WP2: Artificial intelligence for financial markets

Research • Lead: 2-WWU • M4–M48 • 300 PM

WP 2 is led by WWU and supported by all partners. The work is divided into the following tasks.

Objectives

The WP will work on enabling the use of complex AI models in real-world financial settings.
O 2.1. To answer the main research questions on solving AI deployment hurdles for industry outlined in the IRPs.
O 2.2. To demonstrate the novel dynamic, rating models, automated trading platforms and market environments for RL (CAR, ROY).
O 2.3. To disseminate the knowledge, validated by an international research centre (FRA and ARC) or ECB.

Tasks (6)

Task	Name	Description
T2.1	Technical coordination	Monitoring the related IRPs, store the output generated in a location accessible to the entire network
T2.2	Research training	Support the research training for all assigned DCs and contribute to advanced training content
T2.3	Industry Prototype: Rating model	Propose an accurate, robust, composite, machine learning (ML)-based, dynamic rating model for SMEs
T2.4	Trading prototype	Develop a prototype: platforms for trading with improved the explainability of the AI/ML models and ESG/CSR indicators
T2.5	RL challenges	Address the main practical challenges of applying RL in real-world financial settings and building open access use cases
T2.6	Dissemination	Disseminate, communicate and exploit the results (Conferences, OS Day, policy paper, two prototypes, use case, media coverage)

Doctoral Candidates (2)

DC12: Developing industry-ready automated trading systems to conduct EcoFin analysis using deep learning algorithms

Host: ASE • PhD: ASE

DC14: Challenges and opportunities for the uptake of technological development by industry

Host: CAR • PhD: UKL

Deliverables (3)

Code	Name	Type	Diss.	Due	Description
D2.1	Use cases for RL	OTHER	PU	M48	Use cases for the applicability of RL models
D2.2	Industry prototype for ML models for trading	OTHER	PU	M48	Industry prototype for automated trading strategies with ML models
D2.3	Technical summary report on AI in Finance	R	SEN	M48	Summary report on all results and impacts related to AI in Finance

Effort Breakdown

Participant	Person-Months
1-UTW	54
2-WWU	48
4-UNA	6
5-KUT	6
6-ASE	81
7-BBU	6
8-CAR	6
9-RAI	6
10-SWE	6
13-ROY	6
14-BFH	6
15-ARC	6
16-EIT	6
17-FRA	6
18-ECB	6
19-POZ	27
20-DBA	6
21-UKL	6
22-BIS	6
Total	300