Natural language processing (NLP)
Can machine learning help predict recessions? Not really
Artificial intelligence models stumble on noisy data and lack of interpretability
People: Estrada, Horne out in Credit Suisse rout, Belsher to Barclays, and more
Latest job changes across the industry
A text analysis of operational risk loss descriptions
The authors put forward a workflow for using text analysis to identify underlying risks in operational risk event descriptions.
Banks’ internal watchdogs bark back at ChatGPT
Generative AI has plenty of uses in finance, but banks must first overcome compliance headaches
How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
BloombergGPT: Terminal giant enters the LLM race
New large language model aims to supercharge Terminal’s ability to provide sentiment, charting and search
How to hone NLP’s detection skills: a cue from a super-sleuth
With a sharper focus, AI readers could help detect hidden exposures for investors
Analysts reveal more than company execs on earnings calls – AB
Sentiment signals derived from what analysts say beat those based on bosses’ responses, say quants
Language barrier: quants slog to teach investing bots to read
Training models to interpret text can be dull; doing it badly can be costly
New breed of NLP model learns finance better, study finds
Models trained by looking at sentences beat conventional approaches that contextualise words
Scalability could trump complexity in machine learning debate
Risk USA: banks “on the precipice” of adopting more complex models, says Goldman exec
Technology vendor of the year: NICE Actimize
Asia Risk Awards 2021
Machines can read, but do they understand?
A novel NLP application built on a Google transformer model can help predict ratings transitions
Podcast: NYU’s Kolm on transaction costs and machine learning
TCA methodologies that ignore partial fills “might be off by 20% to 30%”
NLP and transformer models for credit risk
News feeds are factored into models to predict credit events
AI helps one investor screen targets against UN ethical goals
PanAgora develops two-stage process that aims to weed out the greenwashers