Articles by Faye Kilburn
Natixis creates model to ‘learn’ how factors interact
Random forest technique sheds light on flux in how factors mix, manager says
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Quants ‘running into walls’ with AI interpretability
Some firms “stumbling” with new technology, conference hears
Quants say big data is all buzz, no alpha
Efforts to extract alpha from alternative data have been “really unsuccessful”, says Domeyard’s Qi
Quants use AI to cut through murk of ‘sustainability’
Separating the wheat from the chaff is fundamental to ESG investing. Machine learning can do that
Factor timing: scant upside, big downside
Stock selection trounces “tempting” factor timing in study
The funhouse mirror of CLO equity hedges
CLO equity cannot be directly hedged, so people are buying approximations and hoping for the best
Man embraces open source in push to lure tech talent
Risk USA: Forget Silicon Valley – come work in finance, hedge fund CRO tells technologists
BlackRock shelves unexplainable AI liquidity models
Risk USA: Neural nets beat other models in tests, but results could not be explained
Why Dario Villani trusts machine learning
Duality Group CEO says people should abandon ‘top-down, godlike model’ and their need to understand
Tenets of investment, upended
Faith in correlations has been sorely tested as markets tear up one long-held maxim after another
At BlackRock’s West Coast AI lab
The firm is handing its ‘most vexing problems’ to artificial intelligence
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for asset management
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
Bank data: gold mine, or minefield?
The urge for dealers to sell their financial data is being counterbalanced by fears over client reactions
Banks discreetly seek personnel to mine alt data riches
Citi, Credit Suisse, HSBC and Morgan Stanley are hiring data scientists for a plethora of new initiatives
Funds take action to avoid fire sales under new SEC liquidity rule
Asset managers want more time to get illiquid assets within regulatory limits during market upheaval
Banks look to spin money from their own data
Big banks are tiptoeing forward with datasets for sale despite a host of internal obstacles
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
UBS AM joins buy-siders building central data science teams
Data science unit will serve firm’s non-quant investment staff
Quantum computers a ‘viable’ choice in portfolio optimisation
New technology can help solve previously unsolvable problems, says machine-learning specialist
Quants call for better grasp of how AI models ‘think’
Tools from image recognition can help with interpretability
A fool’s gold (or data) mine
Quants are building statistical toolkits to avoid the pitfalls of data mining