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.
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.
