17/03/2025 Economy & Markets The diverse economic impacts of artificial intelligence In this paper we extend our 2024 analysis by focusing on differentiating macroeconomic productivity gains enabled by AI across countries.
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.
28/06/2023 Portfolio Strategy Retail Investors’ Behaviour in the Digital Age: How Digitali... This paper outlines how digitalisation is impacting the behaviour and decisions of retail investors.
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...
13/01/2023 Portfolio Strategy What Artificial Intelligence reveals about share price react... What AI reveals about stock prices?- this piece outlines research by Amundi on the usefulness of using AI in stock analysis and valuation.
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.
9/06/2021 Economy & Markets Shifts & Narratives #6 - Technology trends in Asset Manageme... These are days to be optimistic if you are an Asset Manager. And this is not just because the industry has been doing well and the fundamentals remain...
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.