---
title: Quant Letter No. 56: July 2024, Week 2
url: https://www.ml-quant.com/issues/2024-07-10/
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: 2024-07-10
---


# Quant Letter No. 56: July 2024, Week 2

Sent 2024-07-10. 156 items.

## arXiv

### Finance

- __[Subleading Correction for Asian Options](http://dx.doi.org/10.1142/s021902492350005x)__: The study improves the pricing accuracy of Asian options by deriving the subleading correction to the implied volatility in the Black-Scholes model, which is determined by the large deviations property for the time-average of the geometric Brownian motion. (2024-07-06, shares: 6) · https://www.ml-quant.com/papers/doi/10-1142-s021902492350005x/
- __[Unwinding Toxic Flow](https://arxiv.org/abs/2407.04510)__: A model is proposed that maximizes daily trading profit and minimizes end-of-day inventory penalization, using a partially observable stochastic control problem to manage unobserved toxicity in client orders. (2024-07-05, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.04510/
- __[Volatility Modeling in Markovian Environment](https://arxiv.org/abs/2407.05866)__: The COGARCH and Barndorff-Nielsen and Shephard models are adapted to a Markov-switching environment, allowing for sudden volatility jumps at regime switch times and capturing key characteristics of financial time-series. (2024-07-08, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.05866/
- __[Second-Order Esscher Martingale Densities](https://arxiv.org/abs/2407.03960)__: The second-order Esscher pricing concept is introduced for continuous-time models, characterizing the second-order Esscher densities using pointwise equations and relating them to the Delbaen-Haenzendonck's risk-neutral measure. (2024-07-04, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.03960/
- __[CAESar: Conditional Autoregressive Expected Shortfall](https://arxiv.org/abs/2407.06619)__: Conditional Autoregressive Expected Shortfall: The Conditional Autoregressive Expected Shortfall (CAESar) methodology is introduced for estimating Value at Risk (VaR) and Expected Shortfall (ES), providing a more comprehensive measure of tail risk and outperforming existing regression methods in forecasting performance. (2024-07-09, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.06619/
- __[Barycentre Model for Stochastic Processes](https://arxiv.org/abs/2407.04860)__: The article presents a method that merges expert models using diffusion processes and deep learning, specifically for combining implied volatility smiles models from various datasets. (2024-07-05, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.04860/
- __[Quantum Volatility Approach](https://arxiv.org/abs/2407.04520)__: The paper investigates a quantum method for tracking the progression of traded market prices with uncertain volatility, utilizing projective measurements and Monte-Carlo simulations. (2024-07-05, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.04520/
- __[Modularity-Spectral Algorithm for Market Detection](https://arxiv.org/abs/2407.04500)__: The study presents the Dynamic Modularity-Spectral Algorithm (DynMSA) for identifying stock clusters, uncovering hidden market structures and enhancing portfolio allocation, specifically applied to the S&P 500 constituents. (2024-07-05, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.04500/
- __[Idiosyncratic Covariance Estimation](http://dx.doi.org/10.1016/j.jocs.2024.102348)__: The research proposes a method for estimating high-dimensional covariance matrices in latent factor models by clustering residual series, focusing on the idiosyncratic component. (2024-07-04, shares: 3) · https://www.ml-quant.com/papers/doi/10-1016-j-jocs-2024-102348/
- __[GraphCNNpred: Stock Prediction](https://arxiv.org/abs/2407.03760)__: Stock Prediction: The paper introduces a graph neural network-based convolutional neural network model for predicting stock market prices, using custom feature engineering on diverse data sources. (2024-07-04, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.03760/

### Economics

- __[AI Price Collusion](https://arxiv.org/abs/2407.04088)__: AI algorithms using Q-learning can encourage silent collusion in two-sided markets, increasing profits; a penalty term in the algorithm could reduce this. (2024-07-04, shares: 7) · https://www.ml-quant.com/papers/arxiv/2407.04088/
- __[Chinese GDP Forecasting with ML](https://arxiv.org/abs/2407.03595)__: Machine learning models are more accurate than traditional methods or expert forecasts in predicting China's quarterly GDP growth, especially during stable economic periods. (2024-07-04, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.03595/
- __[Efficient Dynamic Model Solving](https://arxiv.org/abs/2407.04227)__: The VF-PGI-Spectral algorithm effectively solves continuous action, infinite-horizon dynamic models in both single and multi-agent games. (2024-07-05, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.04227/
- __[Gentrification Impact on Mobility](https://arxiv.org/abs/2407.06695)__: Local increases in housing prices impact renters' mobility and spending differently; those who move tend to increase consumption and buy homes and cars, while those who stay are largely unaffected. (2024-07-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.06695/

### Miscellaneous

- __[Inferencing Weak Factors](https://arxiv.org/abs/2407.03616)__: The article introduces a new theory for principal component analysis (PCA) under the weak factor model. This theory accounts for cross-sectional dependent components and provides finite-sample characterizations for estimation error and statistical inference uncertainty level, improving upon previous research. (2024-07-04, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.03616/

### Crypto & Blockchain

- __[Hedging Impermanent Loss](https://arxiv.org/abs/2407.05146)__: The article discusses strategies for managing the risk of impermanent loss in Decentralised Exchanges. It introduces a concept called IL protection claim and provides methods for valuing and managing this claim using arbitrage-based techniques and valuation formulas. (2024-07-06, shares: 7) · https://www.ml-quant.com/papers/arxiv/2407.05146/

