Menu

Machine Learning Predictions of Credit and Equity Risk Premia

The emergence of algorithmic high-frequency trading has given rise to new AI-driven methodologies for predicting credit risk. The University of Southampton's Arben Kita explains how machine-learning tools are helping financial institutions forecast risk premia.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals