RP13: Machine Learning Algorithms for Risk Management in Trading Activities (WP4)

The main objective is to develop a prototype framework for pricing and risk management using machine learning  algorithms and a large variety of heterogeneous and high-volume data, including tick-by-tick quotes of bond prices, market data underlying economic indicators (such as interest rates, foreign exchange rates, inflation rates, and commodity prices) and news feeds. This predictive analytics […]

03.11.2016 Read more