### Historical Trending

- __[Optimal Hedging Preferences](https://arxiv.org/abs/2407.03431)__: The article explores the optimization of hedging with variational preferences under convex risk measures, discussing dual representation, optimality, and indifference pricing conditions. (2024-07-03, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.03431/
- __[Geographic Bank Funding Flow](https://arxiv.org/abs/2407.03517)__: The study examines the geographic imbalance of deposits and loans, proposing a method to evaluate the impact of branch networks, market power, and scope economies on this imbalance. (2024-07-03, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.03517/
- __[Algorithmic Collusion in Auctions](https://arxiv.org/abs/2407.03521)__: The paper presents the Minimum Price Markov Game as a model for studying market fairness and regulation in public auctions, emphasizing the challenge of achieving algorithmic tacity coordination. (2024-07-03, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.03521/
- __[Risks of 'Hidden-to-Maturity' Assets](https://arxiv.org/abs/2407.03285)__: The article uses a balance sheet-based model to analyze run risk in banking systems, using the Silicon Valley Bank meltdown as a case study to show how changes in funding and asset composition can increase vulnerability. (2024-07-03, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.03285/
- __[Basket Options Calibration](https://arxiv.org/abs/2407.02901)__: The study suggests an efficient method for pricing derivatives tied to asset baskets, using a copula model to capture the dependency structure among assets and a local volatility model for pricing. (2024-07-03, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.02901/

## SSRN

### Quantitative

- __[Equity Investment Strategy with AI](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886903)__: The study introduces an equity investment strategy that uses artificial intelligence, multi-factor models, and financial indicators to predict returns and mitigate risks. (2024-07-04, shares: 4) · https://www.ml-quant.com/papers/ssrn/4886903/
- __[Deep Learning for Delta Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886055)__: The paper presents a deep delta hedging framework for options, using neural networks to improve hedging performance by learning the residuals between the hedging function and the implied Black-Scholes delta. (2024-07-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/4886055/
- __[Adaptive PET Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4890471)__: The research suggests an adaptive hybrid model using automatic machine learning for short-term PET prediction, showing that the effectiveness of neural networks varies depending on the data sources used. (2024-07-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/4890471/
- __[Multi-Objective Injection Molded Parts Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887380)__: The study applies a validated simulation of the plastic injection process and machine learning to estimate the necessary clamping force, optimizing key parameters and reducing defects and energy use in the pipes and fittings industry. (2024-07-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4887380/
- __[Graph-Based Frame Optimization Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4888783)__: The paper introduces a method for optimizing the topology of three-dimensional frames under static seismic loads using a hierarchical graph-based machine learning model, proving its effectiveness over traditional methods in optimizing large three-dimensional building frames. (2024-07-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4888783/
- __[Machine Learning Study on Zeolite Catalysts](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886111)__: The study uses both experimental and machine learning methods to examine how the structure of zeolites affects the isomerization of 1octene. (2024-07-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4886111/
- __[Alpha Plane Concept for Transformer Protection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887338)__: The paper suggests using the Alpha Plane concept and a new algorithm to improve transformer protection in electric power systems, with simulations conducted on MATLABSIMULINK. (2024-07-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4887338/
- __[Firm Default Risks and Exchange Rates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886183)__: The author integrates financial frictions from company default choices into an open-economy model to create realistic exchange rate patterns, solving the BackusSmith puzzle. (2024-07-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4886183/
- __[Topological Data Analysis for Target Recognition](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4885393)__: The research introduces a new artificial intelligence-machine learning pipeline for automated target recognition using topological data analysis from a sensing grid’s multimodal data. (2024-07-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/4885393/
- __[Incomplete Equilibrium Model for Bond Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887743)__: The paper presents a multiagent equilibrium model with discrete cash flow in an incomplete market, deriving the equilibrium interest rate and market price of risk for government bonds. (2024-07-07, shares: 3) · https://www.ml-quant.com/papers/ssrn/4887743/
- __[Hedging IL in LP](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887298)__: The article explores methods for hedging against the loss of liquidity in Decentralised Exchanges, using Uniswap V2 and V3 protocols, and proposes a new risk management claim. (2024-07-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4887298/
- __[Epistemic Adverbs in COL Spanish](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4883521)__: The study examines the use and acceptance of three epistemic adverbs in Colombian Spanish, finding that their acceptability varies based on the type of hedging and the adverb used. (2024-07-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/4883521/
- __[Dynamics of VLT](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4885174)__: The piece warns about the risks of variable leveraged tokens on Binance crypto exchanges, due to the lack of information on potential losses and the absence of margin calls. (2023-03-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4885174/
- __[Investment Horizons & Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4889137)__: The author presents an asset pricing model that shows long-term investors hedge against reinvestment risk, leading to significant positive returns for portfolios exposed to this risk. (2022-04-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4889137/
- __[ML for Power Outages Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886156)__: The article discusses the importance of accurate machine learning models for predicting weather-induced power outages, to help utility companies minimize damage to the power system. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4886156/
- __[Proxies for Risk-Free Assets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4884080)__: Research indicates that gold, treasury bills, and interbank rates can act as risk-free assets in various countries, but no such asset exists universally for the UK, US, China, Japan, and India. (2022-11-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4884080/
- __[Private Equity in Digital Transformation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4885664)__: Private equity investment boosts digital technology investments in portfolio firms, especially when investors are digitally savvy, narrowing the digital investment gap between public and private firms. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4885664/
- __[Policy Responses to External Shocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887978)__: In emerging economies with limited foreign exchange markets, a mix of monetary policy and foreign exchange intervention can stabilize the economy, as demonstrated in Korea. (2024-06-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4887978/
- __[HRMs Impact on Governance in Zamboanga City](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886866)__: Strategic HR practices like performance management and transparent recruitment significantly enhance good governance principles such as accountability, transparency, and efficiency in Zamboanga City, Philippines. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4886866/
- __[Corporate Financial Metrics and Growth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4883487)__: A study shows that return on equity greatly influences the Sustainable Growth Rate (SGR) and stock prices, suggesting that profitability and effective equity management are crucial for sustainable growth. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4883487/

### Financial

- __[Reddit Users and Meme Stocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886074)__: A study indicates that user behavior changes on the Reddit forum Wallstreetbets can predict market volatility, with less influential users having a greater impact. (2024-07-05, shares: 13) · https://www.ml-quant.com/papers/ssrn/4886074/
- __[Firms' Capital Perception](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4888476)__: Research indicates that companies with a higher perceived cost of capital earn more returns and invest less, leading to a misallocation of capital that reduces productivity. (2024-07-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/4888476/
- __[Optimal Portfolio Uncertainty](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4886000)__: A study recommends removing assets before calculating portfolio weights to best mitigate estimation risk in portfolio selection, outperforming other sparse methods. (2024-07-05, shares: 5) · https://www.ml-quant.com/papers/ssrn/4886000/
- __[Offshore Funds Alpha Generation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4889900)__: Offshore-domiciled European mutual funds in Ireland or Luxembourg outperform onshore ones due to more active management and a more sophisticated investor base. (2024-07-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4889900/
- __[Impact of Benchmarking on Firm Behavior](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4884602)__: The study shows that when fund managers are compared more frequently to industry standards, it leads to an increase in a stock's risk level (CAPM β). This causes companies to decrease investment, hold more cash, and give more payouts to shareholders. These effects last for at least seven years. (2024-07-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4884602/

