Against a backdrop of increasingly complex markets and growing demands in risk management, new artificial intelligence approaches offer promising opportunities to advance traditional modelling methods.

Through two complementary studies, Christophe Hurlin and Eduardo Abi Jaber will present advances at the intersection of AI, econometrics and financial mathematics.

Christophe Hurlin will explore the contribution of foundation models applied to tabular data to credit risk estimation. Eduardo Abi Jaber will demonstrate how incorporating market memory can improve volatility forecasting and optimise hedging strategies.

A panel discussion bringing together researchers and financial sector professionals will follow the presentations, examining these scientific advances in light of practical considerations: performance gains, robustness, explainability, regulatory constraints and the conditions for adoption within financial institutions.

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