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The superstars of quant finance... all in one place!
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Exploring the limitations of the Markowitz portfolio optimisation model
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Leveraging alternative data in private credit
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Advancements in the joint S&P 500/VIX smile calibration
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The benefits of advanced turnover techniques in quant investing
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Beware the hardware in quant finance with Sarina Sit, AMD
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Machine learning and the shift in quant finance
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How using reinforcement learning has changed portfolio hedging methodologies and strategies
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Calculating the impact of cyclones in investments with Karen Huynh, Amundi
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Bridging the gap: Integrating pricing models and risk models in financial projections
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QuantMinds International 2024: The event guide
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Murex machine learning research captures specifics of complex derivatives pricing
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Python in quant finance: How to speed it up to compete with C++?
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Data curation for data hungry models
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The QuantMinds International agenda: What we have in store for you in 2024
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Large language models for quants
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The differences in emerging markets versus developed markets from a quant perspective
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Trading and investment techniques: What should you be paying attention to?
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Open-source risk engine: Meeting the financial community’s need for transparent risk analysis
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The best of QuantMinds 2023
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