## RePEc

### Finance

- __[Forecasting Accuracy in Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7072%2F12%2F3%2F59%2Fpdf%3Bh%3Drepec%3Agam%3Ajijfss%3Av%3A12%3Ay%3A2024%3Ai%3A3%3Ap%3A59-%3Ad%3A1422975)__: The research examines the fluctuation in commodity returns and financial market index, suggesting that different models work best for different assets, improving risk management strategies. (2024-07-10, shares: 31) · https://www.ml-quant.com/papers/repec/gam-jijfss-v-12-y-2024-i-3-p-59-d-1422975/
- __[Cryptocurrency Volatility vs. Asset Classes](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-024-00646-y%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-024-00646-y)__: The article investigates the cryptocurrency market, revealing that high-frequency positive returns increase price volatility, unlike traditional assets like stocks. (2024-07-10, shares: 25) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-024-00646-y/
- __[Asian Stock Exchange Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJCEFTS-01-2024-0009%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajcefts%3Ajcefts-01-2024-0009)__: The study explores the volatility of the Asian stock market in relation to Bitcoin and global crude oil prices, showing volatility clustering and varying spillover effects. (2024-07-10, shares: 24) · https://www.ml-quant.com/papers/repec/eme-jcefts-jcefts-01-2024-0009/
- __[Market Conditions and Arbitrage Opportunities](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fijfe.2818%3Bh%3Drepec%3Awly%3Aijfiec%3Av%3A29%3Ay%3A2024%3Ai%3A3%3Ap%3A3007-3022)__: The study looks at the impact of market conditions, volatility, and liquidity shocks on arbitrage profits during pre-COVID and COVID periods, indicating that high volatility and low liquidity make arbitrage unfeasible. (2024-07-10, shares: 23) · https://www.ml-quant.com/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/
- __[Optimal Consumption-Investment with Alternative Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs00780-024-00535-3%3Bh%3Drepec%3Aspr%3Afinsto%3Av%3A28%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s00780-024-00535-3)__: The research proposes a theory for investors to use alternative data such as social media and pandemic information to predict stock trends and guide investment decisions. (2024-07-10, shares: 22) · https://www.ml-quant.com/papers/repec/spr-finsto-v-28-y-2024-i-3-d-10-1007-s00780-024-00535-3/
- __[Asset Pricing Factors in Relative Valuation](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0275531924001594%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A70%3Ay%3A2024%3Ai%3Apb%3As0275531924001594)__: The study recommends using an eight-factor model in corporate valuation to reduce estimation errors and increase precision over traditional methods. (2024-07-10, shares: 21) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-70-y-2024-i-pb-s0275531924001594/
- __[Beating Targets in Strategic Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-023-00601-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-023-00601-3)__: The article presents a method to calculate the likelihood of reaching a specific profitability goal with strategic portfolios requiring regular rebalancing, based on data from 2004 to 2021. (2024-07-10, shares: 16) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00601-3/
- __[Cryptocurrency Volatility on Islamic Equity Market](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fa-e-l.scholasticahq.com%2Fapi%2Fv1%2Farticles%2F70285-the-impact-of-cryptocurrency-volatility-dynamics-on-the-islamic-equity-market-the-case-of-emerging-asia.pdf%3Bh%3Drepec%3Aayb%3Ajrnael%3A95)__: The research reveals that Bitcoin return volatility negatively affects the returns of Shariah-compliant stocks, suggesting implications for diversification strategies of investors. (2024-07-10, shares: 12) · https://www.ml-quant.com/papers/repec/ayb-jrnael-95/

### Statistical

- __[XGBoost for LGD Estimation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F4362%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2024-12)__: The study uses machine learning to improve the estimation of Loss Given Default (LGD) in situations with limited cash-flow data, using a European mortgage portfolio. (2024-07-10, shares: 25) · https://www.ml-quant.com/papers/repec/war-wpaper-2024-12/
- __[Machine Learning for Stock Selection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0275531924001296%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A70%3Ay%3A2024%3Ai%3Apa%3As0275531924001296)__: The research finds that using machine learning to select a subset of stocks can yield higher profits than the S&P 500, despite increased risk. (2024-07-10, shares: 24) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-70-y-2024-i-pa-s0275531924001296/
- __[Markov-Switching Trees](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00501-6%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00501-6)__: The study suggests a method combining decision trees and time series modeling to predict play calls in the National Football League based on various factors. (2024-07-10, shares: 23) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00501-6/
- __[Multi-Level Optimisation for Loan Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139165%3Bh%3Drepec%3Aids%3Aijicbm%3Av%3A32%3Ay%3A2024%3Ai%3A2%3Ap%3A164-186)__: The paper introduces a model for optimizing loans across four retail asset classes, considering regulatory and capital constraints, and compares the optimized portfolio to the original for potential benefits. (2024-07-10, shares: 20) · https://www.ml-quant.com/papers/repec/ids-ijicbm-v-32-y-2024-i-2-p-164-186/
- __[Feature Importance for Mixed Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-023-00477-9%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-023-00477-9)__: The article proposes a new method in machine learning that combines the conditional predictive impact framework with sequential knockoff sampling to better distinguish between marginal and conditional measures in feature importance. (2024-07-10, shares: 15) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-023-00477-9/
- __[ML Due Diligence for NPLs Profit](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11846-023-00635-y%3Bh%3Drepec%3Aspr%3Arvmgts%3Av%3A18%3Ay%3A2024%3Ai%3A7%3Ad%3A10.1007_s11846-023-00635-y)__: The paper introduces a machine learning approach to predict the recovery rate of non-performing loans, aiming to minimize the lemon discount by accurately pricing the risk component of information asymmetry between banks and investors. (2024-07-10, shares: 14) · https://www.ml-quant.com/papers/repec/spr-rvmgts-v-18-y-2024-i-7-d-10-1007-s11846-023-00635-y/
- __[ML in Long-Term Mortality Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41288-024-00320-5%3Bh%3Drepec%3Apal%3Agpprii%3Av%3A49%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1057_s41288-024-00320-5)__: The article presents a novel machine learning framework for long-term mortality forecasting, improving prediction accuracy and addressing the issue of diminishing patterns in long-term predictions. (2024-07-10, shares: 14) · https://www.ml-quant.com/papers/repec/pal-gpprii-v-49-y-2024-i-2-d-10-1057-s41288-024-00320-5/
- __[AI Readiness Enablers in Economies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002786%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002786)__: The study uses machine learning to identify factors affecting AI readiness in businesses across 40 nations, finding that AI readiness is more predictable in developing countries, with scientific research output, internet infrastructure, and public consumption expense as key factors. (2024-07-10, shares: 13) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002786/

