12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.
15/02/2024 Machine Learning & Artificial Intelligence Expert Aggregation for Financial Forecasting Harness the potential of finance with our ML algorithms. BOA optimizes long-short strategies using diverse stock return forecasts from various models....
15/12/2023 Machine Learning & Artificial Intelligence Answering Clean Tech Questions with Large Language Models Drive the net-zero transition and monitor clean tech innovation and mineral dependencies effortlessly. Boost renewable energy and low-emission solutions...
4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stoc... This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
1/03/2023 Machine Learning & Artificial Intelligence Time Series Forecasting with Transformer Models and applicat... Since its introduction in 2017 (Vaswani et al., 2017), the Transformer model has excelled in a wide range of tasks involving natural language processing...
22/09/2022 Machine Learning & Artificial Intelligence Real-Time Macro Information and Bond Return Predictability: ... This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...
1/07/2022 Machine Learning & Artificial Intelligence Credit Factor Investing with Machine Learning techniques The most common models to assess asset returns are a linear combination of risk factors.
1/03/2022 Machine Learning & Artificial Intelligence Augmenting Investment Decisions with Robo-Advice We study the introduction of robo-advising on a large representative sample of Employee Saving Plans.
1/12/2021 Asset Pricing & Behavioural Finance Graph Neural Networks for Asset Management In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.
22/02/2021 Asset Pricing & Behavioural Finance Tracking ECB’s Communication: Perspectives and Implications ... This article assesses the communication of the European Central Bank (ECB) using Natural Language Processing (NLP) techniques.
20/02/2019 Portfolio Allocation Constrained Risk Budgeting Portfolios This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints.
