Cutting Edge
Cutting Edge
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.
To publish with us, see our submissions guidelines and contact us.
Optimising broker evaluation through intraday modelling of execution cost
A method to assess brokers’ performance via their market impact is presented
Quantum path integrals for default intensity models
A method to price credit derivatives via default intensity approximation is presented
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
Simulation of Heston made simple
A new way to apply the classic stochastic volatility model is presented
Supervised similarity for high-yield bonds
Quantum cognition ML is used to identify tradable alternatives for high-yield corporate bonds
