Machine learning

4/07/2023

From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach

This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.

Research Center - 2022.10 - How do institutions segment their investment universe?

28/06/2023

Portfolio Strategy

Retail Investors’ Behaviour in the Digital Age: How Digitalisation is Impacting Investment Decisions

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 application for Asset Management

Since its introduction in 2017 (Vaswani et al., 2017), the Transformer model has excelled in a wide range of tasks involving natural language processing...

RC-2023.01-ESG-journey-is-set-to-accelerate-in-credit-markets-slider

13/01/2023

Portfolio Strategy

What Artificial Intelligence reveals about share price reactions?

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: A Weighted Group Deep Learning Approach

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.

From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach

Retail Investors’ Behaviour in the Digital Age: How Digitalisation is Impacting Investment Decisions

Time Series Forecasting with Transformer Models and application for Asset Management

What Artificial Intelligence reveals about share price reactions?

Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach

Credit Factor Investing with Machine Learning techniques

Augmenting Investment Decisions with Robo-Advice

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