---
title: Quant Letter No. 61: August 2024, Week 3
url: https://www.ml-quant.com/issues/2024-08-15/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2024-08-15
---


# Quant Letter No. 61: August 2024, Week 3

Sent 2024-08-15. 160 items.

## arXiv

### Finance

- __[GCNLSTM Forecasting](https://arxiv.org/abs/2408.05659)__: A new predictive model using a multi-channel Graph Convolutional Network and Long Short-Term Memory network is proposed for forecasting E-mini S&P 500 and CBOE Volatility Index futures. (2024-08-11, shares: 7) · https://www.ml-quant.com/papers/arxiv/2408.05659/
- __[Reinsurance Optimization](https://arxiv.org/abs/2408.06168)__: An insurance company uses neural networks to find the best reinsurance strategy to manage its financial risk and control its terminal wealth and ruin probability. (2024-08-12, shares: 5) · https://www.ml-quant.com/papers/arxiv/2408.06168/
- __[Efficient Tail Hypothesis](https://arxiv.org/abs/2408.06661)__: The Efficient Tail Hypothesis (ETH), a theory about the extreme behavior of the market, is rejected in a study of China's futures market, revealing potential profitable investment opportunities. (2024-08-13, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.06661/
- __[Stochastic Calculus for Options](https://arxiv.org/abs/2408.05672)__: The thesis explores the use of Stochastic Calculus in financial models, using techniques like Monte-Carlo Simulation and machine learning, and suggests future research directions. (2024-08-11, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.05672/
- __[Strong Denoising of Financial Data](https://arxiv.org/abs/2408.05690)__: The paper introduces a method to enhance the signal to noise ratio in financial data using auto-encoders, offering a new way to discover regularities in financial time-series. (2024-08-11, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.05690/
- __[Group Structures in Attributions](https://arxiv.org/abs/2408.05701)__: The study highlights the need to consider group structures in financial datasets when using explainable machine learning methods, advocating for group versions of the Shapley value for consistent explanations. (2024-08-11, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.05701/
- __[Adaptive Multilevel Stochastic Approximation](https://arxiv.org/abs/2408.06531)__: The paper introduces a multilevel stochastic approximation algorithm that adaptively selects the number of inner samples to compute the value-at-risk of a financial loss, improving the previous scheme's complexity. (2024-08-13, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.06531/

### Economics

- __[Recession Indicator Dev.](https://arxiv.org/abs/2408.05856)__: A new recession indicator using job vacancy and unemployment data suggests a 40% chance the US is currently in a recession, improving on the existing Sahm rule. (2024-08-11, shares: 16) · https://www.ml-quant.com/papers/arxiv/2408.05856/
- __[Utilitarian SWR Char.](https://arxiv.org/abs/2408.05851)__: A new proposal characterizes a utilitarian social welfare relation on lotteries over welfare distributions for infinite populations, meeting several key axioms. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05851/
- __[Chinese Inshore Fishing Cap.](https://arxiv.org/abs/2408.05653)__: The DEA method suggests that a tax system could control fishing capacity and boost efficiency in Chinese inshore fleets, provided the tax rate isn't too low. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05653/
- __[Evaluation of Chinese Marine Econ.](https://arxiv.org/abs/2408.05652)__: The environmental performance of China's marine economy in coastal provinces was assessed using data envelopment analysis, offering insights for a healthier local economy. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05652/
- __[Coastal Performance Evaluation](https://arxiv.org/abs/2408.05648)__: The article presents a method for monitoring coastal environmental health, combining static and dynamic methods with DEA and efficiency theory, to balance marine pollution control and coastal economic growth. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05648/
- __[Decision Biases in Decision Making](https://arxiv.org/abs/2408.06048)__: The research disputes prior claims that decision sequences are influenced by scheduling, using data from randomly timed law school oral exams, and advises caution in applying previous studies to policy-making. (2024-08-12, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.06048/
- __[Economic Analysis of Water Trading Systems](https://arxiv.org/abs/2408.05194)__: The study uses a mathematical model to compare two water trading systems, demonstrating that the 'common pool' system is significantly more efficient than the improved pair-wise trading system. (2024-08-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05194/
- __[Democratic Favor Impact on Economic Growth](https://arxiv.org/abs/2408.05059)__: The article questions the belief that democracy automatically results in positive outcomes, suggesting that any perceived benefits may be due to preferential treatment of democracies by powerful democratic countries and international bodies. (2024-08-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05059/

### Miscellaneous

- __[HybridRAG: Q&A Systems for Financial Data](https://arxiv.org/abs/2408.04948)__: Q&A Systems for Financial Data: HybridRAG, a new method combining Knowledge Graphs and VectorRAG techniques, improves question-answer systems for extracting information from financial documents, offering better accuracy and answer generation. (2024-08-09, shares: 150) · https://www.ml-quant.com/papers/arxiv/2408.04948/
- __[Forward Differential Deep Learning for BSDEs](https://arxiv.org/abs/2408.05620)__: A new forward differential deep learning-based algorithm has been created to solve complex nonlinear backward stochastic differential equations, proving more efficient in accuracy and computation time. (2024-08-10, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.05620/
- __[Casebased Explainability for Random Forest](https://arxiv.org/abs/2408.06679)__: The study explores Explainable Case-Based Reasoning methods to clarify the results of black-box machine learning algorithms, using a technique to extract the learned distance metric from Random Forests, and assesses their explanatory power. (2024-08-13, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.06679/
- __[Text to Insight: LLMs for Organizational Evaluations](https://arxiv.org/abs/2408.05328)__: LLMs for Organizational Evaluations: Large Language Models, particularly GPT-4, are a dependable substitute for human raters in assessing knowledge-based performance, showing higher consistency and reliability, but are susceptible to contextual biases like the halo effect. (2024-08-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.05328/

### Crypto & Blockchain

- __[Concentration Risk Indicator](https://arxiv.org/abs/2408.07271)__: The Concentration Risk Indicator (CRI) is a new tool designed to assess risks associated with concentrated portfolios, useful in areas such as insurance risk and product portfolio mixes, especially where wealth is concentrated in few tokens. (2024-08-14, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.07271/
- __[Portfolio Optimization with Reinforcement Learning](https://arxiv.org/abs/2408.05382)__: A new portfolio management model based on Reinforcement Learning has been created for high-risk environments, combining a new environmental formulation with a Profit and Loss-based reward function, proving effective in managing risk and maintaining profitability in volatile markets like cryptocurrency. (2024-08-10, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.05382/

