Artificial intelligence
Deep learning calibration of option pricing models: some pitfalls and solutions
Addressing model calibration and the issue of no-arbitrage in a deep learning approach
Lighting up the black box: a must for investors?
Many contend you must be able to interpret machine learning in order to use it
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
Factor strategies seesaw in coronavirus-hit markets
Quants struggle to second-guess ongoing effect of virus on investments
Top 10 op risks 2020: regulatory risk
New technology and reams of red tape make non-compliance fines more likely
Top 10 op risks 2020: talent risk
Firms struggle to reduce headcount and fill gaps without cutting corners
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing
Exploring new investment prospects in volatile markets
Custom and traditional proprietary indexes have been growing in popularity and actively transforming the investment landscape. Financial products linked to indexes are thriving, enabling more efficient access to the market, whether it is equity, bonds or…
Singapore banks tighten ML governance amid regulatory scrutiny
DBS, StanChart and Deutsche build model inventories and draw up standards around use cases
No silver bullet for AI explainability
No single approach to interpreting a neural network’s outputs is perfect, so it’s better to use them all
Ripping up the old asset class labels
Outmoded classifications of securities may be concealing market risk. AI has a better idea
Disruption, CCP default and the latest Libor problem
The week on Risk.net, January 18–24, 2020
Bank disruptors: how tech joint ventures help Nomura’s bottom line
Nomura is developing new software services to supplement trading profits
Bank disruptors: SocGen’s call to start-ups
Fintechs and ‘intrapreneurs’ are leading Societe Generale’s digital transformation
Haitong taps NLP to inform collateral coverage
Hong Kong broker scours news and blogs in bid for better corporate signals in China’s opaque markets
Bank disruptors: tread carefully and bend things
How BofA, SocGen, JP Morgan, Nomura, UBS and others are disrupting themselves
Bank disruptors: Barclays finds blockchain nirvana
USC could transform financial markets. But first, backers must prove it is secure
Ex-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
Private equity investors see savings in AI
Unigestion, Schroders using machine learning to avoid ‘obvious losers’ among private equity firms
Review of 2019: shaken, not stirred
The market survived a cocktail of hits. But is a hangover on the way?
Quant funds look to AI to master correlations
Machine learning shows promise in grouping assets better, predicting regime shifts
