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WHITE PAPERAI Signals to Active Returns: A Portfolio Manager's Guide to Capturing Consistent AlphaThis white paper explores how AI-generated stock-ranking signals, combined with institutional-grade portfolio optimisation, can drive measurable active returns. Based on a 10-year backtest (2015–2025) of US All Cap equities against the Russell 3000, the research is developed jointly by SimCorp and Axyon AI.Download file
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WHITE PAPERApplying Diversity Theory to Quantitative Asset Ranking ModelsThis research paper investigates the persistent challenge of fostering diversity within ensemble learning systems, with a particular focus on applications in financial asset management. Ensemble learning, a technique that aggregates multiple predictive models to improve overall performance, relies heavily on the diversity among its constituent models to reduce generalisation error and enhance predictive robustness.Download file
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RESEARCHNavigating Tariff Shocks: Axyon AI’s Model Strategy Outperformance Navigating Tariff Shocks. Explore how Axyon AI’s Model Strategy outperformed the benchmark from January to April 2025.Download file
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WHITE PAPERA Continual Learning Approach for Robust and Adaptive Financial ForecastingExplore how Alternate Experience Replay (AER), a Continual Learning technique, can enhance AI-driven financial forecasting by reducing information loss and improving model adaptability.Download file
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WHITE PAPERLearning-to-Rank (LTR) for Quant Investing
Understand how AI-powered Learning-to-Rank (LTR) algorithms can optimize quantitative investment strategies.
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