---
title: Quant Letter No. 50: May 2024, Week 4
url: https://www.ml-quant.com/issues/2024-05-22/
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: 2024-05-22
---


# Quant Letter No. 50: May 2024, Week 4

Sent 2024-05-22. 159 items.

## arXiv

### Finance

- __[Ponzi Funds](https://arxiv.org/abs/2405.12768)__: The study suggests that investors' pursuit of high returns from active funds can predict ETF bubbles and crashes, and that a fund's liquidity can indicate its potential for inflated returns. (2024-05-21, shares: 4) · https://www.ml-quant.com/papers/arxiv/2405.12768/
- __[Deep Penalty Methods](https://arxiv.org/abs/2405.11392)__: A proposed deep learning algorithm for optimal stopping problems shows accuracy and efficiency in American option pricing, with its error bound by the loss function and other parameters. (2024-05-18, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.11392/
- __[Microstructure Modes](https://arxiv.org/abs/2405.10654)__: Research using a double coarse-graining procedure and Principal Component Analysis on electronic order books reveals stable parameters in a Vector Auto-Regressive model, but fails to account for the square-root law of price impact. (2024-05-17, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.10654/
- __[Continuity of Risk Measures](https://arxiv.org/abs/2405.09766)__: A study proves that a convex, order bounded above functional on a Banach lattice is automatically norm continuous, enhancing previous findings and applying to various deviation and variability measures. (2024-05-16, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.09766/
- __[Risk Sensitivity](https://arxiv.org/abs/2405.12154)__: Research identifies the conditions that make a risk or utility functional sensitive to large losses, demonstrating that Value at Risk and Expected Shortfall can become sensitive to large losses if properly adjusted. (2024-05-20, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.12154/

### Economics

- __[Influencer Cartels and Consumer Welfare](https://arxiv.org/abs/2405.10231)__: The article talks about the emergence of 'influencer cartels' in social media marketing, where influencers work together to boost their ad revenue. It also examines how this could affect consumer welfare. (2024-05-16, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.10231/

### Crypto & Blockchain

- __[Deep Learning for Crypto Price Prediction](https://arxiv.org/abs/2405.11431?utm_source=dlvr.it&utm_medium=twitter)__: The article discusses a study on deep learning models for predicting cryptocurrency prices. It reveals that univariate LSTM models perform the best. The study also notes significant price changes in cryptocurrencies during the COVID-19 pandemic. (2024-05-19, shares: 8) · https://www.ml-quant.com/papers/arxiv/2405.11431/

### Historical Trending

- __[Optimal Information Acquisition](https://arxiv.org/abs/2405.09339)__: The study suggests that acquiring information early is beneficial in reducing investment risk, and those less risk-averse are more likely to seek extra information. (2024-05-15, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.09339/
- __[The Unfairness of Fairness](https://arxiv.org/abs/2405.09360)__: The article introduces a utility-based method to measure fairness in decisions, arguing that traditional probability-based evaluations may not accurately represent real-world fairness, using college admissions and credit risk assessment as examples. (2024-05-15, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.09360/

## SSRN

### Quantitative

- __[Pricing Hybrid Asset-Volatility Derivatives](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4830937)__: The article explains how the cost of hybrid asset-volatility derivatives can be estimated using the asset's implied volatility skew, assuming it's generated by a stochastic volatility model. (2024-05-16, shares: 37) · https://www.ml-quant.com/papers/ssrn/4830937/
- __[Building Arbitrage-Free Implied Volatility Surface](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832095)__: The paper explores the creation of arbitrage-free implied volatility surfaces based on relative entropy minimization, addressing numerical issues and their solutions, and their importance for arbitrage-free models. (2024-05-17, shares: 16) · https://www.ml-quant.com/papers/ssrn/4832095/
- __[RealTime Application Identification Through Network Packet Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4830122)__: The article introduces a new method using AI and machine learning to identify the type of applications used by clients on public internet, improving security and controlling unwanted application usage. (2024-05-16, shares: 5) · https://www.ml-quant.com/papers/ssrn/4830122/
- __[Integrated Text-Model Generation-Simulation Framework for Steel Beam](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831500)__: The paper emphasizes the advantages of automating modelling and simulation processes in research, design, and manufacturing, using machine learning to analyze large-scale simulation data and offer insights into unknown situations. (2024-05-17, shares: 6) · https://www.ml-quant.com/papers/ssrn/4831500/
- __[Business Intelligence through Artificial Intelligence: A Review](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831916)__: A Review: The article reviews the incorporation of AI in business intelligence, focusing on AI-powered data analytics, natural language processing, and big data integration, and how this can improve data visualization and decision-making. (2024-05-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/4831916/
- __[Stock Market Volatility Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832110)__: The paper finds the simple regression model as the most accurate in predicting daily volatility of the NIFTY 50 index among eight forecasting models. (2024-05-17, shares: 2) · https://www.ml-quant.com/papers/ssrn/4832110/
- __[Common Ownership and Activism](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4835079)__: The study suggests that common ownership can lead to anticompetitive outcomes, such as reduced wages and wealth transfer to shareholders. (2024-05-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/4835079/
- __[AI for HR Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4833377)__: The research highlights the benefits and challenges of Artificial Intelligence in Human Resource Management, including recruitment, performance management, skill gaps, and data privacy. (2024-05-19, shares: 3) · https://www.ml-quant.com/papers/ssrn/4833377/
- __[Downside Risk in China's Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836928)__: The paper presents a new risk assessment model for financial markets, demonstrating that green bond markets are riskier than non-green ones using Chinese data. (2024-05-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/4836928/
- __[Sorghum Detection Accuracy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831588)__: The study introduces an intelligent system for classifying sorghum varieties using machine learning and cloud computing, with the SqueezeNetLR stacking model being the most accurate. (2024-05-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/4831588/
- __[Machine Learning in Accounting and Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834095)__: Research shows a rising interest in the effects of machine learning on accounting and finance, with a notable increase in studies focusing on Asian markets from 2020-2022. (2023-02-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4834095/
- __[Operational Loss Recoveries in U.S. Banking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836533)__: A study indicates that operational loss recovery rates in large U.S. banks decrease during economic downturns, implying that economic shocks can affect banking losses. (2022-08-04, shares: 126) · https://www.ml-quant.com/papers/ssrn/4836533/
- __[Economic Risk in Disability Income Insurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4833986)__: Research suggests an asset portfolio that matches unemployment levels can effectively manage disability income insurance portfolio liabilities, as demonstrated using UK data from 2004-2016. (2023-05-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/4833986/
- __[Credit Land Speculation and Growth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4833960)__: A paper claims that sector-specific credit expansions, particularly in real estate, can impact long-term economic growth and productivity, rather than overall credit expansion. (2024-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4833960/
- __[AI Discourse in German and Chinese Media](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834669)__: Analysis of Chinese and German media coverage on AI from 2018 to 2023 shows regional differences, with Chinese media being more positive and German media more critical. (2024-05-14, shares: 8) · https://www.ml-quant.com/papers/ssrn/4834669/
- __[SP500 Earnings Straddle Strategies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832160)__: The study suggests that using straddle derivatives strategies around SP 500 earnings announcements can be profitable, but also risky and costly. (2024-05-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/4832160/
- __[Public Data Ecosystems Evolution](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831881)__: The research identifies the elements that create value-adding public data ecosystems and how they evolve, based on a review of 148 studies. (2023-11-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/4831881/
- __[CPI Data Collection Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832198)__: The paper presents a framework for National Statistical Institutes to assess their data collection for the Consumer Price Index, using electricity and gas prices in Italy in 2023 as a case study. (2024-04-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4832198/
- __[Airline Stocks and Oil Price Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4833663)__: The study finds a negative correlation between oil price volatility and international airline stock prices, recommending diversification and technology implementation to reduce fossil fuel reliance. (2024-04-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/4833663/
- __[Corporate Liquidity and Bondholder Fragility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4833574)__: The research shows that firms with higher bondholder fragility risk tend to hold more cash, indicating that bond mutual fund fragility significantly affects corporate liquidity policy. (2024-04-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4833574/