## SSRN

### Quantitative

- __[Predicting Asset Prices with Inflation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925404)__: The research develops a model using inflation and central bank interest rates to predict US consumption growth and explain stock and bond market characteristics. (2024-08-14, shares: 10) · https://www.ml-quant.com/papers/ssrn/4925404/
- __[Sentiment Analysis for Tesla Stock](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924701)__: The project uses sentiment analysis of Tesla-related tweets and an optimized Long Short-Term Memory network to accurately predict Tesla's stock closing price. (2024-08-11, shares: 4) · https://www.ml-quant.com/papers/ssrn/4924701/
- __[Finfluencers' Impact on Retail Investment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922031)__: The study finds that financial influencers significantly impact their followers' investment decisions in four Nordic countries, especially under certain conditions. (2024-08-10, shares: 5) · https://www.ml-quant.com/papers/ssrn/4922031/
- __[DataDriven SOC Estimation for Li-Ion](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925598)__: The paper explores the use of TinyML for estimating battery State of Charge on low-powered devices, emphasizing the need to understand dataset features and data stationarity. (2024-08-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925598/
- __[Capital Market Reforms for Economic Stability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925670)__: The article underscores the role of capital market reforms in fostering economic stability, enhancing investor confidence, and mitigating systemic risks. (2024-08-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4925670/
- __[Corporate Financial Asset Allocation Audit Fee Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925896)__: The research shows that audit fees increase when corporate financial asset allocation reaches a certain level due to the crowding-out effect. (2024-08-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925896/
- __[Short Term Rental Investments Risk Factors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924893)__: The study indicates that risk factors, particularly regulatory governance risk, significantly influence pricing in short-term rental markets. (2024-08-13, shares: 6) · https://www.ml-quant.com/papers/ssrn/4924893/
- __[Postgraduate EFL Academic Writing Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924657)__: The research finds that Vietnamese postgraduate students frequently use modal verbs as a way to hedge in academic writing. (2024-08-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4924657/
- __[Bitcoin and Ethereum GARCH Volatility Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4921210)__: The study demonstrates that Bitcoin and Ethereum returns have similar statistical characteristics to other financial returns, with the two-component GJR model being the most accurate for predicting future volatility. (2024-08-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4921210/
- __[Financial Markets Analysis with Deep Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4921331)__: The article proposes a comparative analysis of deep learning techniques for financial market analysis, emphasizing the need for more detailed research in this field. (2024-08-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4921331/
- __[Target Volatility Strategy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922608)__: A novel investment strategy that adapts to interest rate fluctuations could enhance the sustainability of retirement funds, ensuring more dependable post-retirement support. (2023-05-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/4922608/
- __[Machine Learning Exploration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925203)__: Machine learning is revolutionizing smart search and data discovery, with uses in voice search, predictive analytics, etc., but issues persist in data training, domain expertise, and ethical aspects. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925203/
- __[Generative AI Advancements](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922568)__: Machine learning and deep learning are propelling the progress of generative AI models, enhancing human-machine interaction and language understanding. (2024-08-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4922568/
- __[Private Equity Life Insurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922345)__: Private equity firms are increasingly buying life insurance companies and investing in riskier assets, sparking worries about potential failures akin to previous incidents. (2023-12-19, shares: 2) · https://www.ml-quant.com/papers/ssrn/4922345/
- __[Value and Momentum Bonds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924945)__: Implementing smart beta strategies to corporate bonds can boost returns and diversify portfolios, with value and momentum strategies demonstrating significant alpha in U.S. investment-grade and high-yield bonds. (2024-08-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4924945/
- __[Identifying Stock Option Mispricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924736)__: The study presents a method for identifying mispricing in implied volatility, which is a strong predictor for option returns and is unaffected by changes in liquidity and transaction costs. (2023-06-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4924736/
- __[Sentiment Analysis in Business](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926226)__: The article highlights the growing role of Sentiment Analysis in business, enabling companies to leverage customer feedback for expansion and improvement. (2024-08-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926226/
- __[Optimization Algorithms in Deep Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925169)__: The paper assesses various optimization algorithms for machine learning models, showing that Adam and RMSprop optimizers are effective for practical deep learning issues. (2024-02-24, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925169/
- __[Central Bank Communications on Financial Stability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924953)__: The research investigates how central bank communications impact volatility in different markets, offering valuable information for investors and policy makers about the potential and limitations of monetary policy communications. (2024-08-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4924953/
- __[Momentum and Mean Reversion in Asset Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922716)__: The note introduces a straightforward measure of momentum and mean reversion effects in asset class returns, indicating that fixed income assets exhibit momentum effects while equities display short term momentum and long term mean reversion. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4922716/