### Machine Learning

- __[Stock Index Prediction with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F16081625.2023.2215234%3Bh%3Drepec%3Ataf%3Araaexx%3Av%3A31%3Ay%3A2024%3Ai%3A4%3Ap%3A618-637)__: The research uses sentiment analysis and machine learning to predict stock indexes, highlighting the impact of investor sentiment and exchange rates on the Shanghai Composite Index. (2024-07-10, shares: 14) · https://www.ml-quant.com/papers/repec/taf-raaexx-v-31-y-2024-i-4-p-618-637/
- __[Macroeconomic Time Series Unit Roots](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10397-0%3Bh%3Drepec%3Akap%3Acompec%3Av%3A63%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10614-023-10397-0)__: Machine Learning methods are more effective than Classical Bayesian methods in predicting unit root in univariate time-series models, particularly when there is class imbalance. (2024-07-10, shares: 14) · https://www.ml-quant.com/papers/repec/kap-compec-v-63-y-2024-i-6-d-10-1007-s10614-023-10397-0/
- __[Hyperparameter Tuning Efficiency](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00495-1%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00495-1)__: The study presents the sequential random search (SQRS) for hyperparameter tuning in machine learning, which reduces computational effort by discarding inferior parameter configurations early. (2024-07-10, shares: 13) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00495-1/
- __[ML Forecasting for Standard Dominance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002956%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002956)__: The study uses machine learning to predict the results of standard battles in the Chinese solid-state lighting industry, indicating that strong alliances, patent application experience, and marketization level increase a firm's chances of winning. (2024-07-10, shares: 12) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002956/

### Historical Trending

- __[Machine Learning for Real-World Issues](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournal-data.ir%2Findex.php%2FJDA%2Farticle%2Fview%2F13%2F9%3Bh%3Drepec%3Abao%3Ajdaisn%3Av%3A2%3Ay%3A2023%3Ai%3A1%3Ap%3A9-16%3Aid%3A13)__: Machine learning can forecast business trends using big data, but its integration necessitates major system changes, including data collection and workflow architecture. (2023-08-02, shares: 52) · https://www.ml-quant.com/papers/repec/bao-jdaisn-v-2-y-2023-i-1-p-9-16-id-13/
- __[Investor Attention and Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-02-2021-0289%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-02-2021-0289)__: The study reveals that individual investor attention can solve the volatility puzzle in China's stock market, and securities analysts can lessen market information asymmetry. (2022-05-18, shares: 16) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-02-2021-0289/
- __[Predicting Earnings Changes](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2F1475-679X.12429%3Bh%3Drepec%3Abla%3Ajoares%3Av%3A60%3Ay%3A2022%3Ai%3A2%3Ap%3A467-515)__: Machine learning models using extensive financial data can predict future earnings changes more accurately than traditional models and professional analysts. (2022-11-10, shares: 93) · https://www.ml-quant.com/papers/repec/bla-joares-v-60-y-2022-i-2-p-467-515/
- __[Financial Disinformation Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fpoms.13743%3Bh%3Drepec%3Abla%3Apopmgt%3Av%3A31%3Ay%3A2022%3Ai%3A8%3Ap%3A3160-3179)__: A machine learning system can identify financial misinformation on social media based on the truth-default theory, impacting both theory and practice. (2022-11-27, shares: 32) · https://www.ml-quant.com/papers/repec/bla-popmgt-v-31-y-2022-i-8-p-3160-3179/
- __[Transnational Bid-Rigging Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12811%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A3%3Ap%3A1074-1114)__: Bid-rigging cartels can be identified using statistical screening methods and machine learning, but their effectiveness varies across countries due to institutional differences. (2022-07-21, shares: 24) · https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-3-p-1074-1114/
- __[Anomalies Link](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13099%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A77%3Ay%3A2022%3Ai%3A1%3Ap%3A639-681)__: The research shows that the returns of portfolios based on long-short anomalies can predict overall market returns, due to the persistence of overpricing correction and asymmetric limits of arbitrage. (2022-07-05, shares: 116) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/
- __[Factor Timing China](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Facfi.13033%3Bh%3Drepec%3Abla%3Aacctfi%3Av%3A63%3Ay%3A2023%3Ai%3A1%3Ap%3A485-505)__: The paper proposes a factor timing strategy using deep learning and 146 characteristic-based factors, which performs better than other portfolios, especially in the Chinese stock market. (2023-05-20, shares: 52) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-485-505/
- __[Forecasting Chinese Economy](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Facfi.13003%3Bh%3Drepec%3Abla%3Aacctfi%3Av%3A63%3Ay%3A2023%3Ai%3A1%3Ap%3A719-767)__: The research indicates that mixed-frequency factor models provide better forecasts of the Chinese economy, although they were not significantly superior during the Global Financial Crisis. (2023-02-22, shares: 10) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-719-767/
- __[Uncertainty Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13226%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A3%3Ap%3A1593-1646)__: The paper introduces a framework for handling uncertainty in factor models, demonstrating that integrated models perform well out-of-sample and that model uncertainty increases perceived risk in stocks. (2023-06-01, shares: 13) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-3-p-1593-1646/
- __[Currency Risk Pricing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13190%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A2%3Ap%3A693-730)__: The study uses various signals to build an efficient currency portfolio, finding that a majority of risk in these assets does not impact their risk premiums. (2023-11-22, shares: 21) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-2-p-693-730/

