We present a data-driven proof of concept model capable of reproducing expected counterparty credit exposures from market and trade data. The model has its greatest advantages in quick single-contract exposure evaluations that could be used in front office xVA solutions. The data was generated...

Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible. These simplifications include approximating the true nonlinear dynamics of the model, disregarding aggregate uncertainty or assuming that all agents are identical. While...

Machine learning have made a large number of novel applications in various domains in finance. Though more complex and advanced models have been proposed and explored in literatures, the input data to the models and how the raw features are preprocessed, remains important. This article provides...

Artificial intelligence, notwithstanding global challenges, is playing an increasingly important part in global development, in particular international financial markets. On the one hand, with the assistance of artificial intelligence, a customized investment portfolio can be compiled. On the...