Pervasive Artificial Intelligence Research (PAIR) Labs

Fintech+AI

Pervasive Artificial Intelligence Research (PAIR) Labs

Fintech+AI

NCTU – Professor Huei-Wen Teng

Research：

Artificial Intelligence in Asset Allocation, Derivatives Pricing and Risk Management
(PI: Min-Teh Yu / Co-PI: Huei-Wen Teng)

Core Technologies

Our reasearch lab is devocated in the developments the technologies of Monte Carlo simulation and machine learning. We target to apply our technologies in the applications of FinTech in the banking, securities, and insurance industries.

Applications

1. Market risk management models
2. Credit risk management models
3. Robo-Investing

Technology Transfer

1. Monte Carlo simulation in pricing and hedging for the financial derivatives
2. Monte Carlo simulation in Value-at-Risk and expected shortfall
3. Personal credit risk detection 4. Large portfolio management

Technologies with Potential for Technology Transfer or Industry-Academia Collaboration

Fast weights inferrering for a deep neural network

Proposal for Industry-Academia Collaboration

1. Efficient calculation of Value-at-Risk and expected shortfall

2. Credit risk detection

3. Robo-Investing

4. Anti Money Laundry in Names Checking