## Machine learning

### Recently Published

- __[Online Learning for Medical Data](https://arxiv.org/abs/2407.04687)__: A new online learning method for AI training on large medical data sets has been proposed, improving efficiency and reducing data loss, with a 15% improvement in multi-organ and tumor segmentation. (2024-07-05, shares: 14) · https://www.ml-quant.com/papers/arxiv/2407.04687/
- __[Efficient Materials Informatics for Rockets](https://arxiv.org/abs/2407.04648)__: An AI-guided infrastructure is being developed to better understand and apply materials informatics, with potential applications in designing materials for gas turbines, jet engines, and hypersonic vehicles. (2024-07-05, shares: 11) · https://www.ml-quant.com/papers/arxiv/2407.04648/
- __[Cultural Considerations in Vision-Language Models](https://arxiv.org/pdf/2407.06177)__: A new benchmark has been proposed to evaluate the reliability of large vision-language models as visual aids for visually impaired individuals in diverse cultural settings. (2024-07-08, shares: 9) · https://www.ml-quant.com/papers/arxiv/2407.06177/
- __[Resilient Training of MoE Models](https://arxiv.org/abs/2407.04656)__: Lazarus, a system for training Sparsely-activated Mixture-of-Experts models, has been introduced, which improves workload balance and recovery probability, outperforming existing systems in frequent node failures and real spot instance trace. (2024-07-05, shares: 7) · https://www.ml-quant.com/papers/arxiv/2407.04656/
- __[JeDi Personalized Text-to-Image Generation](https://arxiv.org/abs/2407.06187)__: A new model, Joint-Image Diffusion, has been proposed for personalized text-to-image generation, which learns the joint distribution of multiple related text-image pairs, outperforming previous personalization models. (2024-07-08, shares: 7) · https://www.ml-quant.com/papers/arxiv/2407.06187/
- __[Efficient Betti Matching](https://arxiv.org/abs/2407.04683)__: The article introduces a new efficient algorithm for Betti matching calculation, which enhances the training of topology aware segmentation networks and speeds up the process. (2024-07-05, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.04683/
- __[PanDORA: HDR Radiance Acquisition](https://arxiv.org/abs/2407.06150)__: HDR Radiance Acquisition: The paper discusses PanDORA, a system using two 360-degree cameras to capture indoor scenes in high dynamic range, improving HDR radiance reconstruction without compromising visual quality. (2024-07-08, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.06150/
- __[UniELF: Representation Learning for Electrolyte Design](https://arxiv.org/abs/2407.06152)__: Representation Learning for Electrolyte Design: The authors present Uni-ELF, a representation learning framework for electrolyte design, which surpasses existing methods in predicting molecular and formulation properties and can be incorporated into an automatic experimental design process. (2024-07-08, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.06152/
- __[Curvature Aware Learning](https://arxiv.org/abs/2407.06183v1)__: The paper explores the link between learning rate tuning and curvature in machine learning, presenting a new method, Curvature Dynamics Aware Tuning (CDAT), which focuses on long-term curvature stabilization. (2024-07-08, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.06183/
- __[XQSV Variable Network for Xiangqi Play](https://arxiv.org/abs/2407.04678)__: The article introduces Xiangqi Structurally Variable (XQSV), a deep learning architecture that mimics human behavior in Chinese Chess, achieving around 40% predictive accuracy and passing a three-terminal Turing Test. (2024-07-05, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.04678/

### Historical Trending

- __[SimPO: Simple Preference Optimization](https://arxiv.org/abs/2405.14734)__: Simple Preference Optimization: SimPO improves reinforcement learning from human feedback by using the average log probability of a sequence as the implicit reward, enhancing training stability and computational efficiency. (2024-05-23, shares: 728) · https://www.ml-quant.com/papers/arxiv/2405.14734/
- __[Improving Alignment with Circuit Breakers](https://arxiv.org/abs/2406.04313)__: A new circuit breaker approach can interrupt harmful AI outputs, providing a significant advancement in protection against harmful behavior and adversarial attacks. (2024-06-06, shares: 497) · https://www.ml-quant.com/papers/arxiv/2406.04313/
- __[InternLM-XComposer-2.5: A Versatile Large Vision Language Model](https://arxiv.org/abs/2407.03320)__: A Versatile Large Vision Language Model: InternLM-XComposer-2.5, a large-vision language model, excels in text-image comprehension and composition, outperforming existing models on 16 benchmarks. (2024-07-03, shares: 204) · https://www.ml-quant.com/papers/arxiv/2407.03320/
- __[Calibrating Positional Attention Bias](https://arxiv.org/abs/2406.16008)__: The found-in-the-middle calibration mechanism addresses the lost-in-the-middle problem in large language models, improving the model's ability to locate relevant information and enhancing performance. (2024-06-23, shares: 184) · https://www.ml-quant.com/papers/arxiv/2406.16008/
- __[DisCo-Diff: Enhancing Diffusion Models](https://arxiv.org/abs/2407.03300)__: Enhancing Diffusion Models: Discrete-Continuous Latent Variable Diffusion Models simplify encoding complex data into a Gaussian distribution, improving performance in image synthesis and molecular docking tasks. (2024-07-03, shares: 73) · https://www.ml-quant.com/papers/arxiv/2407.03300/
- __[EEG Music Reconstruction](https://arxiv.org/abs/2405.09062)__: The article explores how latent diffusion models can recreate complex music from brainwave (EEG) recordings, aiding in brain-computer interface research. (2024-05-15, shares: 38) · https://www.ml-quant.com/papers/arxiv/2405.09062/
- __[mPLMSim: Cross-Lingual Similarity](https://arxiv.org/abs/2305.13684v1)__: Cross-Lingual Similarity: The study introduces mPLMSim, a language similarity measure tool that enhances cross-lingual transfer performance by 1%-2% using multilingual pretrained language models. (2023-05-23, shares: 25) · https://www.ml-quant.com/papers/arxiv/2305.13684/
- __[Merlin: Foresight Minds](https://arxiv.org/pdf/2312.00589.pdf)__: Foresight Minds: The paper presents the integration of future modeling into Multimodal Large Language Models (MLLMs) to improve their predictive capabilities, resulting in a new MLLM called Merlin. (2023-11-30, shares: 16) · https://www.ml-quant.com/papers/arxiv/2312.00589/
- __[Incremental Novel Class Discovery](https://arxiv.org/abs/2303.15975v1)__: The research proposes a new learning paradigm for continuous and unsupervised class discovery in class-iNCD, using self-supervised pre-trained models. (2023-03-28, shares: 13) · https://www.ml-quant.com/papers/arxiv/2303.15975/
- __[Byzantine-Resilient Secure Aggregation](https://arxiv.org/abs/2405.08698)__: The article introduces ByITFL, a new Federated Learning scheme that protects against malicious users and ensures data privacy, marking the first Byzantine resilient scheme with full information-theoretic privacy. (2024-05-14, shares: 11) · https://www.ml-quant.com/papers/arxiv/2405.08698/

