Eneas Minxolli wrote his bachelor’s thesis in collaboration with zeb.
Use of AI in interest rate derivatives pricing โ what are the benefits of hybrid approaches?
Artificial intelligenceย (AI), in particular machine learningย (ML), opens up new possibilities for improving the accuracy and efficiency of the underlying calculations. However, it is important to consider not only the opportunities but also the risks of these technologiesย โ including model transparency and associated costs.