Article ID: 8310cd4a9600d3c0ad850f83eab601ea96f50f343bbef7905fdd8ed96dbf3b92
Source ID: regulatory:risk.net
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Extraction Method: trafilatura
URL: https://www.risk.net/topics/quantcast
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Quantcast Podcast: Alexander Barzykin on modelling FX market-making HSBC quant discusses adverse selection, price reading and internal liquidity management Podcast: Gordon Lee on how junior quants can go from newbie to MVP Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant Podcast: Pietro Rossi on credit ratings and volatility models Stochastic approaches and calibration speed improve established models in credit and equity Quantcast Master’s Series: Walter Farkas, ETH – University of Zurich Swiss planning, large joint faculty and public presentations shape the programme Quantcast Master’s Series: Jack Jacquier, Imperial College London A shift towards market micro-structure and ML has reshaped the programme Quantcast Master’s Series: Kihun Nam, Monash University Melbourne-based programme winks at pension fund sector Quantcast Master’s Series: Petter Kolm, Courant Institute The NYU programme is taught almost exclusively by elite financial industry practitioners Podcast: Iabichino on finance-native neural networks UBS quant explains how to incorporate financial laws into an AI framework Quantcast Master’s Series: Dan Stefanica and Jim Gatheral Baruch College leaders on how they manage the top-ranked quant finance master’s programme Podcast: Muhle-Karbe on the maths behind broker selection Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality Podcast: Villani and Musaelian on a quantum boost for machine learning Classical methods struggle with highly dimensional problems. Quantum cognition takes a different approach, as hedge fund duo explain Podcast: Fabrizio Anfuso on computing for Archegos-like event exposures BoE quant discusses top-down counterparty risk framework using Gaussian distributions and copulae Podcast: adventures in autoencoding Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves Podcast: Lyudmil Zyapkov on the relativity of volatility BofA quant’s new volatility model combines gamma processes and fractional Brownian motion Podcast: Alexandre Antonov turns down the noise in Markowitz Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio Podcast: Alexei Kondratyev on quantum computing Imperial College London professor updates expectations for future tech Podcast: Piterbarg and Nowaczyk on running better backtests Quants discuss new way to extract independent samples from correlated datasets Podcast: Alvaro Cartea on collusion within trading algos Oxford-Man Institute director worries ML-based trading could have anti-competitive effects Podcast: Lorenzo Ravagli on why the skew is for the many JP Morgan quant proposes a unified framework for trading the volatility skew premium Podcast: Olivier Daviaud on P&L attribution for options JP Morgan quant discusses his alternative to Greeks decomposition Georgios Skoufis on RFRs, convexity adjustments and Sabr Bloomberg quant discusses his new approach for calculating convexity adjustments for RFR swaps
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