{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,24]],"date-time":"2026-06-24T05:26:17Z","timestamp":1782278777491,"version":"3.54.5"},"reference-count":35,"publisher":"Frontiers Media SA","license":[{"start":{"date-parts":[[2023,5,22]],"date-time":"2023-05-22T00:00:00Z","timestamp":1684713600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":["frontiersin.org"],"crossmark-restriction":true},"short-container-title":["Front. Artif. Intell."],"abstract":"<jats:p>The extensive application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset-Liability-Management (\u201cDeep ALM\u201d) for a technological transformation in the management of assets and liabilities along a whole term structure. The approach has a profound impact on a wide range of applications such as optimal decision making for treasurers, optimal procurement of commodities or the optimization of hydroelectric power plants. As a by-product, intriguing aspects of goal-based investing or Asset-Liability-Management (ALM) in abstract terms concerning urgent challenges of our society are expected alongside. We illustrate the potential of the approach in a stylized case.<\/jats:p>","DOI":"10.3389\/frai.2023.1177702","type":"journal-article","created":{"date-parts":[[2023,5,22]],"date-time":"2023-05-22T04:46:25Z","timestamp":1684730785000},"update-policy":"https:\/\/doi.org\/10.3389\/crossmark-policy","source":"Crossref","is-referenced-by-count":7,"title":["A case study for unlocking the potential of deep learning in asset-liability-management"],"prefix":"10.3389","volume":"6","author":[{"given":"Thomas","family":"Krabichler","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Josef","family":"Teichmann","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"1965","published-online":{"date-parts":[[2023,5,22]]},"reference":[{"key":"B1","doi-asserted-by":"publisher","first-page":"73","DOI":"10.1080\/13504869500000005","article-title":"Pricing and hedging derivative securities in markets with uncertain volatilities","volume":"2","author":"Avellaneda","year":"1995","journal-title":"Appl. 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