Pre-trained algorithms

The industry shares very common operations problems addressable by artificial intelligence. We have reached agreements with our major customers to share the weights of our algorithms with other firms. This allows other firms with common predictive problems to use - and contribute to - pre-trained algorithms. Our algorithms attack operational problems with different approaches. Many of our algorithms search for specific known incidents. Other algorithms work as unsupervised anomaly detection models. Finally, we use a variety of supervised, unsupervised, and generative algorithms to represent and isolate probabilistic root causes.

T+1 Security Level Income Incident Detection

  • Bad income adjustments
  • Bad interest bought
  • Bad interest sold
  • Wrong interest rate change
  • Amortization shut-off on one lot
  • Backdated trades with past settlement
  • Abnormal trade size
  • Amortization shut-off on security
  • Accrual shut-off on security
  • Receivables on security with no holdings
  • Bad paydown
  • Bad cancel/rebook

T+0 Security Level Income Incident Detection (in development)

  • Bad income adjustments
  • Bad interest bought
  • Bad interest sold
  • Wrong interest rate change
  • Amortization shut-off on one lot
  • Backdated trades with past settlement
  • Abnormal trade size
  • Amortization shut-off on security
  • Accrual shut-off on security
  • Receivables on security with no holdings
  • Bad paydown
  • Bad cancel/rebook

T+1 Fund Level Income Supervised Checks

  • Day-over-day income variation
  • Past due payments
  • P&L base net amortization
  • P&L coupon rate changes
  • P&L base net income variation
  • P&L base inflation income adjustment

T+0 Fund Level Income Supervised Checks (in development)

  • Day-over-day income variation
  • Past due payments
  • P&L base net amortization
  • P&L coupon rate changes
  • P&L base net income variation
  • P&L base inflation income adjustment

T+1 Fund Level Capital Incident Detection

  • P&L price inversion
  • P&L base realized and currency gain/loss
  • P&L base unrealized price and FX gain/loss
  • P&L zero MV securities

T+0 Fund Level Capital Incident Detection (in development)

  • P&L price inversion
  • P&L base realized and currency gain/loss
  • P&L base unrealized price and FX gain/loss
  • P&L zero MV securities

T+1 NAV Anomaly Detection Algorithms

  • Income anomaly detection
  • Capital anomaly detection
  • Expense anomaly detection

T+0 NAV Anomaly Detection Algorithms (in development)

  • Income anomaly detection
  • Capital anomaly detection
  • Expense anomaly detection

T+1 Fund Level Capital Incident Detection

  • P&L price inversion
  • P&L base realized and currency gain/loss
  • P&L base unrealized price and FX gain/loss
  • P&L zero MV securities

T+0 Fund Level Capital Incident Detection (in development)

  • P&L price inversion
  • P&L base realized and currency gain/loss
  • P&L base unrealized price and FX gain/loss
  • P&L zero MV securities

T+1 Expense Incident Detection and Supervised Algorithms  

  • Fund level day-over-day expense variation
  • GL miscellaneous account activity
  • GL negative expense accounts
  • GL positive waived expense accounts

T+0 Expense Incident Detection and Supervised Algorithms  (in development)

  • Fund level day-over-day expense variation
  • GL miscellaneous account activity
  • GL negative expense accounts
  • GL positive waived expense accounts

Security Level IBOR to ABOR Root Cause Algorithms

  • Bad income adjustments
  • Bad interest bought
  • Bad interest sold
  • Wrong interest rate change
  • Amortization shut-off on one lot
  • Backdated trades with past settlement
  • Abnormal trade size
  • Amortization shut-off on security
  • Accrual shut-off on security
  • Receivables on security with no holdings
  • Bad paydown
  • Bad cancel/rebook

Expense IBOR to ABOR Root Cause Algorithms  

  • Fund level day-over-day expense variation
  • GL miscellaneous account activity
  • GL negative expense accounts
  • GL positive waived expense accounts

Failed Trade and Cash IBOR to ABOR Prediction (in development)