## Papers with code

### Trending

- __[InternLMXComposer](https://github.com/internlm/internlm-xcomposer)__: IXC2.5's longcontext feature allows it to excel in tasks that need large amounts of input and output contexts. (2024-07-06, shares: 2079)
- __[Mooncake: KVCachecentric](https://github.com/kvcache-ai/Mooncake)__: KVCachecentric: Mooncake surpasses the standard method by up to 525% in data processing speed in specific simulated situations, while still meeting service level objectives. (2024-07-06, shares: 773)
- __[LivePortrait: Animation](https://github.com/KwaiVGI/LivePortrait)__: Animation: The research investigates the implicit-keypoint-based framework's potential to efficiently manage computational resources and control, deviating from common diffusion-based methods. (2024-07-06, shares: 773)
- __[Learning LLMs](https://github.com/lm-sys/routellm)__: The article explores the trade-off between performance and cost in the selection of large language models. (2024-07-06, shares: 642)
- __[Faster BM25S](https://github.com/xhluca/bm25s)__: The article presents BM25S, a Python version of BM25 that exclusively uses Numpy and Scipy. (2024-07-10, shares: 601)
- __[Scaling Data Creation](https://github.com/tencent-ailab/persona-hub)__: The article suggests a novel data synthesis approach using various perspectives in a large language model to create diverse synthetic data. (2024-07-06, shares: 338)

### Rising

- __[OpenAutoCoder Software Engineering](https://github.com/OpenAutoCoder/Agentless)__: The article explores the intricacies and constraints of existing agent-based methods in software development. (2024-07-06, shares: 287)
- __[buoyancy99 Nexttoken Prediction](https://github.com/buoyancy99/diffusion-forcing)__: The paper presents Diffusion Forcing, a novel training method for improving the clarity of tokens in a diffusion model. (2024-07-10, shares: 258)
- __[testtimetraining Test Time RNNs](https://github.com/test-time-training/ttt-lm-jax)__: The article assesses the efficiency of instantiations ranging from 125M to 1.3B parameters, and compares it with a Transformer and Mamba, a contemporary RNN. (2024-07-10, shares: 149)
- __[Predictive Path Integral Control](https://github.com/iit-dlslab/quadruped-pympc)__: The article provides a comprehensive derivation of model predictive path integral control (MPPI) for a unified control sequence distribution. (2024-07-10, shares: 132)
- __[Sparse Attention Calculations](https://github.com/microsoft/MInference)__: The article explores the use of pattern and sparse indices to enhance the efficiency and reduce latency in long-context language model's prefilling stage. (2024-07-06, shares: 113)
- __[Flow Matching with Multisegment Training](https://github.com/yangling0818/consistency_flow_matching)__: The article suggests a multisegment training method for ConsistencyFM to strike a balance between the quality of sampling and speed. (2024-07-06, shares: 64)
- __[Occupancy Representation](https://github.com/hustvl/osp)__: The article emphasizes the superior performance and flexibility of the point-based representation OSP in comparison to other existing methods. (2024-07-10, shares: 27)

## GitHub

### Finance

- __[Algorithmic Trading Platform for Interactive Brokers](https://github.com/9600dev/mmr)__: The article talks about a Python-based trading platform for Interactive Brokers. (2021-08-30, shares: 60)
- __[Crypto Algorithmic Trading Framework](https://github.com/gbeced/basana)__: The piece examines a Python framework for algorithmic trading in the cryptocurrency market. (2023-03-04, shares: 462)
- __[Reinforcement Learning Implementation](https://github.com/ShangtongZhang/reinforcement-learning-an-introduction)__: The article explains a Python version of the introduction to reinforcement learning. (2016-09-13, shares: 13332)
- __[Options Trading Strategies](https://github.com/PyPatel/Options-Trading-Strategies-in-Python)__: The piece discusses the creation of options trading strategies using technical and quantitative methods. (2017-08-30, shares: 730)
- __[High Frequency Trading Model](https://github.com/jamesmawm/High-Frequency-Trading-Model-with-IB)__: The article introduces a high-frequency trading model using the Interactive Brokers API, implemented in Python. (2014-05-18, shares: 2443)

### Trending

- __[ML App Dev Guide](https://github.com/GokuMohandas/Made-With-ML)__: The article offers a tutorial on developing, executing, and enhancing machine learning applications for production. (2018-11-05, shares: 36579)
- __[Unofficial Python Client for Uniswap](https://github.com/uniswap-python/uniswap-python)__: The article explores an unofficial Python client for the Uniswap cryptocurrency exchange. (2018-12-29, shares: 906)
- __[SQLite Vector Search Extension](https://github.com/asg017/sqlite-vec)__: The article details the development of a universal vector search SQLite extension. (2024-04-20, shares: 973)
- __[AIBased Python Scraper](https://github.com/ScrapeGraphAI/Scrapegraph-ai)__: The article presents a Python-powered web scraper that uses artificial intelligence. (2024-01-27, shares: 12904)
- __[Open Source Code Gen Suite](https://github.com/OpenCodeInterpreter/OpenCodeInterpreter)__: The article introduces OpenCodeInterpreter, an open-source system aimed at improving code generation through execution and iterative refinement. (2024-02-19, shares: 1492)

