Machine learning
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
Podcast: Mercurio on Libor, fraud and writing models on a plane
Post-Libor environment and financial crime detection to drive future research, says top quant
Quants needed: how finance can use power of quantum tech
New machines have big potential in AI, valuations and VAR, but tech giants like IBM need help from practitioners
Podcast: Brigo on derivatives, AI, machine learning and more
Genuine artificial intelligence remains "very, very far away", says Imperial College's Brigo
Investors warm to quant tools to gauge political risk
Many funds have lost confidence in traditional ways of measuring political risk
Review of 2017: All sorts of volatility, bar one
Markets were oddly calm this year, while everything else was in motion
Market Technology Awards 2018: New problems, new solutions
Vendors embrace cloud, alternative languages and agile approaches
Machine learning is not just for the buy side
Sell-side quants develop machine learning technique to optimise margin costs
Evolutionary algos for optimising MVA
Alexei Kondratyev and George Giorgidze apply two evolutionary algos to MVA optimisation
Degree of influence, 2017: Quants dissect initial margin
Initial margin, optimal execution and applications of machine learning were the hottest topics of 2017
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
JP Morgan’s CRO on the bank’s six buckets of risk
Risk30: From loan losses to electromagnetic pulses, JPMorgan Chase has a place for it
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Nex’s Spencer on tech, Brexit and the UK’s identity crisis
Risk30: Icap founder fears return of exchange controls under a Labour government
Banks apply machine learning to CCAR models
ML models benchmarked against traditional iterations to avoid ‘black box’ perception
ANZ’s Whelan on China, data science and ROE
Risk30: markets business at ANZ is picking new targets
The future of risk in 10 interviews: volatility, liquidity and tech
Fed’s Powell, JP Morgan CRO, Bridgewater co-CEO all feature in upcoming profiles