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Every issue of Quant Letter, the weekly digest of machine learning and quantitative finance research, newest first.

Issues
132
Items featured
16,019
Papers
6,396
Since
May 2023
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Week 4Latest

No. 132 · September 2026, Week 4

This week balances methodological rigor with practical market insights. Tail risk estimation and time-series validation trade-offs address foundational modeling challenges, while label engineering and LLM look-ahead bias expose common pitfalls in factor and AI development. Key reads: Semi-Discrete Optimal Transport, T…

  1. Tail Risk via Semi-Discrete Optimal Transport
  2. Artificial Intelligence and Financial Markets
  3. Agentic AI Systems Beat Asset Pricing Benchmarks

90 papers · arXiv 30 · SSRN 30 · RePEc 30

2026

Week 3

No. 131 · May 2026, Week 3

10 RePEc · 10 GitHub · 10 Podcasts · 7 Papers with code

  1. Predicting VIX with ML
  2. Optimizing KSE-30 with ML
  3. Risk Parity in Fat-Tailed Markets

44 papers

Week 3

No. 130 · April 2026, Week 3

12 Papers with code · 10 RePEc · 10 GitHub · 10 Podcasts

  1. VIX Prediction with ML
  2. KSE0 Portfolio Optimization
  3. Automated Trading in Emerging Markets

53 papers

Week 1

No. 129 · April 2026, Week 1

10 RePEc · 10 GitHub · 10 Podcasts · 5 Papers with code

  1. VIX Prediction with ML
  2. Volatile KSE-30 Stocks
  3. Automated Trading in Emerging Markets

43 papers

Week 1

No. 128 · March 2026, Week 1

10 RePEc · 10 Podcasts · 9 GitHub · 6 Papers with code

  1. VIX Prediction with ML
  2. Volatile KSE-30 Stocks
  3. Automated Emerging Markets Trading

45 papers

Week 2

No. 127 · February 2026, Week 2

10 RePEc · 10 Podcasts · 10 Blogs · 10 Papers with code

  1. Predicting VIX with ML
  2. KSE0 Portfolio Optimization
  3. Automated Trading for Emerging Markets

52 papers

Week 1

No. 126 · February 2026, Week 1

10 RePEc · 10 GitHub · 10 Podcasts · 7 Papers with code

  1. Adaptive ML for VIX
  2. KSE0 Volatile Stocks
  3. Automated Trading for Emerging Markets

46 papers

Week 3

No. 125 · January 2026, Week 3

10 RePEc · 10 Podcasts · 9 GitHub · 9 Papers with code

  1. Predicting VIX with ML
  2. Identifying Volatile KSE-30 Stocks
  3. Automated Trading in Emerging Markets

48 papers

2025

Week 4

No. 124 · December 2025, Week 4

74 SSRN · 30 RePEc · 10 Podcasts · 10 Blogs

  1. Corporate Bond Pricing Challenges
  2. Risks in Corporate Bonds
  3. Machine Learning in Asset Pricing

141 papers

Week 3

No. 123 · December 2025, Week 3

30 RePEc · 14 arXiv · 10 SSRN · 10 GitHub

  1. Factor Return Cyclicality
  2. Factor Return Patterns
  3. Myopic Stock Pricing

93 papers

Week 2

No. 122 · December 2025, Week 2

30 RePEc · 18 arXiv · 10 GitHub · 10 Podcasts

  1. Predicting VIX Trends with ML
  2. Efficient Volatile KSE-30 Equity Identification
  3. Automated Trading for Emerging Market Performance

86 papers

Week 1

No. 121 · December 2025, Week 1

31 SSRN · 30 RePEc · 27 arXiv · 10 Machine learning

  1. Estimating Alpha in Private Capital
  2. Estimating Alpha in Private Capital
  3. Spectral Clustering for Arbitrage

128 papers

Week 3

No. 120 · November 2025, Week 3

30 RePEc · 10 GitHub · 10 Podcasts · 10 Blogs

  1. Early Crash Signal (AE)
  2. Adaptive VIX Forecasting
  3. KSE0 Volatility & Allocation

74 papers

Week 2

No. 119 · November 2025, Week 2

30 RePEc · 13 arXiv · 10 GitHub · 10 Podcasts

  1. Scaling Programs to Boost Women in Tech
  2. Credential Visibility Boosts Non‑Degree Employment
  3. ClusterShapley: Fair LLM Summary Attribution

