Articles & Video
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
Fairness in AI and machine learning
How can financial institutions mitigate issues in AI & ML bias and maintain public trust?
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.
Derisking AI by design: How to build risk management into AI development
The compliance and reputational risks of artificial intelligence pose a challenge to traditional risk-management functions. Derisking by design can help.
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.
Truly Explainable AI: Putting the “Cause” in “Because”
There are two serious problems with state-of-the-art machine learning approaches.
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.
Smart contracts and regulation: the centres of personalised law meet risk management challenges
Smart contracts promise a tailored experience, but what does that mean from a regulatory standpoint?
How is reinforcement learning different from un/supervised learning?
Marshall Chang, Founder and CIO, A.I. Capital Management, shares how to develop and deploy RL trading algorithms.
Staying afloat: How is quant finance changing under Covid-19?
Is the worst behind us? Or is it still to come?
Stop doing that! How unintentional bets are hurting your performance
How do you mitigate unintentional exposures that bring down your performance?
How to forecast Covid-19 default and recovery rates
Find out how the forecasts of credit conditions changed.
Beyond Weisfeiler-Lehman: using substructures for provably expressive graph neural networks
How powerful are graph neural networks?
Fourier-based methods for the management of complex insurance products
Modelling for variable annuities products – how could the financial and insurance risks be integrated better?
New research, new breakthroughs, and new opportunities
What are the latest innovations by leading quants?
Differential machine learning
Unreasonably effective pricing and risk approximation by automatic differentiation (AAD) combined with machine learning (ML)
Can models predict black swan events?
Maurizio Garro, Senior Lead IBOR Transition Programme, Lloyds Bank, shares his experience building robust models to predict the combined impact of risk factors.
Should we be worried that the Fed has gone all-in?
Did the Federal Reserve just announce unlimited quantitative easing?
A conversation with “Quant of the Year 2019” Marcos Lopez de Prado
Marcos Lopez De Prado opens up about the issues of econometric investments and how asset management needs new technological innovations.
Innovations in quant trading strategies and modelling
People and markets have changed hugely, and quants need to adapt to this new equilibrium. Therefore, innovation, both technological and strategic, are in the spotlight in this QuantMinds eMagazine.