MATHEMATICIANS from Ateneo de Manila University have created artificial intelligence deep learning models to predict money market interest rates, offering valuable insights for business and government decision-making.

They are Halle Megan L. Bata, Mark Jayson A. Victoria, Wyonna Chezska B. Alvarez, Elvira P. de Lara-Tuprio, and Armin Paul D. Allado.

Their study tested two AI models, Multi-layer Perceptrons and Vanilla Generative Adversarial Networks, which successfully forecasted Philippine Benchmark Valuation rates across multiple timeframes.

MLP proved efficient for straightforward scenarios, while VGAN excelled in handling complex data.

The models analyzed up to 16 economic indicators, such as inflation and exchange rates, demonstrating their potential to foresee market trends and disruptions.

Practical applications include risk management for financial institutions and debt optimization for governments.

The findings, published in AIP Conference Proceedings on November 15, underline the growing role of AI in shaping financial strategies and decision-making.