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Advanced Analytics & AI

Amplifying artificial intelligence

Artificial Intelligence (AI) is revolutionizing asset and wealth management.


At LPA, we are industry leaders in implementing AI in technology trading execution, portfolio construction, risk management and asset pricing by developing, integrating, and adapting our services to client needs.

 

Reinforcement learning for optimal execution


The implementation of an algorithmic trading wheel allows traders to determine the best possible trading venues, brokers and execution algorithms in the context of pre-trade (order routing) and post-trade analysis (performance and best execution).

 

Clustering and classification for post-trade analysis


We have extensive experience in transaction cost analysis and can build an infrastructure for evaluating execution outliers while benchmarking trader and strategy performance.

 

Deep learning for asset allocation


A fundamental challenge in asset allocation is to dynamically account for sophisticated constraints following investor preferences. At LPA, we address this challenge through neural networks, resulting in robust diversification.

 

Hierarchical clustering for portfolio optimization


Our team has developed software and extensive knowledge on how to maximise the risk-return of an investment portfolio, while minimizing concentration risk and high turnover due to the instability in convex optimization.

Learn more about “Trading Execution with Artificial Intelligence” and download our brochure

 

Generative adversarial networks for tail risk estimation


The ability to accurately estimate market risk highly depends on the quality and quantity of data used in the calibration of risk models. By using synthetic data generated through adversarial networks we accomplish substantial improvements in tail risk estimation.

 

Support vector machines for credit risk assessments


We apply the latest techniques in supervised learning to credit risk and likelihood of default. Furthermore, we have developed a methodology to accurately aggregate different sources of risk, such as market risk, credit risk and liquidity risk.

 

Supervised and unsupervised learning for price forecasting


We use our background in quantitative trading to design and advise on investment strategies. We apply advanced statistical analysis and machine learning to identify momentum and mean-reversion in the market.

 

Artificial networks for risk neutral pricing


We combine our knowledge in financial derivatives and artificial intelligence to provide precise pricing of exotic derivatives, improving Monte Carlo estimates for pricing path-dependent options, basket options, and interest rate swaps, among others.

Download our brochures

Trading Execution with Artificial Intelligence

The introduction of quantitative models and machine learning algorithms in trading execution can substantially enhance profits and reduce risks. This new approach to order placement and routing benefits from the latest developments in Reinforcement Learning in order to appropriately benchmark trading performance and advice traders and portfolio managers.

Download brochure to get more insights.

Contacts

Elif Ercan

Elif Ercan

Senior Manager, Germany

Sandro Schmid

Sandro Schmid

Partner, Switzerland

Christian Behm

Christian Behm

Partner, Germany

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Software and advisory solutions for financial services.

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