---
title: Quant Letter No. 49: May 2024, Week 3
url: https://www.ml-quant.com/issues/2024-05-15/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2024-05-15
---


# Quant Letter No. 49: May 2024, Week 3

Sent 2024-05-15. 166 items.

## arXiv

### Finance

- __[DRL for Put Option Hedging](https://arxiv.org/abs/2405.06774)__: The article discusses a study that shows deep reinforcement learning (DRL) is more effective than traditional methods for hedging American put options, especially in real-world situations. (2024-05-10, shares: 7) · https://www.ml-quant.com/papers/arxiv/2405.06774/
- __[Noarbitrage in Financial Markets](http://dx.doi.org/10.1007/s10436-023-00426-1)__: The paper presents a framework for continuous-time financial market models, demonstrating that no-arbitrage conditions apply in continuous time if they apply in discrete time, and super-hedging prices are the same in both times. (2024-05-10, shares: 5) · https://www.ml-quant.com/papers/doi/10-1007-s10436-023-00426-1/
- __[Trade Execution in Markovian Environment](https://arxiv.org/abs/2405.07184)__: The paper investigates a trade execution game for two large traders in a price impact model, showing that the execution strategy is dynamic and reflects various characteristics seen in financial markets. (2024-05-12, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.07184/
- __[Dynamic Risk Measure](http://dx.doi.org/10.1142/s0219024921500370)__: The article presents a revised version of the fundamental theorem of asset pricing in financial market models, demonstrating that all risk-hedging prices are consistent under the NA condition. (2024-05-10, shares: 3) · https://www.ml-quant.com/papers/doi/10-1142-s0219024921500370/
- __[Stock Market Order Dynamics](http://dx.doi.org/10.1063/5.0176892)__: The research analyzes high-frequency stock market data to understand trading dynamics, revealing that similar strategies are used regardless of volatility during the 2018 USA-China trade war. (2024-05-09, shares: 3) · https://www.ml-quant.com/papers/doi/10-1063-5-0176892/
- __[Joint Marginal Expected Shortfall](https://arxiv.org/abs/2405.07549)__: The paper introduces a new systemic risk measure, the joint marginal expected shortfall (JMES), to assess the impact of one entity's risk on another or overall risk, and compares its effectiveness with other popular measures. (2024-05-13, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.07549/

### Economics

- __[Unfair Research Evaluation Panels](https://arxiv.org/pdf/2405.06476)__: A study suggests a new method to assess the fairness of research panels, using Italian panels as a case study, and finds that government-appointed panels had more connections than randomly selected ones, indicating potential bias. (2024-05-10, shares: 10) · https://www.ml-quant.com/papers/arxiv/2405.06476/
- __[Financial Knowledge and Borrower Discouragement](https://arxiv.org/abs/2405.05891)__: A survey of Italian micro-enterprises reveals that entrepreneurs with less financial knowledge are more likely to avoid applying for new financing due to high costs and fear of rejection, implying that financial knowledge can improve credit market conditions. (2024-05-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.05891/
- __[Shanghai Residents' Attitudes Towards Autonomous Vehicles](https://arxiv.org/abs/2405.05578)__: A study on Shanghai residents' views on autonomous vehicles shows that perceived usefulness, ease of use, and perceived benefits increase willingness to use them, while perceived risk decreases it, offering insights for policy and industry strategies. (2024-05-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.05578/

### Crypto & Blockchain

- __[Cryptocurrency Market Crash: Network Analysis](https://arxiv.org/abs/2405.05642)__: Network Analysis: The study examines cryptocurrency market crashes using complex network analysis. It found that during crashes, network density and information flow increase due to panic selling. After the crash, these parameters try to return to normal, offering insights for investors. (2024-05-09, shares: 4) · https://www.ml-quant.com/papers/arxiv/2405.05642/

### Historical Trending

- __[Hybrid Investment Portfolios](https://arxiv.org/abs/2405.05449)__: The paper presents KDD, a hybrid method combining portfolio theory and reinforcement learning for optimal investment portfolios, achieving high profitability with low risk. (2024-05-08, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.05449/
- __[AI NLP User Feedback Analysis](http://dx.doi.org/10.18374/jabe-24-1.11)__: The paper explores the application of AI and NLP for analyzing user feedback on heavy machine crane products, offering insights for product improvement and enhancing customer experience. (2024-05-07, shares: 3) · https://www.ml-quant.com/papers/doi/10-18374-jabe-24-1-11/

