Research

Our research develops practical insights and tools that apply our expertise and technology to prevailing industry challenges. We hope this is useful, and please reach out to us if you would like to explore these topics any further.

Research

Machine learning and AI, Quantitative algorithmic and financial engineering,

Abstract. Monitoring of loan performance and early identification of high-risk consumers aids prevention of loan defaults and is of interest to many banks and…

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Research

Machine learning and AI,

Abstract. This paper presents an evolutionary algorithm (EA) capable of calculating the efficient frontier for a given portfolio. The objective of this paper is…

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Machine learning and AI, Quantitative algorithmic and financial engineering,

As deep learning enters the mainstream in financial services, interpretability is becoming an important issue; introducing models with hidden layers and complex…

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Machine learning and AI, Quantitative algorithmic and financial engineering,

Over recent years there has been an arms race underway in front office execution. Advances in technology have increased automation, generating lower costs and…

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Machine learning and AI,

Increased use of machine learning is an inevitable trend. Riskcare’s CTO Chris Sawyer explores the potential of this fascinating computer science area. Photo…

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Research

Machine learning and AI, Technology re-platforming, Data science,

Portfolio optimisation is computationally intensive and has potential for performance improvement – GPU is a natural fit for this. This paper examines the…

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