90 papers

Week 1

No. 118 · November 2025, Week 1

30 RePEc · 13 News · 10 arXiv · 10 GitHub

  1. Efficient 2D/3D Positional Encodings
  2. RiskAverse Conformal Prediction
  3. AI Data Economics

101 papers

Week 4

No. 117 · October 2025, Week 4

30 RePEc · 26 arXiv · 18 News · 10 Machine learning

  1. Perpetual Crypto Market Making
  2. Crypto Perpetual Market Making
  3. QGuided Search for Language Agents

133 papers

Week 4

No. 116 · October 2025, Week 4

10 RePEc

  1. Nowcasting NZ GDP with ML
  2. Reinforcement Learning for Hedging
  3. HighFrequency Trading Impact

10 papers

Week 2

No. 115 · October 2025, Week 2

35 arXiv · 30 RePEc · 20 News · 10 GitHub

  1. QLASS: Q-Guided Search
  2. APEX AI Model Benchmarking
  3. Large Language Model Benchmark

130 papers

Week 1

No. 114 · October 2025, Week 1

30 RePEc · 20 arXiv · 20 News · 10 Machine learning

  1. QLASS: Language Agent
  2. APEX AI Model Benchmarking
  3. Oil Price Forecasting: ML vs. DL

110 papers

Week 4

No. 113 · September 2025, Week 4

30 RePEc · 26 arXiv · 15 News · 10 Machine learning

  1. QGuided Stepwise Search
  2. Finance Task Consistency
  3. Financial Trading-R1

108 papers

Week 2

No. 112 · September 2025, Week 2

30 RePEc · 27 arXiv · 10 Machine learning · 8 GitHub

  1. AI Impact on Occupations
  2. QLASS: Language Agent
  3. LLM Benchmarks

75 papers

Week 5

No. 111 · August 2025, Week 5

30 RePEc · 27 arXiv · 13 News · 10 Machine learning

  1. QLASS: Language Agent
  2. Ageing Populations & Economic Performance
  3. Oil Price Forecasting: ML vs. DL

108 papers

Week 3

No. 110 · August 2025, Week 3

30 RePEc · 23 arXiv · 18 News · 10 Machine learning

  1. QLASS: Language Agent
  2. Stock Selection Analysis
  3. Oil Price Forecasting: ML vs. DL

113 papers

Week 2

No. 109 · August 2025, Week 2

30 RePEc · 24 arXiv · 18 News · 10 Machine learning

  1. QLASS: Language Agent Enhancement
  2. Unravelling Prediction Markets
  3. Oil Price Forecasting: Machine Learning vs. Deep Learning

108 papers

Week 1

No. 108 · August 2025, Week 1

30 RePEc · 18 News · 13 arXiv · 10 GitHub

  1. Oil Price Forecasting: ML vs. DL
  2. Machine Learning for M&A
  3. Enhanced Emerging Market Portfolio Performance

95 papers

Week 4

No. 107 · July 2025, Week 4

30 RePEc · 22 arXiv · 15 Papers with code · 9 Machine learning

  1. QLASS: Language Agent
  2. Large Language Model
  3. Masked Autoencoders

109 papers

Week 3

No. 106 · July 2025, Week 3

30 RePEc · 25 arXiv · 18 News · 10 Machine learning

  1. QLASS: Language Agent
  2. Large Language Model
  3. Masked Autoencoders

118 papers

Week 2

No. 105 · July 2025, Week 2

30 SSRN · 30 RePEc · 25 arXiv · 15 News

  1. IRS Officials' Stock Trades: Tax Outcomes
  2. Pharma Stock Options: Anomalies Explained
  3. Innovating with Common Task Framework

136 papers

Week 1

No. 104 · July 2025, Week 1

30 SSRN · 30 RePEc · 26 arXiv · 17 News

  1. Tax Outcomes of IRS Officials' Stock Trades
  2. Pharmaceutical Stocks: Anomalies Explained
  3. Incentivizing Innovation with Common Task Framework

162 papers

Week 4

No. 103 · June 2025, Week 4

31 SSRN · 30 RePEc · 23 arXiv · 17 News

  1. IRS Officials' Trades
  2. Pharma Stock Options
  3. Common Task Framework

156 papers

Week 3

No. 102 · June 2025, Week 3

41 SSRN · 30 RePEc · 26 arXiv · 20 News

  1. QGuided Stepwise Search for Language Agents
  2. Reliability of Large Language Model Benchmarks
  3. Masked Autoencoders for Diffusion Models

