Thomas Dornigg is a Senior Consultant in the Practice Group Treasury & ALM at zeb. In this role, he is working on projects with a focus on quantitative finance.
Use of AI in interest rate derivatives pricing – what are the benefits of hybrid approaches?
Artificial intelligence (AI), in particular machine learning (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 technologies – including model transparency and associated costs.