Publications by authors named "Jan-Alexander Posth"

Artificial Intelligence (AI) is one of the most sought-after innovations in the financial industry. However, with its growing popularity, there also is the call for AI-based models to be understandable and transparent. However, understandably explaining the inner mechanism of the algorithms and their interpretation is entirely audience-dependent.

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In the recent years, data science methods have been developed considerably and have consequently found their way into many business processes in banking and finance. One example is the review and approval process of credit applications where they are employed with the aim to reduce rare but costly credit defaults in portfolios of loans. But there are challenges.

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The central research question to answer in this study is whether the AI methodology of Self-Play can be applied to financial markets. In typical use-cases of Self-Play, two AI agents play against each other in a particular game, e.g.

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