175 papers

Week 2

No. 101 · June 2025, Week 2

54 SSRN · 32 arXiv · 30 RePEc · 20 News

  1. AI Misinformation
  2. QGuided Search for Language Agents
  3. Reliability of Language Model Benchmarks

194 papers

Week 1

No. 100 · June 2025, Week 1

59 SSRN · 30 RePEc · 24 arXiv · 20 News

  1. QLASS: Language Agent
  2. AI Threshold for UBI Funding
  3. Financial Market Trends

189 papers

Week 5

No. 99 · May 2025, Week 5

58 SSRN · 30 RePEc · 26 arXiv · 10 GitHub

  1. Private MEV Protection RPCs: OFA Implications
  2. AI Threshold for UBI
  3. Oil Price Forecasting: ML vs. DL

144 papers

Week 3

No. 98 · May 2025, Week 3

60 SSRN · 30 RePEc · 23 arXiv · 20 News

  1. Active Management Value
  2. Gender Disparities in Mental Load
  3. Oil Price Forecasting: ML vs. DL

181 papers

Week 2

No. 97 · May 2025, Week 2

60 SSRN · 30 RePEc · 25 arXiv · 10 GitHub

  1. Loss-Rebalancing in Blockchains
  2. Oil Price Forecasting: ML vs. DL
  3. Machine Learning for M&A

144 papers

Week 1

No. 96 · May 2025, Week 1

60 SSRN · 30 RePEc · 24 arXiv · 20 News

  1. AI Recruitment Bias
  2. Trading Strategy Enhancement
  3. Oil Price Forecasting: ML vs. DL

163 papers

Week 5

No. 95 · April 2025, Week 5

60 SSRN · 30 RePEc · 29 arXiv · 19 News

  1. LLM Reliability Benchmarks
  2. MAETok: Tokenizers for Diffusion Models
  3. RealTime Sentiment Insights

174 papers

Week 4

No. 94 · April 2025, Week 4

60 SSRN · 30 RePEc · 27 arXiv · 15 News

  1. QGuided Stepwise Search for Language Agents
  2. Oil Price Forecasting: ML vs. DL
  3. Machine Learning for M&A

191 papers

Week 3

No. 93 · April 2025, Week 3

53 SSRN · 30 RePEc · 20 arXiv · 19 News

  1. Stylized Facts in Financial Markets
  2. Oil Price Forecasting: ML vs. DL
  3. Machine Learning for M&A

156 papers

Week 2

No. 92 · April 2025, Week 2

55 SSRN · 30 RePEc · 28 arXiv · 20 News

  1. LLM Reliability Evaluation
  2. MAETok: Tokenizers for Diffusion Models
  3. Oil Price Forecasting: ML vs. DL

180 papers

Week 1

No. 91 · April 2025, Week 1

60 SSRN · 30 RePEc · 24 arXiv · 20 News

  1. QLASS: Language Agents Search
  2. AI in Quantitative Investment
  3. Oil Price Forecasting: ML vs. DL

183 papers

Week 4

No. 90 · March 2025, Week 4

60 SSRN · 30 RePEc · 26 arXiv · 20 News

  1. Square-Root Price Impact Dynamics
  2. Oil Price Forecasting: ML vs. DL
  3. Machine Learning for M&A

178 papers

Week 3

No. 89 · March 2025, Week 3

60 SSRN · 30 RePEc · 26 arXiv · 20 News

  1. Solvable Square-Root Price Impact
  2. Government Spending & Industry Stars
  3. Index Concentration Implications for Active Investors

182 papers

Week 2

No. 88 · March 2025, Week 2

30 RePEc · 23 arXiv · 20 News · 10 GitHub

  1. XVA Model Analysis
  2. TimeVarying Volatility in Option Pricing
  3. Oil Price Forecasting: Machine Learning vs Deep Learning