## SSRN

### Quantitative

- __[Hedge Fund Default Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825764)__: The article explores the difficulties in determining the price and risk of hedge fund securities due to a disconnect between margin call defaults and default probability models. (2024-05-11, shares: 4) · https://www.ml-quant.com/papers/ssrn/4825764/
- __[Peer Influence on Capital Structure](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4824037)__: The study examines how peer financial decisions, commodity prices, and corporate hedging impact the capital structure choices of European and North American oil and gas companies. (2024-05-10, shares: 8) · https://www.ml-quant.com/papers/ssrn/4824037/
- __[Liquidity Creation in Turkish Banking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823938)__: The paper studies liquidity creation in the Turkish banking sector, emphasizing the importance of capital adequacy, ownership structure, and competition level. (2024-05-10, shares: 41) · https://www.ml-quant.com/papers/ssrn/4823938/
- __[Temporal Kolmogorov-Arnold Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825654)__: The article presents Temporal Kolomogorov-Arnold Networks (TKANs), a new neural network design that merges the benefits of Recurrent Neural Networks and Long Short-Term Memory for improved multistep time series forecasting. (2024-05-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825654/
- __[Common Advisor Effect in Allocations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822200)__: The study reveals that pension funds with the same asset manager or actuary tend to make similar asset allocation decisions, which may not align with their unique characteristics or sophistication level. (2024-05-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4822200/
- __[Machine Learning for Embrittlement Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823393)__: The research uses machine learning, specifically the Gradient Boosting algorithm, to predict how preirradiation hardening affects the transition temperature shift in RPV steel. (2024-05-10, shares: 3) · https://www.ml-quant.com/papers/ssrn/4823393/
- __[Accelerating Fracture Simulations with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822796)__: The paper suggests using unsupervised machine learning and kmeans clustering to speed up multiscale simulations of heterogeneous quasibrittle materials. (2024-05-09, shares: 4) · https://www.ml-quant.com/papers/ssrn/4822796/
- __[Forecasting Shadow-Rate VARs with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4828070)__: The article examines the use of Shadow Rate Vector Autoregressions in macroeconomic forecasting, particularly the effects of shrinkage priors. (2024-05-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4828070/
- __[Hybrid Models for Heat Transfer Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823031)__: The study uses bioinspired optimization methods and hybrid models to examine heat transfer performance from a turbulent annular jet impingement. (2024-05-09, shares: 4) · https://www.ml-quant.com/papers/ssrn/4823031/
- __[Computational Legal Studies Transformation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4826144)__: The article reviews the application of computational analysis techniques in empirical legal scholarship, emphasizing recent advancements in large language models and generative AI. (2024-05-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4826144/
- __[ML in Marine Modeling Review](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4821241)__: The study analyzes over 200 papers on the use of Machine Learning for managing marine and coastal environments, offering guidance for future research. (2023-05-30, shares: 90) · https://www.ml-quant.com/papers/ssrn/4821241/
- __[Race Discrimination in Hedge Funds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822351)__: Despite delivering higher returns, minority-operated hedge funds attract less capital, indicating racial discrimination in asset management. (2022-04-08, shares: 373) · https://www.ml-quant.com/papers/ssrn/4822351/
- __[Bayesian Inflation Uncertainty](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4826538)__: Using a Bayesian framework, the study finds that trade openness, COVID-19, and the Ukraine crisis increase inflation volatility in G20 countries. (2022-12-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4826538/
- __[Corporate Bond IPO Underpricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825082)__: Bond IPO underpricing is common and rises during times of market uncertainty, suggesting underwriters struggle to estimate asset value in volatile periods. (2022-07-24, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825082/
- __[AI Discourse Analysis in German and Chinese Media](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825371)__: Analysis of Chinese and German media coverage on AI shows regional focus and differing attitudes, with Chinese media being positive and German media being more critical. (2024-04-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825371/
- __[Reserve Currency](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4826060)__: The article suggests a model that links global recessions to increased demand for U.S. safe bonds, strengthening the dollar and boosting U.S. wealth and consumption. (2024-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4826060/
- __[Stock Price](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825844)__: The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility. (2024-03-13, shares: 3) · https://www.ml-quant.com/papers/ssrn/4825844/
- __[Crypto Adoption in Africa](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825333)__: The report establishes a correlation between Bitcoin's market cap and closing price, forecasting increased adoption of the cryptocurrency despite its fluctuating value. (2021-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825333/
- __[Investment Bank Isolation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4828209)__: The article explores the expansion of modern banks into proprietary trading, private equity, and hedge fund services. (2023-04-26, shares: 2) · https://www.ml-quant.com/papers/ssrn/4828209/
- __[AMLOs Populism](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4826094)__: The study uses text analysis to examine how Mexico's President Andrés Manuel López Obrador uses his morning press briefings to propagate his populist agenda, using language that is people-focused but not anti-elite. (2024-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4826094/

### Financial

- __[Intraday Momentum Strategy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4824172)__: The study investigates the success of an intraday momentum strategy on SPY, an ETF tracking the SP500, which resulted in a 1985 total return from 2007 to 2024. (2024-05-10, shares: 1012) · https://www.ml-quant.com/papers/ssrn/4824172/
- __[FX Margin Trading Biases](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822759)__: A Japanese FX market survey shows that behavioural biases greatly affect the performance of over 1300 private investors, indicating that addressing and altering these biases can enhance investment results. (2024-05-09, shares: 7) · https://www.ml-quant.com/papers/ssrn/4822759/
- __[Derivatives Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4827987)__: The article presents a new type of portfolio optimization that considers parameter uncertainty in portfolios with derivatives, utilizing the Exposure Stacking method. (2024-05-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4827987/
- __[Liquid Factor Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825468)__: The author recommends using liquid instruments in factor models, arguing that they are more transparent, tradeable, and can surpass other factors while lowering hedging expenses. (2024-05-09, shares: 7) · https://www.ml-quant.com/papers/ssrn/4825468/
- __[Decentralized Options Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822783)__: The research looks at OnChain options traded on a decentralized Ethereum blockchain exchange, underlining the differences in implied volatilities compared to OffChain options traded on centralized exchanges. (2024-05-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4822783/
- __[Inflation and Investor Response](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822700)__: Research indicates that investors often hold unrealistic expectations about stock returns during high inflation, and lack knowledge about inflation-hedging strategies, affecting their trading decisions. (2024-05-09, shares: 14) · https://www.ml-quant.com/papers/ssrn/4822700/
- __[Bank Performance Factors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4822187)__: A new bank performance metric reveals that structural issues like cost inefficiencies primarily cause underperformance, with high-performing banks being less dependent on government aid and more shock-resistant. (2024-05-09, shares: 4) · https://www.ml-quant.com/papers/ssrn/4822187/
- __[Portfolio Risk Measure](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823752)__: A novel portfolio measure of risk-adjusted excess returns is introduced, which views any negative impact on compound return as risk, addressing some criticisms of the Sharpe ratio. (2024-05-10, shares: 7) · https://www.ml-quant.com/papers/ssrn/4823752/
- __[Foreign Signals and Stock Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823092)__: Machine learning algorithms can predict daily U.S. stock returns based on foreign market signals, with a portfolio based on these predictions yielding abnormal returns of 5.77 basis points daily. (2024-05-09, shares: 15) · https://www.ml-quant.com/papers/ssrn/4823092/
- __[Stock-Based Compensation Valuation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825109)__: The study introduces a closed-form approximation for the fair value of market-based awards and SPAC transactions, providing a strong alternative to Monte Carlo simulation methods. (2024-05-11, shares: 4) · https://www.ml-quant.com/papers/ssrn/4825109/
- __[Machine Learning for Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4826698)__: Machine learning is being used to explore the link between high-frequency trading and financial market trends, offering new ways to identify different trading strategies and their effects on market information. (2024-04-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4826698/
- __[Network Beliefs Impact Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4821186)__: A new model suggests that asset prices are influenced by network properties and investor performance, which can explain price bubbles and fluctuations. (2022-02-17, shares: 167) · https://www.ml-quant.com/papers/ssrn/4821186/
- __[Macroeconomic Announcements and Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4824740)__: Machine learning has improved the prediction of stock returns, with a model that combines data from different trading days proving more accurate than others. (2024-02-25, shares: 5) · https://www.ml-quant.com/papers/ssrn/4824740/
- __[Mutual Fund Managers and Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4828007)__: Research shows that mutual fund managers reduce market exposure during times of high market volatility, indicating a sensitivity to market volatility changes. (2022-10-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4828007/
- __[CoTrading Networks in US Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825808)__: A study examines how simultaneous trading across different stocks influences US equity market structures and stock prices, introducing a new method to create dynamic stock networks and showing a positive correlation between low-latency co-trading and return covariance. (2023-02-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825808/
- __[Stock-Bond Correlation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823094)__: The study discusses the significance of stock-bond correlation modeling in portfolio allocation, emphasizing the current preference for negative correlation due to its risk reduction during equity market distress. (2024-04-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/4823094/
- __[Social Media Trading Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4827409)__: The paper investigates the effect of presidential tweets on equity markets, revealing that market volatility increases and liquidity worsens more quickly during extended trading hours. (2021-09-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/4827409/
- __[Margin Models for MBS](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823955)__: The article delves into the challenges of modeling for mortgage-backed securities trading, including housing market dynamics, changes in mortgage regulations, and government interventions. (2024-05-01, shares: 5) · https://www.ml-quant.com/papers/ssrn/4823955/
- __[Bond Portfolio Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825814)__: The research compares the effects of integrating credit risk and interest rate risk in bond portfolio optimization with traditional risk measures, introducing a new approach called Duration Spread Ratio (DSR) optimization that outperforms in all scenarios. (2024-04-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4825814/
- __[Earnings Forecast Accuracy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4827682)__: The study examines the link between model-based earnings forecast accuracy and portfolios sorted on implied cost of capital, highlighting that machine learning models provide the highest return spreads and the importance of considering transaction costs in financial analysis. (2024-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4827682/