### Financial

- __[Predicting High-Alpha Fund Holdings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924423)__: Machine learning can predict the stocks held by successful mutual fund managers more accurately than other methods, with past ownership, market cap, and volume being key factors. (2024-08-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4924423/
- __[Inflation's Impact on Fund Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922867)__: Inflation impacts the liquidity of closed-end funds differently in the short and long term, with a confirmed rate showing a reverse relationship between the prime rate and liquidity, and between liquidity and CEFs discounts. (2024-08-12, shares: 4) · https://www.ml-quant.com/papers/ssrn/4922867/
- __[Stock Return Prediction with Big Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925722)__: A two-stage quantile neural network and spline interpolation method can accurately predict stock returns based on 194 stock characteristics and market variables, performing better than other models. (2024-08-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4925722/
- __[Boosting Corporate Bond Earnings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925181)__: Insurers are increasing corporate bond investments and reducing equity and cash holdings to enhance earnings, especially when parent companies barely meet or exceed quarterly earnings forecasts. (2024-08-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4925181/
- __[Liquidity Providers in Price Jumps](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926377)__: Institutions and individuals provide more liquidity during price surges on the Taiwan Stock Exchange, with institutions more likely to do so during high inventory risk periods. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926377/
- __[Bank Positions and Interest Parity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4920349)__: Banks' positions regarding covered-interest parity deviations are affected by foreign safe asset scarcity, market power and segmentation, and demand concentration, as per a study using confidential supervisory data. (2024-08-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4920349/
- __[Active Management Fees and Information Churn](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926279)__: A new metric, the Information Ratio Churn (IRC), indicates that a higher IRC leads to a lower realized Information Ratio, with 8% of assets under management invested in funds with an excessively high IRC. (2024-08-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926279/
- __[Variables and Traders in Kerala](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4922477)__: Research indicates that equity derivative traders in Kerala are significantly influenced by regret aversion, loss aversion, and mental accounting in their trading decisions, with variations seen among different age and education groups. (2024-03-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4922477/
- __[Bonds: Maturity and Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925932)__: Maturity and Liquidity: A study rejects standard corporate bond factor models in favor of a model featuring the global corporate bond market, a global maturity spread factor, and a global liquidity spread factor, although it doesn't price Japanese Yen bonds well. (2024-08-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925932/
- __[Search and Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925143)__: A new peer momentum strategy, based on firms co-searched by investors on the SEC EDGAR server, yields an annualized return alpha of 17, outperforming the shared-analyst peer momentum. (2024-01-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925143/

## RePEc

### Finance

- __[Fintech Impact on Small Business Credit Access](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1572308924000755%3Bh%3Drepec%3Aeee%3Afinsta%3Av%3A73%3Ay%3A2024%3Ai%3Ac%3As1572308924000755)__: Fintech lenders are using alternative data and complex models to provide more loans to areas with high unemployment and business bankruptcy rates, aiding small businesses that struggle to get credit from traditional lenders. (2024-08-15, shares: 22) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s1572308924000755/
- __[Carbon Risk Hedging with Beta Ratio](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500067%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A01%3An%3As0219024924500067)__: A new hedge strategy has been created to lessen carbon risk in diverse portfolios, enabling investors to decrease their carbon risk exposure without major losses in risk-adjusted returns, needing only an investment in one extra asset. (2024-08-15, shares: 21) · https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-01-n-s0219024924500067/
- __[Common Risk Factors in FX Options](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frof%2Frfae002%3Bh%3Drepec%3Aoup%3Arevfin%3Av%3A28%3Ay%3A2024%3Ai%3A3%3Ap%3A897-944.)__: Long-term straddle momentum, implied volatility, and illiquidity are identified as key predictors of cross-sectional FX options returns, making other characteristics insignificant after considering these three factors. (2024-08-15, shares: 19) · https://www.ml-quant.com/papers/repec/oup-revfin-v-28-y-2024-i-3-p-897-944/
- __[Yield Curve Forecasting Poland](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fbankikredyt.nbp.pl%2Fcontent%2F2024%2F04%2Fbik_04_2024_03.pdf%3Bh%3Drepec%3Anbp%3Anbpbik%3Av%3A56%3Ay%3A2024%3Ai%3A4%3Ap%3A459-478)__: The article discusses the use of PCA and LSTM machine learning methods for predicting Poland's yield curve, with LSTM providing the most accurate results. (2024-08-15, shares: 16) · https://www.ml-quant.com/papers/repec/nbp-nbpbik-v-56-y-2024-i-4-p-459-478/
- __[Bankruptcy Regulation Impact Vietnam](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F21582440241255676%3Bh%3Drepec%3Asae%3Asagope%3Av%3A14%3Ay%3A2024%3Ai%3A2%3Ap%3A21582440241255676)__: The study examines the effect of limit-to-arbitrage factors on the distress risk puzzle in Vietnam, revealing a negative correlation between distress risk and corporate profitability. (2024-08-15, shares: 15) · https://www.ml-quant.com/papers/repec/sae-sagope-v-14-y-2024-i-2-p-21582440241255676/
- __[Forecasting Covariance Matrices Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad013%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A3%3Ap%3A696-742.)__: The paper introduces a model for forecasting large realized covariance matrices of returns for the S&P 500 daily, improving forecasting precision and portfolio estimates. (2024-08-15, shares: 14) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-696-742/
- __[Optimal Bonds Portfolio P-world](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2356232%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A7%3Ap%3A875-888)__: The research establishes arbitrage-free conditions for a parametric yield curve in the P-world and presents a bonds-portfolio optimization as a stochastic control problem. (2024-08-15, shares: 14) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-7-p-875-888/

### Statistical

- __[Multicriteria Optimization for DL Algorithm Accuracy](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-022-04833-x%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A339%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10479-022-04833-x)__: The research introduces a machine learning model that uses multicriteria optimization to reduce bias and enhance stability in data analysis. (2024-08-15, shares: 25) · https://www.ml-quant.com/papers/repec/spr-annopr-v-339-y-2024-i-1-d-10-1007-s10479-022-04833-x/
- __[Predicting US Bank Failures with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F13504851.2023.2186353%3Bh%3Drepec%3Ataf%3Aapeclt%3Av%3A31%3Ay%3A2024%3Ai%3A15%3Ap%3A1353-1359)__: The research shows that simple machine learning methods like the KNN model, combined with PCA, can effectively predict bank failures. (2024-08-15, shares: 20) · https://www.ml-quant.com/papers/repec/taf-apeclt-v-31-y-2024-i-15-p-1353-1359/
- __[Impact of Personality Traits on Private Pension Participation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fcdn.istanbul.edu.tr%2Ffile%2FJTA6CLJ8T5%2FD71F279BFEE4480BBC46A21083195F7E%3Bh%3Drepec%3Aist%3Ajournl%3Av%3A73%3Ay%3A2024%3Ai%3A1%3Ap%3A281-314)__: The study uses machine learning to examine the influence of personality traits and financial literacy on Private Pension System participation, highlighting significant factors like gender, age, and financial literacy. (2024-08-15, shares: 15) · https://www.ml-quant.com/papers/repec/ist-journl-v-73-y-2024-i-1-p-281-314/
- __[Severity Prediction of Marine Accidents with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1366554524002382%3Bh%3Drepec%3Aeee%3Atranse%3Av%3A188%3Ay%3A2024%3Ai%3Ac%3As1366554524002382)__: The research suggests a new framework using machine learning to predict the severity of marine accidents, with the Light Gradient Boosting Machine model showing the best results. (2024-08-15, shares: 14) · https://www.ml-quant.com/papers/repec/eee-transe-v-188-y-2024-i-c-s1366554524002382/
- __[Google Search Volume Index and Investor Attention in Stock Market](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-023-00606-y%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-023-00606-y)__: The study reviews the use of Google Search Volume Index as an indicator for investor attention and stock market trends, finding a correlation between increased investor attention and market volatility and trading volume. (2024-08-15, shares: 12) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00606-y/

