
Naomi Cardona Castellanos
Naomi is a London-based assistant quantitative finance editor working on the publication of peer-reviewed papers for Risk.net’s Cutting Edge section. She holds a degree in mathematics and economics from The University of Leeds and a masters in applied mathematics from LSE.
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Articles by Naomi Cardona Castellanos
Podcast: Villani and Musaelian on a quantum boost for machine learning
Classical methods struggle with highly dimensional problems. Quantum cognition takes a different approach, as hedge fund duo explain
People: CFTC in exit spree, new NatWest Markets CRO, and more
Latest job changes across the industry
Podcast: Fabrizio Anfuso on computing for Archegos-like event exposures
BoE quant discusses top-down counterparty risk framework using Gaussian distributions and copulae
Podcast: adventures in autoencoding
Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
Podcast: Lyudmil Zyapkov on the relativity of volatility
BofA quant’s new volatility model combines gamma processes and fractional Brownian motion
Degree of influence 2024: volatility and credit risk keep quants alert
Quantum-based models and machine learning also contributed to Cutting Edge’s output