Machine learning for risk calculations

Machine learning for risk calculations: a practitioner's view

by Ruiz, Ignacio

Type Book
Rate 0.0 /5

"The computational demand of risk calculations in financial institutions has ballooned. Traditionally, this has led to the acquisition of more and more computer power -- some banks have farms in the order of 50,000 CPUs, with running costs in the multimillions of dollars -- but this path is no longer economically or operationally viable. Algorithmic solutions represent a viable way to reduce costs while simultaneously increasing risk calculation capabilities."--

Read More ↓

Title Statements

  • Full title :Machine learning for risk calculations : a practitioner's view / I. Ruiz and M. Zeron ; foreword by P. Karasinski

Summary

"The computational demand of risk calculations in financial institutions has ballooned. Traditionally, this has led to the acquisition of more and more computer power -- some banks have farms in the order of 50,000 CPUs, with running costs in the multimillions of dollars -- but this path is no longer economically or operationally viable. Algorithmic solutions represent a viable way to reduce costs while simultaneously increasing risk calculation capabilities."--

Read More ↓

Edition Statements

  • Publication Date:©2022

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Chichester, West Sussex
  • Language:eng
  • Publication Date:©2022

The Physical Object

  • Description:xxvi, 434 pages : : illustrations ; : 25 cm.

Edition Identifiers

  • ISBN:9781119791386, 1119791383
  • oclc:on1264751162
  • LC Classification:Q325.5
  • Dewey Decimal:332.10285/631

Subjects

Writers

More from this Series

  • Securitization and structured finance post credit Crunch

    2011.
    more →
    Securitization and structured finance post credit Crunch
  • Securitization and structured finance post credit crunch

    cop. 2011.
    more →
    Securitization and structured finance post credit crunch
  • Securitisation and structured finance post credit crunch

    2011.
    more →
    Securitisation and structured finance post credit crunch
  • Securitization and structured finance post credit crunch

    2011.
    more →
    Securitization and structured finance post credit crunch
  • Securitization and Structured Finance Post Credit Crunch

    2011
    more →
    Securitization and Structured Finance Post Credit Crunch

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

  • Machine Learning for Risk Calculations: A Practit…

    EPUB · 24.0 MB · updated
  • Machine Learning for Risk Calculations: A Practit…

    PDF · 22.9 MB · updated
  • Machine Learning for Risk Calculations: A Practit…

    PDF · 8.3 MB · updated
  • Machine Learning for Risk Calculations: A Practit…

    AZW3 · 14.1 MB · updated