112 papers

Week 1

No. 87 · March 2025, Week 1

59 SSRN · 30 RePEc · 28 arXiv · 20 News

  1. Stanfords s1 vs. DeepSeek-R1
  2. Govt. Spending & Industry Stars
  3. Predictive Networks in Credit Markets

180 papers

Week 4

No. 86 · February 2025, Week 4

32 SSRN · 30 RePEc · 26 arXiv · 20 News

  1. Flaws in 4% Rule
  2. Stanford's s1 vs. DeepSeek-R1 Comparison
  3. Portfolio Construction Evolution

155 papers

Week 3

No. 85 · February 2025, Week 3

34 SSRN · 30 RePEc · 22 arXiv · 20 News

  1. Flaws in 4% Rule
  2. Stanfords s1 vs. DeepSeek-R1
  3. Evolution of Portfolios

151 papers

Week 1

No. 84 · February 2025, Week 1

33 SSRN · 30 RePEc · 28 arXiv · 20 News

  1. Macroeconomic Models Review
  2. Energy Market Calibration
  3. Data Quality Evaluation

168 papers

Week 4

No. 83 · January 2025, Week 4

52 SSRN · 30 RePEc · 28 arXiv · 20 News

  1. Macroeconomic Models
  2. Physics of Skill Learning
  3. Energy Market Calibration

181 papers

Week 3

No. 82 · January 2025, Week 3

15 arXiv · 14 SSRN · 10 RePEc · 9 Machine learning

  1. Adjoint Matching
  2. Causal Relationships on Ethereum
  3. Bidirectional Causal Relationships on Ethereum

76 papers

Week 2

No. 81 · January 2025, Week 2

54 SSRN · 24 RePEc · 21 arXiv · 20 News

  1. MEDEC Benchmark
  2. MeCo Language Model Pre-training
  3. Accurate RNA Prediction

189 papers

Week 1

No. 80 · January 2025, Week 1

59 SSRN · 27 arXiv · 22 RePEc · 20 Machine learning

  1. AI Safety Benchmarks
  2. GLMs in Mathematics
  3. Kolmogorov-Arnold-Networks vs ANN

170 papers

2024

Week 3

No. 79 · December 2024, Week 3

52 SSRN · 28 arXiv · 21 RePEc · 20 News

  1. Formula Investing
  2. Bitcoin Price Forecasting
  3. CAPD: Portrait Avatars

187 papers

Week 2

No. 78 · December 2024, Week 2

40 SSRN · 24 arXiv · 23 RePEc · 20 News

  1. Overview of RL
  2. Investing Study
  3. Optimizing VLMs for Efficiency and Accuracy

159 papers

Week 1

No. 77 · December 2024, Week 1

23 RePEc · 22 SSRN · 20 Machine learning · 20 News

  1. OminiControl: Image Conditioning
  2. Geoffrey Hinton's Neural Network Contributions
  3. Beta Replication Challenges

144 papers

Week 4

No. 76 · November 2024, Week 4

40 SSRN · 20 News · 18 RePEc · 17 Machine learning

  1. Geoffrey Hinton's Neural Network Contributions
  2. Trend-Following Challenges
  3. Vision Encoder Pre-training

150 papers

Week 3

No. 75 · November 2024, Week 3

21 RePEc · 20 News · 18 Machine learning · 14 Papers with code

  1. LightGaussian Compression
  2. MagicQuill: Image Editing System
  3. NeuralDEM: Particulate Flow Simulation

119 papers

Week 2

No. 74 · November 2024, Week 2

35 SSRN · 22 RePEc · 20 News · 19 Machine learning

  1. API LLMs Info Leak
  2. ChatGPT in Academic Writing
  3. Geoffrey Hinton's Neural Network Contributions

146 papers

Week 1

No. 73 · November 2024, Week 1

40 SSRN · 25 RePEc · 20 Machine learning · 20 News

  1. Hinton's Contributions to Neural Networks
  2. Beta Replication
  3. Efficient Adversarial Training

167 papers

Week 5

No. 72 · October 2024, Week 5

25 RePEc · 20 Machine learning · 20 News · 10 GitHub

  1. Experiments in Reinforcement Learning
  2. Scaling Law for Language Models
  3. Unbounded: A Generative Game

115 papers

Week 4

No. 71 · October 2024, Week 4

40 SSRN · 25 RePEc · 20 News · 15 Machine learning

  1. Beta Replication Challenges
  2. Scaling Autoregressive Text-to-image Generative Models
  3. Decoupling Visual Encoding for Multimodal Understanding

160 papers

Week 3

No. 70 · October 2024, Week 3

32 SSRN · 23 RePEc · 20 News · 19 Machine learning

  1. DiT Scaling Laws
  2. Cross-Lingual Reward Model Transfer
  3. Stability-Aware MLFF Training

149 papers

Week 2

No. 69 · October 2024, Week 2

31 SSRN · 20 Machine learning · 20 RePEc · 20 News

  1. Training LLMs with RL
  2. MMLUPro Benchmark
  3. Teaching LLMs SaySelf

149 papers

Week 1

No. 68 · October 2024, Week 1

22 SSRN · 20 RePEc · 19 News · 16 arXiv

  1. Evaluating Faithfulness in Summarization
  2. EgoLM: Egocentric Motion Model
  3. Lotus: Visual Foundation for Dense Prediction

141 papers

Week 4

No. 67 · September 2024, Week 4

22 arXiv · 21 RePEc · 20 News · 14 Papers with code

  1. Reinforcement Machine Learning for Portfolio Optimization
  2. Sentiment Analysis in Finance
  3. Dynamic Currency Hedging