### Financial

- __[Public Firms Transformation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831105)__: The number of public firms in the US has decreased by half since the 21st century due to heavy legal burdens, but their economic influence remains the same. (2024-05-16, shares: 414) · https://www.ml-quant.com/papers/ssrn/4831105/
- __[Convex Volatility Method](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831218)__: Convex Volatility Interpolation (CVI), a new method for calibrating implied volatility surfaces using quadratic programming, has been introduced, eliminating the need for hyperparameter tuning. (2024-05-16, shares: 6) · https://www.ml-quant.com/papers/ssrn/4831218/
- __[Term Spreads and Recessions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836614)__: Research shows that credit market sentiment affects the real economy through the term premium, with term spreads predicting recessions and affecting future growth. (2024-05-20, shares: 13) · https://www.ml-quant.com/papers/ssrn/4836614/
- __[Highfrequency Data Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834362)__: Recent studies on issues in high-frequency financial data analysis, such as nonstationarity and low signal-to-noise ratios, are categorized into data preprocessing and quantitative methods. (2024-05-20, shares: 6) · https://www.ml-quant.com/papers/ssrn/4834362/
- __[Portfolio Optimization for M6](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836123)__: The M6 forecasting competition paper introduces a data-driven approach that directly optimizes portfolio weights, achieving a 9.5 global rate of return and an information ratio of 5.045. (2024-05-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/4836123/
- __[Tick Size Reduction in Commodity Futures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834010)__: The Dalian Commodity Exchange improved market quality by reducing the tick size for two commodity futures contracts, encouraging quote competition and cross-asset arbitrage activities. (2024-05-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4834010/
- __[Interim Valuations in Private Equity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834758)__: The history of valuations, including staleness and markdown frequency, can predict the future performance of portfolio companies in U.S. buyout and VC investments. (2024-05-20, shares: 6) · https://www.ml-quant.com/papers/ssrn/4834758/
- __[Size Effect in Appraisal Proceedings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834556)__: The capital asset pricing model (CAPM) may not accurately predict the returns of small public companies, suggesting a negative risk-free rate may be more accurate. (2024-05-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4834556/
- __[Cultural Influence on Bond Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836119)__: Cultural differences, particularly between Italian and Germanic origins, significantly affect investment in government bonds, especially during the European sovereign debt crisis. (2024-05-21, shares: 5) · https://www.ml-quant.com/papers/ssrn/4836119/
- __[Climate Change and Shareholder Value](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831364)__: Companies more susceptible to climate change saw negative market reactions after Donald Trump's unexpected 2016 election victory, showing the impact of political stances on climate change on company value and shareholder wealth. (2024-05-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/4831364/
- __[Portfolio Management with Python](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832315)__: The lecture notes discuss portfolio management, highlighting the use of Python for practical applications and the importance of understanding different types of returns for accurate performance assessment. (2023-12-20, shares: 502) · https://www.ml-quant.com/papers/ssrn/4832315/
- __[MeanVariance Efficient Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831997)__: A 1992 study found that a composite model of financial variables outperformed equity benchmarks by 400 basis points annually, a finding later confirmed by Markowitz and Xu in 1994. (2023-04-03, shares: 92) · https://www.ml-quant.com/papers/ssrn/4831997/
- __[Cheap Stock Options](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836176)__: The research investigates cheap stock - equity-based compensation granted pre-IPO at a lower price, finding it leads to greater IPO underpricing, lower post-IPO investment, and higher CEO compensation. (2022-04-20, shares: 152) · https://www.ml-quant.com/papers/ssrn/4836176/
- __[Insurance Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834378)__: The study presents a theory connecting insurance premiums, insurers' investment behavior, and asset prices, showing that insurers with stable funding take more investment risks and earn higher returns. (2023-03-26, shares: 209) · https://www.ml-quant.com/papers/ssrn/4834378/
- __[Informed Trading Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832251)__: The research uses abnormal undercutting activity to measure informed trading risk, finding it predicts imminent information events and positively predicts stock returns up to six months forward, especially for stocks with tight short sale constraints. (2024-02-02, shares: 192) · https://www.ml-quant.com/papers/ssrn/4832251/
- __[Hedge Fund Performance Decline](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4831701)__: The study shows that top-performing hedge funds continue to add value, but their persistence has weakened and can only be observed using a specific method. (2023-11-06, shares: 370) · https://www.ml-quant.com/papers/ssrn/4831701/
- __[Stock and Option Market Response to ESG News](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832267)__: The research finds that negative ESG incidents have minimal immediate impact on stock prices but cause increased volatility for severe incidents, particularly those related to Natural Capital. (2023-06-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4832267/
- __[Future Value of Mutual Fund Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4829431)__: The paper suggests that mutual fund investment forecasts are best presented in currency terms and that the precision of past and predicted values can help analyze sampling errors. (2022-12-22, shares: 56) · https://www.ml-quant.com/papers/ssrn/4829431/
- __[Central Bank Haircut Policy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4835690)__: The study reveals that a decrease in the Eurosystem collateral framework leads banks to replace other high-quality government bonds with EU bonds, especially German banks. (2023-11-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4835690/
- __[Equity Premium Events](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832271)__: The research identifies equity premium events using daily S&P 500 option expirations, finding that economic, political events, and macroeconomic releases cause the largest abnormal equity premia. (2024-04-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4832271/

