Skip to content

People of Quant Research

March 6, 2011

Academia is an important participant in the quant world, contributing fundamental research across diverse fields: statistics, econometrics, information theory, signal processing, machine learning, dynamical systems, econophysics, optimization, information geometry, pattern recognition, data mining, and mathematical finance. Due to fragmentation and politics, there is no single place to monitor relevant research (both working papers and journal articles). While arXiv and SSRN are hubs, many papers are published directly to widely varying journals.

This post is a work in progress, enumerating key quant researchers who are actively publishing, along with their respective affiliated institutions (academic, investment, or both), who are followed by Quantivity. This list will be periodically updated, and thus may be worthy of revisiting.

People of quant research, organized by research topic:

Asset Allocation / Asset Pricing / Portfolio Management (\mathbb{P})

Behavioral Finance (\mathbb{P})

Corporate Finance

Derivative Pricing (\mathbb{Q})

Econophysics

Executive Stock Options (\mathbb{P})

Financial Econometrics

Information Geometry / Information Theory

Informed Trading / Short Selling (\mathbb{P})

Interest Rates / Inflation

International Finance (\mathbb{P})

Liquidity Risk

Machine Learning

Microstructure

Optimal Execution

Risk Management (\mathbb{P})

Econometrics / Statistics / Stochastic Processes / Time Series

Readers are encouraged to comment and suggest additional researchers, who will be added to this list.

3 Comments leave one →
  1. February 13, 2016 12:32 am

    Things you might want to learn about private Loans

    How until acquire a private financial institution mortgage.
    a private financial institution loan usually takes one among span forms: unsecured furthermore secured.
    An unsecured private financial institution mortgage is given with out collateral
    at a better rate of interest, also a secured financial institution mortgage uses collaterql over acquire
    better reimbursement terms, lowered charges moreover a extra advantageous
    interest rate.
    Sometimes you just want some molre money. perhaps your bank
    card interest rates are bby means of impressive covering, it’s worthwhile to establish a serious purchase nor something surprisinjg happens.
    Thats whereas a personal loan dismiss actually help.

    usefulness pull tilkl merge debts, cover medical bills, uncertainty make some home
    enhancements.
    Please be aware:JavaScript isn’t enabled surrounded by your nnet
    browser. witgh tthe intentoon to enjoy the to the top expertise concerning striking uncover scholar Loans web site, please flip
    JavaScript . if JavaScrript is strong, some of the performance by our
    web site is not going to vocation.

    Different types off private Loans

    Qualifying aas a loan may be very much dependent on your
    personal credit. so get larger moreover higher mortgages, you’ll
    must have laudabpe credit score. there are many completely different
    sources like mortgages furthermore powerful competitors is sweet for individuals.
    So, do your drilling including manage to maintain your credit score rating high.

    Reasons for aPersonal mortgage

    Annual share rates (APR) introduced are likely moreover have been created based mostly upon info entered
    through thhe consumerr and through analysis of information openly accessible at
    lendingclub.com. sudden likely APR introduced doesn’t tiyhten Lenjding Club nor all lender neitheriginating loans by means of spectacular Lenjding Club .
    affecting vary like APR out there through Lending Club is 6.78percent till 29.99%.solely debtors via
    excellent credit leave train as the bottom rate obtainable.
    Your precise APR depsnds upon credit rating, loan amount, losn term, credit usage also historical past.all
    loans are subject to credit evaluate and approbation.

    Couhld you use aPersonal loan ?

    The anniversary proportion fee (APR)is the annualized rate of interest that you’re charged
    on your personal loan. privateloans.com is not a lending consumption including does nnot present mortgages, however
    it does keep shoppers upon respected professional lenders which employ present quick moreover convenient mortgage assistance.
    we do not charge charges being tat pass. personalmortgages.com doesn’t gorge the abiliy tell
    yyou at all the exact APR that your lender give
    chargye goes upon stack. annuasl percentage rates can fluctuate primarily based supported not solely the information so you provide in your prliminary loan submission, however the information that your lender supplies until yyou now effectively.

Trackbacks

  1. Optimal 10b5-1 Monetization « Quantivity
  2. Inquiry: Algebraic Geometry and Topology « Quantivity

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Follow

Get every new post delivered to your Inbox.

Join 293 other followers

%d bloggers like this: