Quantcast – a Risk.net Cutting Edge podcast

Updated: 27 Mar 2025 • 64 episodes
www.risk.net/cutting-edge

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

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Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

62 min
00:00
01:02:22
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05 Mar 2025 • EN

Lyudmil Zyapkov, 27/02/25

Lyudmil Zyapkov on modelling forward variance skew

28 min
00:00
28:54
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Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio

30 min
00:00
30:03
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Alexei Kondratyev on quantum computing

50 min
00:00
50:05
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Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

28 min
00:00
28:41
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24 Jul 2024 • EN

Alvaro Cartea, 19/07/2024

Oxford-Man Institute director worries ML-based trading could have anti-competitive effects

44 min
00:00
44:29
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