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Wednesday, 2 April, 2025

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

Programming Editor -
On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV (founded 1989), which was one of the first pioneering companies to promote C++, object-oriented programming, system design and training in a range of industries such...

Machine Learning, Artificial Intelligence, and Inflation Trading: An Interview with Dariush Mirfendereski

Today, Paul Bilokon (Thalesians Ltd) interviewed  Dariush Mirfendereski, an alumni of the Machine Learning Institute, established by World Business Strategies, Thalesians, and Thalesians Marine. For many years, Dariush used to be Global Head of Inflation Trading at HSBC. Paul...

Modern Equity Investing Strategies

Anatoly (Alec) Schmidt, Adjunct Professor of Financial Engineering at NYU Tandon School and Stevens Institute of Technology has published a new book - Modern Equity Investing Strategies (World Scientific). This book will satisfy the...

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV (founded 1989), which was one of the first pioneering companies to promote C++, object-oriented programming, system...
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How to learn cryptography

The understanding of cryptocurrencies and Blockchain implies at least a cursory familiarity with cryptography. In this short note we will consider some of the tools that you could use to learn cryptography rapidly. Prof....

Global Valuation: An Interview with Claudio Albanese

Derivatives Editor -
Today, Paul Bilokon (Thalesians Ltd) interviewed Claudio Albanese, a leading expert on quantitative and computational finance and Founder of Global Valuation. Claudio is also Faculty at Machine Learning Institute (MLI). PB:In 2006, you transitioned from academia to launch Global Valuation. What was the initial business plan? CA: The central idea was that GPU computing would revolutionize Computational Finance and Mathematical Finance. I believed the industry needed to be fundamentally rebuilt with matrix multiplication as the central performance bottleneck. At that time, the significance of this wasn't as clear-cut as it is now. Today, we have seen Machine Learning reshape Classical Statistics, anchored heavily on matrix multiplication, a principle that is true for...

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV (founded 1989), which was one...

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An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

Programming Editor -
On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and...

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV (founded 1989), which was one of the first pioneering companies to promote C++, object-oriented...

An Interview with Neil Clive Fowler

WBS are about to run the 3rd Women in Quantitative Finance Americas Conference (WQFA). Why is this conference particularly important to you? The Women in Quantitative Finance Conference is now in it’s 10th running...

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV...

Quantum Portfolio Management from the PMI (Project Management Institute) perspective

Kevin Corella Nieto, NTT DATA Centers Service Leader for...

Forecasting Copper Price with Multi-view Graph Transformer and Fractional Brownian Motion-Based Data Augmentation

Qiguo Sun, Xibei Yang & Meiyu Zhong of School of Computer Science and...

Deep Learning Interpretability for Rough Volatility

A group of Cambridge, Imperial College, Alan Turing Institute,...

An Interview with Neil Clive Fowler

WBS are about to run the 3rd Women in...

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance

On 14 January 2025, Paul Alexander Bilokon interviewed Daniel J. Duffy, the founder and owner of Datasim Education BV (founded 1989), which was one...

Quantum Portfolio Management from the PMI (Project Management Institute) perspective

Kevin Corella Nieto, NTT DATA Centers Service Leader for Project Development/AI & Quantum Machine Learning Services, discusses quantum portfolio management from the PMI perspective. Section...

Forecasting Copper Price with Multi-view Graph Transformer and Fractional Brownian Motion-Based Data Augmentation

Qiguo Sun, Xibei Yang & Meiyu Zhong of School of Computer Science and Engineering, Jiangsu University of Science and Technology, Zhenjiang 212003, Jiangsu Province, China, have recently published...

Deep Learning Interpretability for Rough Volatility

A group of Cambridge, Imperial College, Alan Turing Institute, and Mediobanca researchers, Damiano Brigo, Bo Yuan, Jack Jacquier, and Nicola Pede, have recently published...

An Interview with Neil Clive Fowler

WBS are about to run the 3rd Women in Quantitative Finance Americas Conference (WQFA). Why is this conference particularly important to you? The Women in...

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