Natural language processing (NLP)

• Cutting Edge

Podcast: NYU’s Kolm on transaction costs and machine learning

TCA methodologies that ignore partial fills “might be off by 20% to 30%”

• 26 Aug 2021

• Banking

NLP and transformer models for credit risk

News feeds are factored into models to predict credit events

• 23 Aug 2021

• Quant investing

AI helps one investor screen targets against UN ethical goals

PanAgora develops two-stage process that aims to weed out the greenwashers

• 20 Aug 2021