### Machine Learning

- __[Machine Learning in Credit Scoring](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS157230892400069X%3Bh%3Drepec%3Aeee%3Afinsta%3Av%3A73%3Ay%3A2024%3Ai%3Ac%3As157230892400069x)__: A study reveals that machine learning models using unconventional data are more efficient in predicting credit losses and defaults, particularly during economic downturns. (2024-08-15, shares: 30) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s157230892400069x/
- __[Cryptocurrency Diversification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01260-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11156-024-01260-w)__: A stock-bond portfolio can gain significant diversification benefits by incorporating size- and momentum-based cryptocurrency factors, and these benefits can be amplified using machine-learning asset allocation strategies. (2024-08-15, shares: 23) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-2-d-10-1007-s11156-024-01260-w/
- __[Improved Crayfish Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F15%2F2364%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A15%3Ap%3A2364-%3Ad%3A1445421)__: An enhanced binary crayfish optimization algorithm (IBCOA) has been developed to improve feature selection in data mining and machine learning, which reduces dimensionality and increases classification accuracy. (2024-08-15, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-15-p-2364-d-1445421/
- __[Greek Debt Crisis Narratives](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F300665%2F1%2F1897203675.pdf%3Bh%3Drepec%3Azbw%3Ampifgd%3A300665)__: During the 2009-2015 Greek debt crisis, negative future narratives identified through text mining of newspaper articles influenced the spread of Greek bonds, indicating that perceived futures can affect investor behavior and lead to financial crises. (2024-08-15, shares: 17) · https://www.ml-quant.com/papers/repec/zbw-mpifgd-300665/
- __[Machine Learning in Int'l Business](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41267-024-00687-6%3Bh%3Drepec%3Apal%3Ajintbs%3Av%3A55%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1057_s41267-024-00687-6)__: The article advocates for the use of machine learning in international business research to enhance predictive accuracy and manage complexity, thereby aiding theory development. (2024-08-15, shares: 16) · https://www.ml-quant.com/papers/repec/pal-jintbs-v-55-y-2024-i-6-d-10-1057-s41267-024-00687-6/
- __[Machine Learning for Price Indices in Real Estate](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11146-022-09893-1%3Bh%3Drepec%3Akap%3Ajrefec%3Av%3A68%3Ay%3A2024%3Ai%3A4%3Ad%3A10.1007_s11146-022-09893-1)__: The study introduces a new method for creating property price indices using machine learning, which offers better prediction accuracy than linear models, but may have stability and bias issues in smaller samples. (2024-08-15, shares: 15) · https://www.ml-quant.com/papers/repec/kap-jrefec-v-68-y-2024-i-4-d-10-1007-s11146-022-09893-1/
- __[Flexible Truck Appointment System with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139958%3Bh%3Drepec%3Aids%3Aijlsma%3Av%3A48%3Ay%3A2024%3Ai%3A2%3Ap%3A244-266)__: The paper suggests a model for flexible truck appointment systems at smart ports, using machine learning to process real-time data, predict disruptions, and manage port flows. (2024-08-15, shares: 14) · https://www.ml-quant.com/papers/repec/ids-ijlsma-v-48-y-2024-i-2-p-244-266/
- __[Identifying Predictor Variables with Random Forests](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.3102%2F10769986231193327%3Bh%3Drepec%3Asae%3Ajedbes%3Av%3A49%3Ay%3A2024%3Ai%3A4%3Ap%3A595-629)__: The study introduces variable selection with random forests, a machine learning method, compares it with traditional linear models, and provides practical advice for its application. (2024-08-15, shares: 14) · https://www.ml-quant.com/papers/repec/sae-jedbes-v-49-y-2024-i-4-p-595-629/

### Historical Trending

- __[Exploiting VIX Distortions](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2034468%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A2%3Ap%3A79-95)__: Long-term exposure to high market volatility can lead to underestimation of volatility, creating predictable stock returns; a strategy capitalizing on this can beat a standard index portfolio. (2022-11-23, shares: 13) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-2-p-79-95/
- __[CSGFM Equity Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2073782%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A3%3Ap%3A9-29)__: Equity premium predictions for long-term country stocks based on a global factor model are more accurate than time-series models, resulting in substantial benefits in various developed equity markets. (2022-03-25, shares: 10) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-9-29/
- __[Value of Insider Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2021.1984825%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A1%3Ap%3A79-100)__: Insider trading can disclose information about the value of all securities held by the insider, indicating that even sales driven by liquidity and diversification can offer valuable insights into insider holdings. (2022-08-28, shares: 8) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-1-p-79-100/
- __[Private Debt Investment Strategies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2085017%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A3%3Ap%3A94-114)__: The article discusses the advantages of systematic investment strategies in syndicated leveraged loans, highlighting the success of short-term momentum and valuation styles. (2022-09-07, shares: 6) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-94-114/
- __[AI Impact on Macroeconomics](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fservices.igi-global.com%2Fresolvedoi%2Fresolve.aspx%3Fdoi%3D10.4018%2FIJSEM.304874%3Bh%3Drepec%3Aigg%3Ajsem00%3Av%3A11%3Ay%3A2022%3Ai%3A1%3Ap%3A1-43)__: The paper investigates the effects of AI and digitalization on the macroeconomics of EU countries, including Romania, focusing on its relationship with GDP per capita, labor productivity, and IT employment. (2022-07-11, shares: 1) · https://www.ml-quant.com/papers/repec/igg-jsem00-v-11-y-2022-i-1-p-1-43/
- __[Financial Inclusion in Kenya](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FAJEMS-09-2022-0391%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aajemsp%3Aajems-09-2022-0391)__: The study explores the impact of generational, gender, educational, and geographical differences on financial inclusion in Kenya, noting significant disparities among rural communities and women. (2023-01-15, shares: 1) · https://www.ml-quant.com/papers/repec/eme-ajemsp-ajems-09-2022-0391/
- __[Auditor Choice in Iran](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJFRA-11-2021-0406%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajfrapp%3Ajfra-11-2021-0406)__: The research looks into the impact of agency cost on auditor selection in Iranian nonfinancial firms, revealing a preference for lower-class auditors in high agency cost companies, unless financial experts are on the board. (2022-07-21, shares: 1) · https://www.ml-quant.com/papers/repec/eme-jfrapp-jfra-11-2021-0406/

