Morten Risstad
About
I hold a PhD from the Department of Industrial Economics and Technology Management at NTNU and a MSc in Finance from Nord University. I am also a Certified European Financial Analyst (CEFA) from NHH. I have previously held positions in consulting firms, multi-national industrial corporations and financial institutions; mainly related to financial reporting, corporate finance, trading and risk management. My research interests lie in the fields of empirical finance, asset pricing, derivatives and risk management.
I am on the research team of Norwegian Open AI Lab.
Publications
2024
-
Olsen, Asbjørn;
Djupskås, Gard;
de Lange, Petter Eilif;
Risstad, Morten.
(2024)
Forecasting implied volatilities of currency options with machine learning techniques and econometrics models.
International Journal of Data Science and Analytics (JDSA)
Academic article
-
Gunnarsson, Elias Søvik;
Isern, Håkon Ramon;
Kaloudis, Aris;
Risstad, Morten;
Vigdel, Benjamin;
Westgaard, Sjur.
(2024)
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review.
International Review of Financial Analysis
Academic literature review
2023
-
de Lange, Petter Eilif;
Risstad, Morten;
Semmen, Kristian;
Westgaard, Sjur.
(2023)
Term Premia in Norwegian Interest Rate Swaps.
Journal of Risk and Financial Management
Academic article
-
Risstad, Morten;
Thodesen, Airin;
Thune, Kristian August;
Westgaard, Sjur.
(2023)
On the Exchange Rate Dynamics of the Norwegian Krone.
Journal of Risk and Financial Management
Academic article
-
Blom, Herman Mørkved;
de Lange, Petter Eilif;
Risstad, Morten.
(2023)
Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression.
Journal of Risk and Financial Management
Academic article
2022
-
De Lange, Petter Eilif;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Estimating value-at-risk using quantile regression and implied volatilities.
Journal of Risk Model Validation
Academic article
-
De Lange, Petter Eilif;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Term Premia in Norwegian Government Bond Yields.
Beta
Academic article
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Academic article
Journal publications
-
Olsen, Asbjørn;
Djupskås, Gard;
de Lange, Petter Eilif;
Risstad, Morten.
(2024)
Forecasting implied volatilities of currency options with machine learning techniques and econometrics models.
International Journal of Data Science and Analytics (JDSA)
Academic article
-
Gunnarsson, Elias Søvik;
Isern, Håkon Ramon;
Kaloudis, Aris;
Risstad, Morten;
Vigdel, Benjamin;
Westgaard, Sjur.
(2024)
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review.
International Review of Financial Analysis
Academic literature review
-
de Lange, Petter Eilif;
Risstad, Morten;
Semmen, Kristian;
Westgaard, Sjur.
(2023)
Term Premia in Norwegian Interest Rate Swaps.
Journal of Risk and Financial Management
Academic article
-
Risstad, Morten;
Thodesen, Airin;
Thune, Kristian August;
Westgaard, Sjur.
(2023)
On the Exchange Rate Dynamics of the Norwegian Krone.
Journal of Risk and Financial Management
Academic article
-
Blom, Herman Mørkved;
de Lange, Petter Eilif;
Risstad, Morten.
(2023)
Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression.
Journal of Risk and Financial Management
Academic article
-
De Lange, Petter Eilif;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Estimating value-at-risk using quantile regression and implied volatilities.
Journal of Risk Model Validation
Academic article
-
De Lange, Petter Eilif;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Term Premia in Norwegian Government Bond Yields.
Beta
Academic article
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Academic article