AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

Excerpt

arXiv:2608.12424v2 Announce Type: replace-cross Abstract: This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods. Tested in a major European bank, the system enables more precise and flexible prediction of interest rate developments, supporting strategic decision-making in Asset-Liability Management (ALM). It integrates topic modeling, sentiment analysis, eco