128 papers

Week 3

No. 66 · September 2024, Week 3

26 SSRN · 20 Machine learning · 20 RePEc · 20 News

  1. Deep Learning for Economists
  2. High-Fidelity Avatars
  3. Continued Pretraining for Language Models

161 papers

Week 2

No. 65 · September 2024, Week 2

27 SSRN · 25 RePEc · 20 Machine learning · 20 News

  1. Foundation Models for Music
  2. InkubaLM: A Small Language Model
  3. Topological Methods in Machine Learning

153 papers

Week 1

No. 64 · September 2024, Week 1

31 SSRN · 28 RePEc · 20 Machine learning · 20 News

  1. Foundation Models in Music
  2. InkubaLM: African Language Model
  3. Robustness of LLMs

145 papers

Week 4

No. 63 · August 2024, Week 4

31 SSRN · 29 RePEc · 17 Machine learning · 17 News

  1. Pruning and Distillation with Minitron
  2. Predictor-Corrector Method
  3. LayerPano3D: Scene Generation

167 papers

Week 3

No. 62 · August 2024, Week 3

29 SSRN · 29 RePEc · 20 News · 19 Machine learning

  1. Causal Reasoning with Large Language Models
  2. Symmetry in Machine Learning
  3. SelfImproving Code Generation

156 papers

Week 3

No. 61 · August 2024, Week 3

30 SSRN · 27 RePEc · 21 arXiv · 20 Machine learning

  1. SelfTaught Evaluators
  2. Optimizing RAG Systems
  3. Eliciting Latent Knowledge

160 papers

Week 1

No. 60 · August 2024, Week 1

30 RePEc · 27 SSRN · 20 arXiv · 20 News

  1. Efficient Pre-training
  2. Optimal Compute Scaling for LLMs
  3. Reinforcement Learning

154 papers

Week 5

No. 59 · July 2024, Week 5

32 SSRN · 30 RePEc · 20 arXiv · 20 News

  1. Accelerating Pretrained LLMs
  2. Anomalies and Market Return Predictability
  3. Is artificial consciousness achievable?

154 papers

Week 4

No. 58 · July 2024, Week 4

30 RePEc · 27 SSRN · 23 arXiv · 20 News

  1. EdgeSAM Deployment
  2. AWQ for LLM Compression
  3. Anomalies Link

162 papers

Week 3

No. 57 · July 2024, Week 3

30 RePEc · 27 SSRN · 20 Machine learning · 20 News

  1. Unified Training for Open-Source Language Agents
  2. Exploration-Based Optimization for LLM Agents
  3. Anomalies and Return Predictability

149 papers

Week 2

No. 56 · July 2024, Week 2

30 RePEc · 25 SSRN · 21 arXiv · 20 Machine learning

  1. SimPO: Simple Preference Optimization
  2. Improving Alignment with Circuit Breakers
  3. InternLM-XComposer-2.5: A Versatile Large Vision Language Model

156 papers

Week 1

No. 55 · July 2024, Week 1

25 RePEc · 20 News · 19 Machine learning · 18 SSRN

  1. Persona Data Creation
  2. ByteFormer: File Byte Transformers
  3. Content Diversity in Writing

127 papers

Week 3

No. 54 · June 2024, Week 3

27 SSRN · 23 RePEc · 19 News · 17 Machine learning

  1. MatMul-free Language Modeling
  2. Transformers on Pixels
  3. Simple Adaptive Attacks on LLMs

138 papers

Week 2

No. 53 · June 2024, Week 2

31 SSRN · 21 RePEc · 20 News · 17 Machine learning

  1. ASCII Jailbreak Attacks on LLMs
  2. AI Robustness with Circuit Breakers
  3. SelfImproving Preference Optimization

142 papers

Week 1

No. 52 · June 2024, Week 1

34 SSRN · 23 RePEc · 20 Machine learning · 20 News

  1. Mamba: Sequence Modeling
  2. Transformers vs. SSMs
  3. DITTO: Music Optimization

151 papers

Week 4

No. 51 · May 2024, Week 4

40 SSRN · 21 RePEc · 19 Machine learning · 19 News

  1. VIX Portfolios
  2. Scaling Down MNIST-1D
  3. PINstimation

158 papers

Week 4

No. 50 · May 2024, Week 4

40 SSRN · 24 RePEc · 20 News · 17 Machine learning

  1. Minimalist DL Benchmark
  2. Portfolio Management with Python
  3. Public Firms Transformation

159 papers

Week 3

No. 49 · May 2024, Week 3

40 SSRN · 26 RePEc · 20 News · 16 Machine learning

  1. Intraday Momentum Strategy
  2. Race Discrimination in Hedge Funds
  3. YOCO Decoder-Decoder Architecture

166 papers

Week 2

No. 48 · May 2024, Week 2

39 SSRN · 29 RePEc · 19 Machine learning · 19 News

  1. Large Language Model Performance
  2. Gemini Models
  3. Pruning Approach

164 papers

Week 1

No. 47 · May 2024, Week 1

40 SSRN · 29 RePEc · 20 News · 18 Machine learning

  1. Nightshade: Poisoning Attacks on Text-to-Image Models
  2. Learning Code Edits
  3. Private Interactions and Informed Trading

