Euro High Yield Fund Flow Analysis & Prediction
3 weeks analyzing the Euro High Yield fund collections — combining data analysis, deep learning, and sentiment analysis to predict and optimize inflows/outflows.
Business Context
Edmond de Rothschild manages the EDR Fund Euro High Yield, one of its key investment vehicles. The challenge was to analyze where, when, and why collections could have been optimized over the past years.
Strategic Problem
How to analyze the inflows and outflows of the EDR Fund Euro High Yield, identify client typologies, and build predictive models to anticipate fund movements based on macro and internal indicators?
Data Sources
4 years of fund flow data (inflows/outflows), client typology data, macroeconomic indicators (COVID, financial crises, geopolitical tensions, corporate bankruptcy rates), and market sentiment data.
Methodology
Analyzed client typologies and their behavioral responses to macroeconomic events. Built a deep learning predictive model enriched with sentiment analysis scores and scenario modeling capabilities. Incorporated macroeconomic factors (global events, European crises, interest rates) to forecast fund movements and enable proactive collection management.
Key Results
Delivered a comprehensive analysis with a predictive deep learning model, scenario simulation tools, and client-specific strategy recommendations for proactive fund management.
Business Impact
Equipped Edmond de Rothschild with tools for proactive and optimized collection management — anticipating future movements and personalizing strategies by client segment.