Applied AI for Finance and Accounting: Alternative Data and Opportunities
“… we aim to provide a summary of the evolving landscape of AI applications in finance and accounting research and project future avenues...
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12 déc. 2023
Risk measures based on weak optimal transport
The paper explores convex risk measures with weak optimal transport penalties, demonstrating explicit representations via nonlinear...
18 août 2023
A New Approach to Measuring AI Bias in Human Resources Functions: Model Risk Management
Companies use #ai tools for #hr decisions, but they face a balance between benefits and #risks. With limited federal #regulation and...
2 juin 2023
Do Finance Researchers Address Sample Size Issues? – A Bayesian Inquiry in the AI Era.
Traditional #statistical and #algorithm-based methods used to analyze #bigdata often overlook small but significant evidence. #bayesian...
23 mai 2023
Does Political Risk Exacerbate Climate Change Risk? Firm-Level Evidence
"Our study extends the research on the determinants of corporate #climaterisk and impact of firm-level #politicalrisk on various...
21 avr. 2023
The Estimation Risk in Extreme Systemic Risk Forecasts
"#systemicrisk measures have been shown to be predictive of #financialcrises and declines in real activity. Thus, forecasting them is of...
19 avr. 2023
Risk, Discretion, and Bank Supervision
"... the new Climate Risk Division will integrate climate risks into its supervision of regulated entities, support the industry’s growth...
9 mars 2023
A Survey on Alternative Data in Finance and Business: Emerging Applications and Theory Analysis
Academic research in #alternativedata has become increasingly popular recently, with more research needed to explore new investment...
26 janv. 2023
Aggregating heavy-tailed random vectors: from finite sums to Lévy processes
"... we study the behavior of the asymptotic tail distribution of independent sums of heavy-tailed random vectors under the paradigm of...
1 nov. 2022
Difference between integrated quantiles and integrated cumulative distribution functions.
"When developing large-sample statistical inference for quantiles, also known as Values-at-Risk in finance and insurance, the usual...
21 avr. 2022
Deep Learning in Finance: From Implementation to Regulation
"The role of regulatory agencies will be crucial to protect consumers while allowing innovation. There is currently no unified regulatory...
28 déc. 2021
Reinforcement Learning with Dynamic Convex Risk Measures
"We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement...
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