169 papers

Week 4

No. 46 · April 2024, Week 4

40 SSRN · 30 RePEc · 21 arXiv · 20 News

  1. DreamerV3: Algorithm Mastery
  2. Inevitable Machine Consciousness
  3. Language Model as Q-Function

183 papers

Week 3

No. 45 · April 2024, Week 3

21 SSRN · 17 RePEc · 10 X / Twitter · 9 Podcasts

  1. ETFs Impact on Bond Liquidity
  2. mu-Transfer: Neural Network Scaling Rules
  3. Optimal Averaging for Portfolios

78 papers

Week 2

No. 44 · April 2024, Week 2

26 SSRN · 17 X / Twitter · 12 RePEc · 10 arXiv

  1. Economic Narratives in Portfolio Management
  2. ESG Impact on Private Equity Fundraising
  3. Nonparametric Time Series Bounds

90 papers

Week 1

No. 43 · April 2024, Week 1

28 SSRN · 12 X / Twitter · 8 Machine learning · 8 GitHub

  1. LightGaussian Compression
  2. Longform Factuality
  3. Gecko: Compact Text Embeddings

65 papers

Week 4

No. 42 · March 2024, Week 4

25 SSRN · 13 arXiv · 9 X / Twitter · 8 Blogs

  1. Efficient Pre-training for Large Language Models
  2. Differentiable Programming
  3. Large Language Models Exploration

74 papers

Week 3

No. 41 · March 2024, Week 3

26 SSRN · 17 RePEc · 14 arXiv · 12 X / Twitter

  1. Global Volatility Impact
  2. Currency Hedging Strategy
  3. LeadLag Relationship Between Futures and Cash Index

96 papers

Week 2

No. 40 · March 2024, Week 2

31 SSRN · 19 X / Twitter · 14 RePEc · 7 GitHub

  1. Linear Recurrences & Non-linear Projections
  2. Variance-Preserving Aggregation for GNNs
  3. Securitization for Climate Risk Diversification

95 papers

Week 1

No. 39 · March 2024, Week 1

27 SSRN · 21 X / Twitter · 18 arXiv · 18 RePEc

  1. Two-Way-Fixed-Effects Regression for Panel Data
  2. Volatility Risk Premiums in Swaption Market
  3. Mutual Fund Efficiency & Internationalization

98 papers

Week 3

No. 38 · February 2024, Week 3

27 SSRN · 18 RePEc · 14 arXiv · 9 Podcasts

  1. Option Characteristics and Stock Returns
  2. Interest Rates Stochastic Volatility Model
  3. Cryptocurrency Inverse Options Valuation

96 papers

Week 2

No. 37 · February 2024, Week 2

18 SSRN · 16 X / Twitter · 12 arXiv · 11 RePEc

  1. Assaying Anomalies in Equity Returns
  2. Fragmentation & Liquidity on DEX
  3. Liquidity Provision in Crypto Markets

71 papers

Week 1

No. 36 · February 2024, Week 1

23 RePEc · 22 SSRN · 20 arXiv · 9 GitHub

  1. Self-Repair in Code Generation: Effectiveness
  2. Volatility Models: Pricing and Hedging with Fourier
  3. DeepSeekMath: Advancing Math Reasoning in Language Models

98 papers

Week 5

No. 35 · January 2024, Week 5

24 SSRN · 19 arXiv · 9 RePEc · 9 GitHub

  1. Denoising Diffusion Models for Self-Supervised Learning
  2. Patch Dependence for Masked Autoencoders
  3. Evaluating Multimodal Agents on Realistic Visual Web Tasks

71 papers

Week 4

No. 34 · January 2024, Week 4

23 SSRN · 22 arXiv · 19 RePEc · 8 X / Twitter

  1. Streamlining Large Language Models
  2. Credit Factor Investing Challenges
  3. USD Bonds: Exchange Rate Risk and Foreign Discount

92 papers

Week 3

No. 33 · January 2024, Week 3

20 SSRN · 19 arXiv · 6 GitHub · 6 X / Twitter

  1. Transformers as RNNs
  2. Easy Training Data
  3. Handling Missing Values in ML Portfolios

62 papers

Week 2

No. 32 · January 2024, Week 2

24 SSRN · 17 RePEc · 10 arXiv · 10 GitHub

  1. Text-Only Supervision for Vision-Language Models
  2. SPX Implied Volatility Inconsistencies
  3. TinyLlama: Small Open-Source Language Model

