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- research-articleOctober 2021
CryptoCredit: securely training fair models
ICAIF '20: Proceedings of the First ACM International Conference on AI in FinanceOctober 2020, Article No.: 17, Pages 1–8https://doi.org/10.1145/3383455.3422567When developing models for regulated decision making, sensitive features like age, race and gender cannot be used and must be obscured from model developers to prevent bias. However, the remaining features still need to be tested for correlation with ...
- research-articleOctober 2021
Machine learning methods to detect money laundering in the bitcoin blockchain in the presence of label scarcity
ICAIF '20: Proceedings of the First ACM International Conference on AI in FinanceOctober 2020, Article No.: 23, Pages 1–8https://doi.org/10.1145/3383455.3422549Every year, criminals launder billions of dollars acquired from serious felonies (e.g., terrorism, drug smuggling, or human trafficking), harming countless people and economies. Cryptocurrencies, in particular, have developed as a haven for money ...
- research-articleOctober 2021
Fast direct calibration of interest rate derivatives pricing models
ICAIF '20: Proceedings of the First ACM International Conference on AI in FinanceOctober 2020, Article No.: 6, Pages 1–8https://doi.org/10.1145/3383455.3422534To price complex derivative instruments and to manage the associated financial risk, investment banks typically model the underlying asset price dynamics using parametric stochastic models. Model parameters are calibrated by fitting cross sections of ...
- research-articleOctober 2021
Utilization of deep learning to mine insights from earning calls for stock price movement predictions
ICAIF '20: Proceedings of the First ACM International Conference on AI in FinanceOctober 2020, Article No.: 38, Pages 1–8https://doi.org/10.1145/3383455.3422524Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed from an earning call is an essential source of data for analysts and investors to make ...