## RePEc

### Finance

- __[Feedback Trading and Return Autocorrelations in India](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 in India have reacted to the COVID-19 pandemic, with foreign investors continuing positive feedback trading and domestic investors pursuing negative feedback trading, causing negative autocorrelation in market returns during high volatility. (2024-05-22, shares: 23) · https://www.ml-quant.com/papers/repec/sae-emffin-v-23-y-2024-i-2-p-246-270/
- __[Structural Change 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 looks at the relationship between the Indian stock market and the top four economies' markets during the COVID-19 pandemic, finding significant volatility spillover from these markets to India, which should be considered by investors and policymakers. (2024-05-22, 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, noting that areas like risk management and portfolio optimization are well-studied, while anti-money laundering is not. (2024-05-22, 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 significantly affects its impact on market volatility, with over-connection of networks increasing market volatility and reducing the stability effect from the optimal network. (2024-05-22, 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 examines cryptocurrency investment strategies using the robust framework of factor investing, finding that momentum and value factors have significant predictive power in forecasting cryptocurrency returns, emphasizing the need to adapt traditional investment frameworks to the cryptocurrency context. (2024-05-22, shares: 13) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-9-p-1351-d-1385677/

### Statistical

- __[Boosting Trees for Oil Futures 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 research finds that ensemble boosting tree models, especially CatBoost and LightGBM, are more effective in predicting China's crude oil futures volatility than traditional models, with macroeconomic and HAR-type variables impacting the forecasts differently. (2024-05-22, shares: 20) · https://www.ml-quant.com/papers/repec/eee-reveco-v-92-y-2024-i-c-p-1595-1615/
- __[Predicting Turnover with Machine Learning](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 study reveals that the Decision Tree model is the most accurate in predicting employee turnover, with factors such as education, joining year, city payment tier, age, gender, ever benched status, and domain experience being key predictors. (2024-05-22, shares: 17) · https://www.ml-quant.com/papers/repec/aif-journl-v-36-y-2024-i-1-p-20-35/

