Artificial intelligence
The machines are coming for your pricing models
Deep learning is opening up new frontiers in financial engineering and risk management
The rise of the robot quant
The latest big idea in machine learning is to automate the drudge work in model-building for quants
Margin reform – From challenge to opportunity
SmartStream Technologies explores how, as new initial margin regulations from the Basel Committee on Banking Supervision and the International Organisation of Securities Commissions become a pressing concern for more firms, technology service providers…
Deep hedging and the end of the Black-Scholes era
Quants are embracing the idea of ‘model free’ pricing and hedging
AllianceBernstein uses AI to sidestep ‘growth trap’
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
Finra plans machine learning push against market rigging
ML trained to find spoofing and layering
PanAgora uses NLP to cut through Chinese cyber speak
Fund builds Mandarin-reading algo to gauge sentiment of retail investors
Risk Technology Awards 2019: Making machines more helpful
Machine learning can be too efficient; now, vendors are looking for ways to make it more accurate. Clive Davidson looks at the stories behind this year’s Risk Technology Awards
How AI could tear up risk modelling canon
BlackRock, MSCI, LFIS among firms looking to replace traditional, linear risk models
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Model risk management transformation
Financial institutions have been maturing their approaches to MRM and – as models become more complex and pervasive, and regulatory expectations continue to increase – leading financial institutions seek faster and further movement. Ashutosh Nawani, head…
JP Morgan’s Hudson: innovation stuck in trading web
Risk Live: Digital head floats shared platform, rather than “point solutions”
Risk premia strategies – Lessons learned for the future
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
UBS unleashes Orca for rates clients
Machine learning algo trawls liquidity pools to slash US Treasury trading costs
Privacy laws crimp bank efforts to snoop on traders
Banks want to surveil employees to prevent malfeasance. GDPR is hobbling those efforts
Business lines must answer for ML biases – OCC’s Dugan
Banks cannot blame developers or vendors for faulty machine learning models, says regulator
From memos to texts, algos fish for signals in-house
Hedge funds turn to natural language tools to pry more value out of their analysts’ internal writings
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
Check mates – AI and the future of KYC
Financial crime prevention is an increasingly complex task for financial services firms. Criminal activities such as money laundering and fraud have rocketed, and the perpetrators are getting smarter. Amid tightening regulation and the threat of…