Risk USA: probability theory may hold the key to creating ‘self-aware’ AI
Scalability could trump complexity in machine learning debate
Risk USA: banks “on the precipice” of adopting more complex models, says Goldman exec
More banks flirt with machine learning for CCAR – but risks persist
Superior computational grunt of neural networks is attractive to lenders. Lack of explainability is the downside
EBA to consult on banks’ machine learning use
Watchdog will set out stance on ML-based capital models amid conflicting guidance from supervisors
Differential machine learning: the shape of things to come
A derivative pricing approximation method using neural networks and AAD speeds up calculations by orders of magnitude
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