### 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. (2024-05-22, 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 are being used to streamline credit risk modeling, improving underwriting and setting financial targets. (2024-05-22, shares: 20) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-10-p-1427-d-1389720/
- __[Urban GDP Growth Estimation 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 has been used to estimate economic activities in urban South Sudan, converting nighttime lights into urban GDP growth estimates. (2024-05-22, shares: 19) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-203-y-2024-i-c-s0040162524001951/
- __[Equity Returns Predictability with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournal.fsv.cuni.cz%2Fmag%2Farticle%2Fshow%2Fid%2F1531%3Bh%3Drepec%3Afau%3Afauart%3Av%3A74%3Ay%3A2024%3Ai%3A2%3Ap%3A142-190)__: Machine learning techniques' predictability of global stock returns decreases over time, but firm-specific characteristics can still be profitable despite transaction costs. (2024-05-22, shares: 18) · https://www.ml-quant.com/papers/repec/fau-fauart-v-74-y-2024-i-2-p-142-190/
- __[Firm Adaptation in a Changing World](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)__: A new approach has been proposed to understand how firms adapt to change, with a case study on a lending platform suggesting the use of an ensemble algorithm. (2024-05-22, shares: 16) · https://www.ml-quant.com/papers/repec/inm-ormksc-v-43-y-2024-i-3-p-673-693/
- __[Knowledge Graph Credit Risk 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 machine learning model has improved credit risk assessment for MSMEs, achieving a 92% accuracy in identifying risk-free enterprises. (2024-05-22, shares: 14) · https://www.ml-quant.com/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4273-4289/
- __[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)__: Life insurance predictive models suggest that surrender fees may increase the risk of policies becoming paid-up under certain conditions. (2024-05-22, shares: 12) · https://www.ml-quant.com/papers/repec/pal-risman-v-26-y-2024-i-3-d-10-1057-s41283-024-00146-4/
- __[Accelerating Tax Statistics with ML](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 to speed up the release of these statistics. (2024-05-22, shares: 12) · https://www.ml-quant.com/papers/repec/zbw-wistat-294178/
- __[Comparative Analysis of KNN and Naive Bayes for Storm Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fspast.org%2Farticle%2Fview%2F4917%2F304%3Bh%3Drepec%3Abps%3Ajspath%3Av%3A1%3Ay%3A2024%3Ai%3A3%3Aid%3A4917)__: The K-Nearest Neighbours algorithm has proven more accurate than the Naive Bayes method in predicting storm warnings, with a 68.20% accuracy rate. (2024-05-22, shares: 12) · https://www.ml-quant.com/papers/repec/bps-jspath-v-1-y-2024-i-3-id-4917/
- __[ML for 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)__: A machine learning study has developed a model that improves project cost forecasting, providing more accurate estimates throughout a project's life cycle. (2024-05-22, shares: 12) · https://www.ml-quant.com/papers/repec/taf-tprsxx-v-62-y-2024-i-12-p-4372-4388/

### Deep Learning

- __[Bitcoin Crash Prediction](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)__: A new deep learning framework using contrastive learning has been developed to predict Bitcoin market crashes, performing 15.8% better than six other models. (2024-05-22, shares: 14) · https://www.ml-quant.com/papers/repec/gam-jstats-v-7-y-2024-i-2-p-25-433-d-1390045/
- __[Multi-Currency Modeling](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-022-04982-z%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A336%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10479-022-04982-z)__: A new framework for modeling multiple currencies using CBI-time-changed Lévy processes has been created, offering a semi-closed pricing formula for currency options and two calibration methods using deep-learning techniques. (2024-05-22, shares: 10) · https://www.ml-quant.com/papers/repec/spr-annopr-v-336-y-2024-i-1-d-10-1007-s10479-022-04982-z/

### Historical Trending

- __[Asset Pricing in Sustainable Equity Portfolios](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)__: The research examines asset pricing in Shariah-compliant equity on the Pakistan Stock Exchange, finding that multifactor models are generally effective despite some exceptions. (2023-04-09, shares: 16) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2147977/
- __[Carbon Risk in European Equity Returns](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294991%2F1%2F5149-3407.pdf%3Bh%3Drepec%3Azbw%3Ajumsac%3A294991)__: The study measures the effect of carbon risk on European equity prices, indicating it's a systematic risk factor that can be estimated from stock returns. (2022-09-03, shares: 14) · https://www.ml-quant.com/papers/repec/zbw-jumsac-294991/
- __[Investor Sentiments Impact on Asset 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)__: The paper highlights two types of investor sentiments - general market sentiments and specific asset biases - that significantly influence asset valuation models. (2023-06-25, shares: 8) · https://www.ml-quant.com/papers/repec/eme-rbfpps-rbf-02-2023-0037/
- __[Robust Portfolio Optimization in Worst-Case Scenarios](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 introduces a new method for creating robust portfolios using stochastic efficiency analysis, which lowers systematic risk and boosts returns, especially during market downturns. (2023-10-12, shares: 6) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2165525/
- __[Financial Statements Fraud Identifiers](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 proposes a new accounting tool for immediate fraud detection and prevention, utilizing financial statement relations and comparing the quality of current research in financial statement fraud detection models. (2023-12-13, shares: 5) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2218916/

## Machine learning

### Recently Published

- __[CATD: Multi-View Diffusion Models](http://arxiv.org/abs/2405.10314)__: Multi-View Diffusion Models: CAT3D is a novel technique for generating 3D scenes from any number of images, surpassing existing methods in speed and efficiency. (2024-05-16, shares: 157) · https://www.ml-quant.com/papers/arxiv/2405.10314/
- __[BiomedParse: Image Parsing Model](https://arxiv.org/abs/2405.12971)__: Image Parsing Model: BiomedParse is a new tool for biomedical image analysis, capable of identifying 82 object types across 9 imaging modalities, enhancing accuracy in biomedical research. (2024-05-21, shares: 137) · https://www.ml-quant.com/papers/arxiv/2405.12971/
- __[Octo Robot Policy](https://arxiv.org/abs/2405.12213)__: Octo is a large transformer-based policy for robotic manipulation, trained on a vast dataset, that can be instructed via language or images and adapted to new domains. (2024-05-20, shares: 128) · https://www.ml-quant.com/papers/arxiv/2405.12213/
- __[Slicedit: Video Editing](https://arxiv.org/abs/2405.12211)__: Video Editing: Slicedit is a new text-based video editing method that uses a pretrained model to process spatial and spatiotemporal slices, creating videos that maintain the original structure and motion. (2024-05-20, shares: 48) · https://www.ml-quant.com/papers/arxiv/2405.12211/
- __[ToonD: 3D Cartoons](https://arxiv.org/abs/2405.10320)__: 3D Cartoons: A new technique has been developed to recover the 3D structure of non-geometrically consistent scenes, such as cartoons and anime, correcting 2D inconsistencies and enabling novel-view synthesis reconstruction. (2024-05-16, shares: 29) · https://www.ml-quant.com/papers/arxiv/2405.10320/
- __[Energy Rank Alignment](http://arxiv.org/abs/2405.12961v1)__: The article discusses the energy rank alignment (ERA) algorithm, which effectively generates molecules with specific properties using autoregressive policies. (2024-05-21, shares: 25) · https://www.ml-quant.com/papers/arxiv/2405.12961/
- __[Strategy-Proof Auctions](https://arxiv.org/abs/2405.12016)__: The paper introduces a deep learning approach for ensuring strategy-proofness in auctions, offering statistical guarantees and proving its effectiveness through experiments. (2024-05-20, shares: 19) · https://www.ml-quant.com/papers/arxiv/2405.12016/
- __[Metacognitive Capabilities of LLMs](https://arxiv.org/abs/2405.12205)__: The study investigates the metacognitive abilities of large language models, showing their capacity to label math questions with skill levels and improve problem-solving accuracy. (2024-05-20, shares: 17) · https://www.ml-quant.com/papers/arxiv/2405.12205/
- __[Progress Towards AGI](https://arxiv.org/abs/2405.10313)__: The paper offers an in-depth analysis of Artificial General Intelligence (AGI), detailing its definitions, objectives, development paths, and potential realization strategies. (2024-05-16, shares: 15) · https://www.ml-quant.com/papers/arxiv/2405.10313/
- __[Modeling Citation Worthiness](http://dx.doi.org/10.1007/s11192-020-03421-9)__: The research introduces a Bidirectional Long Short-Term Memory (BiLSTM) network with an attention mechanism for detecting citation-needed sentences in scientific texts, proving its efficiency and potential use in pre-submission and pre-archival checks. (2024-05-20, shares: 15) · https://www.ml-quant.com/papers/doi/10-1007-s11192-020-03421-9/

