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....
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 Management and Saving Industry 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 for Financial Market 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.