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
Solving final value problems with deep learning
Pricing vanilla and exotic options with a deep learning approach for PDEs
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
Setting boundaries for neural networks
Quants unveil new technique for controlling extrapolation by neural networks
Deep asymptotics
Introducing a new technique to control the behaviour of neural networks
Random matrix theory provides a clue to correlation dynamics
A growing field of mathematical research could help us understand correlation fluctuations, says quant expert
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: Matthias Arnsdorf on a new – and cheaper – KVA
Podcast: CFM’s Bouchaud on agent-based models and ESG investing
Comment
Setting boundaries for neural networks
Random matrix theory provides a clue to correlation dynamics