## Machine learning

### Recently Published

- __[Robot Policy Learning](https://arxiv.org/pdf/2408.06316)__: The Body Transformer (BoT) architecture enhances robot learning by representing the robot's body as a sensor and actuator graph, proving more efficient than traditional transformers and multilayer perceptrons. (2024-08-12, shares: 58) · https://www.ml-quant.com/papers/arxiv/2408.06316/
- __[Open ECG Model](https://arxiv.org/abs/2408.05178)__: ECG-FM, a transformer-based model for ECG analysis, shows strong performance in predicting cardiac conditions, having been pretrained on 2.5 million samples. (2024-08-09, shares: 55) · https://www.ml-quant.com/papers/arxiv/2408.05178/
- __[Neural Odometry](https://arxiv.org/pdf/2408.06321)__: A new framework improves 2D displacement estimation from Inertial Measurement Unit data by addressing the overlooked symmetry principle, proving effective on various datasets. (2024-08-12, shares: 14) · https://www.ml-quant.com/papers/arxiv/2408.06321/
- __[Quantum LDPC Decoding](https://arxiv.org/abs/2408.05170)__: A new decoding method for Quantum Low-Density Parity-Check codes based on Graph Neural Networks outperforms conventional and neural-enhanced decoding algorithms in performance and complexity. (2024-08-09, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.05170/
- __[Visual Agents Benchmark](https://arxiv.org/abs/2408.06327)__: VisualAgentBench (VAB), a benchmark for training and evaluating Large Multimodal Models, showcases the significant yet evolving capabilities of these models across diverse scenarios. (2024-08-12, shares: 5) · https://www.ml-quant.com/papers/arxiv/2408.06327/
- __[LLM Agents](https://arxiv.org/pdf/2408.06318v1)__: The study suggests a Feedback-Aware Fine-Tuning (FAFT) method to improve Large Language Models' (LLMs) performance in real-world planning tasks by using both positive and negative feedback. (2024-08-12, shares: 5) · https://www.ml-quant.com/papers/arxiv/2408.06318/
- __[TaSL Task Skill Localization](http://arxiv.org/abs/2408.05200v1)__: The paper presents Task Skill Localization and Consolidation (TaSL), a new framework for language models that enhances knowledge transfer and prevents forgetting, improving the balance between old and new knowledge. (2024-08-09, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.05200/
- __[Cell Morphology-Guided Generation](https://arxiv.org/abs/2408.05196)__: The research introduces a new HCI-guided molecular design method that uses an unsupervised multimodal joint embedding to generate new molecules with similar phenotypic effects to a given image target. (2024-08-09, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.05196/
- __[LongForm Answers](https://arxiv.org/abs/2408.06303)__: The study introduces VizWiz-LF, a dataset of long-form answers to visual questions asked by blind and low vision users, and assesses the ability of vision language models to provide accurate and useful responses. (2024-08-12, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.06303/
- __[OWLVec4OA Embeddings](http://arxiv.org/abs/2408.06310v1)__: The paper presents OWL2Vec4OA, an improved ontology embedding system that uses edge confidence values from seed mappings to enhance the effectiveness of ontology alignment tasks. (2024-08-12, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.06310/

### Historical Trending

- __[SelfTaught Evaluators](https://arxiv.org/abs/2408.02666)__: The Self-Taught Evaluator approach enhances model evaluators using only synthetic training data, surpassing models like GPT-4. (2024-08-05, shares: 410) · https://www.ml-quant.com/papers/arxiv/2408.02666/
- __[Optimizing RAG Systems](https://arxiv.org/abs/2403.09040)__: RAGGED, a new framework, optimizes language models for document-based question answering by analyzing Retrieval-augmented generation configurations. (2024-03-14, shares: 222) · https://www.ml-quant.com/papers/arxiv/2403.09040/
- __[Eliciting Latent Knowledge](https://arxiv.org/abs/2312.01037)__: New quirky language models and datasets are developed to improve Eliciting Latent Knowledge research, aiding in extracting reliable knowledge from untrusted models. (2023-12-02, shares: 176) · https://www.ml-quant.com/papers/arxiv/2312.01037/
- __[Abstention in Language Models](https://arxiv.org/abs/2407.18418)__: A new study on abstention in large language models identifies areas for future work to enhance abstention abilities based on the query, the model, and human values. (2024-07-25, shares: 99) · https://www.ml-quant.com/papers/arxiv/2407.18418/
- __[Efficient Neural Networks](https://arxiv.org/abs/2406.02075)__: The ReLU-KAN implementation simplifies the design of Kolmogorov-Arnold Networks and optimizes computation for efficient CUDA computing, achieving a 20x speedup. (2024-06-04, shares: 46) · https://www.ml-quant.com/papers/arxiv/2406.02075/
- __[Instruction Translation Alignment](https://arxiv.org/abs/2408.04614)__: A new method, instruction back-and-forth translation, is introduced for creating high-quality synthetic data to improve large language models, outperforming other datasets on AlpacaEval. (2024-08-08, shares: 30) · https://www.ml-quant.com/papers/arxiv/2408.04614/
- __[Multi-Conditional Ranking with LLMs](https://arxiv.org/abs/2404.00211)__: MCRank, a new benchmark for evaluating multi-conditional ranking in recommendation systems, is introduced, along with a decomposed reasoning method that boosts large language models' performance by 12%. (2024-03-30, shares: 27) · https://www.ml-quant.com/papers/arxiv/2404.00211/
- __[CREMP: Machine Learning for Macrocycle Peptides](https://arxiv.org/abs/2305.08057v1)__: Machine Learning for Macrocycle Peptides: CREMP, a new dataset with over 36,000 unique macrocyclic peptides, is launched to support the development of machine learning models for peptide design and optimization in therapeutics. (2023-05-14, shares: 23) · https://www.ml-quant.com/papers/arxiv/2305.08057/
- __[Uncertainty of SHAP Scores](http://arxiv.org/abs/2401.12731)__: A novel framework is proposed for reasoning on SHAP scores under unknown entity population distributions, enhancing feature scoring robustness in machine learning models. (2024-01-23, shares: 20) · https://www.ml-quant.com/papers/arxiv/2401.12731/
- __[Transformer Explainer for GPT-2](https://arxiv.org/abs/2408.04619)__: Transformer Explainer, an interactive tool, is unveiled to help non-experts understand Transformers through the GPT-2 model, allowing real-time user input experimentation. (2024-08-08, shares: 19) · https://www.ml-quant.com/papers/arxiv/2408.04619/

