The Role of Machine Learning Risk Models in Mitigating Interest Rate Risks | CompatibL

Опубликовано: 18 Май 2023
на канале: CompatibL
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The global rise in interest rates has created a situation where the recent history of near-zero rates for major currencies no longer represents the likely future evolution of rates.

In our latest article, the Role of Machine Learning Risk Models in Mitigating Interest Rate Risks, we explain how we applied Variational Autoencoders (VAEs) to interest rate modeling and explore what makes CompatibL's Autoencoder Market Models (AEMM) more effective than conventional models.

Read the article: https://www.compatibl.com/insights/ro...

Learn more about Alexander Sokol: https://www.compatibl.com/about-compa...
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