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Learn how AI-powered Learning-to-Rank (LTR) algorithms can optimise quantitative investment strategies.

This research paper investigates the persistent challenge of fostering diversity within ensemble learning systems, with a particular focus on applications in financial asset management.

Explore how Alternate Experience Replay (AER), a Continual Learning technique, can enhance AI-driven financial forecasting by reducing information loss and improving model adaptability.

Navigating Tariff Shocks. Explore how Axyon AI’s Model Strategy outperformed the benchmark from January to April 2025.

Delivered 500+ bps overperformance in 2022 for large wealth manager implementing Axyon AI’s European Large Cap asset selection on an equity fund’s sleeve.

Provided our customer with equity/fixed income, FX and multi-asset overlays since 2018, with more than $300M under technology.

Fund powered by Axyon AI European Equity Indices strategy ended 2022 as the best performing Quant vehicle for a large European Asset Management firm.

Learn how AI-powered Learning-to-Rank (LTR) algorithms can optimize quantitative investment strategies by:
➡️ Exploring different LTR approaches and their applications in financial asset ranking
➡️ Learning from a case study on EURO STOXX 50 index
➡️ Getting insights into selecting the best LTR technique for enhanced investment decision-making

Presented by:
Jacopo Credi, CTO & Co-founder 
Giovanni Davoli, Data Scientist