## RePEc

### Finance

- __[Feedback Trading in Indian Equity Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F09726527231215541%3Bh%3Drepec%3Asae%3Aemffin%3Av%3A23%3Ay%3A2024%3Ai%3A2%3Ap%3A246-270)__: The article explores how institutional investors' feedback trading impacts Indian equity markets during COVID-19, with foreign investors favoring positive feedback trading and domestic investors opting for negative feedback trading. (2024-05-15, shares: 23) · https://www.ml-quant.com/papers/repec/sae-emffin-v-23-y-2024-i-2-p-246-270/
- __[Information Asymmetry and Volatility in Indian Stock Market](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D138390%3Bh%3Drepec%3Aids%3Aafasfa%3Av%3A14%3Ay%3A2024%3Ai%3A3%3Ap%3A412-431)__: The study analyzes the link between the Indian stock market and the top four global economies pre and post-COVID-19, showing significant volatility spillover from these markets to India, which can guide investment choices. (2024-05-15, shares: 18) · https://www.ml-quant.com/papers/repec/ids-afasfa-v-14-y-2024-i-3-p-412-431/
- __[Explainable AI in Finance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11301-023-00320-0%3Bh%3Drepec%3Aspr%3Amanrev%3Av%3A74%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11301-023-00320-0)__: The paper reviews current research on Explainable Artificial Intelligence (XAI) in Finance, emphasizing its crucial role in highly-regulated sectors like Finance for ensuring decision-making transparency and traceability. (2024-05-15, shares: 16) · https://www.ml-quant.com/papers/repec/spr-manrev-v-74-y-2024-i-2-d-10-1007-s11301-023-00320-0/
- __[Fund Portfolio Mismatch and Market Volatility in China](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F16081625.2022.2147963%3Bh%3Drepec%3Ataf%3Araaexx%3Av%3A31%3Ay%3A2024%3Ai%3A3%3Ap%3A395-422)__: The research indicates that the level of network connection in financial markets can either stabilize or intensify market volatility, with over-connection of networks leading to increased market volatility. (2024-05-15, shares: 14) · https://www.ml-quant.com/papers/repec/taf-raaexx-v-31-y-2024-i-3-p-395-422/
- __[Optimizing Cryptocurrency Returns](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F9%2F1351%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A9%3Ap%3A1351-%3Ad%3A1385677)__: The study applies the robust framework of factor investing to cryptocurrency assets, proposing a weekly rebalancing strategy to manage market fluctuations and underlining the predictive power of momentum and value factors in predicting cryptocurrency returns. (2024-05-15, shares: 13) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-9-p-1351-d-1385677/

### Statistical

- __[Ensemble Boosting Trees for Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1059056024001643%3Bh%3Drepec%3Aeee%3Areveco%3Av%3A92%3Ay%3A2024%3Ai%3Ac%3Ap%3A1595-1615)__: The study finds ensemble boosting tree models, particularly CatBoost and LightGBM, more effective than traditional models in predicting China's crude oil futures volatility, with macroeconomic and HAR-type variables impacting forecasts differently. (2024-05-15, shares: 20) · https://www.ml-quant.com/papers/repec/eee-reveco-v-92-y-2024-i-c-p-1595-1615/
- __[Predicting Employee Turnover](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fijsab.com%2Fwp-content%2Fuploads%2F2373.pdf%3Bh%3Drepec%3Aaif%3Ajournl%3Av%3A36%3Ay%3A2024%3Ai%3A1%3Ap%3A20-35)__: The research uses machine learning to predict employee turnover based on various factors, with the Decision Tree model proving most accurate. (2024-05-15, shares: 17) · https://www.ml-quant.com/papers/repec/aif-journl-v-36-y-2024-i-1-p-20-35/
- __[Feature Selection for Financial Fraud Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F0972150920928663%3Bh%3Drepec%3Asae%3Aglobus%3Av%3A25%3Ay%3A2024%3Ai%3A2%3Ap%3A323-348)__: The article emphasizes the role of feature selection in financial fraud detection, advocating for correlation-based filter selection methods to enhance classification effectiveness and reduce computational burden, as tested on Indian companies' financial data. (2024-05-15, shares: 11) · https://www.ml-quant.com/papers/repec/sae-globus-v-25-y-2024-i-2-p-323-348/

