#Machine Learning

/ Featured Publications

RPS

Systematic Machine Learning Asset Allocation Benchmarking

JIT

Nobel Prize 2024 in Physics Assigned for AI and ML Contributions

Pill

2025 Update of the ECB Guide to Internal Models

JIT

EBA Follow-Up Report on the Use of Machine Learning for Internal Ratings-Based Models

Argo Magazine

Argo Magazine N.23 - Spring 2023

RPS

Real-Time Exposures and xVAs: a Neural Network Approach

RPS

Model Risk Management Principles and the Impact of Machine Learning Models

JIT

Machine Learning Framework

RPS

Credit Risk: Basel IV Regulatory Framework and New Frontiers

JIT

Corporate Default Forecasting with Machine Learning

JIT

Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning

RPS

A Random Forest Approach to Evaluating NPL Porfolios

JIT

Machine Learning for IRB Models EBA/DP/2021/04

JIT

The Use of AI and ML by Market Intermediaries and Asset Managers: IOSCO Final Report Review

JIT

Machine Learning and Model Risk Management

JIT

The Use of AI and ML by Market Intermediaries and Asset Managers

RPS

NPL Classification A Random Forest Approach (Rev.)

RPS

NPL Classification A Random Forest Approach

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