Skip to main content
Strides in AI’s ability to do maths mean models can plausibly help with research
In late January, Mark Higgins, the retired co-founder of fintech company Beacon Platforms and former co-head of quant research at JP Morgan, set out to solve an options-pricing problem that had bugged him for much of his career.
The nature of the problem – which concerns how correlations between currency spot prices and volatility behave differently from how they’re usually modelled – matters less here than how Higgins solved it. He used a combination of two large language models.
I’m good at this
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@fx-markets.com or view our subscription options here: https://subscriptions.fx-markets.com
You are currently unable to print this content. Please contact info@fx-markets.com to find out more.
You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@fx-markets.com
Most read articles loading…
Back to Top
You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.
Sign in
You are currently on corporate access.
To use this feature you will need an individual account. If you have one already please sign in.
Sign in.
Alternatively you can request an indvidual account here: