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ویرایش: [1 ed.] نویسندگان: Mohammad Zoynul Abedin, M. Kabir Hassan, Petr Hajek, Mohammed Mohi Uddin سری: ISBN (شابک) : 9780367480837, 9781003037903 ناشر: Routledge سال نشر: 2021 تعداد صفحات: 258 [259] زبان: English فرمت فایل : PDF (درصورت درخواست کاربر به PDF، EPUB یا AZW3 تبدیل می شود) حجم فایل: 17 Mb
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در صورت تبدیل فایل کتاب The Essentials of Machine Learning in Finance and Accounting 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 ملزومات یادگیری ماشینی در امور مالی و حسابداری 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.
Cover Half Title Series Page Title Page Copyright Page Table of Contents List of figures List of tables Notes on contributors 1 Machine learning in finance and accounting 1.1 Introduction 1.2 Motivation 1.3 Brief overview of chapters References 2 Decision trees and random forests 2.1 Introduction 2.2 Classification trees 2.2.1 Impurity and binary splitting 2.2.1.1 Specification of the impurity function 2.2.1.2 Labeling the leaves 2.2.1.3 Tree size and stopping rules 2.2.2 Performance estimation 2.2.2.1 Resubstitution estimate 2.2.2.2 Test-sample estimate 2.3 Regression trees 2.3.1 Regression 2.3.2 Performance assessment and optimal size of the tree 2.3.2.1 Resubstitution estimate of MSE(T) 2.3.2.2 Test-sample estimate of MSE(T) 2.4 Issues common to classification and regression trees 2.4.1 Surrogate splits 2.4.1.1 Handling of missing values 2.4.1.2 Ranking of input variables 2.4.1.3 Input combination 2.4.2 Advantages and disadvantages of decision trees 2.5 Random forests 2.5.1 Prediction error bias-variance decomposition 2.5.2 Bias-variance decomposition for randomized trees ensembles 2.5.3 From trees ensembles to random forests 2.5.4 Partial dependence function 2.6 Forecasting bond returns using macroeconomic variables 2.7 Default prediction based on accountancy data 2.8 Appendix: R source codes for the applications in this chapter 2.8.1 Application to US BofA index 2.8.2 SME default risk application References 3 Improving longevity risk management through machine learning 3.1 Introduction 3.2 The mortality models 3.3 Modeling mortality with machine learning 3.4 Numerical application 3.4.1 Mortality models by comparison: an empirical analysis 3.4.2 Longevity management for life insurance: sample cases 3.5 Conclusions 3.6 Appendix Note References 4 Kernel switching ridge regression in business intelligence systems 4.1 Introduction 4.2 Method 4.2.1 Switching regression 4.2.2 Switching ridge regression 4.2.3 Dual form of the ridge regression 4.2.4 Basic notion of kernel methods 4.2.5 Alternative derivation to use ridge regression in the feature space 4.2.6 Kernel ridge regression 4.2.7 Kernel ridge regression: duality 4.2.8 Kernel switching ridge regression 4.3 Experimental results 4.3.1 Simulation 4.3.2 Application in business intelligence 4.4 Discussion 4.5 Conclusion and future research 4.6 Appendix: Kernel switching ridge regression: an R code References 5 Predicting stock return volatility using sentiment analysis of corporate annual reports 5.1 Introduction 5.2 Related literature 5.3 Research methodology 5.3.1 Financial data and indicators 5.3.2 Textual data and linguistic indicators 5.3.3 Machine learning methods 5.4 Experimental results 5.5 Conclusions Acknowledgments References 6 Random projection methods in economics and finance 6.1 Introduction 6.2 Dimensionality reduction 6.2.1 Principal component analysis (PCA) 6.2.2 Factor analysis 6.2.3 Projection pursuit 6.3 Random projection 6.3.1 Johnson-Lindenstrauss lemma 6.3.2 Projection matrices’ specification 6.4 Applications of random projection 6.4.1 A compressed linear regression model 6.4.2 Tracking the S&P500 index 6.4.3 Forecasting S&P500 returns 6.4.4 Forecasting energy trading volumes 6.5 Appendix: Matlab code Notes References 