Machine Learning for Risk Calculations_ A Practitioner's view_Ruiz, Ignacio, Zeron, Mariano.pdf

Trim Size: 170mm x 244mm Ruiz791386 ffirs.tex V1 - 11/05/2021 1:37pm Page i ffi ffi ffi ffi Machine LearningforRisk Calculations Trim Size: 170mm x 244mm Ruiz791386 ffirs.tex V1 - 11/05/2021 1:37pm Page ii ffi ffi ffi ffi Founded in 1807, John Wiley & Sons is the oldest independent publishing company in the United States. With offices in North America, Europe, Australia and Asia, Wiley is globally committed to developing and marketing print and electronic products and services for our customers’ professional and personal knowledge and understanding. The Wiley Finance series contains books written specifically for finance and invest- ment professionals as well as sophisticated individual investors and their financial advi- sors. Book topics range from portfolio management to e-commerce, risk management, financial engineering, valuation and financial instrument analysis, as well as much more. For a list of available titles, visit our Web site at www.WileyFinance.com. Trim Size: 170mm x 244mm Ruiz791386 ffirs.tex V1 - 11/05/2021 1:37pm Page iii ffi ffi ffi ffi Machine LearningforRisk Calculations APractitioner’sView I.RUIZ M.ZERON Foreword by P. Karasinski Trim Size: 170mm x 244mm Ruiz791386 ffirs.tex V1 - 11/05/2021 1:37pm Page iv ffi ffi ffi ffi This edition first published 2021 Copyright © 2022 by Ignacio Ruiz and Mariano Zeron. All rights reserved. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by law. Advice on how to obtain permission to reuse material from this title is available at http://www.wiley.com/go/permissions. The right of Ignacio Ruiz and Mariano Zeron to be identified as the authors of this work has been asserted in accordance with law. Registered Office John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, UK Editorial Office The Atrium, Sout