.svg)
Machine Learning & Quantitative Finance
ArXiv Papers
Stream
Week
Month
Load more
SSRN Papers
Stream
Week
Month
Random
GitHub Code
Stream
Week
Month
Load more
Papers with Code
Stream
Week
Month
Podcast Feed
Stream
Week
Month
Load more
Twitter Trending
Stream
Week
Month
Load more
News Trending
Stream
Week
Month
Load more
ML Trending
Stream
Weekly
Monthly
Load more
LinkedIn Trending
Stream
Week
Month
Name
Date
Link
Content
ML Score
Likes
Álvaro Cartea
Open
2023/02/05
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.
4
48
Sudheer Chava
Open
2023/02/05
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
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 all3
98
Prof. Alexander Lipton
Open
2023/02/05
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 #mathematics2
1199
Stefan Zohren
Open
2023/02/03
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:
4
54
Tony Guida
Open
2023/02/03
Does High-Frequency Trading Use Machine Learning?We take a look at work from the super brilliant Matthew Dixon#machinelearning #trading
3
156
Dr Miquel Noguer i Alonso
Open
2023/02/03
Agenda for Cornell Financial Engineering Manhattan 2023 just dropped!#quant#quantitativefinance
3
42
Jacques Joubert
Open
2023/02/03
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:
3
152
Petter Kolm
Open
2023/02/03
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
2
59
Álvaro Cartea
Open
2023/02/03
Watch Patrick Chang explain his research on “Algorithmic Collusion in Electronic Markets”.
2
74
Matthew Dixon
Open
2023/02/03
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!
2
497
Load more
COUNT1356
Reddit Trending
Stream
Week
Month
Title
Date Posted
Permalink
Score
Subreddit
Renaissance updated their website with salaries
Open
2023/02/02
16
quant
Corporate title question
Open
2023/02/01
15
quant
How to make class/not get fired
Open
2023/02/01
38
quant
I'll build your strategy using NT8 strategy builder
Open
2023/02/01
14
algotrading
Why use Sharpe over Sortino ratio?
Open
2023/02/01
43
algotrading
My Strategy Outperforms the Market...in Backtest! A Deep Look into a Potentially Great Strategy!
Open
2023/02/01
69
algotrading
Need help with understanding the fama four factor model
Open
2023/01/31
7
quant
Heston Model calibration
Open
2023/01/31
8
quant
Kang Gao from two sigma?
Open
2023/01/31
54
quant
I analyzed 500+ quant job postings. Here's what quant employers are looking for today.
Open
2023/01/31
115
quant
Load more
ᗰᒪ & Ɋᑌᗩᑎ丅 ᖴIᑎᗩᑎᑕᗴ
Join the Slack group to send any feedback and chat with like-minded researchers. We will probably restrict access at 1000 to maintain conversational quality in the next year; currently 743 members.