Episodios

  • Fabrizio Anfuso podcast 20/05/25

    Fabrizio Anfuso podcast 20/05/25
    May 23 2025
    BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae
    Más Menos
    37 m
  • Sokol, Lyashenko, Mercurio 25/03/25

    Sokol, Lyashenko, Mercurio 25/03/25
    Mar 27 2025
    Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
    Más Menos
    1 h y 2 m
  • Lyudmil Zyapkov, 27/02/25

    Lyudmil Zyapkov, 27/02/25
    Mar 5 2025
    Lyudmil Zyapkov on modelling forward variance skew
    Más Menos
    29 m
  • Alexandre Antonov 04/02/2025

    Alexandre Antonov 04/02/2025
    Feb 7 2025
    Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
    Más Menos
    30 m
  • 11/12/24 Risk Podcast - Alexei Kondratyev

    11/12/24 Risk Podcast - Alexei Kondratyev
    Dec 19 2024
    Alexei Kondratyev on quantum computing
    Más Menos
    50 m
  • Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

    Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
    Oct 25 2024
    Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
    Más Menos
    29 m
  • Alvaro Cartea, 19/07/2024

    Alvaro Cartea, 19/07/2024
    Jul 24 2024
    Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
    Más Menos
    44 m
  • Lorenzo Ravagli, 09/07/2024

    Lorenzo Ravagli, 09/07/2024
    Jul 12 2024
    JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium
    Más Menos
    45 m
adbl_web_global_use_to_activate_T1_webcro805_stickypopup