Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, Alessandro Spelta
{"title":"用于金融风险管理的可解释机器学习：两个实际应用案例","authors":"Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, Alessandro Spelta","doi":"10.1080/02331888.2024.2401078","DOIUrl":null,"url":null,"abstract":"We explore the potential of machine learning (ML) models applied in two financial risk management areas, i.e., credit risk management and financial risk hedging, through two practical use cases. Th...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"186 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Explainable machine learning for financial risk management: two practical use cases\",\"authors\":\"Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, Alessandro Spelta\",\"doi\":\"10.1080/02331888.2024.2401078\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We explore the potential of machine learning (ML) models applied in two financial risk management areas, i.e., credit risk management and financial risk hedging, through two practical use cases. Th...\",\"PeriodicalId\":54358,\"journal\":{\"name\":\"Statistics\",\"volume\":\"186 1\",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2024-09-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/02331888.2024.2401078\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02331888.2024.2401078","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Explainable machine learning for financial risk management: two practical use cases
We explore the potential of machine learning (ML) models applied in two financial risk management areas, i.e., credit risk management and financial risk hedging, through two practical use cases. Th...
期刊介绍：
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
