Machine learning
Disruptive change in US power markets: Identifying risks and embracing opportunities in the new world of digital
Power markets worldwide are experiencing disruptive changes on a bigger scale and with greater speed than many had anticipated. Now, more than ever, it is essential to understand opportunities and risks associated with these changes
From AI to cheese: funds seek fixes for trend following
Firms turn to machine learning, hybrid products and new markets to boost returns
How machine intelligence can help banks beat financial crime
Faced with massive financial crime challenges, many banks have responded by scaling up their functions. However, these investigations take way too much time and require unending growth in person-power
Risktech start-ups struggle to clinch big-bank contracts
Light on cash, risk management fintechs face an extended gauntlet most won’t survive
UBS’s CRO on the hunt for hidden risks
Swiss bank has rung the changes in its attempt to catch hard-to-measure risks, but “you are never safe”, warns Christian Bluhm
Machine earning: how tech is shaking up bank market-making
As banks get serious about e-trading, humans are being asked to give up their secrets to the machines that could replace them
Podcast: SocGen quants on exotics calibration, machine learning and autocallable pricing
Deep learning techniques are being explored by the quants to speed up exotics pricing
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
GDPR uncertainty could spell trouble for machine learning
Advisers warn of discrepancy in advice to regulators over automated decision-making
Why robo-advisers need artificial stupidity
Smarter algorithms can’t stop us making bad investment decisions – yet, writes Andrew Lo
Quants call for better grasp of how AI models ‘think’
Tools from image recognition can help with interpretability
‘People who bought this swap also bought Apple’
Dealers hope personalisation algos will help them cut sales costs, but data gaps could be a problem
Symphony bots march on Bloomberg
New chat system touted as sales and trading game-changer, as banks build hundreds of add-ons
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