Articles & Video
Showing 21 of 117 articles & video
The latest insights from thought leaders in quant finance
New techniques in risk modelling
Hear from Andrew McClelland, Numerix, and Christian Kappen, d-fine, about their new methods to model risk and pricing.
Innovations in Financial Modelling
Faster, more accurate pricing using polynomial approximations
Introducing a fast and generic expansion of discounted moments of stochastic processes that is applicable to a wide array of pricing problems.
A rising tide lifts some (Japanese) boats: The Bank of Japan’s ETF purchases and their impact on market signals for individual stocks
Executive summary by Steven Shen, Manager of Quantitative Strategies, Sayad Baronyan, EPFR Director of Quantitative Research, Vikram Srimurthy, EPFR Consultant, Cameron Brandt, EPFR Director of Research
21st century finance: How will quants lead the way?
With QuantMinds International approaching fast, we at QuantMinds HQ are very excited to be talking to experts to discuss their upcoming presentations and find out more about their latest research.
How quants and actuaries can team up for the valuation of complex derivatives
With the introduction of exotic derivatives, we abandon the existence of a replicating portfolio and therefore valuation becomes problematic and ambiguous.
Trust in quant investment strategies: How do you cultivate it?
Why should people trust quant investment strategies?
Optimal VaR adaptation in transient environments
Although potential remedies have been available for some time, the concrete implementation of solutions in running VaR systems seems to be more challenging.
From investment strategies to tech and regulation: what did the experts at QuantMinds International say?
What’s being discussed at QuantMinds International? Our speakers joined us for a quick Q&A to talk about key issues in their fields of expertise.
Rethinking multi-asset portfolio strategies to capture velocity changes
Going beyond the passive vs. active asset management paradigm, a mix between fundamentals and systematic quantitative investment strategies may be appropriate to help capture velocity changes.
QuantMinds in Focus
How should banks be handling the IBOR transition?
An interview with Suman Datta, Head of portfolio, Quantitative research, Lloyds Bank
QuantMinds 2021 calendar
Virtual learning opportunities and in-person get togethers for the quant finance community.
AI explainability and adoption challenges: Thoughts from the AI & ML Summit
What’s standing in the way of artificial intelligence adoption?
AI & Machine learning
From scarce to large data and back: machine learning in finance
Fuelled by data, machine learning methods require an efficient handling of massively large datasets. But what are the challenges posed by datasets themselves?
AI & Machine learning
The future is bright... for those who survive
Last year we caught up with Marcos Lopez de Prado, talked about his book Machine Learning For Asset Managers, and predicting black swan events.
3 trends that will change quants’ future
Few things we learnt from QuantMinds International 2020.
Building the future of quant finance
Key insights from QuantMinds International 2020
Optimising variable annuity reserves through deep hedging
In this white paper we look at an application of the deep hedging approach to a new business problem: optimising reserves that life insurers are required to hold against variable annuity liabilities.
The rising awareness of model risk
Financial institutions are increasingly reliant on statistical risk models. But in turn, what risks do models pose to financial institutions?
Computational & numerical efficiency
Truly Explainable AI: Putting the “Cause” in “Because”
There are two serious problems with state-of-the-art machine learning approaches.
Innovations in financial modelling
Model robustification and the future of quant finance: an interview with J.D. Opdyke, Allstate
Were your models caught by surprise when the pandemic hit? J.D. Opdyke, Allstate, explains how he built a robust framework and shares key learnings from this year.