Asset management
.
Financial markets offer a wealth of data which can be considered as a knowledge repository that can be exploited to create value. But, often, these data bear characteristics that renders modelling rather complex. This is the case with huge volumes of temporal data that depend on non linear and non stationary market dynamics.
Expertise & tools
Elseware can offer its expertise in financial mathematical modelling : neural networks, Bayesian networks, Support Vector Machines, optimization and Monte Carlo simulation.
We use these techniques in trading, investment strategy, asset allocation, and risk assessment applications.
Achievements
Elseware coordinated two European research projects on financial modelling :
- Advanced Adaptive Architectures for Asset Allocation, (Siemens, Axa IM)
- Stochastic Non Stationary Modelling Environment for Decision Processes in Financial Markets, (BNP-Paribas, Deutsche Bank, CDC-AM, Natexis-BP, etc.)
The results of this research have been implemented by several online investment websites in Europe. Individuals as well professionals involved in wealth management have been using these websites (CGA, Financial Planner).