Articles & Video
How to tackle market challenges in quant finance?
Insights from QuantMinds International and beyond
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.
Multilayer heat equations and their financial applications
The problem of solving partial differential equations (PDEs) with moving boundaries naturally appears in various areas of science and technology. But how are they dealt with in finance?
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.
Practical insight into black basket analytics for mid-curves and spread-options and trading crypto asset volatility
Featuring key sessions from the Pricing, Trading, and Volatility day.
Looking forward to backward-looking rates: Modelling and calibrating the volatility decay
From QuantMinds in Focus 2021, Interest Rate & IBOR day.
Through the hedge and backwards - QuantMinds eMagazine Q2 2021
Bringing investment strategies, financial models, and mathematics up to speed
Generalized integral transforms in mathematical finance
Classical problems of financial mathematics recently attracted a lot of attention due to several factors.
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.
How are quants addressing new regulation and technology?
Quantum computing, AI & ML fairness, IBOR reform
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 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?
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?
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.