Morten Risstad

Om

Jeg har en doktorgrad fra ind. øk ved NTNU, en mastergrad fra NORD universitet og er autorisert finansanalytiker (AFA) fra NHH. Jeg har tidligere arbeidet i konsulentfirma, internasjonale foretak og finansinstitusjoner; i hovedsak med finansiell rapportering, finans og risikostyring. Mine forskningsinteresser er først og fremst knyttet til empirisk finans, verdsettelse, derivater og risikostyring.

Jeg er tilknyttet Norwegian Open AI Lab.

Publikasjoner

2025

Høverstad, Boye Annfelt; Sagen, Lavrans K.; Risstad, Morten. (2025) Transformers vs. LSTM-MLP for option pricing. AIMS Mathematics
Vitenskapelig artikkel
Alizadeh, Amir; Groven, Brage Reier; Marchese, Malvina; Moutzouris, Ioannis; Risstad, Morten; Rustad, Christian August Brask. (2025) A hybrid combination approach to forecast freight rates volatility. Quantitative finance (Print)
Vitenskapelig artikkel
Eggen, Sivert; Espe, Tord Johan; Grude, Kristoffer; Risstad, Morten; Sandberg, Rickard. (2025) Financial Time Series Uncertainty: A Review of Probabilistic AI Applications. Journal of economic surveys
Vitenskapelig oversiktsartikkel/review
Pimentel, Rita Duarte; Risstad, Morten; Rogde, Sondre; Rygg, Erlend Stegavik; Vinje, Jacob; Westgaard, Sjur. (2025) Option pricing with deep learning: a long short-term memory approach. Decisions in Economics and Finance (DAF)
Vitenskapelig artikkel
Vinje, Jacob; Rygg, Erlend Stegavik; Wu, Cassandra; Risstad, Morten; Pimentel, Rita Duarte; Westgaard, Sjur. (2025) Merged LSTM-MLP for option valuation. Quantitative finance (Print)
Vitenskapelig artikkel

2024

Gunnarsson, Elias Søvik; Isern, Håkon Ramon; Kaloudis, Aristidis; 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
Vitenskapelig oversiktsartikkel/review
Abrahamsen, Nils-Gunnar Birkeland; Nylén-Forthun, Emil; Møller, Mats; Lange, Petter Eilif de; Risstad, Morten. (2024) Financial Distress Prediction in the Nordics: Early Warnings from Machine Learning Models. Journal of Risk and Financial Management
Vitenskapelig artikkel
Olsen, Asbjørn; Djupskås, Gard; Lange, Petter Eilif de; Risstad, Morten. (2024) Forecasting implied volatilities of currency options with machine learning techniques and econometrics models. International Journal of Data Science and Analytics (JDSA)
Vitenskapelig artikkel
Risstad, Morten; Holand, Mathias. (2024) On the relevance of realized quarticity for exchange rate volatility forecasts. Data Science in Finance and Economics (DSFE)
Vitenskapelig artikkel

2023

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
Vitenskapelig artikkel
Blom, Herman Mørkved; Lange, Petter Eilif de; 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
Vitenskapelig artikkel
Lange, Petter Eilif de; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur. (2023) Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management
Vitenskapelig artikkel

2022

Pimentel, Rita; Risstad, Morten; Westgaard, Sjur. (2022) Predicting interest rate distributions using PCA & quantile regression. Digital Finance
Vitenskapelig artikkel
Lange, Petter Eilif De; Risstad, Morten; Westgaard, Sjur. (2022) Term Premia in Norwegian Government Bond Yields. Beta – Scandinavian Journal of Business Research
Vitenskapelig artikkel
Lange, Petter Eilif De; Risstad, Morten; Westgaard, Sjur. (2022) Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation
Vitenskapelig artikkel

Tidsskriftspublikasjoner

Høverstad, Boye Annfelt; Sagen, Lavrans K.; Risstad, Morten. (2025) Transformers vs. LSTM-MLP for option pricing. AIMS Mathematics
Vitenskapelig artikkel
Alizadeh, Amir; Groven, Brage Reier; Marchese, Malvina; Moutzouris, Ioannis; Risstad, Morten; Rustad, Christian August Brask. (2025) A hybrid combination approach to forecast freight rates volatility. Quantitative finance (Print)
Vitenskapelig artikkel
Eggen, Sivert; Espe, Tord Johan; Grude, Kristoffer; Risstad, Morten; Sandberg, Rickard. (2025) Financial Time Series Uncertainty: A Review of Probabilistic AI Applications. Journal of economic surveys
Vitenskapelig oversiktsartikkel/review
Pimentel, Rita Duarte; Risstad, Morten; Rogde, Sondre; Rygg, Erlend Stegavik; Vinje, Jacob; Westgaard, Sjur. (2025) Option pricing with deep learning: a long short-term memory approach. Decisions in Economics and Finance (DAF)
Vitenskapelig artikkel
Vinje, Jacob; Rygg, Erlend Stegavik; Wu, Cassandra; Risstad, Morten; Pimentel, Rita Duarte; Westgaard, Sjur. (2025) Merged LSTM-MLP for option valuation. Quantitative finance (Print)
Vitenskapelig artikkel
Gunnarsson, Elias Søvik; Isern, Håkon Ramon; Kaloudis, Aristidis; 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
Vitenskapelig oversiktsartikkel/review
Abrahamsen, Nils-Gunnar Birkeland; Nylén-Forthun, Emil; Møller, Mats; Lange, Petter Eilif de; Risstad, Morten. (2024) Financial Distress Prediction in the Nordics: Early Warnings from Machine Learning Models. Journal of Risk and Financial Management
Vitenskapelig artikkel
Olsen, Asbjørn; Djupskås, Gard; Lange, Petter Eilif de; Risstad, Morten. (2024) Forecasting implied volatilities of currency options with machine learning techniques and econometrics models. International Journal of Data Science and Analytics (JDSA)
Vitenskapelig artikkel
Risstad, Morten; Holand, Mathias. (2024) On the relevance of realized quarticity for exchange rate volatility forecasts. Data Science in Finance and Economics (DSFE)
Vitenskapelig artikkel
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
Vitenskapelig artikkel
Blom, Herman Mørkved; Lange, Petter Eilif de; 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
Vitenskapelig artikkel
Lange, Petter Eilif de; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur. (2023) Term Premia in Norwegian Interest Rate Swaps. Journal of Risk and Financial Management
Vitenskapelig artikkel
Pimentel, Rita; Risstad, Morten; Westgaard, Sjur. (2022) Predicting interest rate distributions using PCA & quantile regression. Digital Finance
Vitenskapelig artikkel
Lange, Petter Eilif De; Risstad, Morten; Westgaard, Sjur. (2022) Term Premia in Norwegian Government Bond Yields. Beta – Scandinavian Journal of Business Research
Vitenskapelig artikkel
Lange, Petter Eilif De; Risstad, Morten; Westgaard, Sjur. (2022) Estimating value-at-risk using quantile regression and implied volatilities. Journal of Risk Model Validation
Vitenskapelig artikkel

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