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. All Cloud engineering Quantitative algorithmic and financial engineering Visualised digital strategy Machine learning and AI Business process engineering and data organisation Technology re-platforming Data science Digital ledger MACHINE LEARNING AND AI, QUANTITATIVE ALGORITHMIC AND FINANCIAL ENGINEERING, Predicting mortgage loan delinquency status with neural networks 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… Read More MACHINE LEARNING AND AI, Genetic algorithm application to portfolio optimisation Abstract. This paper presents an evolutionary algorithm (EA) capable of calculating the efficient frontier for a given portfolio. The objective of this paper is… Read More CLOUD ENGINEERING, Banking on the cloud The financial industry has been cautious when moving functionality to the cloud, despite the obvious benefits. This is not surprising given how sensitive the… Read More QUANTITATIVE ALGORITHMIC AND FINANCIAL ENGINEERING, MIFID II for algos – regulatory validation and model management The automation of trading decisions has led to lower costs and greater liquidity but has the potential to amplify execution risks, turning otherwise manageable… Read More MACHINE LEARNING AND AI, QUANTITATIVE ALGORITHMIC AND FINANCIAL ENGINEERING, Deep learning and its interpretability in retail banking As deep learning enters the mainstream in financial services, interpretability is becoming an important issue; introducing models with hidden layers and complex… Read More TECHNOLOGY RE-PLATFORMING, Fundamental review of the FRTB comments Ahead of the anticipated release of the final FRTB standards expected by the end of this year, we take a review industry feedback from the 42 respondents to… Read More TECHNOLOGY RE-PLATFORMING, Java reasoning Chris Sawyer comments on OpenJDK and Oracle JDK, the importance of test-driven development and UI colour palettes. Read More MACHINE LEARNING AND AI, QUANTITATIVE ALGORITHMIC AND FINANCIAL ENGINEERING, The 'personal' barrier to automated trading Over recent years there has been an arms race underway in front office execution. Advances in technology have increased automation, generating lower costs and… Read More ← Previous 1 (current) 2 3 4 5 6 7 Next →