Knowledge Base Articles
Part II: Self-Normalizing Neural Networks - Bond Liquidity Classification
In the second part of the article series, we outline a framework utilising both the Self-Normalizing Neural Networks (SNNs) and the logistic regression for bond liquidity classification. This framework is subsequently applied to the Swedish bond market in an investigative case study.
Part I: An Introduction to Self-Normalizing Neural Networks
Machine learning applications have become more prominent in the financial industry in recent years. Our new article series is exploring the benefits and challenges of using self-normalising neural networks (SNNs) for calculating liquidity risk. The first piece of the series introduces the main concepts used in the investigative case study for the Swedish bond market.
May 2019 News Update
The introduction of automated financial advice services did not go successfully for some of the large and reputable wealth managers. As some of the industry players cease their robo advice offerings, we explore the reasons why big banks struggled to tap into the customers' demands. Meanwhile, machine learning solutions continue to expand to various business functions throughout the increasingly digitalising economies. However, little attention is paid towards the quality and the transparency of the decision-making powered by these "black boxes". Finally, in the world of accelerating personalisation standards, it is crucial to expand the innovation efforts beyond the interfaces and use the technological capabilities to improve the actual offerings.