Machine learning in Financial Risk (pdf)
Machine learning in Financial Risk
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- 12 Students Enrolled
Machine learning in Financial Risk
This course introduces key risk measures in financial markets, discusses machine learning methods for estimation, and provides examples of practical applications.
-
- 0 Rating
- 0 Reviews
- 12 Students Enrolled
Course Content
7 courselets
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4.32 M |
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Chapter 17 - Value at Risk and Backtesting (pdf)
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2.71 K | |
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Chapter 17 - Value at Risk and Backtesting (video)
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31 min |
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Quantile Regression (pdf)
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5.58 M |
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Penalized Least Squares Methods (pdf)
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7.66 M | |
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Penalized Least Squares Methods (video)
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18 min |
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FRM@China (video)
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31 min | |
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FRM@China (pdf)
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12.32 M |
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FRM for Cryptos (video)
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50 min | |
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FRM for Cryptos (pdf)
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9.06 M |
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Measuring Carbon Risk Dynamics (pdf)
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49.37 M |
Requirements
- NAN
General Overview
Description
The course covers key risk measures such as Value at Risk (VaR) and Expected Shortfall, introduces estimation methods including quantile regression and Lasso, and concludes by demonstrating their integration through the Financial Risk Meter series of papers.
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Meet the instructors !
About the Instructor
Phd in Sun Yat-sen University visiting Phd in Humboldt University of Berlin