## Papers with code

### Trending

- __[AI Trustworthiness Feedback](https://github.com/openbmb/minicpm-v)__: Recent models using automatic labeling have demonstrated better results than traditional manual labeling methods. (2024-08-13, shares: 10238)
- __[LLMs Enhancement Framework](https://github.com/intellabs/ragfoundry)__: RAG Foundry is a new open-source framework aimed at improving large language models for RAG applications. (2024-08-13, shares: 292)
- __[Collaborative Agents for Software Development](https://github.com/fsoft-ai4code/agilecoder)__: Software agents are proving to be useful in handling complex tasks in software engineering. (2024-08-13, shares: 234)

### Rising

- __[Microsoft CPU Renaissance](https://github.com/microsoft/t-mac)__: Weight quantization is crucial for reducing memory usage of Language Learning Models on devices. (2024-08-13, shares: 196)
- __[Camelai CRAB Benchmark](https://github.com/camel-ai/crab)__: Crab Benchmarkv0, a cross-platform benchmark with 100 tasks, was created for both desktop and mobile using Crab. (2024-08-13, shares: 123)
- __[JunjieChu LLM Jailbreak Attacks](https://github.com/Junjie-Chu/CJA_Comprehensive_Jailbreak_Assessment)__: Some online jailbreak prompt datasets can effectively attack Language Learning Models such as ChatGLM3, GPT3.5, and PaLM2. (2024-08-13, shares: 89)

## GitHub

### Finance

- __[Industry ML Resources](https://github.com/firmai/industry-machine-learning)__: The article offers a detailed list of machine learning and data science tools useful in different sectors, compiled by firmai. (2019-05-03, shares: 7173)
- __[Pyqstrat: Backtesting](https://github.com/abbass2/pyqstrat)__: Backtesting: The piece presents a flexible, clear, and fast Python library created for backtesting quantitative strategies. (2018-08-01, shares: 356)
- __[Trusted AI: Interpretability](https://github.com/Trusted-AI/AIX360)__: Interpretability: The article explores the understandability and clarity of data and machine learning models. (2019-07-11, shares: 1579)
- __[Replicatecog: ML Containers](https://github.com/replicate/cog)__: ML Containers: The article highlights the application of containers in machine learning. (2021-02-26, shares: 7590)
- __[Vizly Notebook: Jupyter Tool](https://github.com/squaredtechnologies/vizly-notebook)__: Jupyter Tool: The article showcases an AI-driven Jupyter Notebook capable of creating and modifying code cells, correcting errors, and interacting with data. (2024-05-21, shares: 1035)

### Trending

- __[LLM Web Agent](https://github.com/THUDM/AutoWebGLM)__: An LLMbased Web Navigating Agent KDD24 presents a web navigating agent using LLM for efficient web browsing. (2024-04-03, shares: 555)
- __[Python WebApps](https://github.com/rio-labs/rio)__: WebApps in pure Python examines the creation and operation of web applications using Python. (2024-04-13, shares: 567)
- __[Face Swap and Video Deepfake](https://github.com/hacksider/Deep-Live-Cam)__: Real time face swap and oneclick video deepfake with only a single image uncensored explores a technology for real-time face swapping and deepfake videos using one image. (2023-09-24, shares: 9056)
- __[Independent Browser](https://github.com/LadybirdBrowser/ladybird)__: Truly independent web browser discusses a web browser that functions independently from major tech companies. (2024-05-30, shares: 14174)
- __[Secret Management Platform](https://github.com/Infisical/infisical)__: Infisical is the opensource secret management platform Sync secrets across your teaminfrastructure prevent secret leaks and manage internal PKI introduces Infisical, a platform for managing secrets and preventing leaks within a team. (2022-08-05, shares: 14062)

