Quantcast – a Risk.net Cutting Edge podcast

Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast

Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast

Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast

Petter Kolm, Director of the Master's in Mathematics and Finance at NYU's Courant Institute, dives into the evolution of finance education inspired by real-world needs. He discusses the shift in curriculum focus post-2008 crisis and the vital role of internships in preparing students for industry. Petter also highlights the impact of generative AI on coding education and the importance of foundational skills. He shares insights from his research on order book data and the evolution of prediction models in high-frequency trading.

Laura Ballotta Risk Master’s Series by Quantcast – a Risk.net Cutting Edge podcast

Stefano Iabichino, Director of the QS team at UBS, dives into the intersection of AI and finance. He discusses designing finance-first neural networks that adhere to no-arbitrage principles. Stefano critiques conventional AI for its pattern reliance, emphasizing the imperative of no-arbitrage across market regimes. He highlights the use of each neuron as a representation of future market states and explores practical applications in hedge funds, including learning market probabilities and innovative stress-based risk management. His research aims for coherence in financial AI models.

Imperial College’s mathematical finance head introduces new tool to measure slippage and trade quality

Dario Villani, Co-founder and CEO of Duality Group, and Kharen Musaelian, Co-founder and CIO, share insights from their pioneering work in quantum cognition machine learning (QCML). They discuss the game-changing impact of integrating quantum theory into finance, emphasizing how QCML can improve predictions with noisy data. The duo dives into the complexities of statistical learning and the contrasting views of uncertainty in classical versus quantum frameworks. They also explore advancements in healthcare and the pressing need for regulation as AI and quantum technologies evolve.

BoE quant discusses a top-down counterparty risk framework that uses Gaussian distributions and copulae

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves