Machine Learning and Artificial Intelligence for Credit Risk Analytics: A Practical Guide with Examples Worked in Python and R
暫譯: 信用風險分析的機器學習與人工智慧：以 Python 和 R 實作的實用指南與範例
Bellini, Tiziano
- 出版商: Wiley
- 出版日期: 2026-01-27
- 售價: $2,730
- 貴賓價: 9.5 折 $2,594
- 語言: 英文
- 頁數: 304
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1119781051
- ISBN-13: 9781119781059
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相關分類:
Python、程式語言、人工智慧、Machine Learning
尚未上市，無法訂購
相關主題
商品描述
Machine Learning and Artificial Intelligence for Credit Risk Analytics provides a comprehensive, practical toolkit for applying ML and AI to day-to-day credit risk management challenges.
Beginning with coverage of data management in banking, the book goes on to discuss individual and multiple classifier approaches, reinforcement learning and AI in credit portfolio modelling, lifetime PD modelling, LGD modelling and EAD modelling. Fully worked examples in Python and R appear throughout the book, with source code provided on the companion website.
Machine Learning and Artificial Intelligence for Credit Risk Analytics fully covers the key concepts required to understand, challenge and validate credit risk models, whilst also looking to the future development of AI applications in credit risk management, demonstrating the need to embed economics and statistics to inform short, medium and long-term decision-making.
商品描述(中文翻譯)
《機器學習與人工智慧在信用風險分析中的應用》提供了一套全面且實用的工具包，幫助應用機器學習（ML）和人工智慧（AI）來解決日常信用風險管理的挑戰。
本書首先涵蓋銀行業中的數據管理，接著討論個別及多重分類器方法、強化學習以及在信用投資組合建模中的人工智慧、終身違約風險（PD）建模、損失給付率（LGD）建模和曝險於違約（EAD）建模。全書中提供了使用 Python 和 R 的完整範例，並在伴隨網站上提供源代碼。
《機器學習與人工智慧在信用風險分析中的應用》全面涵蓋了理解、挑戰和驗證信用風險模型所需的關鍵概念，同時也展望了人工智慧在信用風險管理中的未來應用，展示了將經濟學和統計學融入短期、中期和長期決策的重要性。
