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Inteligencia artificial y finanzas: una alianza estratégica

Author

Listed:
  • Andrés Alonso-Robisco

    (Banco de España)

  • José Manuel Carbó

    (Banco de España)

Abstract

Recientes avances tecnológicos, como el almacenamiento masivo de datos y la computación en la nube, están dando lugar a un mayor uso de la inteligencia artificial en la economía y las finanzas, y modificando aspectos fundamentales tanto para entidades como para supervisores. En este documento revisamos las principales tendencias de esta transformación, especialmente el uso de algoritmos de aprendizaje automático para la predicción en entornos de incertidumbre, y detallamos algunos de los casos de uso más relevantes en la actualidad, como son la calificación crediticia, el control del fraude y la predicción macroeconómica. Para ello se utilizan en gran medida las discusiones que tuvieron lugar durante el 1.er Seminario de Inteligencia Artificial aplicada a los Servicios Financieros, organizado por el Banco de España el 17 de junio de 2022. Concluimos con una reflexión sobre la convivencia de esta tecnología con los modelos econométricos tradicionales y la necesidad de gestionar nuevos factores de riesgo asociados a su uso, como la interpretabilidad de los resultados.

Suggested Citation

  • Andrés Alonso-Robisco & José Manuel Carbó, 2022. "Inteligencia artificial y finanzas: una alianza estratégica," Occasional Papers 2222, Banco de España.
    • Handle: RePEc:bde:opaper:2222
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    File URL: https://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosOcasionales/22/Fich/do2222.pdf
    File Function: First version, October 2022
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    More about this item

    Keywords

    aprendizaje automático; inteligencia artificial; finanzas; economía;
    All these keywords.

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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