Data
Libor will not transition quietly – What you need to know now
Liang Wu, vice-president of financial engineering and head of CrossAsset product management at Numerix, discusses the scope of the transition from Libor to alternative reference rates – also known as risk-free rates (RFRs), including their…
Artificial intelligence – Genuinely unintelligent without high-quality data
For over 10 years, Refinitiv has transformed unstructured content into high-quality, machine-readable data because even the smallest error can cause artificial intelligence massive problems.
Cleaning noisy data ‘almost 70%’ of machine learning labour
Quants flag signal-to-noise ratio as key to reducing overfitting risk
From DNA to DHA – Preparing for a new era of digital human augmentation
As technology increasingly permeates societies, cultures and everyday activities, its integration into people’s lives is having a profound impact on what is expected of people in the workplace. Deloitte examines this evolution of today’s workforce, the…
New applications in Asia’s financial crime analytics
Financial crime is a fast-growing problem for Asia‑Pacific financial services firms. Working with outmoded systems and patched-up processes to detect, monitor and eliminate potential threats, banks are spending millions on sophisticated new solutions to…
A mystery: why did the NY Fed use a survey to get SOFR?
Almost a week later, still no word on why SOFR was set using a market survey instead of submissions
Podcast: Hans Buehler on deep hedging and harnessing data
Quant says a new machine learning technique could change the way banks hedge derivatives
Alternative Liquidity Measures
Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility environments
Singapore banks ramp up cyber scenario analysis
StanChart building out scenario library as dealers up use of technique to gauge spending on defences
Push harder on cyber intel sharing, Apac regulators told
Regulators must work with banks to foster trust on cyber threat intelligence sharing, say execs
Systematic manager puts up guardrails for AI
Boston-based Acadian aims to limit risks from complex, machine learning algorithms
Burden of implementing US sanctions now firmly on energy firms
Energy firms must now screen operations of every vessel they deal with, writes maritime data expert