Machine learning methods to protect banks from risks of complex investment products

by KeAi Communications Co.

Performances of the proposed method compared to optimal strategy. Credit: The Journal of Finance and Data Science (2023). DOI: 10.1016/j.jfds.2023.100101

Artificial intelligence (AI) is frequently touted as a silver bullet to solve complex modeling problems. Among its many applications, it has been investigated as a tool to manage risks of complex…