Cutting Edge is the quantitative finance section of Risk.net. It publishes exclusive peer-reviewed papers selected for their originality, relevance and applicability to financial markets. It also publishes podcasts with leading quants on the most topical issues, and comments from practitioners and our editorial team.
Decomposing corporate default rates helps identify credit cycles
Strategies for measuring crowding in trades can help to avoid its effect, writes quant fund founder
Differential machine learning produces results “thousands of times faster and with similar accuracy”
A derivative pricing approximation method using neural networks and AAD speeds up calculations
Meaningful data analysis critical to future of socially responsible investing, writes Antonia Lim