Quantcast – a Risk.net Cutting Edge podcast

MIT quant says next project will be to combine behavioural science with tech such as machine learning

Quants explain application latest techniques to produce synthetic data

Quant says a new machine learning technique could change the way banks hedge derivatives

How quantum theory could aid portfolio construction

Dominique Bang discusses a novel method to mix a pure stochastic volatility process with a generic local volatility func... Read more

Research on adjoint algorithmic differentiation is not complete until it becomes easier to implement, says quant

Model validation for ES-based risk models is not only possible but far more informative than traditional model acceptanc... Read more

Thomas Roos, a London-based consultant specialising in derivatives, talks about models that produce arbitrageable swapti... Read more

Mats Kjaer discusses a balance-sheet based model in which he derives breakeven price and valuation adjustments of a new ... Read more

Trades’ size limits, membership rules and more transparency are key to avoid another CCPs’ default, says BofA quant Andr... Read more

Course director discusses machine learning explainability and reclaiming game theory from economists

Adolfo Montoro, a director in the market risk management and risk methodology team at Deutsche Bank, visited our offices... Read more

Marc Henrard, a managing partner at muRisQ Advisory, visited our London offices to record a podcast on the challenges of... Read more

Numerix's Andrew McClelland talks to Mauro Cesa in relation to an upcoming Risk.net paper – MVA: future IM for client tr... Read more

Quants talk about new technique that can model wrong-way risk better