Faye Kilburn
Faye Kilburn is senior staff writer for asset management and insurance, covering risk management, derivatives and regulatory issues as they affect the buy side.
Based in New York, Faye joined Infopro Digital (then Incisive Media) in 2010 on the graduate scheme, and previously worked as deputy editor at Inside Market Data covering technology and capital markets.
Follow Faye
Articles by Faye Kilburn
Neuberger Berman gets its Sherlock on
Asset manager deploys quant-cum-sleuth to sniff out portfolio risk
Quants – pick your alt data wisely, says Goldman MD
Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman
Ex-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
Allocation models that know their unknowns
Quants say probabilistic programming beats machine learning in balancing strategies
Quant funds look to AI to master correlations
Machine learning shows promise in grouping assets better, predicting regime shifts
Intercept: AQR’s risk-catching machine
CRO Mike Patchen has helped build a system to identify risks before they grow or spread
Credit Suisse uses neural nets to call minute-ahead forex
Bank encases AI in ‘control framework’ to curb risk and will stick to micro timeframe for now
BlackRock, State Street, AB are making AI work in risk
Risk USA: Fund managers are using new technology to measure liquidity risk and spot their own errors
Morgan Stanley, Wells not sold on AI for credit scoring
Risk USA: Lenders warn on AI model risks and use of non-traditional data
Machines can save 20% on routing orders, UBS says
Machine learning is navigating the labyrinth of venues, figuring out how best to land the trade
How Virtu trained its intelligent algos
Firm has sought to meld traders’ instincts with insights from ‘massive scale’ data
Allianz Global Investors adopts NLP signals in equities
Move to tackle unstructured data starts with sell-side analyst reports
Neuberger sidesteps option gap risk using AI and credit card data
Random-forest algorithm run on retail transaction data forewarns of earning shocks
Pimco deploys neural net model in agency bonds
Old models for $7 trillion mortgage market overstate risk in some cases, asset manager says
Goldman improves execution ‘by 50%’ with new algos
Bank uses neural networks and other AI tools to cut slippage in stock trading
QMA’s Dyson: AI a ‘wonderful marketing concept’
Quant firm sceptical about using artificial intelligence to seek out tradable strategies
Quant Lipton pans Facebook’s Libra
Former Bank of America exec sees more potential in rival projects, such as utility settlement coin
AllianceBernstein uses AI to sidestep ‘growth trap’
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
PanAgora uses NLP to cut through Chinese cyber speak
Fund builds Mandarin-reading algo to gauge sentiment of retail investors
Can robots learn to manage risk?
Will machine learning transform risk management or give birth to a new breed of model risk? Probably both
How AI could tear up risk modelling canon
BlackRock, MSCI, LFIS among firms looking to replace traditional, linear risk models
Cleaning noisy data ‘almost 70%’ of machine learning labour
Quants flag signal-to-noise ratio as key to reducing overfitting risk
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing