AI-Enhanced Implied Risk Premia Calculation

• Unité de recherche: INNOSUISSE
• Numéro de projet: 133.477 INNO-SBM
• Titre du projet anglais: AI-Enhanced Implied Risk Premia Calculation

Mots-clé (Anglais)

Social sciences & business management, Banking

Résumé des résultats (Abstract) (Anglais)

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.