Natixis creates model to ‘learn’ how factors interact

Some of the big brains have taken another crack at decoding the chess-match that is the market, and the instruments we use. Hey, we can use all the help we can get, right?

A team of quants at Natixis Investment Managers has developed a machine learning approach to risk modelling that they say will help them understand better how risk factors combine to drive asset prices.

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