## News

### Quantitative

- __[Alternative Data for Economic Forecasting](https://news.google.com/rss/articles/CBMimAFodHRwczovL3d3dy5tYWNyb2JvbmQuY29tL2luc2lnaHRzL2Jsb2dzL2hhcm5lc3NpbmctYWx0ZXJuYXRpdmUtZGF0YS1hbmQtbWFjaGluZS1sZWFybmluZy1mb3ItZW5oYW5jZWQtZWNvbm9taWMtZm9yZWNhc3RpbmctYW5kLXF1YW50LXRyYWRpbmctc3RyYXRlZ2llc9IBAA?oc=5)__: Macrobond is using alternative data and machine learning to enhance economic forecasting and quantitative trading strategies. (2024-07-04, shares: 16)
- __[Machine Learning vs Economics in Trading](https://www.efinancialcareers.com/news/trading-jobs-in-finance-should-you-study-machine-learning-or-economics)__: The article discusses the debate between using traditional methods or AI for decision making. (2024-07-09, shares: 6)
- __[Digital Assets Investing Risk Management](https://www.hedgeweek.com/putting-risk-management-at-the-core-of-digital-assets-investing/)__: Alphabeth, a hedge fund focused on digital assets, has won several awards at the Hedgeweek Global Digital Assets Awards 2024 for its unique investment models. (2024-07-09, shares: 5)
- __[BitMEX's MEMEMEXTUSDT Swap Contract](https://www.hedgeweek.com/bitmex-unveils-new-basket-index-with-mememextusdt-perpetual-swap-contract/)__: BitMEX has launched the MEMEMEXTUSDT Basket Index Perpetual Swap Contract, enabling traders to invest in the top 10 meme coins via a single contract. (2024-07-04, shares: 4)
- __[Hong Kong Hedge Fund Manager Disgorgement Order](https://www.hedgeweek.com/hong-kong-hedge-fund-manager-ordered-to-disgorge-5-6m-illicit-profit/)__: The Market Misconduct Tribunal in Hong Kong has ordered Jonathan Dominic Iu Wai Ching to return over 5.6m from illegal profits made from false trading at Tarascon Capital Management. (2024-07-05, shares: 4)
- __[Highspeed Traders in Asia](https://www.hedgeweek.com/high-speed-traders-short-sellers-facing-increased-scrutiny-in-asia/)__: Increased regulation of hedge fund strategies by Asian authorities may reduce trading activity and affect market liquidity. (2024-07-04, shares: 3)
- __[Shiprock Capital Senior Analyst](https://www.hedgeweek.com/shiprock-capital-adds-senior-analyst/)__: Yacine Bourezak has been appointed as Senior Analyst at London-based investment firm, Shiprock Capital Management. (2024-07-04, shares: 3)
- __[Jain Global Squarepoint PM](https://www.hedgeweek.com/jain-global-taps-squarepoint-pm/)__: Jain Global, a new hedge fund firm, has recruited Ali Rauf from Squarepoint Capital to be a portfolio manager. (2024-07-05, shares: 3)
- __[Australian Pension Funds Avoid Hedge Funds](https://www.hedgeweek.com/australian-pension-funds-losing-hedge-fund-appetite/)__: Australia's $2.6tn pension market is cutting back on hedge fund investments due to increased regulatory scrutiny on fees and performance. (2024-07-08, shares: 3)
- __[EEX Power Markets Rising](https://www.hedgeweek.com/eex-global-power-markets-continue-upwards-trend/)__: EEX Group's global power markets experienced a significant rise in monthly volume growth in June, especially in Belgian and CSEE power futures. (2024-07-05, shares: 2)

### Miscellaneous

- __[Top Hedge Funds Performance](https://www.hedgeweek.com/point72-citadel-and-millennium-lead-h1-hedge-fund-performance/)__: Major hedge funds like Point72, Citadel, and Millennium Management have bounced back strongly in the first half of 2024 after a poor performance in 2023. (2024-07-04, shares: 2)
- __[Hedge Fund Bets on Sterling](https://www.hedgeweek.com/hedge-fund-bets-on-stronger-sterling-hit-six-year-high-ahead-of-uk-election/)__: Hedge funds have placed high bets on the pound strengthening, a six-year record, due to confidence in a Labour win in the upcoming UK election. (2024-07-10, shares: 2)
- __[Cardano and XRP Coins](https://www.hedgeweek.com/cardano-and-xrp-are-cult-meme-coins-says-former-hedge-fund-boss/)__: Ex-Goldman Sachs analyst, Murad Mahmudov, has criticized Ripple's XRP and Cardano's ADA, labeling them as cult meme coins. (2024-07-08, shares: 2)
- __[Elliott Criticizes Southwest](https://www.hedgeweek.com/hedge-fund-performance-mixed-in-june-says-hfr/)__: Elliott Investment Management has intensified its campaign against Southwest Airlines, criticizing the board for implementing a poison pill strategy and appointing a new director. (2024-07-09, shares: 2)
- __[Digital Funds Inflows](https://www.hedgeweek.com/southwests-board-is-profoundly-out-of-touch-says-activist-elliott/)__: CoinShares reports that digital asset funds saw a $441m inflow last week, likely due to buying opportunities following price drops from Mt Gox and the German Government's selling pressure. (2024-07-09, shares: 2)
- __[Avelacom Latency Access](https://www.hedgeweek.com/digital-assets-funds-see-441m-of-inflows/)__: Avelacom has joined the RCB Rede de Comunicação B3 B3 Communications Network, enhancing its low latency solution offerings for the Brazil Stock Exchange. (2024-07-09, shares: 1)
- __[IPC Network Connections](https://www.hedgeweek.com/avelacom-provides-low-latency-access-to-brazil-stock-exchange/)__: Financial markets communication provider IPC has been certified as a Google Cloud Interconnect Partner, expanding its global Supported Services. (2024-07-05, shares: 1)
- __[GAM CoHeadCoCIO](https://www.hedgeweek.com/ipc-now-supports-hybrid-network-connections-to-google-cloud/)__: Zurich-based asset management group GAM has appointed Randel Freeman as Co-Head/Co-CIO of its new unit, GAM Alternatives. (2024-07-09, shares: 1)
- __[AWS Tech Head Joins Bank](https://www.hedgeweek.com/gam-appoints-co-head-co-cio-of-alternatives-unit/)__: Westpac's new international technology head is returning from a stint at a major tech company. (2024-07-08, shares: 1)

