Generali Group: "Learn deep and plan in advance" - mandatory for I and II year QFI students
Da: Monday, May 2, 2022 11:30
Fino a: Monday, May 2, 2022 12:30
Generali Group will held a seminar on
Learn deep and plan in advance
A use case of deep learning in life insurance
On Monday, May 2, 2022, 11:30-12:30, on Webex.
The participation is mandatory for I and II year QFI students (students in Erasmus program are exempted).
Abstract
Our Life Insurance portfolios include a variety of unit-linked products. They combine individual investment strategies with the protection of insurance. For instance, Time-Invariant Portfolio Protection (TIPP) is a portfolio optimisation dynamic strategy used to balance the allocation of hybrid products while protecting the assets from drawdowns, maintaining a risky component and a cushion. Forecasting returns and volatility is crucial to the success of such an approach. We introduce a deep learning stage based on a temporal fusion transformer to improve the performance, and the transparency of our asset allocation process and (ideally) automatise the portfolio rebalancing.
Speaker
Francesca Nuzzo, Data Scientist at Generali Italia