Tag Archive for: Svetlana Borovkova

Svetlana Borovkova’s column about using machine learning models for credit applications and potential pitfalls, including interpretability, biases, human involvement, privacy and model governance.

Svetlana Borovkova’s column about climate risk, includes risks and benefits of climate change, awareness, balanced toolkits and climate risk as an investment fundamental factor.

Svetlana Borovkova’s column about choosing the right data provider for your sentiment strategies, including type of content, asset universe, type of output, frequency, history, and language.

Svetlana Borovkova’s column in the Financial Investigator about Economic Scenario Generators: how to simultaneously model multiple economic variables, such as interest rates and stock market returns.

Svetlana Borovkova’s column in the Financial Investigator about risks, pitfalls and dangers of Economic Scenario Generators.

Svetlana Borovkova and Pim Poppe about goals of gender balance, business cases, unintended consequences, new ways of thinking and gender diversity benefits.

In this paper, we discuss how reinforcement learning can be successfully applied to hedging of options and show that these machine learning algorithms can “transfer” knowledge obtained from simulated data to the real-world option trading environment.

The goal of this paper is to show how sustainability considerations can be combined with multifactor investment strategies, and to demonstrate that adding sustainability considerations to these strategies does not diminish their performance.

Svetlana Borovkova’s column in the Financial Investigator about sustainable investing and the emerging trend of the S (social aspects) in ESG.

In this paper, we explore sentiment in the framework of multifactor investment strategies. We investigate the relationships between sentiment-based and more traditional factor strategies and show that sentiment offers an additional signal that can contain information that is not incorporated in traditional investment factors.