### Historical Trending

- __[Minimalist DL Benchmark](https://arxiv.org/abs/2011.14439)__: The article presents MNIST-1D, a cost-effective, low-memory alternative to traditional deep learning benchmarks, designed for efficient study of deep learning structures. (2020-11-29, shares: 614) · https://www.ml-quant.com/papers/arxiv/2011.14439/
- __[Lumina-T2X: Text to Modality](https://arxiv.org/abs/2405.05945)__: Text to Modality: The Lumina-T2X family is introduced as a unified system for converting noise into various media formats, including images and videos, allowing for the creation of high-definition content with lower computational expenses. (2024-05-09, shares: 217) · https://www.ml-quant.com/papers/arxiv/2405.05945/
- __[FlashBack: Efficient LM](https://arxiv.org/abs/2405.04065)__: Efficient LM: The paper introduces FlashBack, a Retrieval-Augmented Language Modeling system that enhances inference efficiency by adding retrieved documents to the context, leading to quicker inference speed and lower costs. (2024-05-07, shares: 82) · https://www.ml-quant.com/papers/arxiv/2405.04065/
- __[DeepSeek-V2: MoE Language Model](https://arxiv.org/abs/2405.04434)__: MoE Language Model: DeepSeek-V2, a language model with 236B parameters, offers enhanced performance and cost efficiency compared to its predecessor, ranking high among open-source models. (2024-05-07, shares: 51) · https://www.ml-quant.com/papers/arxiv/2405.04434/
- __[Efficiency of CNNs](https://arxiv.org/abs/2404.03617)__: A novel approach to convolutional neural networks prioritizes computational efficiency over arithmetic complexity, resulting in faster, more accurate, and cost-effective models. (2024-04-04, shares: 35) · https://www.ml-quant.com/papers/arxiv/2404.03617/
- __[Wasserstein Gradient Boosting for Regression](https://arxiv.org/abs/2405.09536)__: Wasserstein gradient boosting, a new type of gradient boosting, improves probabilistic prediction by approximating the output-distribution parameter's posterior distribution. (2024-05-15, shares: 35) · https://www.ml-quant.com/papers/arxiv/2405.09536/
- __[DREAM: Multi-Robot Navigation](https://arxiv.org/abs/2307.15887)__: Multi-Robot Navigation: A proposed decentralized multi-robot trajectory planning algorithm improves success rates and efficiency in both single and multi-robot scenarios by avoiding collisions with static and dynamic obstacles. (2023-07-29, shares: 27) · https://www.ml-quant.com/papers/arxiv/2307.15887/

## Papers with code

### Trending

- __[NaiboWang EasySpider](https://github.com/NaiboWang/EasySpider)__: Webcrawling is an essential research instrument for scientists in both computational and non-computational fields. (2024-05-22, shares: 25232)
- __[googleresearch GIVT](https://github.com/google-research/big_vision)__: The article introduces Generative Infinite-Vocabulary Transformers (GIVT), which produce sequences of vectors with real values rather than discrete tokens. (2024-05-19, shares: 1725)
- __[sbailab LightAutoML](https://github.com/sb-ai-lab/lightautoml)__: The article presents LightAutoML, an AutoML system designed specifically to cater to the unique needs of a large European financial services company. (2024-05-22, shares: 945)
- __[MS MARCO Web Search Dataset](https://github.com/microsoft/ms-marco-web-search)__: The article emphasizes the significance of data scale labels and modals in large models, showcasing recent developments. (2024-05-16, shares: 227)
- __[KolmogorovArnold Networks](https://github.com/ZiyaoLi/fast-kan)__: The paper demonstrates that Gaussian radial basis functions can effectively approximate 3-order B-splines in KolmogorovArnold Networks. (2024-05-19, shares: 168)
- __[Platonic Representation Hypothesis](https://github.com/minyoungg/platonic-rep)__: The article suggests that AI models, particularly deep networks, are developing increasingly similar representations. (2024-05-19, shares: 144)
- __[Sora World Simulator](https://github.com/gigaai-research/general-world-models-survey)__: The article highlights the crucial role of general world models in progressing towards Artificial General Intelligence, useful in virtual environments and decision-making systems. (2024-05-16, shares: 131)

