ASHK Actuarial Innovation Webinar 5
Completed
ASHK Actuarial Innovation Webinar 5
Completed
 
AI based illiquidity premium model
6 August 2020 Virtual Seminar via Zoom
Completed
CPD Hour(s): 1.5
CPD Hour(s): 1.5
Overview Programme Location Book Now Event Photo Presentation
Overview

Today we live in a world where “machine learning” and “artificial intelligence” are becoming everyday vocabulary. The data driven nature of actuarial work often warrants the question, “How can AI help?”. In a recent project, a team at KPMG studied how machine learning can be applied to solve one of the classic actuarial problems – estimating illiquidity premium for discount rate. A Python-based AI tool was built to predict liquidity risk premium, trained with bond characteristic data. In this webinar, the KPMG team will share their findings from the AI-based illiquidity premium model, as well as lessons learned in the process of ‘training the machine’.


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