### Machine Learning

- __[Machine Learning for Research Identification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1751157724000300%3Bh%3Drepec%3Aeee%3Ainfome%3Av%3A18%3Ay%3A2024%3Ai%3A2%3As1751157724000300)__: A machine learning framework has been developed to identify significant research papers that initially went unnoticed, proven effective in a chemistry study. (2024-05-15, shares: 21) · https://www.ml-quant.com/papers/repec/eee-infome-v-18-y-2024-i-2-s1751157724000300/
- __[APC Framework for Profit Modeling](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F10%2F1427%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A10%3Ap%3A1427-%3Ad%3A1389720)__: Age–period–cohort models can enhance credit risk modeling across a company, improving underwriting and enabling profit and volatility predictions at the account level. (2024-05-15, shares: 20) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-10-p-1427-d-1389720/
- __[Urban GDP Growth Forecasting in South Sudan](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524001951%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A203%3Ay%3A2024%3Ai%3Ac%3As0040162524001951)__: A machine learning model using remote sensing data can predict future urban light patterns in South Sudan, which can be used to estimate urban GDP growth. (2024-05-15, shares: 19) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-203-y-2024-i-c-s0040162524001951/
- __[Stock Return Forecasting with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-024-00644-0%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-024-00644-0)__: The long short-term memory (LSTM) classifier, a machine learning technique, can predict future stock prices more accurately than random choice, questioning the validity of certain market theories. (2024-05-15, shares: 17) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-024-00644-0/
- __[Firm Adaptation in a Changing World: Prosper Marketplace](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmksc.2022.0198%3Bh%3Drepec%3Ainm%3Aormksc%3Av%3A43%3Ay%3A2024%3Ai%3A3%3Ap%3A673-693)__: Prosper Marketplace: A new approach has been suggested to understand how companies adapt to changes, with a case study on Prosper indicating it uses a collective algorithm for adaptive learning. (2024-05-15, shares: 16) · https://www.ml-quant.com/papers/repec/inm-ormksc-v-43-y-2024-i-3-p-673-693/
- __[Credit Risk Assessment for MSMEs](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00207543.2023.2257807%3Bh%3Drepec%3Ataf%3Atprsxx%3Av%3A62%3Ay%3A2024%3Ai%3A12%3Ap%3A4273-4289)__: A new study presents a machine learning model that improves risk assessment for Micro Small and Medium-sized Enterprises (MSMEs). (2024-05-15, shares: 14) · https://www.ml-quant.com/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4273-4289/
- __[Accelerating Tax Statistics Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294178%2F1%2F1887984887.pdf%3Bh%3Drepec%3Azbw%3Awistat%3A294178)__: The German Federal Statistical Office is using machine learning to predict pension taxation data, aiming for quicker statistics publication. (2024-05-15, shares: 12) · https://www.ml-quant.com/papers/repec/zbw-wistat-294178/
- __[Enhancing Project Cost Estimates](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00207543.2023.2262051%3Bh%3Drepec%3Ataf%3Atprsxx%3Av%3A62%3Ay%3A2024%3Ai%3A12%3Ap%3A4372-4388)__: Machine learning is being used in a study to increase the accuracy of project cost forecasting throughout a project's life cycle. (2024-05-15, shares: 12) · https://www.ml-quant.com/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4372-4388/
- __[Modeling Paid-Ups in Life Insurance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41283-024-00146-4%3Bh%3Drepec%3Apal%3Arisman%3Av%3A26%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1057_s41283-024-00146-4)__: Predictive models are being used to forecast the future of premium payment policies in life insurance, identifying less likely payers and the effect of surrender fees. (2024-05-15, shares: 12) · https://www.ml-quant.com/papers/repec/pal-risman-v-26-y-2024-i-3-d-10-1057-s41283-024-00146-4/
- __[Anomalies and Market Returns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frof%2Frfad025%3Bh%3Drepec%3Aoup%3Arevfin%3Av%3A28%3Ay%3A2024%3Ai%3A1%3Ap%3A1-44.)__: A study using machine learning suggests that equity anomalies do not predict overall market returns, challenging the belief that they are useful for forecasting market risk premia. (2024-05-15, shares: 11) · https://www.ml-quant.com/papers/repec/oup-revfin-v-28-y-2024-i-1-p-1-44/

### Deep Learning

- __[Bitcoin Crash Prediction Framework](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2571-905X%2F7%2F2%2F25%2Fpdf%3Bh%3Drepec%3Agam%3Ajstats%3Av%3A7%3Ay%3A2024%3Ai%3A2%3Ap%3A25-433%3Ad%3A1390045)__: The article talks about a new deep learning framework that uses contrastive learning to predict Bitcoin market crashes. This model outperforms six other models by 15.8% in terms of balanced accuracy. (2024-05-15, shares: 14) · https://www.ml-quant.com/papers/repec/gam-jstats-v-7-y-2024-i-2-p-25-433-d-1390045/

### Historical Trending

- __[Asset Pricing in Sustainable Equity Portfolios: Evidence from Pakistan Stock Exchange](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1331677X.2022.2147977%3Bh%3Drepec%3Ataf%3Areroxx%3Av%3A36%3Ay%3A2023%3Ai%3A3%3Ap%3A2147977)__: Evidence from Pakistan Stock Exchange: Research shows multifactor models effectively price sustainable equity portfolios in the Pakistan Stock Exchange–Karachi Meezan Index, despite not supporting the capital asset pricing model. (2023-03-07, shares: 16) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2147977/
- __[Investor Sentiments and Stock Valuation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FRBF-02-2023-0037%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Arbfpps%3Arbf-02-2023-0037)__: Studies indicate that asset valuation models should account for both market and stock-level investor sentiments, with the latter being more impactful, to prevent significant model deficiencies. (2023-07-01, shares: 8) · https://www.ml-quant.com/papers/repec/eme-rbfpps-rbf-02-2023-0037/
- __[Factors Influencing Gold Prices in Malaysia](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fojs.amhinternational.com%2Findex.php%2Fimbr%2Farticle%2Fview%2F3529%2F2269%3Bh%3Drepec%3Arnd%3Aarimbr%3Av%3A15%3Ay%3A2023%3Ai%3A3%3Ap%3A195-205)__: A study is investigating the factors affecting gold prices in Malaysia, using macroeconomic indicators like GDP, inflation rate, interest rate, unemployment rate, and exchange rate. (2023-11-19, shares: 7) · https://www.ml-quant.com/papers/repec/rnd-arimbr-v-15-y-2023-i-3-p-195-205/
- __[Robust Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1331677X.2023.2165525%3Bh%3Drepec%3Ataf%3Areroxx%3Av%3A36%3Ay%3A2023%3Ai%3A3%3Ap%3A2165525)__: The article presents a new method for building strong investment portfolios using the Chance Constrained Data Envelopment Analysis model, which has proven to reduce risk and increase returns on the Brazil Stock Exchange. (2023-06-20, shares: 6) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2165525/
- __[International CPI Inflation Post-Crisis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS1365100521000316%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Amacdyn%3Av%3A27%3Ay%3A2023%3Ai%3A1%3Ap%3A111-140_6)__: The study reveals a significant shift in the international consumer price index inflation comovement in 2008, with global factors having a greater impact on national inflation rates, especially noncommodity global factors. (2023-06-14, shares: 6) · https://www.ml-quant.com/papers/repec/cup-macdyn-v-27-y-2023-i-1-p-111-140-6/
- __[US National Housing Market Bubble](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS1365100522000645%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Amacdyn%3Av%3A27%3Ay%3A2023%3Ai%3A8%3Ap%3A2191-2228_7)__: The research, using a time-varying parameter dynamic factor model, indicates that the national factor is key in explaining house price fluctuations, suggesting a possible national bubble in the US housing market since 2014. (2023-05-10, shares: 5) · https://www.ml-quant.com/papers/repec/cup-macdyn-v-27-y-2023-i-8-p-2191-2228-7/
- __[Financial Statements Fraud Detection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1331677X.2023.2218916%3Bh%3Drepec%3Ataf%3Areroxx%3Av%3A36%3Ay%3A2023%3Ai%3A3%3Ap%3A2218916)__: The article introduces a new accounting tool for immediate fraud detection and prevention, created by testing the significance of certain financial statement positions and combining them with existing ones. (2023-12-20, shares: 5) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2218916/

