Articles & Video
XVA desks in a post-Covid world: Brave new world or back to basics?
Upcoming webinar on Tuesday, June 08, 2021, 10:00 AM Central European Summer Time
How are quants addressing new regulation and technology?
Quantum computing, AI & ML fairness, IBOR reform
Spoil the magic: Machine-learning in finance
Every futuristic statement about fintech feels compelled to invoke the incantation of ‘AI & Big Data & Blockchain’. Roald Dahl did say, “those who don’t believe in magic will never find it”, but has the financial services industry lost its unsentimental, hard-headed knack for disbelief?
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.
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?
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?
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.
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?
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?