Fraunhofer Institute for Algorithms and Scientific Computing SCAI

Fraunhofer Institute for Algorithms and Scientific Computing SCAI

Projects in the Business Areas Computational Finance

Machine Learning for banks and insurance companies#

Stock market graph on computer screen. Analyzing data of businessman working in office background, All on screen are design up — © Adobe Stock - ipopba

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

Machine learning supports sustainable and ethical investments#

© Fraunhofer SCAI

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

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.

Asset Liability Management#

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

Pricing of Financial Derivatives#

© Fraunhofer SCAI

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