## Machine learning

### Recently Published

- __[Distilling Conditional GANs](https://arxiv.org/abs/2405.05967)__: A new method has been proposed to simplify a complex multistep diffusion model into a single-step conditional GAN model, which speeds up inference and maintains image quality, performing better than other models on the zero-shot COCO benchmark. (2024-05-09, shares: 160) · https://www.ml-quant.com/papers/arxiv/2405.05967/
- __[FineTuning LLMs](https://arxiv.org/abs/2405.05904)__: Research shows that large language models have difficulty acquiring new factual knowledge through fine-tuning, learning new information slower than consistent knowledge, and are more likely to hallucinate, indicating the risks of introducing new facts through fine-tuning. (2024-05-09, shares: 158) · https://www.ml-quant.com/papers/arxiv/2405.05904/
- __[Lumina-T2X: Text Transformation](https://arxiv.org/abs/2405.05945)__: Text Transformation: The Lumina-T2X family, a series of Large Diffusion Transformers, is introduced as a unified framework for transforming noise into various forms of media based on text instructions, allowing for training across different modalities and flexible multimodal data generation. (2024-05-09, shares: 89) · https://www.ml-quant.com/papers/arxiv/2405.05945/
- __[CuMo Scaling Multimodal LLM](https://arxiv.org/abs/2405.05949)__: CuMo, a model that integrates Co-upcycled Top-K sparsely-gated Mixture-of-experts blocks into the vision encoder and the MLP connector, improves multimodal LLMs with minimal additional activated parameters during inference, outperforming other multimodal LLMs across various benchmarks. (2024-05-09, shares: 55) · https://www.ml-quant.com/papers/arxiv/2405.05949/
- __[Safe AI Framework](https://arxiv.org/abs/2405.06624)__: The paper introduces guaranteed safe (GS) AI, a set of AI safety approaches that aim to provide AI systems with high-assurance quantitative safety guarantees, achieved through the interaction of a world model, a safety specification, and a verifier, arguing for the necessity of this approach to AI safety. (2024-05-10, shares: 26) · https://www.ml-quant.com/papers/arxiv/2405.06624/
- __[Conformal Validity for Any Data Distribution](https://arxiv.org/abs/2405.06627)__: The article explores the creation of prediction algorithms for machine learning systems that self-collect data, focusing on managing risk in optimization and active learning tasks. (2024-05-10, shares: 22) · https://www.ml-quant.com/papers/arxiv/2405.06627/
- __[AgentClinic: AI Evaluation in Clinical Environments](https://arxiv.org/abs/2405.07960)__: AI Evaluation in Clinical Environments: The paper introduces AgentClinic, a benchmark for assessing large language models in simulated clinical environments, highlighting the significant impact of biases on diagnostic accuracy and patient interactions. (2024-05-13, shares: 21) · https://www.ml-quant.com/papers/arxiv/2405.07960/
- __[Federated Combinatorial Bandits for Multi-Agent Learning](https://arxiv.org/abs/2405.05950)__: The study presents a federated learning framework for online combinatorial optimization, transforming single-agent algorithms into multi-agent ones, proving efficient in a stochastic data summarization problem. (2024-05-09, shares: 21) · https://www.ml-quant.com/papers/arxiv/2405.05950/
- __[The Platonic Representation Hypothesis](https://arxiv.org/abs/2405.07987)__: The authors suggest that AI models, especially deep networks, are moving towards a common statistical model of reality, known as the platonic representation, and discuss its implications and limitations. (2024-05-13, shares: 19) · https://www.ml-quant.com/papers/arxiv/2405.07987/
- __[Decomposing Weather Forecasting with Neural Networks](https://arxiv.org/abs/2405.06590)__: The research introduces a machine learning model for weather forecasting that separately learns horizontal and vertical atmospheric movements, surpassing existing methods in accuracy and efficiency. (2024-05-10, shares: 13) · https://www.ml-quant.com/papers/arxiv/2405.06590/

### Historical Trending

- __[YOCO Decoder-Decoder Architecture](https://arxiv.org/abs/2405.05254)__: YOCO architecture improves large language models by reducing GPU memory usage and speeding up the prefill stage, outperforming the Transformer model. (2024-05-08, shares: 272) · https://www.ml-quant.com/papers/arxiv/2405.05254/
- __[The Un-Kidnappable Robot](https://arxiv.org/abs/2310.03743)__: Scientists have created a technique for robots to identify and track humans based on the subtle sounds they make while moving, even when they're attempting to be silent. (2023-10-05, shares: 100) · https://www.ml-quant.com/papers/arxiv/2310.03743/
- __[Imagine Flash: Emu Diffusion Models](https://arxiv.org/abs/2405.05224)__: Emu Diffusion Models: A new distillation framework for diffusion models allows for high-quality sample generation in fewer steps, surpassing current methods in both numerical measurements and human assessments. (2024-05-08, shares: 57) · https://www.ml-quant.com/papers/arxiv/2405.05224/
- __[Impact of Imperfect XAI](http://dx.doi.org/10.1145/3641022)__: A study shows that incorrect explanations from explainable AI (XAI) can influence human decision-making, with the impact varying based on the level of human expertise and the quality of the AI. (2023-07-25, shares: 39) · https://www.ml-quant.com/papers/doi/10-1145-3641022/
- __[Attention-Driven Efficiency Enhancement](https://arxiv.org/abs/2405.05252)__: The new AT-EDM framework uses attention maps to remove unnecessary tokens without retraining, enhancing efficiency and preserving image generation quality. (2024-05-08, shares: 36) · https://www.ml-quant.com/papers/arxiv/2405.05252/
- __[Embodied Generalist Agent](https://arxiv.org/abs/2311.12871)__: LEO, a multi-modal generalist agent, is designed to perform various tasks in a 3D environment, including 3D captioning, question answering, and navigation. (2023-11-18, shares: 30) · https://www.ml-quant.com/papers/arxiv/2311.12871/

