Ai For Alpha | Leveraging artificial intelligence to help asset managers better grasp the complexity of financial markets and make informed investment decisions

Summary
Ai For Alpha is a solution based on the latest artificial intelligence techniques to help investment professionals in their management decisions.

From our previous experiences in finance, we realised that information flows faster and faster and is sometimes contradictory. It is impossible as a human to analyse all these different signals at the same time to anticipate their impact on the markets.

Our vision is that today, in an increasingly complex world, the asset manager needs the machine to outperform his process. This is augmented intelligence. In our view, the machine will not replace the manager, it is a decision support tool.

We have developed a Deep Learning solution to help managers analyse the impact of a considerable quantity of market data (economic and financial data, changes in prices in commodities, currencies, volatility, credit spreads, etc.). Depending on market conditions, the model helps the manager to anticipate regime changes and adapt to the market environment in order to determine the best investment timing.

The significant advantage of our solution is that the manager can see which market information explains the regime expectations at any time. Unlike other AI models that are often black boxes, the manager here understands the model's decisions and has a better understanding of the market's drivers.

The solution has been validated by Société Générale's research teams. SG uses it to propose innovative investment solutions to their clients.
The solution is also deployed for a French asset management company (Homa Capital). Ai For Alpha has calibrated its equity strategy to anticipate regime crises in the different markets and adapt its asset allocation according to market conditions.

Our objective now is to scale our solution and develop it for other clients.
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More information & hyperlinks
Web resources: https://cordis.europa.eu/project/id/101113615
Start date: 01-06-2023
End date: 31-03-2024
Total budget - Public funding: - 75 000,00 Euro
Cordis data

Original description

Ai For Alpha is a solution based on the latest artificial intelligence techniques to help investment professionals in their management decisions.

From our previous experiences in finance, we realised that information flows faster and faster and is sometimes contradictory. It is impossible as a human to analyse all these different signals at the same time to anticipate their impact on the markets.

Our vision is that today, in an increasingly complex world, the asset manager needs the machine to outperform his process. This is augmented intelligence. In our view, the machine will not replace the manager, it is a decision support tool.

We have developed a Deep Learning solution to help managers analyse the impact of a considerable quantity of market data (economic and financial data, changes in prices in commodities, currencies, volatility, credit spreads, etc.). Depending on market conditions, the model helps the manager to anticipate regime changes and adapt to the market environment in order to determine the best investment timing.

The significant advantage of our solution is that the manager can see which market information explains the regime expectations at any time. Unlike other AI models that are often black boxes, the manager here understands the model's decisions and has a better understanding of the market's drivers.

The solution has been validated by Société Générale's research teams. SG uses it to propose innovative investment solutions to their clients.
The solution is also deployed for a French asset management company (Homa Capital). Ai For Alpha has calibrated its equity strategy to anticipate regime crises in the different markets and adapt its asset allocation according to market conditions.

Our objective now is to scale our solution and develop it for other clients.

Status

SIGNED

Call topic

HORIZON-EIE-2022-SCALEUP-02-02

Update Date

31-07-2023
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