AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management
This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods. Tested in a major European bank, the system enables more precise and flexible prediction of interest rate developments, supporting strategic decision-making in Asset-Liability Management (ALM). It integrates topic modeling, sentiment analysis, econometric forecasting, and market-based analyses within an interactive platform. Leveraging AI to analyze large volumes of financial documents and market data enables the identification of monetary policy trends and sentiment signals at an early stage. The...
| Authors | Ekkehardt Bauer, Dirk Holländer, David Scholz et al. |
|---|---|
| Primary category | q-fin.CP |
| Published | 12 August 2026 |
| Last updated at source | 14 August 2026 |
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