## News

### Quantitative

- __[Cboe VIX Futures Options](https://www.hedgeweek.com/cboe-to-launch-options-on-vix-futures/)__: Cboe Global Markets is set to introduce options on its Volatility Index futures, subject to regulatory approval. (2024-08-12, shares: 12)
- __[Ace Capital Cofounder at Bradesco](https://www.hedgeweek.com/ace-capital-co-founder-joins-bradesco-to-lead-credit-trading-expansion/)__: Gabriel Trebilcock, co-founder of Ace Capital, has been named as the new head of local credit sales and trading at Banco Bradesco. (2024-08-13, shares: 7)
- __[Hedge Fund Veteran in Sports Betting](https://news.google.com/rss/articles/CBMifEFVX3lxTFBDbGpCVk1CMC1sQnA4ZXhaWG5NaWtoSjJ3dGlGeXhBampjdEI4V1lsQzRWTEhYclVxMkFqZkFobDNfNTNTRF9YSk1OeGpjaFJxUXlyVFN5Zk53SDhXN0pzVF9KNUFsOVRqbzE5V3Vad3hNdVp0el81cXg1OGY?oc=5)__: A seasoned hedge fund professional is exploring the application of quant trading strategies in sports betting. (2024-08-10, shares: 6)
- __[Brevan Howard Asia Credit Team Expansion](https://www.hedgeweek.com/brevan-howard-adds-to-to-asia-credit-team/)__: Brevan Howard Asset Management has recruited Andrew Saxton and David Nash for its Asia credit team, after a 10% global staff cut. (2024-08-14, shares: 5)
- __[Traders' Losses from Volatility Short](https://www.hedgeweek.com/volatility-short-leaves-traders-nursing-big-losses-after-stock-market-plunge/)__: Hedge funds, pension funds, and retail traders faced billions in losses following a failed bet on stock market stability, triggered by a record intraday surge in the CBOE VIX index. (2024-08-09, shares: 4)
- __[Arini Fund Grows 7%](https://www.hedgeweek.com/flagship-arini-fund-up-7-as-assets-hit-5-2bn/)__: Arini Capital's flagship fund recorded a 7% gain in July following a disappointing first half of 2022, as per Bloomberg. (2024-08-09, shares: 4)
- __[Hedge Funds Reduce Risk](https://www.hedgeweek.com/hedge-funds-cut-risk-amid-heightened-volatility/)__: Reuters reports that hedge fund managers are cutting back on high-risk positions due to market instability, yen-funded trade unwinding, and potential US recession fears. (2024-08-13, shares: 4)
- __[Pershing Square's New Stock Bets](https://www.hedgeweek.com/pershing-square-makes-first-new-stock-bets-in-over-a-year-with-nike-and-brookfield-wagers/)__: Pershing Square Capital Management has invested in new companies, including Nike and Brookfield, for the first time in over a year in Q2 2024, according to Reuters. (2024-08-15, shares: 4)
- __[New York Leads in Hedge Fund Registrations](https://www.hedgeweek.com/new-york-dominates-us-hedge-fund-registrations/)__: Repool's analysis reveals that New York tops the list in US hedge fund registrations with 12,732, followed by California and Connecticut. (2024-08-13, shares: 4)
- __[Citadel Securities Hires Quant](https://www.efinancialcareers.com/news/citadel-securities-hiring-jpmorgan-morgan-stanley)__: Citadel Securities is bolstering its team with experts from JPMorgan. (2024-08-12, shares: 3)

### Miscellaneous

- __[Digital Asset Funds Surge](https://www.hedgeweek.com/digital-asset-funds-see-176m-of-inflows/)__: Digital asset investment products saw inflows of $176m last week as investors took advantage of recent price drops, according to CoinShares' report. (2024-08-13, shares: 3)
- __[Hedge Funds Prefer Amazon, Microsoft](https://www.hedgeweek.com/hedge-funds-favour-amazon-and-microsoft-over-netflix-and-meta/)__: Hedge fund managers are favoring Amazon and Microsoft over Netflix and Meta, as per Jefferies' recent data. (2024-08-15, shares: 3)
- __[Whitebox Supports Varta](https://www.hedgeweek.com/hedge-fund-whitebox-backs-varta-restructuring-plan/)__: US hedge fund Whitebox Advisors backs a new restructuring plan for German battery manufacturer Varta, potentially allowing shareholders to inject new capital. (2024-08-14, shares: 3)
- __[Broadridge Names Trading CTO](https://www.hedgeweek.com/broadridge-appoints-cto-for-front-office-trading-capabilities/)__: Simon Robertshaw has been appointed as Chief Technology Officer for front office trading at Broadridge Financial Solutions. (2024-08-14, shares: 3)
- __[AC Liquidators Seek $1M](https://www.hedgeweek.com/3ac-liquidators-seek-1-3bn-from-terraform-labs-over-luna-crash/)__: Liquidators for the bankrupt crypto hedge fund Three Arrows Capital are seeking $1.3bn from TerraForm Labs due to losses from the 2022 collapse of TerraForms TerraUSD and Luna tokens. (2024-08-13, shares: 2)
- __[JPMorgan Fires Tech Head](https://www.efinancialcareers.com/news/jp-morgan-eliminated-the-head-of-technology-in-its-investment-bank-hired-from-a-hedge-fund)__: JPMorgan is transitioning to a decentralized business model. (2024-08-12, shares: 2)
- __[Howard Hughes Committee Buyout Review](https://www.hedgeweek.com/howard-hughes-special-committee-to-assess-pershing-square-buyout-proposal/)__: Howard Hughes Holdings is contemplating a takeover bid from Bill Ackman's hedge fund, Perishing Square Capital Management. (2024-08-09, shares: 2)
- __[Hong Kong Hedge Fund Employees Join Jump Trading](https://www.efinancialcareers.com/news/segantii-capital-hedge-fund-jump-trading-qube)__: Employee departures are increasing at Segantii. (2024-08-14, shares: 2)
- __[Elliott Forces Starbucks Shakeup](https://www.hedgeweek.com/activist-elliott-spurs-starbucks-ceo-shake-up/)__: Under Elliott Investment Management's pressure, Starbucks has appointed Brian Niccol, formerly of Chipotle Mexican Grill, as its new CEO, replacing Laxman Narasimhan. (2024-08-14, shares: 2)
- __[Starboard Acquires Stake in Starbucks](https://www.hedgeweek.com/activist-starboard-takes-starbucks-stake/)__: Starboard Value, a New York hedge fund, has acquired a stake in Starbucks, joining Elliott Investment Management as an investor in the coffee company. (2024-08-13, shares: 2)

