_ Algorithms for Modeling Risk_Abdullah Karasan.pdf