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ویرایش:
نویسندگان: Mohammad Zoynul Abedin. Petr Hajek
سری: International Series in Operations Research & Management Science, 336
ISBN (شابک) : 303118551X, 9783031185519
ناشر: Springer
سال نشر: 2023
تعداد صفحات: 234
[235]
زبان: English
فرمت فایل : PDF (درصورت درخواست کاربر به PDF، EPUB یا AZW3 تبدیل می شود)
حجم فایل: 6 Mb
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در صورت تبدیل فایل کتاب Novel Financial Applications of Machine Learning and Deep Learning: Algorithms, Product Modeling, and Applications به فرمت های PDF، EPUB، AZW3، MOBI و یا DJVU می توانید به پشتیبان اطلاع دهید تا فایل مورد نظر را تبدیل نمایند.
توجه داشته باشید کتاب کاربردهای مالی جدید یادگیری ماشینی و یادگیری عمیق: الگوریتمها، مدلسازی محصول و کاربردها نسخه زبان اصلی می باشد و کتاب ترجمه شده به فارسی نمی باشد. وبسایت اینترنشنال لایبرری ارائه دهنده کتاب های زبان اصلی می باشد و هیچ گونه کتاب ترجمه شده یا نوشته شده به فارسی را ارائه نمی دهد.
این کتاب پیشرفته ترین کاربردهای یادگیری ماشین را در حوزه مالی با تمرکز بر مدل سازی محصول مالی ارائه می دهد که هدف آن ارتقای عملکرد مدل و به حداقل رساندن ریسک و عدم اطمینان است. هم پیامدهای عملی و هم مدیریتی سیستمهای پشتیبانی تصمیمگیری مالی و مدیریتی را ارائه میکند که طیف وسیعی از ویژگیهای دادههای مالی را در بر میگیرد. همچنین به عنوان یک راهنما برای اجرای سیستمهای قیمتگذاری محصولات مالی تعدیلشده با ریسک عمل میکند، در حالی که مکمل قابلتوجهی به سواد مالی مطالعه مورد بررسی اضافه میکند. این کتاب تکنیکهای پیشرفته یادگیری ماشینی، مانند ماشین بردار پشتیبانی، شبکههای عصبی، جنگل تصادفی، نزدیکترین همسایهها، ماشین یادگیری شدید، رویکردهای یادگیری عمیق و کاربرد آنها برای تامین مالی مجموعه دادهها را پوشش میدهد. همچنین از نمونه های مالی در دنیای واقعی برای تمرین مدل سازی محصول تجاری و تجزیه و تحلیل داده ها استفاده می کند. کدهای نرم افزاری مانند MATLAB، Python و/یا R شامل مجموعه داده ها در محدوده وسیعی از حوزه مالی برای تمرین دقیق تر گنجانده شده است. هدف اصلی این کتاب ارائه نقشه راه به دانشجویان و محققین فارغ التحصیل برای تجزیه و تحلیل داده های مالی است. همچنین برای مخاطبان گسترده ای از جمله دانشگاهیان، تحلیلگران مالی حرفه ای و سیاست گذارانی که در پیش بینی، مدل سازی، تجارت، مدیریت ریسک، اقتصاد، ریسک اعتباری و مدیریت پورتفولیو درگیر هستند، در نظر گرفته شده است.
This book presents the state-of-the-art applications of machine learning in the finance domain with a focus on financial product modeling, which aims to advance the model performance and minimize risk and uncertainty. It provides both practical and managerial implications of financial and managerial decision support systems which capture a broad range of financial data traits. It also serves as a guide for the implementation of risk-adjusted financial product pricing systems, while adding a significant supplement to the financial literacy of the investigated study. The book covers advanced machine learning techniques, such as Support Vector Machine, Neural Networks, Random Forest, K-Nearest Neighbors, Extreme Learning Machine, Deep Learning Approaches, and their application to finance datasets. It also leverages real-world financial instances to practice business product modeling and data analysis. Software code, such as MATLAB, Python and/or R including datasets within a broad range of financial domain are included for more rigorous practice. The book primarily aims at providing graduate students and researchers with a roadmap for financial data analysis. It is also intended for a broad audience, including academics, professional financial analysts, and policy-makers who are involved in forecasting, modeling, trading, risk management, economics, credit risk, and portfolio management.