### Rising

- __[Cartoon Research with Sakuga42M Dataset](https://github.com/zhenglinpan/SakugaDataset)__: The article explores the use of scaling paradigm to improve cartoon research. (2024-05-16, shares: 106)
- __[UserFriendly News Scraper Fundus](https://github.com/flairnlp/fundus)__: The article presents Fundus, a tool designed for efficiently scraping large amounts of news articles. (2024-05-19, shares: 95)
- __[Detecting Undertrained Tokens](https://github.com/cohere-ai/magikarp)__: The article discusses the problem of misalignment between tokenizer creation and model training in language models. (2024-05-16, shares: 86)
- __[Efficient Inference with KV Cache](https://github.com/whyNLP/LCKV)__: The article suggests a new method to reduce memory usage and increase inference throughput by computing and caching only a few layers. (2024-05-22, shares: 68)
- __[MoRA Update](https://github.com/kongds/mora)__: Lowrank adaptation is a popular technique for efficiently fine-tuning large language models. (2024-05-22, shares: 67)
- __[RLHF Workflow](https://github.com/rlhflow/online-rlhf)__: The report discusses the superior performance of Online Iterative Reinforcement Learning from Human Feedback in large language models compared to offline learning. (2024-05-16, shares: 66)
- __[MarkLLM Toolkit](https://github.com/thu-bpm/markllm)__: The intricate and numerous watermarking algorithms for large language models pose comprehension and evaluation difficulties for researchers. (2024-05-19, shares: 33)
- __[Linearizing LLM](https://github.com/tri-ml/linear_open_lm)__: Linear transformers, an alternative to softmax attention, are gaining attention due to their fixed-size recurrent state that lowers inference cost. (2024-05-16, shares: 32)

## GitHub

### Finance

- __[Bisheng: LLM DevOps Platform](https://github.com/dataelement/bisheng)__: LLM DevOps Platform: Bisheng is a platform designed for the development of AI applications. (2023-08-28, shares: 6806)
- __[QuantEssential: Grad Internships](https://github.com/QuantEssential-io/New-Grad-Internships)__: Grad Internships: A job compilation is available for new graduates and interns in software engineering, quantitative analysis, and data science. (2024-04-21, shares: 85)
- __[Fortitudo.tech: CVaR Portfolio Optimization](https://github.com/fortitudo-tech/fortitudo.tech)__: CVaR Portfolio Optimization: Python is utilized for portfolio optimization and stress-testing through Conditional Value-at-Risk and Entropy Pooling views. (2021-10-14, shares: 152)
- __[DataDreamer: Synthetic Data Generation](https://github.com/datadreamer-dev/DataDreamer)__: Synthetic Data Generation: DataDreamer Prompt is a tool designed to generate synthetic data and train alignment models. (2023-06-02, shares: 680)
- __[Binancegridtrader: Grid Strategy Bot Trading](https://github.com/51bitquant/binance_grid_trader)__: Grid Strategy Bot Trading: Binancegridtrader is a trading bot for grid strategy on Binance Spot and Binance Futures Exchange. (2020-06-27, shares: 726)

### Trending

- __[Financial Time Series](https://github.com/tr8dr/tseries-patterns)__: The article analyzes patterns and momentum trends in financial timeseries data. (2020-07-11, shares: 204)
- __[Pure Python Web Apps](https://github.com/reflex-dev/reflex)__: The piece details the process of building web applications solely with Python. (2022-10-25, shares: 17078)
- __[Fast Terminal File Manager](https://github.com/sxyazi/yazi)__: The article presents a fast terminal file manager created in Rust, using async IO. (2023-07-08, shares: 8932)
- __[Python Frame Info](https://github.com/alexmojaki/executing)__: The article offers guidance on extracting information about the current operations of a Python frame, focusing on the executing AST node. (2019-05-25, shares: 309)
- __[Llama3](https://github.com/naklecha/llama3-from-scratch)__: The article explains the process of implementing llama3 via matrix multiplication. (2024-05-19, shares: 5772)

