JPM's new-look credit unit primed for market uncertainty
Head of merged business explains revamp and why bank’s “biggest opportunity” lies in direct lending
Source: risk.net
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JP Morgan is testing quantum deep hedging
Researchers say timeline has shortened for use of models in production
Source: risk.net
Citi quants' AI model aims to hedge earnings surprises
Machine learning tool forecasts effect of shocks on implied volatility surfaces in minutes
Source: risk.net
JP Morgan quants are building Deep Hedging 2.0
New model uses Bellman technique to learn general derivatives hedging strategies
Source: risk.net
JP Morgan's deep hedging reaches cliquets
Euro Stoxx roll-out is live and S&P is next, despite exit of machine learning programme’s figurehead
Source: risk.net
Deep hedging news and analysis articles
Latest Deep hedging articles on risk management, derivatives and complex finance
Source: risk.net
Deep hedging pioneer Hans Buehler quits JP Morgan
Former global head of equities analytics won’t be joining another bank
Source: risk.net
Barclays (and others) strive for machine learning at quantum speed
Embryonic work on quantum neural networks raises hope of faster, more accurate models
Source: risk.net
Quant of the year: Hans Buehler
Risk Awards 2022: Architect of deep hedging aims to supplant orthodox models with method based purely on data
Source: risk.net
JP Morgan testing deep hedging of exotics
Neural network trained to hedge complex options using simulated data expected to go live this year
Source: risk.net