Our research topics originate from conversations and strategic partnerships with industry. Through these partnerships, RiskLab’s research is constructed to be immediately impactful upon publication. All current research falls under one of our three pillars of expertise.
Machine Learning
Mathematical & Financial Modelling
Socially Responsible Investing (ESG)
RiskLab’s research into Machine Learning
in 2020 includes three areas: NLP (Natural Language Processing), Financial Applications,
and Reserve Engineering on Machine Learning Models.
Our research in Mathematical Modelling
includes two areas: Scores vs Factors, and
Asset Class & Crypto.
Over the past few years, the world has seen a paradigm shift in caring for and trying to mitigate negative externalities. When it comes to the day-to-day operations of corporate entities, the term ESG (Environment, Social, and Governance) has been coined to categorically account for most externalities that often arise. This global paradigm shift has also made its way over to the financial world. More asset managers and investors now realize their moral obligation to consider the consequences of their investments beyond risk and returns. However, irrespective of moral compass, all financial market participants are effected as it has now been well established that ESG has a direct impact on both risk and return. At RiskLab, we are inspired by this trend of accountability in financial markets. To further this