## Podcasts

### Quantitative

- __[Stan Uryasevs Finance Journey](https://www.buzzsprout.com/803279/15553803-stan-uryasev-s-quantitative-finance-journey.mp3)__: The article features an interview with Stan Uryasev, the author of the Conditional Value at Risk paper, discussing his journey in quantitative finance and his wife's mathematical art. (2024-08-13, shares: 11)
- __[US Treasury Futures Roll](https://atanyrate.podbean.com/e/us-rates-treasury-futures-roll/)__: In a podcast recorded on August 14, 2024, Srini Ramaswamy and Ipek Ozil discuss the dynamics of the upcoming Treasury futures roll cycle. (2024-08-14, shares: 10)
- __[EM Fixed Income Volatility](https://atanyrate.podbean.com/e/em-fixed-income-olympic-level-volatility/)__: Jonny Goulden and Saad Siddiqui discuss the impact of extreme global market volatility on Emerging Market assets in a podcast recorded on August 8, 2024. (2024-08-09, shares: 10)
- __[Biodiversity Monitoring](https://dataskeptic.com/blog/episodes/2024/biodiversity-monitoring)__: Hager Radi discusses her work in biodiversity monitoring, the challenges she encounters, and the machine learning tools she uses for predicting species distributions with limited data. (2024-08-14, shares: 8)
- __[Lyn Alden on Yen Carry Trade](https://pdcn.co/e/www.buzzsprout.com/2034153/15561773-lyn-alden-on-yen-carry-trade-misestimations-us-dollar-system-insights-and-global-market-dynamics.mp3)__: Lyn Alden discusses the Yen Carry trade, market dynamics, the US dollar system, and the impact of various central banks' policies on financial stability. (2024-08-13, shares: 8)

### Related

- __[Mastering Gamma Dispersion](https://markethuddle.com/podcast/mastering-gamma-dispersion-volatility-guest-brent-kochuba/)__: Patrick and Brent Kochuba discuss market volatility, gamma, and the dispersion trade in the Huddle podcast. (2024-08-14, shares: 7)
- __[Market Concentration](https://traffic.megaphone.fm/TIFM8727819677.mp3?updated=1723163161)__: Michael Mauboussin talks about market concentration, equity issuance, stock buybacks, and the relationship between boom-bust cycles and AI in his latest research. (2024-08-09, shares: 5)
- __[Liang on Chinese Economy](https://macrohive.libsyn.com/ep-228-liang-ding-on-chinas-economy-and-markets)__: Liang discusses the potential impact of Fed rate cuts on global equity markets and the state of the Chinese economy in a podcast hosted by Mirza Baig. (2024-08-09, shares: 5)
- __[Yen Carry Trade Risks](https://pdcn.co/e/www.buzzsprout.com/2034153/15548845-weston-nakamura-on-yen-carry-trade-risks-japan-s-currency-interventions-and-global-market-implications.mp3)__: Weston Nakamura discusses the global margin call, the strength of the yen, and its impact on global finance, comparing it to Japan's post-1990s bubble burst and the 2008 financial crisis. (2024-08-09, shares: 5)
- __[Global FX Outlook](https://atanyrate.podbean.com/e/global-fx-weeks-where-decades-happen/)__: Arindam Sandilya and Patrick Locke discuss the current state of the FX carry trade and the outlooks for JPY, USD, CNY, and FX volatility in their latest podcast. (2024-08-09, shares: 5)

## Blogs

### Quantitative

- __[Bank of Japan Raises Rate](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan increased its interest rate to 0.25 due to a weak yen, causing a surge in the currency and concerns about a yen carry trade unwind. (2024-08-11, shares: 1)
- __[Yen Strengthens, USDJPY Collapses](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan's interest rate hike to 0.25 led to a stronger yen and fears of a potential yen carry trade unwind. (2024-08-11, shares: 1)
- __[Concerns About Yen Trade](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan raised its interest rate to 0.25 due to a weak yen, leading to a stronger yen and concerns about a yen carry trade unwind. (2024-08-11, shares: 1)
- __[US Fed's Response to Japan's Decision](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan's interest rate increase to 0.25 caused the yen to strengthen and led to concerns about a yen carry trade unwind. (2024-08-11, shares: 1)

### Related

- __[Bank of Japan Raises Rate](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan increased its benchmark interest rate to 0.25% due to a weak yen, causing market concerns about a yen carry trade unwind. (2024-08-11, shares: 1)
- __[Yen Strengthens, USDJPY Collapses](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan raised its benchmark interest rate to 0.25% due to a weak yen, leading to market fears of a yen carry trade unwind. (2024-08-11, shares: 1)
- __[Concerns About Yen Trade](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan increased its benchmark interest rate from 0 to 0.25%, causing the yen to strengthen and sparking market fears of a yen carry trade unwind. (2024-08-11, shares: 1)
- __[US Fed's Response to Japan's Decision](https://stockviz.substack.com/p/what-just-happened)__: The Bank of Japan raised its benchmark interest rate to 0.25% due to a weak yen, resulting in a stronger yen and market concerns about a yen carry trade unwind. (2024-08-11, shares: 1)

## X / Twitter

### Quantitative

- __[Algo Trading vs Sports Betting](https://twitter.com/quantseeker/status/1823481924129599567)__: Goodacre and Schlagman compare algorithmic trading in finance and sports betting, suggesting sports trading could be a new asset class. (2024-08-13, shares: 9)
- __[Forensic Finance](https://twitter.com/quantseeker/status/1823124265195163995)__: Griffin and Kruger's paper reviews research on financial market misconduct like market manipulation and insider trading. (2024-08-12, shares: 2)
- __[Large Language Models](https://twitter.com/quantseeker/status/1823636638854987849)__: Recent studies highlight the potential of large language models in sentiment-driven trading strategies. (2024-08-14, shares: 1)
- __[Marginal Sharpe Ratio](https://twitter.com/quantseeker/status/1822695964240433317)__: Sestovic's paper offers simple formulas for the marginal Sharpe ratio, supported by numerical examples. (2024-08-11, shares: 1)

### Miscellaneous

- __[US. Recession Indicator with Vacancy Rates](https://twitter.com/quantseeker/status/1823271468655874242)__: Michaillat and Saez have created a recession indicator using vacancy rates, indicating a possible ongoing U.S. recession. (2024-08-13, shares: 0)
- __[Machine Learning by Christoph Molnar](https://twitter.com/quantseeker/status/1823053664040390849)__: Christoph Molnar explores the idea of interpretable machine learning in his discussion. (2024-08-12, shares: 0)
- __[Skewness Predicts Market Returns](https://twitter.com/quantseeker/status/1822995388506226802)__: Jiang and his team discovered that the skewness of investors' interest rate expectations can notably forecast market returns. (2024-08-12, shares: 0)
- __[The AI Degeneration Begins](https://twitter.com/carlcarrie/status/1822994780692869324)__: The article suggests a potential downturn in the advancement of AI technology. (2024-08-12, shares: 0)