## Papers with code

### Trending

- __[TimeGPT: Time Series Predictions](https://github.com/Nixtla/nixtla)__: Time Series Predictions: TimeGPT, the first foundational model for time series predictions, is introduced, capable of accurately predicting diverse datasets unseen during training. (2024-05-13, shares: 1606)
- __[Decoder-Only Forecasting Model](https://github.com/google-research/timesfm)__: The article explores a time-series foundation model for forecasting, inspired by large language models for NLP, which competes with top supervised forecasting models on multiple public datasets. (2024-05-13, shares: 1405)
- __[DeepSeekV2: Mixture-of-Experts Language Model](https://github.com/deepseek-ai/deepseek-v2)__: Mixture-of-Experts Language Model: The article introduces MLA and DeepSeekMoE, tools that optimize inference efficiency by compressing the KeyValue cache into a latent vector and facilitate cost-effective training of robust models via sparse computation. (2024-05-10, shares: 1370)

### Rising

- __[Open Foundation Models for Code Intelligence](https://github.com/ibm-granite/granite-code-models)__: Software development is being improved with the integration of Code LLMs to boost productivity and manage complex tasks. (2024-05-10, shares: 478)
- __[Autonomous LLM-Driven Research](https://github.com/technion-kishony-lab/data-to-paper)__: The impact of AI on speeding up scientific discovery is unclear, especially regarding transparency, traceability, and verifiability. (2024-05-13, shares: 204)
- __[Consistency in Large Language Models](https://github.com/hao-ai-lab/Consistency_LLM)__: Jacobi decoding, a parallel decoding technique, may enhance LLM inference efficiency by converting the sequential decoding process into parallel computation. (2024-05-10, shares: 188)
- __[MultiLevel Superoptimizer for Tensor Programs](https://github.com/mirage-project/mirage)__: Mirage, the first multilevel superoptimizer for tensor programs, has been launched. (2024-05-13, shares: 166)

## GitHub

### Finance

- __[Quantitative Finance Notebooks](https://github.com/LongOnly/Quantitative-Notebooks)__: The article offers educational insights on quantitative finance, algorithmic trading, financial modelling, and investment strategy using notebooks. (2018-10-01, shares: 940)
- __[Portfolio Engineering Framework](https://github.com/ForecastOS/investos)__: The piece explores a portfolio engineering and backtesting framework, created by expert quantitative investors, from a personal viewpoint. (2023-04-03, shares: 137)
- __[Open Source ML Platform](https://github.com/mlflow/mlflow)__: The article presents an open-source platform for managing all aspects of the machine learning lifecycle. (2018-06-05, shares: 17388)
- __[Differential ML Reproduction](https://github.com/differential-machine-learning/notebooks)__: The piece explains the application of findings from the Risk articles Differential Machine Learning 2020 and PCA with a Difference 2021 by Huge and Savine. (2019-12-16, shares: 133)
- __[Robotics ML State-of-the-Art](https://github.com/huggingface/lerobot)__: The article introduces LeRobot, an advanced machine learning tool for practical robotics, built in Pytorch. (2024-01-26, shares: 2338)

### Trending

- __[Electricity Forecasting Benchmark](https://github.com/jeslago/epftoolbox)__: The article introduces a new benchmark and toolbox aimed at enhancing electricity price prediction via open access. (2020-06-15, shares: 180)
- __[WTF Python](https://github.com/satwikkansal/wtfpython)__: The article explores the unexpected features and peculiarities of the Python programming language. (2017-08-28, shares: 35148)
- __[Quality TTS System](https://github.com/neonbjb/tortoise-tts)__: The article outlines the creation of a superior multivoice Text-to-Speech (TTS) system. (2022-01-28, shares: 11893)
- __[Jupyter Trace Extension](https://github.com/teticio/jupyter-stack-trace)__: The article presents a JupyterLab extension that assists in error resolution by searching Google, Stack Overflow, or consulting Bing Chat. (2023-08-28, shares: 5)
- __[Instrumented PCA](https://github.com/bkelly-lab/ipca)__: The article delves into the theory and use of Instrumented Principal Components Analysis in data analysis. (2019-03-06, shares: 182)

## News

### Quantitative

- __[Hedge Funds Global Adaptation](https://www.hedgeweek.com/hedge-funds-plan-strategic-investment-in-response-to-geopolitical-and-economic-challenges/)__: Dynamo Software's survey indicates that geopolitical and economic factors may lead to a significant change in hedge fund investment strategies, including more fundraising and diversification. (2024-05-09, shares: 7)
- __[EEX Power Markets Record Break](https://www.hedgeweek.com/eex-groups-global-spot-and-derivatives-power-markets-see-record-volumes-in-april/)__: EEX Group saw a record monthly high in April with a 72% YoY increase in trading on its global spot and derivatives power markets, particularly in European power derivatives. (2024-05-09, shares: 7)
- __[Point72 Hires EM Bond Chief](https://www.hedgeweek.com/point72-appoints-ex-pictet-total-return-em-bond-chief-as-pm/)__: Point72 has hired Ketan Gada, former Head of Total Return Emerging Markets Fixed Income at Pictet Asset Management, as a new Portfolio Manager. (2024-05-10, shares: 4)
- __[Qube Appoints Quant Tech Director](https://www.hedgeweek.com/qube-taps-lseg-infrastructure-programme-director-as-quant-technology-director/)__: Qube Research & Technologies has appointed Simon Bannister, former Infrastructure Programme Director at the London Stock Exchange Group, as its new Quantitative Technology Director. (2024-05-14, shares: 4)
- __[European Retail Hedge Fund Asset Drop](https://www.hedgeweek.com/european-retail-hedge-fund-assets-at-eight-year-low-says-kepler/)__: European retail investors are decreasing their hedge fund investments due to higher interest rates and poor performance, leading to an eight-year low in assets under management in alternative UCITS, as per Kepler Absolute Hedge data. (2024-05-13, shares: 4)
- __[Quant King Simons Dies](https://www.hedgeweek.com/quant-king-simons-dies-at-86/)__: Renaissance Technologies' billionaire founder, James Simons, has passed away at the age of 86. (2024-05-13, shares: 4)
- __[Bernie Yu: CIO Patronus Capital](https://www.hedgeweek.com/in-conversation-bernie-yu-chief-investment-officer-at-patronus-capital-management/)__: CIO Patronus Capital: Bernie Yu, CIO at Patronus Capital Management, shares insights on fiscal conservatism and investing in young talent ahead of the Hedgeweek Emerging Managers US Summit. (2024-05-14, shares: 4)
- __[TOBAM's LBRTY Strategy Reaches 100m](https://www.hedgeweek.com/tobams-lbrty-strategy-passes-100m-mark/)__: Paris-based asset management firm TOBAM has reached over $100m in AUM within six months of launching its LBRTY strategy, due to an investment from a US endowment fund. (2024-05-14, shares: 3)
- __[Prop Trading Firm Thriving](https://www.efinancialcareers.com/news/maven-securities-prop-trading-office)__: Trading firm Maven Securities is considering a change in its business strategy. (2024-05-13, shares: 3)
- __[Bed Bath Beyond Sues Hudson Bay](https://www.hedgeweek.com/bed-bath-beyond-launches-300m-hudson-bay-lawsuit/)__: Bankrupt company Bed Bath & Beyond is suing Hudson Bay Capital Management for over $300m in lost trading profits as part of a business rescue plan. (2024-05-10, shares: 3)

