ILB Replay FaIR

In recent years, developments in Artificial Intelligence and Machine Learning have led to the creation of a new type of ESG data, based on the collection and analysis of large amounts of unstructured data from different sources. At this event, which took place on 17 October 2023, we explored key questions such as:

– How are alternative data and artificial intelligence tools used by asset managers?

– What value do they add to the construction of investment strategies?

– What are their potential biases and the risks associated with their use?

FaIR Webinar Replay : What can neuroscience teach us about economics and finance? Of July 4, 2023.

FaIR Webinar Replay: Is there an end to the crypto winter? of March 16, 2023.

Replay of the FaIR Alternative Data Use in Asset Management Webinar of 10 February 2022

The replay of the FaIR (Finance and Insurance Reloaded) webinar “Cyber Risks, Cyber Insurance and Financial Stability” organised by the Institut Louis Bachelier in partnership with ACPR, AEFR and the Institute of Actuaries. The conference was held online on 7 December 2021.

Louis Bertucci, Scientific Coordinator of the FaIR programme – Institut Louis Bachelier, spoke at the AM TECH DAY, organised by AGEFI on 5 October 2021.

The ILB FaIR webinar took place on 29 September, in partnership with EDF, ACPR and The Alan Turing Institute.

“AI brings many improvements to the financial sector: faster and more flexible, AI algorithms tend to provide better forecasts, simulations or internal controls. However, there is a lack of confidence when it comes to the industrial implementation of AI: insufficient unit testing, lack of theoretical guarantees, data sensitivity. We will discuss how to increase explainability and trust in AI algorithms, both from the regulators’ and the industry’s perspective.”

The ILB FaIR webinar took place on 28 September, in partnership with EDF, ACPR and The Alan Turing Institute.

“Generative methods (GANs, VAEs, etc.) applied to time series simulations allow for flexible model updating without having to spend time designing a new stochastic model. However, the direct application of generative adversarial networks (GANs) to time series is not straightforward. We present recent advances in time series generation and discuss the issues they raise.”

The ILB FaIR webinar took place on 27 September, in partnership with EDF, ACPR and The Alan Turing Institute.

“AI computation of trading and hedging strategies has opened up new opportunities, including the ability to solve high-dimensional problems, management of constraints (liquidity, transaction costs, proxy hedging), and a more flexible choice of the criterion to be optimised. In this session, we will present the latest improvements to these methods and their operational use.”