  • Income
  • Equities
  • Expenses
  • Derivatives

OTC Derivative Equities Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

OTC Derivative Categorization Algorithm

  • Legal language anomaly detection

OTC Derivative FX Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

OTC Derivative Commodities Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

OTC Derivative Fixed Income Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

OTC Derivative Rates Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

OTC Derivative Credit Confirmation Algorithms

  • Economic terms parsing
  • Legal language anomaly detection
  • Naming convention deviation
  • Named entity recognition

AI for Visual Table Parsing, Digitization, and Forecasting

  • Parses tables in financial documents for structured data extraction
  • Classifies tables within financial documents to categorize data correctly
  • Predicts financial events and cash flows based on time series data

US Equity Fund Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

US Fixed Income Fund Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

US Fund of Funds Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

US Trust Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

US REIT Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Canada Trust Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Canada Fund of Funds Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Canada Fixed Income Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Canada Equities Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Luxembourg Equities Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Luxembourg Fixed Income Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Luxembourg Fund of Funds Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Luxembourg Trust Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Luxembourg REIT Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Irish Equities Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Irish Fixed Income Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Irish Fund of Funds Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Irish Trust Report AI Error Detection

  • Cover
  • Expense example
  • Schedule of Investments
  • Fund Allocation
  • Statement of Assets and Liabilities
  • Statement of Operations
  • Statement of Changes in Net Assets
  • Financial Highlights
  • Notes to Financial Statements
  • Statement of Cash Flows
  • Performance Overview

Financial Highlights AI Parsing and Reconciliation

  • Check footnote tagging
  • Check for internal consistency
  • Check sorting and ordering
  • Check to prior year report
  • Date check
  • Recalculate totals and subtotals vertically
  • Recalculation check
  • Significance check

Financial Highlights AI Parsing and Reconciliation

  • Check footnote tagging
  • Check for internal consistency
  • Check sorting and ordering
  • Check to prior year report
  • Date check
  • Recalculate totals and subtotals vertically
  • Recalculation check
  • Significance check

Financial Highlights AI Parsing and Reconciliation

  • Check footnote tagging
  • Check for internal consistency
  • Check sorting and ordering
  • Check to prior year report
  • Date check
  • Recalculate totals and subtotals vertically
  • Recalculation check
  • Significance check

Fund Allocation AI parsing and Reconciliation

  • Date check
  • Recalculate totals and subtotals vertically

Fund Expenses AI Parsing and Reconciliation

  • Date check
  • Recalculate totals and subtotals vertically

Management and Administration AI Parsing

  • Presentation check

Net Assets Statistics AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to prior year report
  • GL positive waived expense accounts

Notes to Financial Statements - Affiliates - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Recalculate total column

Notes to Financial Statements - Derivatives Table FAS 161 - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Recalculate total column
  • Recalculate totals/subtotals vertically
  • Roll forward check

Notes to Financial Statements - Distribution - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to prior year report
  • Check to supporting files
  • Recalculate total column

Notes to Financial Statements - Fees - AI Parsing and Reconciliation

  • Check to prior year report
  • Recalculation check

Notes to Financial Statements - General - AI Parsing and Reconciliation

  • Check to prior year report
  • Completeness check

Notes to Financial Statements - Leveling Table FAS 157 - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to supporting files
  • Recalculate total column
  • Recalculate totals/subtotals vertically
  • Significance check

Notes to Financial Statements - Ownership - AI Parsing and Reconciliation

  • Significance check

Notes to Financial Statements - Purchases and Sales - AI Parsing and Reconciliation

  • Check to prior year report
  • Significance check

Notes to Financial Statements - Share Transactions - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to prior year report
  • Recalculate totals/subtotals vertically

Notes to Financial Statements - Share Transactions - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to prior year report
  • Recalculate totals/subtotals vertically

Notes to Financial Statements - Share Transactions - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check to prior year report
  • Recalculate totals/subtotals vertically

Notes to Financial Statements - Transaction Costs - AI Parsing and Reconciliation

  • Check to supporting files

Overview Discussion on Fund Performance - AI Parsing and Reconciliation

  • Check for internal consistency within the PDF
  • Check sorting/ordering
  • Check to supporting files
  • Presentation check

Statement of Investments - AI Parsing and Reconciliation

  • Check footnote tagging
  • Check for details in schedule of investments