67 papers

Week 1

No. 31 · January 2024, Week 1

26 SSRN · 22 arXiv · 14 X / Twitter · 9 Machine learning

  1. Electricity Swap Pricing Jump Risk
  2. Fast Diffusion Transformer for Text-to-Image Synthesis
  3. Robust Risk-Aware Option Hedging

109 papers

2023

Week 3

No. 30 · December 2023, Week 3

54 SSRN · 51 RePEc · 42 arXiv · 27 GitHub

  1. Investors' Risk and Return Expectations
  2. Investors' Risk and Return Expectations
  3. Investors' Risk and Return Expectations

204 papers

Week 2

No. 29 · December 2023, Week 2

27 SSRN · 19 arXiv · 13 RePEc · 10 News

  1. Estimating Prices and Yields for Equity Term Structures
  2. OTC Liquidity
  3. Fed Info & Equity Structure

110 papers

Week 1

No. 28 · December 2023, Week 1

14 arXiv · 13 SSRN · 12 X / Twitter · 9 Reddit

  1. Enhanced Sample Quality with Self-Attention Guidance
  2. Edge Directionality in Heterophilic Graphs
  3. Training Data Extraction from Language Models

73 papers

Week 5

No. 27 · November 2023, Week 5

19 arXiv · 18 SSRN · 10 Reddit · 9 X / Twitter

  1. Frictions and Constraints in Intermediary Markets
  2. Generative Diffusion Models: Memory Mechanisms
  3. Banach-Tarski Embeddings: Interpretable Transformers

86 papers

Week 3

No. 26 · November 2023, Week 3

25 SSRN · 21 arXiv · 10 RePEc · 10 Podcasts

  1. VWAP Day Trading Systems (overfit alert)
  2. Two-Way Regression for Panel Data
  3. Offline RL: Survival

110 papers

Week 2

No. 25 · November 2023, Week 2

26 SSRN · 14 arXiv · 14 RePEc · 10 Machine learning

  1. CodeFusion: Model for Code Generation
  2. Interactions in Asset Pricing: Predictors & Returns
  3. Bayesian Data Imputation: Missing Data Filling

113 papers

Week 1

No. 24 · November 2023, Week 1

24 SSRN · 17 arXiv · 12 RePEc · 9 X / Twitter

  1. ETFs and Market Efficiency
  2. VolGAN: Realistic Volatility Surfaces
  3. TabR: Tabular DL Meets Nearest Neighbors

80 papers

Week 4

No. 23 · October 2023, Week 4

27 SSRN · 24 arXiv · 7 News · 7 Machine learning

  1. Efficient Data Selection for Language Models
  2. Long-Term Yields & Short-Term Risk
  3. Transformers' Length Generalization Abilities

87 papers

Week 3

No. 22 · October 2023, Week 3

28 SSRN · 27 arXiv · 12 Machine learning · 9 News

  1. ESG Fund Greenwashing Uncovered
  2. Llemma: Open Math Language Model
  3. SelfCheckGPT: Hallucination Detection for Language Models

115 papers

Week 3

No. 21 · October 2023, Week 3

19 Machine learning

  1. FateZero: Text-based Video Editing
  2. Mistral: Superior Language Model
  3. LLM-grounded Diffusion: Enhancing Text-to-Image Models

19 papers

Week 2

No. 20 · October 2023, Week 2

31 SSRN · 17 RePEc · 15 arXiv · 12 Papers with code

  1. Weighted Average of SP Random Variables
  2. Game Theoretical Approach to Derivative Pricing
  3. Forecasting volatility with machine learning: Panel data approach

121 papers

Week 1

No. 18 · October 2023, Week 1

10 SSRN

  1. ML for Designing Bcc High Entropy Alloys
  2. ML and Kalman Filter for Pair Trading
  3. CEO Effect Revisited with ML

10 papers

Week 1

No. 19 · October 2023, Week 1

21 SSRN · 18 arXiv · 8 GitHub · 7 News

  1. Tightening Monetary Policy and Fragile U.S. Banks
  2. Portfolio Choice with Hedging and Costs
  3. Elasticity of Machine Learning and Investment Strategies

78 papers

Week 4

No. 17 · September 2023, Week 4

31 SSRN · 21 arXiv · 10 GitHub · 9 X / Twitter

  1. Financial Statement Fraud: News Analysis
  2. Dynamic Price Impact Model
  3. Enhanced Model for Valuing S&P 500 and VIX Options

83 papers

Week 3

No. 16 · September 2023, Week 3

28 SSRN · 19 arXiv · 16 RePEc · 8 Podcasts

  1. ETF Rebalancing & Hedge Fund Trades
  2. Lead-Lag Detection in Multi-Factor Models
  3. Transformers vs LSTMs in Electronic Trading

