Projects in the Business Areas Computational Finance

Machine Learning for banks and insurance companies

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Today, machine learning plays an important role in the optimization of financial services.

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Machine learning supports sustainable and ethical investments

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More and more investors wish to invest their money in ­companies that meet certain criteria for environmental, social and ­corporate governance (ESG).

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Integration of novel data sources

Machine learning also plays an increasingly important role in the development of trading strategies. In addition to classic macroeconomic indicators and correlations with other asset classes, new types of data, such as sentiment indicators based on social media posts, are increasingly being incorporated into model training.

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Asset Liability Management

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Novel numerical methods for the efficient simulation of ALM models in insurance industry.

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Pricing of Financial Derivatives

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Efficient and robust numerical methods for option pricing on high performance computers.

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