Hanwha Life Insurance recently showcased a groundbreaking paper on an AI-based arbitrage model at ICAIF 2025, held in Singapore. This prestigious event, organized by the Association for Computing Machinery, is a major gathering in the financial AI sector, attracting top global financial institutions and academic minds. The paper, developed in collaboration with Stanford University’s Markus Pelger, was among the top 15.5% of submissions, earning a spot in the oral presentation session. Titled “Statistical Arbitrage Using Attention Factors,” the research introduces the use of attention techniques in financial factor models, achieving impressive results in backtesting with U.S. stock market data. The model’s ability to learn subtle signals overlooked by traditional models highlights new investment opportunities. Hanwha Life Insurance aims to continue advancing financial AI research and fostering global collaboration by sharing its findings.

