Machine learning
Rise of the cyborgs: tech remakes the front office
Dealers “have no choice” but to change, says UBS’s Orcel – and plenty of changes are coming
Podcast: Lo on adaptive regulation, machine learning, bitcoin
MIT quant says next project will be to combine behavioural science with tech such as machine learning
A fool’s gold (or data) mine
Quants are building statistical toolkits to avoid the pitfalls of data mining
OK, computer? Hurdles remain for machine learning in credit risk
Concerns over cost, applicability and oversight give pause to banks’ use of ML techniques in credit risk
If regulations don’t bend, they’ll break
Financial regulation should be adaptive, not reactive, argues Andrew Lo
Podcast: Richard Martin on EM debt, copulas, machine learning
Quant sceptical of machine learning algos and black boxes
Data riches pose new test for risk managers
New quant tools must be balanced with old-fashioned intuition
Quant manager spurns vendors’ machine learning software
Ex-head of algo trading at JP Morgan says machine learning processes should be built internally
Machine learning study points way to smarter beta
‘Boosted trees’ method uses same metrics as conventional factor investing but mixes them in new ways
Compliance must keep pace in AI arms race
Bank compliance departments’ computational firepower must be a match for trading desks, says expert
Sustainable investing boom lifts demand for new data
One trendy investment approach reinforces another
How machine learning could aid interest rate modelling
Standard Chartered quant proposes machine-learning technique to better capture rate dynamics
Podcast: Quantum computing to boom in next three to five years
Quant speaks of collaboration with Nasa and machine-learning algos for yield curves
Curve dynamics with artificial neural networks
Artificial neural networks can replace PCA for yield curves analysis
BoE: UK banks falling short on stress-test model risk
Recent guidance on stress-test models could be expanded, says BoE exec
AI models prompt banks to strengthen governance
Risk managers want ‘transparency and clarity’ around AI-based models
Banks explore new data techniques to tackle money laundering
Artificial intelligence in tandem with human analysis seen as effective for know-your-customer
The changing face of European power trading
Webinar: FIS
‘Black box’ models present challenges – US regulators
US officials say they have some powers to assess AI tools, but resources are a problem
OCC’s Morrison on combating the cyber threat to clearing
Cyber security chief eyes analytics and machine learning to help anticipate – and defend against – breaches
Quants warn over flaws in machine learning predictions
Six quants debate whether the tool can adjust to paradigm shifts in financial markets
Neural network learns ‘universal model’ for stock-price moves
Relationships between order flow and price “are stable through time and across stocks and sectors”
Ex-F1 strategist in driving seat at Schroders data unit
Mark Ainsworth on “turning data into alpha” at fundamental asset manager