### Miscellaneous

- __[UBS Worried about Credit Suisse IT](https://www.efinancialcareers.com/news/ubs-is-fretting-about-credit-suisse-it-systems-and-credit-suisse-technology-m-ds-have-quit)__: UBS may encounter problems with IT migration due to insufficient efforts to retain its tech Managing Directors. (2024-05-14, shares: 2)
- __[Bridgewater Firm Revamped](https://www.hedgeweek.com/bridgewater-boss-says-firm-has-been-rewired/)__: Bridgewater Associates, the world's biggest hedge fund, is restructuring to improve investment performance, according to new CEO Nir Bar Dea. (2024-05-09, shares: 2)
- __[LTX Joins MultiLynq](https://www.hedgeweek.com/ltx-by-broadridge-integrates-with-multilynq/)__: LTX, a subsidiary of Broadridge Financial Solutions, is partnering with MultiLynq to improve electronic fixed income trading connectivity on the LTX platform. (2024-05-09, shares: 2)
- __[Quant Fund Founder Jim Simons Passes Away](https://www.ft.com/content/62b41e7f-085d-44ea-b02a-f64086240dfe)__: A former Cold War codebreaker turned mathematician has founded one of the most successful hedge funds on Wall Street. (2024-05-10, shares: 2)
- __[Archegos Boss on Trial for Fraud](https://www.hedgeweek.com/archegos-boss-to-go-on-trial-for-fraud/)__: Bill Hwang, the founder of the collapsed hedge fund Archegos, is due to stand trial for alleged securities fraud and market manipulation. (2024-05-13, shares: 2)
- __[Best Salaries in HFT](https://www.efinancialcareers.com/news/electronic-trading-pay-for-women)__: The article ranks the top companies for women in the electronic trading sector. (2024-05-14, shares: 2)
- __[Digital Assets Fund Inflows](https://www.hedgeweek.com/digital-assets-fund-see-first-inflows-in-five-weeks/)__: The article reports a $130 million investment in digital assets last week, according to CoinShares. (2024-05-14, shares: 2)
- __[GIP Gains from Grifols](https://www.hedgeweek.com/grifols-short-drives-gip-gains/)__: The article details how General Industrial Partners profited from a short bet on Grifols, while Frank Tuil suffered losses from a bullish bet. (2024-05-10, shares: 1)
- __[ExDeutsche Bank Head in Hedge Fund](https://www.efinancialcareers.com/news/qube-research-new-office-london-hiring-deutsche-bank)__: The article indicates that Qube's 2024 plans include more than just tech infrastructure projects. (2024-05-10, shares: 1)
- __[Millennium's Olympiad Brain teaser](https://www.efinancialcareers.com/news/can-you-answer-hedge-fund-millennium-s-olympiad-inspired-brainteaser)__: The article invites readers to measure their intelligence against a middle school student's. (2024-05-09, shares: 1)

## Podcasts

### Quantitative

- __[Finance Kernels](https://www.cqfinstitute.org/content/financial-applications-kernels)__: Dr. JeanMarc Mercier explores the use of RKHS theory-based generative and predictive algorithms in finance, including their application in time series prediction and reverse stress tests. (2024-05-14, shares: 10)
- __[Maiden Century](https://shows.acast.com/the-alternative-data-podcast/episodes/the-maiden-century-episode)__: Qaisar Hasan, founder of Maiden Century, shares his experience with alternative data at Point 72 and discusses the future of data-driven investing in a podcast interview. (2024-05-10, shares: 8)
- __[Trendy Investors](https://traffic.megaphone.fm/TIFM6446012330.mp3?updated=1715288077)__: In a podcast episode, Eric Crittenden and Jason Buck discuss the current sentiment around trend-following, optimal diversifiers, and portfolio construction. (2024-05-10, shares: 8)
- __[EM Income](https://atanyrate.podbean.com/e/em-fixed-income-emerging-markets-outlook-strategy-for-may/)__: JP. Morgan strategists and economists discuss the future of Emerging Markets fundamentals and markets in a monthly podcast. (2024-05-10, shares: 7)
- __[Volatility Navigation](https://interactive-brokers-podcast.podbean.com/e/navigating-volatility-through-the-eye-of-the-storm/)__: Dr. Russell Rhoads reflects on the causes and effects of episodic volatility throughout his five-decade career as a trader and options educator in Chicago. (2024-05-13, shares: 5)

### Related

- __[Nick Rohatyn on EM and China](https://macrohive.libsyn.com/ep-215-nick-rohatyn-on-how-to-navigate-emerging-markets-investing)__: In a podcast, Nick Rohatyn, CEO of The Rohatyn Group, talks about the effects of low rates and China's growth on emerging markets. (2024-05-10, shares: 4)
- __[Understanding DB Scheme Endgames](https://audioboom.com/posts/8502597)__: Lisa Purdy and Ian Blake explore various endgame strategies for quickly maturing DB schemes with high funding levels. (2024-05-09, shares: 3)
- __[SPs CTO on AI and Datacenters](https://soundcloud.com/waterstechnology/episode-283-sps-cto-on-ai-data-and-the-future-of-datacenters)__: Frank Tarsillo, CTO at S&P Global Market Intelligence, discusses the company's AI strategy and the significance of ready-to-use data in a podcast. (2024-05-10, shares: 2)
- __[Mitchell OHaraWild on Forecasting](https://storage.buzzsprout.com/g7utkrfbpdhe69pojwy8zsye22se?.jpg=)__: Mitchell O'Hara-Wild, a data scientist, talks about his experience in data science and the future of forecasting in the AI era. (2024-05-15, shares: 2)
- __[Global FX and Central Bank Policy](https://atanyrate.podbean.com/e/global-fx-and-economics-central-bank-policy-divergence/)__: A webinar recording discusses the potential differences in policies among global central banks, key macroeconomic themes, and their influence on future policy rates and currencies. (2024-05-10, shares: 2)

