Techniques for linking economic factors and bank losses produce varying – and sometimes contradictory – results
Neural networks show fewer false positives on bad loans – study
Machine learning method edges regression techniques in linking nonlinearities among delinquent borrowers
Deep hedging strays when volatility gets rough – study
In the most realistic simulations, data-driven approach fared 30% worse than conventional hedging
Study Edge (YC S12) Is Hiring
Technical Product Manager Study Edge is seeking a Technical Product Manager to act as the essential bridge between our technology …
Study Edge (YC S12) Is Hiring
Technical Product ManagerStudy Edge is seeking a Technical Product Manager to act as the essential bridge between our technology team, …
Study suggests banks may be better off with simpler VAR models
Non-parametric VAR models perform well in calm markets, but miss the mark in volatile periods
Good citizenship can signal better creditworthiness – study
Environmental and social behaviour predicts credit ratings in North America – less so in Europe
Contagion can spread via cross-asset links, ECB study shows
Research throws more light on the hidden risks of central clearing
Don’t run CCP auctions by fear, study argues
Paper by BoE economist and co-authors backs ‘second-price’ auctions and limited penalties