Cutting Edge Supervised similarity for high-yield bonds Quantum cognition ML is used to identify tradable alternatives for high-yield corporate bonds 02 Jun 2025   |  Technical paper

Our take A mix of Gaussian distributions can beat GenAI at its own game Synthetic data is seen as the preserve of AI models. A new paper shows old methods still have legs 30 May 2025   |  Opinion

Cutting Edge Gaussian GenAI: synthetic market data generation A method to generate financial time series with mixture models is presented 19 May 2025   |  Technical paper

Cutting Edge Podcast: Fabrizio Anfuso on computing for Archegos-like event exposures BoE quant discusses top-down counterparty risk framework using Gaussian distributions and copulae 23 May 2025   |  Opinion

Cutting Edge The WWR in the tail: a Monte Carlo framework for CCR stress testing A methodology to compute stressed exposures based on a Gaussian copula and mixture distributions is introduced 29 Apr 2025   |  Technical paper