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.
Latest Cutting Edge
AI model uses quantum maths to learn like a human
Could the next big breakthrough in machine learning come from the world of finance?
Degree of influence 2023: Quants thrive on volatility
Climate, crypto and market impact also featured among the top research topics in 2023
Quant of the year: Artur Sepp
Risk Awards 2024: ‘Robust’ stochastic volatility model came along just when it was needed
Lifetime achievement award: Nicole El Karoui
Risk Awards 2024: Mathematician had to swim against the tide to create first – and most famous – master’s in quant finance
Buy-side quants of the year: Nicholas Westray and Kevin Webster
Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis
Investments
Research papers on the buy-side industry, providing quantitative solutions for portfolio management, trading, machine learning applications for investment firms
Banking
Research papers on the derivatives business, banks’ risk management, machine learning applications for dealers
Podcasts
Podcast: Artur Sepp on rates volatility and decentralised finance
Podcast: Julien Guyon on volatility modelling and World Cup draws
Comment
Degree of influence 2023: Quants thrive on volatility
How to account for banks’ contribution to CO2 emissions