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Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

By: Quantcast – a Risk.net Cutting Edge podcast
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Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.All rights reserved Economics
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Episodes
  • Sokol, Lyashenko, Mercurio 25/03/25
    Mar 27 2025
    Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
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    1 hr and 2 mins
  • Lyudmil Zyapkov, 27/02/25
    Mar 5 2025
    Lyudmil Zyapkov on modelling forward variance skew
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    29 mins
  • Alexandre Antonov 04/02/2025
    Feb 7 2025
    Adia quant explains how to apply hierarchical risk parity to a minimum-variance portfolio
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    30 mins

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