AllianceBernstein uses AI to sidestep ‘growth trap’
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
View ArticleQuant Lipton pans Facebook’s Libra
Former Bank of America exec sees more potential in rival projects, such as utility settlement coin
View ArticleQMA’s Dyson: AI a ‘wonderful marketing concept’
Quant firm sceptical about using artificial intelligence to seek out tradable strategies
View ArticleGoldman improves execution ‘by 50%’ with new algos
Bank uses neural networks and other AI tools to cut slippage in stock trading
View ArticlePimco deploys neural net model in agency bonds
Old models for $7 trillion mortgage market overstate risk in some cases, asset manager says
View ArticleNeuberger sidesteps option gap risk using AI and credit card data
Random-forest algorithm run on retail transaction data forewarns of earning shocks
View ArticleAllianz Global Investors adopts NLP signals in equities
Move to tackle unstructured data starts with sell-side analyst reports
View ArticleHow Virtu trained its intelligent algos
Firm has sought to meld traders’ instincts with insights from ‘massive scale’ data
View ArticleMachines can save 20% on routing orders, UBS says
Machine learning is navigating the labyrinth of venues, figuring out how best to land the trade
View ArticleValue: ‘Trade of the decade,’ says QMA
Quant firm predicts big revival for out-of-favour strategy
View ArticleMorgan Stanley, Wells not sold on AI for credit scoring
Risk USA: Lenders warn on AI model risks and use of non-traditional data
View ArticleBlackRock, State Street, AB are making AI work in risk
Risk USA: Fund managers are using new technology to measure liquidity risk and spot their own errors
View ArticleCredit Suisse uses neural nets to call minute-ahead forex
Bank encases AI in ‘control framework’ to curb risk and will stick to micro timeframe for now
View ArticleIntercept: AQR’s risk-catching machine
CRO Mike Patchen has helped build a system to identify risks before they grow or spread
View ArticleQuant funds look to AI to master correlations
Machine learning shows promise in grouping assets better, predicting regime shifts
View ArticleAllocation models that know their unknowns
Quants say probabilistic programming beats machine learning in balancing strategies
View ArticleEx-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
View ArticleQuants – pick your alt data wisely, says Goldman MD
Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman
View ArticleNeuberger Berman gets its Sherlock on
Asset manager deploys quant-cum-sleuth to sniff out portfolio risk
View ArticleRipping up the old asset class labels
Outmoded classifications of securities may be concealing market risk. AI has a better idea
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