## News

### Quantitative

- __[Tide Capital investment from Wealthink AIInnovation](https://www.hedgeweek.com/tide-capital-hedge-fund-secures-investment-from-wealthink-ai-innovation-capital/)__: Hong Kong's Wealthink AI Innovation Capital has invested in a bitcoin-focused hedge fund managed by Tide Capital. (2024-05-16, shares: 8)
- __[Jain Global commodities push](https://www.hedgeweek.com/jain-global-to-make-commodities-push/)__: Ex-Millennium Management CIO Bobby Jain's new hedge fund, Jain Global, plans to heavily invest in both derivatives and physical commodities. (2024-05-21, shares: 7)
- __[ExJPMorgan exec joins Deutsche Bank](https://www.efinancialcareers.com/news/ex-jp-morgan-and-barclays-tech-executive-joins-deutsche-bank-in-london)__: Deutsche Bank has hired a seasoned professional in algorithmic trading technology. (2024-05-22, shares: 6)
- __[Ovata Capital adds four PMs](https://www.hedgeweek.com/ovata-capital-adds-four-pms-as-assets-top-1-1bn/)__: Ovata Capital Management has expanded its team with four new Portfolio Managers after its assets surpassed $1.1bn. (2024-05-21, shares: 6)
- __[CME bitcoin trading for hedge funds](https://www.hedgeweek.com/cme-to-launch-bitcoin-trading-for-hedge-funds-and-institutions/)__: CME Group plans to introduce bitcoin spot trading to cater to the increasing demand for cryptocurrency among money managers. (2024-05-16, shares: 4)
- __[New York lawmakers target investors](https://www.hedgeweek.com/new-york-lawmakers-target-predatory-investors-in-champerty-doctrine/)__: New York legislators are contemplating a revision to a law that sets a 9% interest rate on defaulted sovereign emerging-market bonds, potentially avoiding conflicts like the one between Elliott Investment Management and Argentina. (2024-05-22, shares: 3)
- __[Hedge funds boost Chinese holdings](https://www.hedgeweek.com/global-hedge-funds-increase-chinese-equity-holdings-amid-market-rebound/)__: According to Goldman Sachs, global hedge funds have increased their Chinese equities holdings for the fourth consecutive week, expecting a market recovery. (2024-05-22, shares: 3)
- __[BCA Research names China Strategist](https://www.hedgeweek.com/bca-research-appoints-china-strategist/)__: Jing Sima has been named China Strategist at BCA Research, where she will work closely with the firm's Chief EMChina Strategist, Arthur Budaghyan. (2024-05-16, shares: 3)
- __[Eisler Capital replaces ex-Goldman Sachs MD](https://www.efinancialcareers.com/news/eisler-capital-hedge-fund-infrastructure-hiring)__: Eisler Capital has named a new head of infrastructure. (2024-05-21, shares: 3)
- __[Kind new hedge fund hires ex-Citadel founder](https://www.efinancialcareers.com/news/the-extremely-kind-new-hedge-fund-with-an-ex-citadel-founder-has-been-hiring)__: Aquatic Capital Management operates differently from typical hedge funds. (2024-05-16, shares: 3)

### Miscellaneous

- __[Shah Capital ends Novavx campaign](https://www.hedgeweek.com/shah-capital-ends-novavx-proxy-campaign-following-sanofi-deal/)__: Shah Capital ended its campaign against Novavax's board directors after Novavax signed a licensing deal with Sanofi. (2024-05-21, shares: 3)
- __[Hedge funds struggle in April](https://www.hedgeweek.com/hedge-funds-have-first-negative-month-of-2024-in-april/)__: Despite a negative performance in April 2024, hedge funds still hold a positive year-to-date return of 6.5%. (2024-05-20, shares: 3)
- __[Blackwells' Ashford Trust campaign fails](https://www.hedgeweek.com/blackwells-ashford-hospitality-trust-campaign-stutters/)__: The CEO and a director of Ashford Hospitality Trust resigned following a campaign by shareholder Blackwells Capital. (2024-05-17, shares: 2)
- __[Wall Street quant doubts A.I.](https://news.google.com/rss/articles/CBMiSWh0dHBzOi8vbnoubmV3cy55YWhvby5jb20vbmV3cy90b3Atd2FsbC1zdHJlZXQtcXVhbnQtY2xpZmYtMTcyNzQwODczLmh0bWzSAQA?oc=5)__: Wall Street quant Cliff Asness has shown doubt about the effectiveness of Artificial Intelligence. (2024-05-18, shares: 2)
- __[Qube grows assets to 20bn](https://www.hedgeweek.com/early-year-gains-help-qube-boost-assets-to-20bn/)__: Qube Research & Technologies experienced a 22% increase in 2024, raising the company's assets from $16bn to $20bn. (2024-05-20, shares: 2)
- __[Tang rules out Fed rate cuts](https://www.hedgeweek.com/rokos-exec-tang-rules-out-fed-rate-cuts-in-2024/)__: Richard Tang of Rokos Capital Management believes the US Federal Reserve is unlikely to reduce interest rates this year. (2024-05-20, shares: 2)
- __[Digital assets funds inflows](https://www.hedgeweek.com/digital-assets-funds-see-second-consecutive-week-of-inflows/)__: CoinShares' weekly report shows digital asset investment products received inflows of $932m in a second week of positive flows. (2024-05-21, shares: 2)
- __[Quants CDOs blending](https://news.google.com/rss/articles/CBMibGh0dHBzOi8vd3d3LndhdGVyc3RlY2hub2xvZ3kuY29tL3RyYWRpbmctdGVjaC83OTUxODI0L3dhdGVycy13cmFwLXF1YW50cy1jZG9zLWFuZC10aGUtYmxlbmRpbmctb2Ytam9iLXRpdGxlc9IBAA?oc=5)__: The Waters Wrap article explores the merging of job titles in quantitative analysis and collateralized debt obligations. (2024-05-21, shares: 2)
- __[Former Odey AM top performers](https://www.hedgeweek.com/former-odey-am-funds-rank-among-top-10-performers-for-april/)__: Two funds formerly managed by Odey Asset Management were among the top 10 best performing funds globally in April, according to Société Générale data. (2024-05-22, shares: 2)
- __[Private credit trends tech](https://www.hedgeweek.com/private-credit-trends-tech-and-future-directory/)__: A Hedgeweek report discusses the growth and future prospects of the $1.6tn private credit sector on Wall Street since the pandemic. (2024-05-16, shares: 2)

