ILB Replay FaIR

17/10/2023

FaIR seminar: “Artificial intelligence for sustainable finance: realities and challenges”.

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?

07/12/2021

FaIR Webinar Cyber Risks, Cyber Insurance and Financial Stability

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.

05/10/2021

Louis Bertucci from ILB at AMTECH DAY

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

29/09/2021

Confidence and Regulation of AI-based Algorithms

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.”

28/09/2021

Generative Methods for Simulations and Risk Management

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.”

27/09/2021

AI-based Asset & Risk Management

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.”