AI-Enhanced Implied Risk Premia Calculation

Research unit

INNOSUISSE

Project number

133.477 INNO-SBM

Project title

AI-Enhanced Implied Risk Premia Calculation

Texts for this project

	German	French	Italian	English
Key words	-	-	-
Abstract	-	-	-

Category	Text
Key words (English)	Social sciences & business management, Banking
Abstract (English)	This project explores AI-driven methods for real-time implied risk premia estimation across asset classes. Using machine learning and ensemble models, the study assesses feasibility, accuracy, and integration into Bantleon?s portfolio processes, with FHGR providing scientific validation.