With the dreams of Artificial Intelligence we have come a long way since the 1950s. Predictive Modeling, Machine & Deep learning have started to percolate every aspect of finance. Two hot areas for adoption of these techniques is model validation and stress testing. With the onslaught of twitter increasing the volatility in our markets, newer companies are exploding on the scene with novel risk management systems that utilize twitter in predicting volatility. One such system will be explored in this talk that allows companies to stress test their portfolio of products and get to expected losses in a more insightful way.
|• Learning objective 1: Introduction to the state of Predictive Modeling, AI, Machine Learning in
Risk and Finance
|• Learning objective 2: Introduction to twitter modeling|
|• Learning objective 3: Introduction to Deep Learning & Model Risk Management.|