24/03/2025 Machine Learning & Artificial Intelligence Topic Modeling with AI Tools We present a robust topic modeling framework that mitigates overfitting while capturing the evolving nature of discourse.
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...
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 Machine Learning & Artificial Intelligence What do we Learn from a Machine Understanding News Content? ... Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.),...
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.
7/04/2022 Machine Learning & Artificial Intelligence Monitoring Narratives: an Application to the Equity Market In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...
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.
26/04/2021 Machine Learning & Artificial Intelligence Robo-Advising: Less AI and More XAI? We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially...
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...
7/07/2020 Machine Learning & Artificial Intelligence Improving the Robustness of Trading Strategy Backtesting wit... In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial...
2/10/2019 Machine Learning & Artificial Intelligence Machine Learning Optimization Algorithms & Portfolio Allocat... Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient...
11/03/2019 Machine Learning & Artificial Intelligence Financial Applications of Gaussian Processes and Bayesian Op... In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore...
27/09/2018 Machine Learning & Artificial Intelligence Robust Asset Allocation for Robo-Advisors Robust Asset Allocation for Robo-Advisors
