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Data Science and Risk Analytics in Finance and Insurance
Af: Tse Leung Lai, Haipeng Xing, Tze Leung Lai Engelsk Hardback
SPAR
kr 123
Data Science and Risk Analytics in Finance and Insurance
Af: Tse Leung Lai, Haipeng Xing, Tze Leung Lai Engelsk Hardback

This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning), Monte Carlo simulation, and sequential analysis techniques for risk analytics. In Part III, the book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud computing, and big data analytics.

Key Features:

  • Provides a comprehensive and in-depth overview of data science methods for financial and insurance risks.
  • Unravels bandits, Markov decision processes, reinforcement learning, and their interconnections.
  • Promotes sequential surveillance and predictive analytics for abrupt changes in risk factors.
  • Introduces the ABCDs of FinTech: Artificial intelligence, blockchain, cloud computing, and big data analytics.
  • Includes supplements and exercises to facilitate deeper comprehension.
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This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning), Monte Carlo simulation, and sequential analysis techniques for risk analytics. In Part III, the book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud computing, and big data analytics.

Key Features:

  • Provides a comprehensive and in-depth overview of data science methods for financial and insurance risks.
  • Unravels bandits, Markov decision processes, reinforcement learning, and their interconnections.
  • Promotes sequential surveillance and predictive analytics for abrupt changes in risk factors.
  • Introduces the ABCDs of FinTech: Artificial intelligence, blockchain, cloud computing, and big data analytics.
  • Includes supplements and exercises to facilitate deeper comprehension.
Produktdetaljer
Sprog: Engelsk
Sider: 392
ISBN-13: 9781439839485
Indbinding: Hardback
Udgave:
ISBN-10: 1439839484
Udg. Dato: 30 aug 2023
Længde: 0mm
Bredde: 234mm
Højde: 156mm
Oplagsdato: 30 aug 2023
Forfatter(e) Tse Leung Lai, Haipeng Xing, Tze Leung Lai


Kategori Matematisk modellering


Sprog Engelsk


Indbinding Hardback


Sider 392


Udgave


Længde 0mm


Bredde 234mm


Højde 156mm


Udg. Dato 30 aug 2023


Oplagsdato 30 aug 2023

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