Artificial Intelligence for Financial Markets

Artificial Intelligence for Financial Markets

The Polymodel Approach

  • Introduces a novel quantitative investment approach that handles highly uncertain markets
  • Guides the reader step by step towards a very practical portfolio construction
  • Provides new explicit quantitative trading strategies

The book’s author Professor Raphael Douady is one of the most respected global quant minds. Professor Douady described the book:

One can view this analysis as a gigantic automatic generator of stress tests. Instead of characterizing each fund and the entire portfolio as a proxy made of a combination of risk factors, it represents each asset, each fund, and the portfolio itself, by its list of responses to all these stress tests, each being identified by a factor shift.

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Firstly, a mathematician and economist, specialized in quantitative finance and chaos theory. With more than fifteen years’ experience in the banking industry (risk management, option models, trading strategies) and thirty years research in pure and applied mathematics, developed highly sophisticated quantitative solutions and statistical analysis. A former fellow of Ecole Normale Supérieure in Paris, furthermore earned a Ph.D. in 1982 in Hamiltonian dynamics and became strongly involved in Finance in 1993.

Currently affiliated with University of Paris 1-Sorbonne Economic Center (CES) and the French National Center for Scientific Research (CNRS).

Appointed International Associate Professor at New York University Polytechnic Institute. In addition, led and organized numerous academic, as well as practitioner conferences around the world. Moreover, including the New York University seminar of Mathematical Finance and Paris Europlace conferences. His most recent research topics are Hedge Funds risks. For which Professor Douady developed especially suited powerful nonlinear statistical models, and systemic risk.

One of the founders and the research director of Riskdata, a market-leading provider of risk management tools for investors, asset managers, hedge funds, fund of funds, and pension funds.

In conclusion, appointed as academic director of a French “Laboratory of Excellence” devoted to financial regulation (LabEx ReFi). Lastly, also a member of the Praxis Club, a New York based think tank advising the French government on its economic policy. And other related topics and on the “risk committee” of Finance Innovation, a French official entity supporting innovation in financial software.

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Artificial Intelligence for Financial Markets