Machine learning in finance and accounting

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F21%3A39917736" target="_blank" >RIV/00216275:25410/21:39917736 - isvavai.cz</a>
Result on the web
<a href="https://www.taylorfrancis.com/chapters/edit/10.4324/9781003037903-1/machine-learning-finance-accounting-mohammad-zoynul-abedin-kabir-hassan-petr-hajek-mohammed-mohi-uddin?context=ubx&refId=9d4617ee-6112-4f80-9ebf-7b200e98c97e" target="_blank" >https://www.taylorfrancis.com/chapters/edit/10.4324/9781003037903-1/machine-learning-finance-accounting-mohammad-zoynul-abedin-kabir-hassan-petr-hajek-mohammed-mohi-uddin?context=ubx&refId=9d4617ee-6112-4f80-9ebf-7b200e98c97e</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Machine learning in finance and accounting
Original language description
This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book reviews Breiman’s CART algorithm, classification features, and non-parametric methods, i.e., decision trees and random forests. It applies Machine learning (ML) to enhance longevity risk management by life insurance companies and pension fund managers. The book shows how ML can help improve mortality forecasting. It introduces kernel switching ridge regression, an ML method. The book argues that the method can make predictions from multiple “regimes of dataset” and “can overcome the unstable solution and the curse of dimensionality”. It describes sentiment analysis in predicting stock return volatilities. The book explores some important concepts and ML algorithms, and applications of machine learning techniques in the fields of economics and finance. It focuses on the use of ML and artificial intelligence (AI) in financial services industry.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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