Covers the latest advances in machine-learning methods for asset management and asset pricing. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative

Diese Dissertation befasst sich mit der Prognose von CAT-Bond-Risikoprämien. Sowohl auf dem Primärmarkt als auch auf dem Sekundärmarkt werden zu diesem Zweck klassische lineare Regressionsmodelle mit verschiedenen fortgeschrittenen Verfahren des maschinellen Lernens verglichen. Die...

Why big data? -- Neural networks in finance -- Supervised models -- Semi-supervised learning -- Letting the data speak with unsupervised learning -- Big data factor models -- Data as a signal versus noise -- Applications : big data in options pricing and stochastic modeling -- Data clustering.

The book investigates the determinants which are influencing the acceptance of artificial intelligence (AI) in an organizational context, focusing on the German financial services industry. An AI-specific acceptance model is being developed based on technology acceptance models as well as being...

"Financial Markets in Practice: From Post-Crisis Intermediation to FinTechs delivers an overview of risk transformations operated by the financial industries from the perspective of quantitative finance. It gives a pedagogical and comprehensive understanding of the structure of the financial...