## Podcasts

### Quantitative

- __[US Treasury Futures Roll](https://atanyrate.podbean.com/e/us-rates-the-treasury-futures-roll-is-coming/)__: In a podcast, Srini Ramaswamy and Ipek Ozil discuss the upcoming Treasury futures roll cycle and its dynamics. (2024-05-16, shares: 10)
- __[Commodities and Gold](https://audioboom.com/posts/8506024)__: Elisa Piscopiello and Francisco Blanch explore the intersection of geopolitics, commodities, and the transition to clean power in a podcast. (2024-05-16, shares: 9)
- __[Equity Strategy](https://omny.fm/shows/masters-in-business/savita-subramanian-on-equity-and-quantitative-stra)__: Savita Subramanian talks about her role as the head of US equity and quantitative strategy at Bank of America Corp in a Bloomberg Radio interview. (2024-05-16, shares: 7)
- __[Value Investing](https://resolve-gestalt-university.captivate.fm/episode/value-investing-is-back-with-tobias-carlisle)__: Tobias Carlisle shares his journey from being a lawyer to a value funds manager and his unique value investing approach in a podcast. (2024-05-17, shares: 6)
- __[Real Estate Strategies](https://centerforinvestmentexcellence.podbean.com/e/the-role-of-public-and-private-strategies-in-real-estate/)__: The Strategic Investment Advisory Group discusses the long-term growth potential of real estate as an investment asset class in a CenterForInvestmentExcellence special edition. (2024-05-16, shares: 6)

### Related

- __[Yen Weakness](https://atanyrate.podbean.com/e/global-fx-and-economics-significant-yen-weakness-from-domestic-policy-trade-offs-is-a-future-risk/)__: In a podcast, Arindam Sandilya, Ayako Fujita, and Junya Tanase discuss the future of Japan's macroeconomic policy and the Yen. (2024-05-17, shares: 5)
- __[HMMs in Ecology](https://dataskeptic.com/blog/episodes/2024/hmm-for-behavior)__: Théo Michelot's research uses Hidden Markov Models to transform GPS location data into useful information for ecological studies. (2024-05-20, shares: 5)
- __[Darren Voges](https://shows.acast.com/the-alternative-data-podcast/episodes/the-darren-voges-episode)__: Darren Voges discusses the influential Yodlee credit card dataset and its market impact in a podcast interview. (2024-05-19, shares: 5)
- __[Tony McManus Interview](https://soundcloud.com/waterstechnology/episode-284-bloombergs-tony-mcmanus)__: Tony McManus talks about Bloomberg's approach to AI and GenAI, and the skills needed for graduates to join Bloomberg. (2024-05-16, shares: 3)
- __[Leonid Mironov on China](https://markethuddle.com/podcast/bull-in-a-china-shop-guest-leonid-mironov/)__: Leonid Mironov shares his views on China's successes, failures, and his predictions for the future of the commodities market. (2024-05-18, shares: 3)

## Blogs

### Quantitative

- __[REI Rules](https://www.quantifiedstrategies.com/range-expansion-index/)__: Financial market traders are always looking for new indicators to improve their technical analysis and trading performance. (2024-05-21, shares: 5)
- __[RVI Returns](https://www.quantifiedstrategies.com/relative-volatility-index/)__: Traders in the financial sector are constantly seeking out new tools such as the ... to improve their analysis of market trends. (2024-05-16, shares: 5)

### Related

- __[AUDNZD Strategy Guide](https://www.quantifiedstrategies.com/audnzd-forex-strategy/)__: The article offers a detailed guide on how to effectively trade AUDNZD using strategies designed for its specific volatility and correlation. (2024-05-17, shares: 4)
- __[Cliffs Perspectives](https://www.aqr.com/Insights/Perspectives)__: The article compiles various opinion pieces discussing a wide range of topics from quantitative finance to baseball statistics. (2024-05-20, shares: 3)
- __[RVI Strategy Guide](https://www.quantifiedstrategies.com/relative-vigor-index/)__: The article emphasizes the significance of technical indicators in financial markets, particularly the Relative Strength Index. (2024-05-20, shares: 2)

## Videos

### Quantitative

- __[Resume Tips for Quant Finance Jobs](https://www.youtube.com/watch?v=A_4H07umXcc)__: The quantitative finance job market is tough, with subpar resumes hindering applicants' success rates. (2024-05-19, shares: 49)
- __[Costs of Starting a Hedge Fund](https://www.youtube.com/watch?v=AI3UKLLU9a8)__: Establishing a hedge fund and recruiting employees entails substantial expenses. (2024-05-17, shares: 0)
- __[Project Astra AI Demo](https://www.youtube.com/watch?v=VYsK-_NksEY)__: Project Astra, an AI assistant prototype, can instantly solve mathematical problems and rectify graphs. (2024-05-21, shares: 996)
- __[Market Participants vs Government Regulations](https://www.youtube.com/watch?v=IEr31FBJXmc)__: Government interference can potentially cause more damage than free market players due to its authority. (2024-05-21, shares: 0)
- __[Reliability of Program Rankings](https://www.youtube.com/watch?v=3YKtbDy_pRI)__: A significant number of students are dissatisfied with the existing ranking system for educational courses. (2024-05-17, shares: 1)

## X / Twitter

### Quantitative

- __[Liquid Factor Models](https://twitter.com/carlcarrie/status/1790882619401404699)__: The article explores the application of Liquid Factor Models for generating Alpha Model. (2024-05-16, shares: 3)
- __[Kolmogorov-Arnold Networks](https://twitter.com/carlcarrie/status/1791640297287368836)__: The article proposes the use of KolmogorovArnold Networks (KANs) as a better option than MLPs for analyzing time series data. (2024-05-18, shares: 2)

### Miscellaneous

- __[Trendfollowing strategies beat equities](https://twitter.com/quantseeker/status/1793226244793704614)__: Trendfollowing strategies offer comparable long-term returns to equities, performing particularly well when equities do not, without any correlation to them. (2024-05-22, shares: 0)
- __[Interview with Clifford Asness](https://twitter.com/quantseeker/status/1793186398628982836)__: A comprehensive interview was carried out with financial expert, Clifford Asness. (2024-05-22, shares: 0)