
Автор: Syed Hasan Jafar, Hemachandran K, Hani El-Chaarani
Издательство: CRC Press
Год: 2023
Страниц: 183
Язык: английский
Формат: pdf (true)
Размер: 11.2 MB
Artificial Intelligence for Capital Market throws light on the application of AI/ML techniques in the financial capital markets. This book discusses the challenges posed by the AI/ML techniques as these are prone to "black box" syndrome. The complexity of understanding the underlying dynamics for results generated by these methods is one of the major concerns which is highlighted in this book. AI in Finance presents and explores the most recent advances in the application of innovative and emerging AI/ML models in the financial industry. The main contribution of this book is to provide new theoretical and applied AI perspectives to find solutions to unsolved finance questions. This volume presents the applicability of various Machine Learning models such as Support Vector Regression, Regression trees and Markov Switching Models in asset pricing and portfolio theory, Artificial Neural Networks (ANNs) in asset pricing, stock market forecasting utilizing a deep learning model, credit and risk analysis of borrowers using Random Forest Algorithms, examining market efficiency using news-driven sentiment, employing LSTM and RNNs for technical analysis, and price forecasting using deep learning and additive models in financial markets.