7 The future of cloud computing in financial services: a machine learning and artificial intelligence perspective 7.1 Introduction 7.2 The role of machine learning and artificial intelligence in financial services 7.3 The enterprise data cloud 7.4 Data contextuality: machine learning-based entity analytics across the enterprise 7.5 Identifying Central Counterparty (CCP) risk using ABM simulations 7.6 Systemic risk and cloud concentration risk exposures 7.7 How should regulators address these challenges? Notes References 8 Prospects and challenges of using artificial intelligence in the audit process 8.1 Introduction 8.1.1 Background and relevant aspect of auditing 8.2 Literature review 8.3 Artificial intelligence in auditing 8.3.1 Artificial intelligence 8.3.2 Use of expert systems in auditing 8.3.3 Use of neural network in auditing 8.4 Framework for including AI in auditing 8.4.1 Components 8.4.1.1 AI strategy 8.4.1.2 Governance 8.4.1.3 Human factor 8.4.2 Elements 8.4.2.1 Cyber resilience 8.4.2.2 AI competencies 8.4.2.3 Data quality 8.4.2.4 Data architecture and infrastructure 8.4.2.5 Measuring performance 8.4.2.6 Ethics 8.4.2.7 Black box 8.5 Transformation of the audit process 8.5.1 Impact of digitalization on audit quality 8.5.2 Impact of digitalization on audit firms 8.5.3 Steps to transform manual audit operations to AI-based 8.6 Applications of artificial intelligence in auditing – few examples 8.6.1 KPMG 8.6.2 Deloitte 8.6.3 PwC 8.6.4 Ernst and Young (EY) 8.6.5 K.Coe Isom 8.6.6 Doeren Mayhew 8.6.7 CohnReznick 8.6.8 The Association of Certified Fraud Examiners (ACFE) 8.7 Prospects of an AI-based audit process in Bangladesh 8.7.1 General aspects 8.7.2 Audit firm specific aspects 8.7.3 Business organization aspects 8.8 Conclusion Bibliography 9 Web usage analysis: pillar 3 information assessment in turbulent times 9.1 Introduction 9.2 Related work 9.3 Research methodology 9.4 Results 9.5 Discussion and conclusion Acknowledgements Disclosure statement References 10 Machine learning in the fields of accounting, economics and finance: the emergence of new strategies 10.1 Introduction 10.2 General overview on machine learning 10.3 Data analysis process and main algorithms used 10.3.1 Supervised models 10.3.2 Unsupervised models 10.3.3 Semi-supervised models 10.3.4 Reinforcement learning models 10.4 Machine learning uses: cases in the fields of economics, finance and accounting 10.4.1 Algorithmic trading 10.4.2 Insurance pricing 10.4.3 Credit risk assessment 10.4.4 Financial fraud detection 10.5 Conclusions References 11 Handling class imbalance data in business domain 11.1 Introduction 11.2 Data imbalance problem 11.3 Balancing techniques 11.3.1 Random sampling-based method 11.3.2 SMOTE oversampling 11.3.3 Borderline-SMOTE 11.3.4 Class weight boosting 11.4 Evaluation metrics 11.5 Case study: credit card fraud detection 11.6 Conclusion References 12 Artificial intelligence (AI) in recruiting talents: recruiters’ intention and actual use of AI 12.1 Introduction 12.2 Theory and hypothesis development 12.2.1 Technology anxiety and intentions to use 12.2.2 Performance expectancy and intentions to use 12.2.3 Effort expectancy and intentions to use 12.2.4 Social influence and intention to use 12.2.5 Resistance to change and intentions to use 12.2.6 Facilitating conditions and intentions to use 12.2.7 Behavioral intention to use and actual use 12.2.8 Moderating effects of age status 12.3 Research design 12.3.1 Survey design 12.3.2 Data collection procedure and participants’ information 12.3.3 Measurement tools 12.3.4 Results and hypotheses testing 12.3.4.1 Analytical technique 12.3.4.2 Measurement model evaluation 12.3.4.3 Structural model evaluation 12.3.4.4 Testing of direct effects 12.3.4.5 Testing of moderating effects 12.4 Discussion and conclusion 12.4.1 Limitation of study and future research directions References Index