01875nam a22002057a 4500 20250211144602.0 250211b ||||| |||| 00| 0 eng d 9781484279090 AL eng 23 332.6 NOKI Tshepo Chris Nokeri 199128 Implementing machine learning for finance : a systematic approach to predictive risk and performance analysis for investment portfolios New York Apress 2025 xviii,182p PB 23x15cm. General 6391 ₹479.20 ₹ ₹599.00 20% 6/02/2025 Bring together machine learning (ML) and deep learning (DL) in financial trading, with an emphasis on investment management. This book explains systematic approaches to investment portfolio management, risk analysis, and performance analysis, including predictive analytics using data science procedures The book introduces pattern recognition and future price forecasting that exerts effects on time series analysis models, such as the Autoregressive Integrated Moving Average (ARIMA) model, Seasonal ARIMA (SARIMA) model, and Additive model, and it covers the Least Squares model and the Long Short-Term Memory (LSTM) model. It presents hidden pattern recognition and market regime prediction applying the Gaussian Hidden Markov Model. The book covers the practical application of the K-Means model in stock clustering. It establishes the practical application of the Variance-Covariance method and Simulation method (using Monte Carlo Simulation) for value at risk estimation. It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios. Economics Financial Economics 199129 ddc BK 233751 233751 0 0 ddc 0 0 MCOM SACPG SACPG 2025-02-08 Biblios Book Point 479.20 0 332.6 NOKI PG024840 2025-02-11 00:00:00 599.00 2025-02-11 BK