Vai al contenuto principale

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

Published: Wednesday, April 27, 2022

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.

> Access to 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

Last update: 27/04/2022 09:53
Non cliccare qui!