Machine learning for financial risk management: a survey

HIGHLIGHTS

  • who: Management A Survey and collaborators from the School of Information Technology, Deakin University, Geelong, VIC, Australia have published the research work: Machine Learning for Financial Risk Management: A Survey, in the Journal: (JOURNAL)
  • what: In contrast, the authors aim to unify the machine_learning literature across different FRM tasks and identify the common challenges and research directions prevalent across the whole risk spectrum. The authors present a comprehensive taxonomy of major FRM tasks and establish their connection with relevant machine_learning problems. The authors propose future directions on tackling the common challenges identified by the literature . . .

     

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