In a recent article published by Benefits Canada detailing how top money managers are using tools and technology to improve asset allocation and risk management functions, the work of AlphaLayer was highlighted:
"Machine learning can also help plan sponsors better forecast the returns of illiquid asset classes. In early 2022, the company performed a use case for the AIMCo to improve its risk estimates for illiquid assets, which are valued infrequently and difficult to compare to publicly traded assets. AlphaLayer used machine learning techniques to represent monthly data for illiquid assets based on their adjusted quarterly data and removed the seasonal factors, such as year-end accounting measures."
For more example, check out the full article on Benefits Canada.