Preface Part 1: Recent Developments in FinTech Part 2: Financial Risk Prediction Using Machine Learning Part 3: Financial Time-Series Forecasting Part 4: Emerging Technologies in Financial Education and Healthcare Contents Part I: Recent Developments in FinTech FinTech Risk Management and Monitoring 1 Introduction 2 Definition of FinTech 3 What Is FinTech Risk? 4 Importance of Maintaining FinTech Securities 5 Risks Behind the Rapid Development of FinTech 5.1 Cyberattack 5.2 Data Privacy Risk 5.3 Data Misuse and Quality 5.4 Technical Risks 5.5 Operational Risk 5.6 Credit Risk 5.7 Market Risk 5.8 Liquidity Risk 5.9 Regulatory Risk 6 FinTech Risk Management, Monitoring, and Applications 6.1 FinTech Risks Management 6.1.1 Identify and Categorize Fintech Risks 6.1.2 Risks Measurement 6.1.3 Risk Mitigation Plan Focused on Anti-Fraud Methods and Technological Model 6.1.4 Analysis and Mitigation 6.1.5 Monitor and Supervision the Performance of Models 6.2 Key Regulatory Technology and Applications 6.2.1 New Encryption Technology 6.2.2 Blockchain Technology 6.2.3 Machine Learning Technology 6.2.4 Big Data Technology 6.3 Main Applications of Regulatory Technology 6.3.1 Smart Supervision 6.3.2 Fraud Prediction and Prevention 6.3.3 Data Management 6.3.4 Transaction Monitoring 7 Challenges of FinTech Risk Management 8 Conclusion References Digital Transformation of Supply Chain with Supportive Culture in Blockchain Environment 1 Introduction 2 Literature Review 3 Methodology of the Study 4 Analysis and Interpretation 4.1 Digital Transformation of Supply Chain 4.2 Digital Transformation of Supply Chain in Supportive Culture 4.3 Blockchain and Supply Chain Management 5 Findings 6 Discussion 7 Conclusion, Theoretical Contribution, Policy Implications, and Future Work 7.1 Conclusion 7.2 Theoretical Contribution 7.3 Policy Implications 7.4 Future Work References Integration of Artificial Intelligence Technology in Management Accounting Information System: An Empirical Study 1 Introduction 2 Literature Review 3 Artificial Neural Network (ANN) 4 Proposed Model 5 Conclusion References The Impact of Big Data on Accounting Practices: Empirical Evidence from Africa 1 Introduction 2 Literature Review 3 Research Hypothesis 3.1 Big Data and Financial Reporting Relationships 3.2 The Impact of Big Data on Performance Management 3.3 Big Data and Corporate Budgeting Relationships 3.4 Big Data and Audit Evidence Relationships 3.5 Big Data and Risk and Fraud Management Relationships 3.6 Research Framework 4 Research Methods and Data 4.1 Population and Sample 4.2 Questionnaires 4.3 Measurement of Big Data 4.4 Measurement of Accounting and Auditing Practices 4.5 Methods 5 Empirical Results and Findings 5.1 Results of Big Data, Accounting, and Auditing Relationships 6 Discussion on Results 6.1 Theoretical Contribution 6.2 Policy Implications 7 Conclusion, Limitations, and Further Studies References Part II: Financial Risk Prediction Using Machine Learning Using Outlier Modification Rule for Improvement of the Performance of Classification Algorithms in the Case of Financial Data 1 Introduction 2 Related Literature 3 Materials and Methods 3.1 Statistical Methods to Be Compared 3.2 Proposed Method 4 Results 4.1 Simulated Data Analysis 4.2 Credit Card Default Data (CCDD) 4.3 Taiwan Credit Default Data 4.4 PAK Credit Default Data 5 Discussion 6 Conclusion References Default Risk Prediction Based on Support Vector Machine and Logit Support Vector Machine 1 Introduction 2 Literature Review 3 Methodology 3.1 Datasets 3.2 Forecast Algorithms 3.3 Performance Measures 4 Results 4.1 Description of the Data 4.2 Prediction of Credit Risk 4.3 Comparative Analysis of Prediction Models 5 Discussion 6 Conclusion References Predicting Corporate Failure Using Ensemble Extreme Learning Machine 1 Introduction 2 Research Methodology 2.1 Extreme Learning Machine 2.2 Ensemble Techniques 2.2.1 Multiple Classifiers Technique 2.2.2 Bagging 2.2.3 Boosting 2.2.4 Random Subspace 3 Experimental Design 3.1 Data 3.2 Variables 3.3 Evaluation Metrics 4 Results 4.1 Further Validation 5 Conclusion Appendices Appendix 1 Appendix 2 References Assessing and Predicting Small Enterprises´ Credit Ratings: A Multicriteria Approach 1 Introduction 2 Methodology 2.1 Establishment of a Credit Rating System 2.2 Solution to Credit Scoring 2.3 Dividing Credit Ratings of Loan Customers 3 Empirical Analysis 3.1 Sample Selection and Data Sources 3.2 Credit Rating of Small Wholesale and Retail Enterprises 4 Conclusion References Part III: Financial Time-Series Forecasting An Ensemble LGBM (Light Gradient Boosting Machine) Approach for Crude Oil Price Prediction 1 Introduction 2 Literature Review 3 Research Methodology 3.1 Dataset 3.2 Description of the Algorithms Used in Analysis 3.3 Performance Measures 4 Results and Discussion 5 Conclusion and Future Work References Model Development for Predicting the Crude Oil Price: Comparative Evaluation of Ensemble and Machine Learning Methods 1 Introduction 2 Related Literature 3 Methodology 3.1 Dataset 3.2 Description of the Algorithms 3.3 Performance Measures 4 Results and Discussion 5 Conclusion and Future Work References Part IV: Emerging Technologies in Financial Education and Healthcare Discovering the Role of M-Learning Among Finance Students: The Future of Online Education 1 Introduction 2 Literature Review on Mobile Technologies in Teaching 3 The Impact of M-Learning on Finance Students 4 Available Mobile Applications for Online Platforms 5 Online Platforms for University Students 6 The Effect of Implementing M-Learning in Education 7 A Projection of the Available Digital Online Contents in the Future 8 The Development in Education by Virtue of M-Learning 9 The Affordability and Availability for Pursuing Studies as a Finance Student 10 Conclusion References Exploring the Role of Mobile Technologies in Higher Education: The Impact of Online Teaching on Traditional Learning 1 Introduction 2 Literature Review on Mobile Technologies in Teaching 3 The Influence of Mobile Technologies in Teaching 4 Mobile Technologies Available via an Online Platform 5 Popular Applications in Higher Education 6 Higher Education from Online to Offline Setting 7 The Impacts of Mobile Technologies on University Students 8 The Impacts of Variation in Assessment in Higher Education 9 Traditional, Online, or Blended Learning? 10 Financial Profitability and Complexity Among Learners 10.1 Financial Profitability 10.2 Financial Complexity 11 Conclusion References Knowledge Mining from Health Data: Application of Feature Selection Approaches 1 Introduction 2 Related Works 3 Material and Methods 3.1 Datasets 3.2 Feature Selection Approaches 4 Results and Discussion 5 Conclusion References