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Machine Learning & Quantitative Finance

ArXiv Papers

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Powering Up a Slow Charging Market: How Do Government Subsidies...
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GitHub Code

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ydata-profiling
2023/02/01
10089
Create HTML profiling reports from pandas DataFrame objects
py-spy
2023/02/01
9652
Sampling profiler for Python programs
GraphGPT
2023/02/01
933
Extrapolating knowledge graphs from unstructured text using GPT-3
quirk
2023/02/01
2091
A GPL Licensed Cognitive Behavioral Therapy app for iOS and Android. Currently a teaching tool
PhoneSploit-Pro
2023/02/01
2200
An all-in-one hacking tool to remotely exploit Android devices using ADB and Metasploit-Framework to get a Meterpreter session.
symbolicai
2023/02/01
390
Compositional Differentiable Programming Library
alist
2023/02/01
18147
A file list program that supports multiple storage, powered by Gin and Solidjs. / 一个支持多存储的文件列表程序,使用 Gin 和 Solidjs。
smart-contract-best-practices
2023/02/01
6477
A guide to smart contract security best practices
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Twitter Trending

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LinkedIn Trending

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2023/02/05
https://www.linkedin.com/feed/update/urn:li:activity:7027608550558302208
Patrick Chang , one of our DPhil students at the Oxford-Man Institute of Quantitative Finance, University of Oxford , discusses some of his work on game theory and algorithmic collusion.
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Sudheer Chava
Open
2023/02/05
https://www.linkedin.com/feed/update/urn:li:activity:7027477373843382272
happy friday #macroeconomics friends. the jobs report and JPow's 25bps on Wednesday has us thinking different Sudheer Chava and I have been hard at work on an #rstats and #python employment section, but we weren't expecting today's huge numbers. Have a look at the comparison from January of 2022, when we were all feeling pretty pretty pretty good about the economy, and January 2023, when we're all calling for doom and gloom and terrible recession. One huge jobs report isn't everything, if it's some crazy outlier. But we can look at the Miller Labor Slack Index courtesy of Jason Miller in chart two and see this is no outlier. The labor market is historically tight (even if it doesn't feel that way), and it's completely defying it's normal relationship with real estate investment. So, is there a surprise recession waiting for us? Well, the table shows us when past recessions arrived after the trough in unemployment - it typically takes 8-10 months, and it's not clear that unemployment has even troughed. It ticked *down to 3.4% in January. How has this changed our thinking on J-Pow? Well, we thought he'd announce a 50bps increase and commit to crushing inflation, recession/job losses be d*mned. His legacy would have been J-Pow inflation slayer! But Volcker kind of already has that legacy sown up. Instead, it seems Chair Powell is aiming to pull off the perfect tightening, one that cools inflation, and keeps unemployment low, and keeps markets going up! It's not impossible but we didn't think it was gonna go this way....Finally, big big shout out to Rachael Dempsey and the whole Posit PBC team for the sweet t-shirt (Nick Rohrbaugh and Kevin Hayden how'd ya'll know my size!). It makes the Friday coding go smooth and has me getting back into some #python...happy labor market coding all
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Prof. Alexander Lipton
Open
2023/02/05
https://www.linkedin.com/feed/update/urn:li:activity:7027855620863143936
2D to Simulate 3D: Made that legendary Rubik's Cube even easier to Understand The legendary Rubik's Cube made even easier to understand. Latest newsletter: https://lnkd.in/d7B7fqACredit: Jagarikin #engineeredmind #science #technology #engineering #mechanicalengineering #physics #mathematics
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Stefan Zohren
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026842049102401536
I am proud to share that our paper on quantifying long-term market impact won the best paper award as part of the Bernstein Fabozzi/Jacobs Levy Awards:
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Tony Guida
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026603846126694400
Does High-Frequency Trading Use Machine Learning?We take a look at work from the super brilliant Matthew Dixon#machinelearning #trading
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Dr Miquel Noguer i Alonso
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7027002037871554560
Agenda for Cornell Financial Engineering Manhattan 2023 just dropped!#quant#quantitativefinance
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Jacques Joubert
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026557432977891328
David Pacheco Aznar and I wrote a paper "Generative Models for Time Series in Finance".AbstractA generative model is a statistical model of the joint probability distribution. We built a generative model for univariate time series in finance using a Variational Autoencoder (VAE) neural network architecture. We test the model in SP500 and the Heston Model widely used for option pricing and hedging in the financial industry. In both contexts the generative model is able to correctly learn the density according to our qualitative and quantitative tests . Users have to consider the potential non-stationarity in this context and potentially enrich the learning process.Applications of these artificial intelligence generative models include risk management, data augmentation to be used in supervised learning applications and can alleviate the problem of small data in finance. AIFI - Artificial Intelligence Finance InstituteYou can download it here:
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Petter Kolm
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026737121214283776
Congratulations to Helyette Geman for being selected as the recipient of the 2022 IAQF/Northfield Financial Engineer of the Year Award!"February 1, 2023 – NEW YORK CITY – The International Association for Quantitative Finance IAQF and Northfield Information Services have named Helyette Geman, a Professor of Mathematical Finance at Birkbeck, University of London and a Research Professor at Johns Hopkins University, as the 2022 IAQF/Northfield Financial Engineer of the Year (FEOY). The award will be presented to Professor Geman at a celebration on April 26th, 2023 at an event in New York City."Source: https://lnkd.in/gU-YWsZf[Left-to-right: Professor Helyette Geman and IAQF Board Member, Hilary Till, after Till had provided a talk at one of Professor Geman's classes at Johns Hopkins University.]#quantitativefinance
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Álvaro Cartea
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026993964532527105
Watch Patrick Chang explain his research on “Algorithmic Collusion in Electronic Markets”.
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Matthew Dixon
Open
2023/02/03
https://www.linkedin.com/feed/update/urn:li:activity:7026993936204255232
What are the mathematical capabilities of #ChatGPT?TLDR: Our findings show that to pass a university math exam you may do better to copy from your peers!Paper: arxiv.org/abs/2301.13867ChatGPT, however, shows strong potential as a tool for mathematicians. Reach out to share your own experiences!
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Reddit Trending

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I'll build your strategy using NT8 strategy builder
Open
2023/02/01
https://www.reddit.com/r/algotrading/comments/10qh7e2/ill_build_your_strategy_using_nt8_strategy_builder/
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algotrading
My Strategy Outperforms the Market...in Backtest! A Deep Look into a Potentially Great Strategy!
Open
2023/02/01
https://www.reddit.com/r/algotrading/comments/10qh5ah/my_strategy_outperforms_the_marketin_backtest_a/
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algotrading
Need help with understanding the fama four factor model
Open
2023/01/31
https://www.reddit.com/r/quant/comments/10q15gw/need_help_with_understanding_the_fama_four_factor/
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quant
I analyzed 500+ quant job postings. Here's what quant employers are looking for today.
Open
2023/01/31
https://www.reddit.com/r/quant/comments/10q22l5/i_analyzed_500_quant_job_postings_heres_what/
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quant
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