Nemokamas pristatymas nuo 29€

  • check 10 + milijonai knygų
  • check Naujienos (kiekvieną dieną)
  • check 1 + mln. klientų mus pasitiki
  • check Geros kainos % Nuolaidos
  • check Nemokamas pristatymas nuo 29 eur

Deep Credit Risk (Chinese) Machine Learning in Python - Harald Scheule,Daniel Rösch

Anglų
2021-07-22
98,46 € 151,47 €

-35% su kodu BOOKS

Nėra sandėlyje

30 dienų grąžinimo politika

- 了解流动性,房屋净值和许多其他关键银行业特征变量的作用;- 选择并处理变量;- 预测违约、偿付、损失率和风险敞口;- 利用危机前特征预测经济衰退和危机后果;- 理解COVID-19对信用风险带来的影响;- 将创新的抽样技术应用于模型训练和验证;- 从Logit分类器到随机森林和神经网络的深入学习;- 进行无监督聚类、主成分和贝叶斯技术的应用;- 为CECL、IFRS 9和CCAR建立多周期模型;- 建立用于在险价值和期望损失的信贷组合相关模型;- 使用更多真实的信用风险数据并运行超过1500行的代码...- Understand the role of liquidity, equity and many other key banking features- Engineer and select features- Predict defaults, payoffs, loss rates and e ... Visas aprašymas

Jums taip pat gali patikti

Aprašymas

- 了解流动性,房屋净值和许多其他关键银行业特征变量的作用;

- 选择并处理变量;

- 预测违约、偿付、损失率和风险敞口;

- 利用危机前特征预测经济衰退和危机后果;

- 理解COVID-19对信用风险带来的影响;

- 将创新的抽样技术应用于模型训练和验证;

- 从Logit分类器到随机森林和神经网络的深入学习;

- 进行无监督聚类、主成分和贝叶斯技术的应用;

- 为CECL、IFRS 9和CCAR建立多周期模型;

- 建立用于在险价值和期望损失的信贷组合相关模型;

- 使用更多真实的信用风险数据并运行超过1500行的代码...


- Understand the role of liquidity, equity and many other key banking features

- Engineer and select features

- Predict defaults, payoffs, loss rates and exposures

- Predict downturn and crisis outcomes using pre-crisis features

- Understand the implications of COVID-19

- Apply innovative sampling techniques for model training and validation

- Deep-learn from Logit Classifiers to Random Forests and Neural Networks

- Do unsupervised Clustering, Principal Components and Bayesian Techniques

- Build multi-period models for CECL, IFRS 9 and CCAR

- Build credit portfolio correlation models for VaR and Expected Shortfal

- Run over 1,500 lines of pandas, statsmodels and scikit-learn Python code

- Access real credit data and much more ...

Daugiau informacijos

Autorius Harald Scheule, Daniel Rösch
Leidėjas Dr Scheule Financial Research Pty Limited
Išleidimo metai 2021
Viršelio tipas Minkšti viršeliai
EAN 9780645245202
Parašykite savo atsiliepimą
Jūs peržiūrėjote: Deep Credit Risk (Chinese) Machine Learning in Python
Jūsų įvertinimas:

Goodreads Atsiliepimai

98,46 € 151,47 €