Vol. 4 No. 2 (2024): Hong Kong Journal of AI and Medicine
Articles

AI-Enhanced Investment Risk Assessment

Dr. Ekaterina Ovchinnikova
Associate Professor of Applied Mathematics and Computer Science, Saint Petersburg State University, Russia

Published 11-10-2024

Keywords

  • Risk Assessment

How to Cite

[1]
D. E. Ovchinnikova, “AI-Enhanced Investment Risk Assessment”, Hong Kong J. of AI and Med., vol. 4, no. 2, pp. 82–95, Oct. 2024, Accessed: Nov. 21, 2024. [Online]. Available: https://hongkongscipub.com/index.php/hkjaim/article/view/84

Abstract

We will describe work in progress to enhance investment risk assessment using AI methods. Specifically, AI is applied to news to understand the potential impact on investments. Key terms are identified in the news, which are aggregated to expose general requirements the news is making of individuals and organizations involved in investment. We introduce the concept of a Concept Communication Contract indicating some notions that are not directly and unambiguously communicated but are understood by the context. From requirements, news provides upon key terms, risk metrics can be incorporated into existing risk models for risk assessment at the individual and portfolio holding level. Commercial products are under development, and field testing from an initial customer base is providing feedback helping evolve the products. This feedback will contribute to the final outcome of this work.

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