## Blogs

### Quantitative

- __[Avoiding Survivorship Bias](https://www.quantifiedstrategies.com/survivorship-bias-in-backtesting/)__: The article examines the issue of survivorship bias in trading, where focus is often on successful trades while ignoring unsuccessful ones. (2024-05-13, shares: 9)
- __[GBPCHF Trading Guidelines](https://www.quantifiedstrategies.com/gbpchf-forex-strategy/)__: The article offers strategies for trading the GBPCHF forex pair, a popular currency pair in the forex market. (2024-05-10, shares: 4)
- __[True Strength Index Rules](https://www.quantifiedstrategies.com/true-strength-index/)__: The article delves into the use of the True Strength Indicator, a tool used to interpret price movements in financial markets. (2024-05-13, shares: 3)
- __[Medallion Fund Algorithm](https://www.quantifiedstrategies.com/jim-simons/)__: The article announces the resignation of Jim Simons from his position as chairman of Renaissance Technologies, a highly profitable fund management group. (2024-05-11, shares: 3)
- __[Choppiness Index Strategy](https://www.quantifiedstrategies.com/choppiness-index/)__: The article underscores the significance of the choppiness index in identifying suitable market conditions for trading. (2024-05-10, shares: 3)

### Related

- __[EMV Strategy Rules](https://www.quantifiedstrategies.com/ease-of-movement-indicator-strategy/)__: The article discusses how the Ease of Movement indicator can help predict financial market trends. (2024-05-09, shares: 1)
- __[Economics Update](https://rajivsethi.substack.com/p/interactive-economics-an-update)__: The team behind Interactive Economics is shifting focus to distribution and instructional video creation after releasing four modules. (2024-05-14, shares: 0)
- __[Replication](https://stockviz.substack.com/p/replication)__: The piece underscores the idea that every problem has a solution. (2024-05-12, shares: 0)
- __[The Red Handkerchief](https://rajivsethi.substack.com/p/the-red-handkerchief)__: The article discusses witness intimidation in relation to the Stormy Daniels case. (2024-05-10, shares: 0)
- __[Preference Falsification](https://rajivsethi.substack.com/p/preference-falsification-at-dartmouth)__: Dartmouth students widely supported a vote of no confidence in President Sian Beilock. (2024-05-09, shares: 0)

## Videos

### Quantitative

- __[Modeling a Twosided Limit Order Book](https://www.youtube.com/watch?v=4JyQ1xYkfb0)__: Joshua Reed gave a lecture on high frequency regime at the Peter Carr Brooklyn Quant Experience BQE Lecture Series, hosted by NYU Tandon's Department of Finance and Risk Engineering. (2024-05-13, shares: 3)
- __[Smile Dynamics in Volatility Models](https://www.youtube.com/watch?v=nN7V8Myxj3o)__: Florian Bourgey discussed smile dynamics in rough volatility models at the Peter Carr Brooklyn Quant Experience BQE Lecture Series, an event organized by NYU Tandon's Department of Finance and Risk Engineering. (2024-05-13, shares: 1)
- __[Math and Stats in Trading](https://www.youtube.com/watch?v=RXZqZIBVg8A)__: Quants and traders differ in their skills and thinking speeds, with quants being more methodical and slower. (2024-05-11, shares: 1)
- __[DFW Quaint Quant Conference](https://www.youtube.com/watch?v=0XvVyIPm4Lw)__: The first DFW Quaint Quant Conference is being held, providing a platform for quants to present and discuss industry research and methods. (2024-05-12, shares: 2)
- __[Talent Acquisition in Finance Industry](https://www.youtube.com/watch?v=vob_y9HZu-M)__: Success in the quant space is driven by personal interest in research and companies allocating time for it. (2024-05-11, shares: 1)

## X / Twitter

### Quantitative

- __[Pitfalls in Quantitative Investing](https://twitter.com/quantseeker/status/1790324812184743994)__: Deutsche Bank highlights common errors and issues in backtesting in the context of quantitative investing. (2024-05-14, shares: 4)
- __[Time Series Modeling](https://twitter.com/carlcarrie/status/1789815228449820741)__: An open-source foundation presents a range of models for broad use in time-series analysis. (2024-05-13, shares: 1)
- __[New Diffusion Apps](https://twitter.com/carlcarrie/status/1790539993913467021)__: The article explores novel uses of diffusion in various fields. (2024-05-15, shares: 0)
- __[MOMENT Analysis](https://twitter.com/nikos_kafritsas/status/1789820133021462755)__: The author conducts a detailed analysis of the MOMENT model. (2024-05-13, shares: 0)
- __[Forecasting Overview](https://twitter.com/quantseeker/status/1789755048647385538)__: The article gives a comprehensive review of different models and techniques used for forecasting. (2024-05-12, shares: 0)

### Miscellaneous

- __[Exchange Rate Strategy Outperforms](https://twitter.com/quantseeker/status/1789634405918531924)__: The author presents strategies based on exchange rate fluctuations that perform better than traditional momentum or reversal strategies, achieving high Sharpe ratios. (2024-05-12, shares: 0)
- __[AI Agent Ops Report](https://twitter.com/carlcarrie/status/1789150304170033517)__: The report discusses the operations of AI agents from various perspectives. (2024-05-11, shares: 0)
- __[Machines Time Markets?](https://twitter.com/carlcarrie/status/1789148926341197935)__: The AQR paper explores the intricacies of predicting returns and the potential of machines to time markets. (2024-05-11, shares: 0)
- __[Short Interest Stock Returns](https://twitter.com/quantseeker/status/1788856495804694771)__: The article provides global evidence that a high level of short interest generally predicts a decrease in stock returns in most countries. (2024-05-10, shares: 0)
- __[Commodity Prices Exchange Rates](https://twitter.com/quantseeker/status/1788690795207283123)__: The article proposes that fluctuations in a country's commodity export prices can be used to predict its exchange rate. (2024-05-09, shares: 0)