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- Risk ManagementQuant Finance
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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Trading and investment techniques: What should you be paying attention to?
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QuantMinds International is "the event of the year"
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Large language models: How is it changing the game for quants?
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Examining the inflationary landscape
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Quantifying ESG – is it possible, useful and long-lasting?
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Future of investing with AI LLM & ML tools
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Event guide: What to expect at QuantMinds International 2023?
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Murex experts describe modern APIs and trading desks value extension
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Beating the correlation breakdown, for Pearson’s and beyond
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Economic sanctions: Can a war of arms and a peace of commerce co-exist?
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Quant in flux – QuantMinds eMagazine 2023
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