Prof. Dylan Hewit is a former Principal Teaching Fellow in Experimental Design in the Department of Mathematics at Imperial College London, where he also served...
We develop a geometric theory of incentives that unifies games, nudges, language, market structure, and collective cascades within a single framework. Canonical strategic environments—such...
Quant research in 2025 is no longer about finding the “right model,” but about building coherent systems that integrate mathematics, data, execution, and uncertainty...
Daniel Lemire is a software performance expert. He ranks among the top 2% of scientists globally (Stanford/Elsevier 2025) and is one of GitHub's top...
Recently I stumbled upon a rare and singularly important book—one that quietly rewrites the prehistory of modern quantitative finance.
The volume is The Theory of...
Dr Paul Bilokon (PB) has interviewed Prof. Matthew Dixon (MD), who, having established himself as a leader in academic and industrial quantitative and computational...
An excerpt from “Chapter 1: Why Quantum Computing ” in the book Dancing with Qubits, Second Edition (Packt, 2024) by Robert S. Sutor
Quantum computing...
For investors, students, and finance professionals, access to timely and accurate financial market news is as important as professional development through a quantitative finance...
Managing Director Oleksandr Bilokon (Thalesians Ltd and Thalesians Marine Ltd) is one of the leading experts on continued education in financial markets. Jointly with...
Prof. Dylan Hewit is a former Principal Teaching Fellow in Experimental Design in the Department of Mathematics at Imperial College London, where he also...
London, 1892. A city where gaslight meets electricity, and ancient secrets collide with scientific revolution.
Paul White arrives at the Royal College of Science as...
Elisa Alòs is an associate professor in the Department of Economics and Business at the Universitat Pompeu Fabra (Barcelona). She completed her Ph.D. in Mathematics in...