## Podcasts

### Quantitative

- __[Dark Data Matters](https://traffic.megaphone.fm/NBNK5247843773.mp3?updated=1720378831)__: David Hand's book Dark Data: Why What You Don't Know Matters emphasizes the significance of uncollected or unanalyzed data in data analysis. (2024-07-08, shares: 12)
- __[Cambria Chesapeake ETF](https://traffic.megaphone.fm/TIFM3003704039.mp3?updated=1720025734)__: Jerry Parker, CEO of Chesapeake Holding Company, announces the launch of a new ETF, the Cambria Chesapeake Pure Trend ETF, that follows a systematic trend across various assets. (2024-07-05, shares: 9)
- __[China's Commodity Imports](https://atanyrate.podbean.com/e/global-commodities-supply-insecure%e2%80%94china-s-imports-of-commodities-at-all-time-highs-and-likely-to-stay-that-way/)__: Despite slowing macroeconomic growth, China's commodity imports are at a record high, with the country implementing a three-pronged strategy for long-term security of strategic commodities. (2024-07-05, shares: 8)
- __[US Rates 2024 Outlook](https://atanyrate.podbean.com/e/us-rates-us-rates-markets-2024-mid-year-outlook/)__: JPMorgan strategists share their predictions on the Treasury Inflation, Short Term, and Derivatives markets for the rest of the year. (2024-07-08, shares: 6)

### Related

- __[Oil Market Trends with Goldman Sachs](https://interactive-brokers-podcast.podbean.com/e/mid-year-technical-analysis-check-in-with-cmt-s-tyler-wood/)__: Tyler Wood examines the technical health of US equity markets, suggesting potential growth in cruise liners, biotech healthcare, and news media sectors. (2024-07-08, shares: 3)
- __[UK Election Implications for Investors](https://audioboom.com/posts/8535113)__: A podcast with Sonja Laud, James Carrick, and Chris Jeffery discusses how geopolitics, immigration, deglobalisation, and fiscal versus monetary policy affect investors, stressing the need for a diverse asset portfolio. (2024-07-05, shares: 3)
- __[Adapting to the New Era in Oil Markets](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD5949034548.mp3?updated=1720208239)__: Daan Struyven and Nikhil Bhandari from Goldman Sachs Research discuss the slowed transition from oil due to increased incomes and lower electric vehicle sales, and its implications for investors and consumers. (2024-07-09, shares: 0)
- __[Insights on European Politics with Shahin Vallée](https://macrohive.libsyn.com/ep-223-shahin-valle-on-french-election-fallout-second-round-scenarios-and-germanys-debt-brake)__: Henry Occelston's podcast features Shahin Vallée discussing the potential outcomes of Macron's snap election in France, including the possibility of a far-right majority. (2024-07-05, shares: 0)

## Blogs

### Quantitative

- __[RSI Guide by Larry Connors](https://www.quantifiedstrategies.com/cumulative-rsi-indicator/)__: The Relative Strength Index (RSI) is a technical analysis tool used to measure price momentum and change. (2024-07-05, shares: 3)
- __[STARC Strategy by Quantified Strategies](https://www.quantifiedstrategies.com/stoller-average-range-channels/)__: The Stoller analysis tool is frequently used by traders to predict market movements due to its simplicity. (2024-07-09, shares: 0)

### Related

- __[British Teenage Years](https://rajivsethi.substack.com/p/echoes-of-1983)__: The author reminisces about their influential years in Britain, highlighting its impact on their personality and concern for the country's future. (2024-07-07, shares: 0)
- __[Publishing Losses](https://stockviz.substack.com/p/publishing-negative-returns)__: The second article explores the process and consequences of arriving at a negative decision or conclusion. (2024-07-06, shares: 0)

## X / Twitter

### Quantitative

- __[Global Currency Volatility Predicts Returns](https://twitter.com/quantseeker/status/1772927282899714081)__: The study reveals that global currency volatility and variance metrics can predict currency returns for 3 to 12 months. (2024-07-07, shares: 3)
- __[New Option Measure for Asset Allocation](https://twitter.com/quantseeker/status/1809177143382839513)__: Dotsis' research introduces a novel option measure that detects anomalies in risk-neutral distribution, greatly impacting the SP 500 asset allocation strategy. (2024-07-05, shares: 2)
- __[Generative AI and ChatGPT in Financial Forecasting](https://twitter.com/alejandroll10/status/1810777101190189056)__: A new book discussing the application of Generative AI and ChatGPT in financial forecasting has been released. (2024-07-09, shares: 1)

### Miscellaneous

- __[Understanding Low-Risk Anomaly](https://twitter.com/quantseeker/status/1808825682538938594)__: The article provides an in-depth analysis of the low-risk anomaly across various asset classes and explores possible reasons for its existence. (2024-07-04, shares: 1)
- __[New Multi-Asset Carry Strategies](https://twitter.com/choffstein/status/1810740583436275808)__: The publication delves into multiasset carry strategies, discussing its history, theory, benchmarks, related literature, and its application in stacking. (2024-07-09, shares: 0)
- __[Depicting Mind Mapping](https://twitter.com/carlcarrie/status/1810029723289850244)__: The piece investigates the idea of mental mapping and representation, using the sound of a duck's quack as a metaphor. (2024-07-07, shares: 0)