Quantitative Finance

Quantitative finance leverages computational methods, particularly machine learning, to model and predict financial markets, aiming to optimize investment strategies and manage risk. Current research emphasizes the application of reinforcement learning (including quantum-enhanced variants), deep neural networks (e.g., convolutional and recurrent networks), and generative models to price derivatives, predict market movements, and improve portfolio optimization. These advancements offer the potential for more accurate and efficient financial decision-making, impacting both academic understanding of financial markets and practical applications in algorithmic trading and risk management.