What we're about

Welcome to our group on Fintech and Artificial Intelligence in Finance.
We are a group of researchers and practictioners interested in those topics.

Some of the activities we are involved in:
• A EU H2020 research project on Fintech (2019 - 2021)

• The COST Action CA1930: Fintech and AI in Finance

• A Innosuisse research project on Explainable AI and Credit Risk Modelling

• An annual Conference on AI in Industry and Finance

Feel free to join and let us know about your Fintech and AI interests!

Upcoming events (4+)

The Properties of Alpha Risk Parity Portfolios

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We invite you to the 29th seminar of the monthly series of meetings conducted jointly by QFRG (Quantitative Finance Research Group) and DSLab (Data Science Lab).

This time Jérôme Gava and Julien Turc will present the results of their study “The Properties of Alpha Risk Parity Portfolios”.

Abstract: Risk parity is an approach to investing that aims to balance risk evenly across assets within a given universe. The aim of this study is to unify the most commonly-used approaches to risk parity within a single framework. Links between these approaches have been identified in the published literature. A key point in risk parity is being able to identify and control the contribution of each asset to the risk of the portfolio. With alpha risk parity, risk contributions are given by a closed-form formula. There is a form of antisymmetry—or self-duality—in alpha risk portfolios that lie between risk budgeting and minimum-risk portfolios. Techniques from information geometry play a key role in establishing these properties

Please log in at the latest at 6:20 PM. The presentation will start at 6:30 PM.

Joining a meeting implies consent to the recording. Please turn off cameras and microphones during the presentation and send the questions to the speaker in the chat.

COST FinAI Virtual Coffee Break

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This is an informal virtual coffee break for our COST FinAI Action, whoever wants to join is welcome, but bring your cup of coffee or tea with you and show it during the call. To get to know each other, start collaborations, discuss research topics, etc.

Feel free to invite whomever is interested in our research.

Kindly sign up here: https://www.meetup.com/Fintech_AI_in_Finance
All events are posted there as well.

COST FinAI Short-term scientific misssions, ITC grants, Virtual grants

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Dear all
our COST Action 19130 Fintech and Artificial Intelligence in Finance is providing grants for research stays for up to 6 months as well as ITC grants. For more details, please have a look here:
https://fin-ai.eu/stsm/, https://fin-ai.eu/itc/
and apply here:
[https://e-services.cost.eu/stsm/apply by selecting Action 19130](https://e-services.cost.eu/stsm/apply by selecting Action 19130).

We also have Virtual grants and dissemination conference grants, see https://fin-ai.eu/vmg/

COST FinAI Virtual Coffee Break

Link visible for attendees

This is an informal virtual coffee break for our COST FinAI Action, whoever wants to join is welcome, but bring your cup of coffee or tea with you and show it during the call. To get to know each other, start collaborations, discuss research topics, etc.

Feel free to invite whomever is interested in our research.
Kindly sign up here: https://www.meetup.com/Fintech_AI_in_Finance
All events are posted there as well.

Past events (334)

COST FinAI Virtual Coffee Break

This event has passed