104 papers

Week 2

No. 15 · September 2023, Week 2

27 SSRN · 22 RePEc · 19 arXiv · 13 X / Twitter

  1. Detecting Accounting Frauds with Machine Learning
  2. ETF Measure of Stock Fragility
  3. Deep RL for Gas Trading: Enhanced Performance

119 papers

Week 5

No. 14 · August 2023, Week 5

31 SSRN · 18 X / Twitter · 15 arXiv · 10 GitHub

  1. Corporate Bond Pricing: Implications of Institutional Demand
  2. Index-Linked Trading: Differences in Returns
  3. Alumni Ties and Private Equity Investments: Impact on Endowment Choices

100 papers

Week 4

No. 13 · August 2023, Week 4

20 SSRN · 17 arXiv · 16 RePEc · 10 GitHub

  1. Deep RL for High Frequency Trading
  2. Dollar Shorting and Stock Market Surge
  3. Bayesian Approach for Credit Risk Parameters

81 papers

Week 3

No. 12 · August 2023, Week 3

22 SSRN · 19 arXiv · 16 RePEc · 12 Papers with code

  1. Model-free Trading Strategies Analysis
  2. Combining ML Classifiers for Stock Trading
  3. Variance Swaps with Options

95 papers

Week 2

No. 11 · August 2023, Week 2

20 SSRN · 10 arXiv · 9 Papers with code · 8 GitHub

  1. Market Sentiment Index for Stock Analysis
  2. Reddit's Bull Runs: Social Contagion and Asset Prices
  3. Asset Return Covariance Forecasting with Errors

81 papers

Week 1

No. 10 · August 2023, Week 1

27 SSRN · 15 arXiv · 12 RePEc · 8 GitHub

  1. Deep Learning for Price Trend Prediction in ETF Markets
  2. Efficient Learning in OTC Markets
  3. Jump-Diffusion Model for Climate Risk Assessment

67 papers

Week 4

No. 9 · July 2023, Week 4

31 SSRN · 19 News · 18 arXiv · 15 RePEc

  1. Market Fragmentation
  2. ETF Pricing Dynamics
  3. Bond Fund Herding

96 papers

Week 3

No. 8 · July 2023, Week 3

24 SSRN · 16 RePEc · 13 arXiv · 10 Reddit

  1. Sig-Splines: Time Series Generative Models Calibration
  2. Value of Textual Data in Forecasting Macroeconomic Tail Risk
  3. Fast Monte Carlo for Additive Processes and Option Pricing

97 papers

Week 2

No. 7 · July 2023, Week 2

25 SSRN · 20 RePEc · 15 arXiv · 11 Papers with code

  1. ML Predicts Fund Performance
  2. Thematic Investing: Fund Performance
  3. SMARTboost: Efficient Tabular Learning

110 papers

Week 1

No. 6 · July 2023, Week 1

19 SSRN · 19 RePEc · 14 arXiv · 9 Podcasts

  1. Machine Learning for Portfolio Optimization
  2. Time-Series Predictability in Portfolio Management
  3. Predictive Performance in Credit Scoring

107 papers

Week 4

No. 5 · June 2023, Week 4

21 RePEc · 19 arXiv · 10 GitHub · 9 X / Twitter

  1. Leverage's Impact on Trading Performance
  2. Reversal Patterns in Asset Pricing
  3. VIX and SPX Futures: Lead-Lag Relationship

103 papers

Week 2

No. 4 · June 2023, Week 2

25 RePEc · 15 arXiv · 10 SSRN · 10 Podcasts

  1. Sovereign Debt & Equity Returns in Disasters
  2. Open-Source Financial Language Model
  3. Optimal Asset Allocation with Hedging Demands

105 papers

Week 1

No. 3 · June 2023, Week 1

28 arXiv · 27 RePEc · 10 SSRN · 10 Podcasts

  1. Goodwill Disclosure Lowers Equity Capital Costs
  2. Machine Learning for Positive Alpha Mutual Fund Selection
  3. Business Cycle Synchronization

130 papers

Week 1

No. 2 · June 2023, Week 1

29 RePEc · 25 arXiv · 10 Podcasts · 10 News

  1. Hedge Fund Fees and Long-Run Outcomes
  2. Transaction Frictions in Homebuying
  3. Equity Return Expectations and Portfolios

123 papers

Week 4

No. 1 · May 2023, Week 4

32 arXiv · 30 RePEc · 13 SSRN · 10 GitHub

  1. Investor Expectations for Net-Zero
  2. Retail Investor Reaction to Earnings
  3. Fractional Trading with High-Priced Stocks

141 papers

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