Research and Publications
Intelligent Technologies require the genius of the individual as much as the collective intelligence of the team. The swissQuant Group conducts public research projects and supports talented master and doctoral candidates. The privileged access to real, business-relevant challenges motivates and stimulates at the same time. We invest 20% of our annual turnover in proprietary research.
We are committed to our scientific roots and implement sound scientific concepts throughout all of our work. Hypotheses must be falsifiable and tested at the highest of standards in order to obtain supporting evidence. We strive for methodological rigor and transparency and technological excellence that are ensured by our Methodology and Technology Boards.
We maintain contacts with universities and colleges around the globe. We regularly invite scientific thought leaders to attend workshops and we present our results at high level science congresses.
Peer-reviewed scientific journals
The content of our publications covers a broad range. Unresolved mathematical questions, fast numeric algorithms, stochastic optimizations, time-scaling methods and coherent risk assessments are but a small selection of our diverse research challenges.
Promotion of young talent
We supervise master and doctoral students within all our practices and we support the diploma work of undergraduate students attending universities of applied science. Outstanding work is generously rewarded.
Mathematical Challenge February 2020
Game optionsDownload PDF
Mathematical Challenge December 2019
Unbiased estimatorsDownload PDF
Mathematical Challenge November 2019
Optimal Execution of TradesDownload PDF
A new method to self-calibrate the full distribution of heavy tailed data, with particular emphasis on the extremes
Prof. Marie Kratz
Professor CREAR – Center of Research in Econo-finance and Actuarial sciences on Risk
ESSEC Business School
Microstructural Effects and Idiosyncratic Volatility
Prof. Dr. Markus Leippold
Professor of Financial Engineering, University of Zurich
Recent Applications of Random Matrix Theory
Prof. Dr. Jean-Philippe Bouchaud
Founder and Chairman of Capital Fund Management (CFM)
Publications and Articles
swissQuant Group has been involved in the following publications: