Project description
AI-based decision support tool for investment professionals
With the increasing flow of information, it is impossible for a human to anticipate the impacts on the financial markets. The EU-funded Ai For Alpha project is presenting a solution based on the latest AI techniques to help make investment decisions. The model will analyse a large amount of data to anticipate market regime shifts and adjust asset allocation accordingly. Moreover, it will identify key market drivers through clear explanations to help managers make informed decisions. The consortium has already developed a proprietary technology to decode the positioning of sophisticated hedge funds and replicate their performance. Investment professionals will use Ai For Alpha to understand key market information and create investment strategies.
Objective
Ai For Alpha is a solution based on the latest artificial intelligence techniques to help investment professionals in their management decisions.
From our previous experiences in finance, we realised that information flows faster and faster and is sometimes contradictory. It is impossible as a human to analyse all these different signals at the same time to anticipate their impact on the markets.
Our vision is that today, in an increasingly complex world, the asset manager needs the machine to outperform his process. This is augmented intelligence. In our view, the machine will not replace the manager, it is a decision support tool.
We have developed a Deep Learning solution to help managers analyse the impact of a considerable quantity of market data (economic and financial data, changes in prices in commodities, currencies, volatility, credit spreads, etc.). Depending on market conditions, the model helps the manager to anticipate regime changes and adapt to the market environment in order to determine the best investment timing.
The significant advantage of our solution is that the manager can see which market information explains the regime expectations at any time. Unlike other AI models that are often black boxes, the manager here understands the model's decisions and has a better understanding of the market's drivers.
The solution has been validated by Société Générale's research teams. SG uses it to propose innovative investment solutions to their clients.
The solution is also deployed for a French asset management company (Homa Capital). Ai For Alpha has calibrated its equity strategy to anticipate regime crises in the different markets and adapt its asset allocation according to market conditions.
Our objective now is to scale our solution and develop it for other clients.
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
- natural sciences computer and information sciences artificial intelligence machine learning deep learning
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Keywords
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
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HORIZON.3.2 - European innovation ecosystems
MAIN PROGRAMME
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Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
HORIZON-CSA - HORIZON Coordination and Support Actions
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Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
(opens in new window) HORIZON-EIE-2022-SCALEUP-02
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Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.
92200 Neuilly-Sur-Seine
France
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.