---
title: Quant Letter No. 72: October 2024, Week 5
url: https://www.ml-quant.com/issues/2024-10-31/
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: 2024-10-31
---


# Quant Letter No. 72: October 2024, Week 5

Sent 2024-10-31. 115 items.

## arXiv

### Historical Trending

- __[Statistical Arbitrage](http://arxiv.org/abs/2410.06568v1)__: Research indicates that ranking stocks by capitalization rather than company names improves statistical arbitrage performance, particularly when used with neural networks. (2024-10-09, shares: 13) · https://www.ml-quant.com/papers/arxiv/2410.06568/
- __[GANs in Financial Time Series](http://arxiv.org/abs/2410.09850v1)__: The study explores the capability of Generative Adversarial Networks (GANs) in learning complex financial time series patterns, with performance heavily reliant on the chosen generator architecture. (2024-10-13, shares: 7) · https://www.ml-quant.com/papers/arxiv/2410.09850/
- __[Concentrated Market Maker](http://arxiv.org/abs/2410.13265v1)__: A new automated market maker model is introduced, enabling the exchange of negatively and positively priced assets, potentially useful in electricity, energy, and derivatives markets. (2024-10-17, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.13265/
- __[Sparse Order Book Simulation](http://arxiv.org/abs/2410.06839v1)__: A new model is presented for simulating and analyzing sparse limit order books in illiquid markets, such as the European intraday electricity market, providing insights into these markets' unique microstructural behaviors. (2024-10-09, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.06839/
- __[Deep RL for Volatility Fitting](http://arxiv.org/abs/2410.11789v1)__: The article discusses how Deep Reinforcement Learning can effectively solve volatility fitting problems in equity derivatives, outperforming standard algorithms in handling complex functions and online learning. (2024-10-15, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.11789/
- __[TimeSeries Model for VaR Estimation](http://arxiv.org/abs/2410.11773v2)__: The research highlights the superior performance of a time-series model, TimesFM, in forecasting Value-at-Risk, with fine-tuning further enhancing the results. (2024-10-15, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.11773/
- __[Equilibrium Strategies in Trading Competition](http://arxiv.org/abs/2410.13583v3)__: The paper provides a comprehensive solution for determining equilibrium strategies in competition, demonstrating the benefits for firms that strategically centralize their trades. (2024-10-17, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.13583/
- __[Efficient Transaction Execution on Blockchains](http://arxiv.org/abs/2410.09555v1)__: The study presents a model for transaction execution in blockchains, considering capacity constraints and user costs, and reveals that optimal pricing depends on various factors, impacting future blockchain architectures. (2024-10-12, shares: 4) · https://www.ml-quant.com/papers/arxiv/2410.09555/

## RePEc

### Finance

- __[Metaalgorithm for Portfolio Selection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2023.2295975%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A75%3Ay%3A2024%3Ai%3A10%3Ap%3A2032-2051)__: The article discusses the application of Online Gradient Update and Online Newton Update meta-algorithms in online portfolio selection, which help in accurate price prediction and risk reduction. (2024-10-31, shares: 19) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-75-y-2024-i-10-p-2032-2051/
- __[Sustainable Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-024-06189-w%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A341%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10479-024-06189-w)__: The research introduces a portfolio optimization method that takes into account environmental, social responsibility, and corporate governance factors, eliminating the need for large-scale covariance matrix estimation. (2024-10-31, shares: 18) · https://www.ml-quant.com/papers/repec/spr-annopr-v-341-y-2024-i-2-d-10-1007-s10479-024-06189-w/
- __[Evolution of Chinese Futures](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fecpo.12296%3Bh%3Drepec%3Abla%3Aecopol%3Av%3A36%3Ay%3A2024%3Ai%3A3%3Ap%3A1416-1449)__: The paper investigates the effects of high-frequency and algorithmic trading in China, showing improvements in contract continuity, liquidity diversification, and the rise of advanced algorithmic traders who boost liquidity and cut slippage costs. (2024-10-31, shares: 17) · https://www.ml-quant.com/papers/repec/bla-ecopol-v-36-y-2024-i-3-p-1416-1449/
- __[Linear Factor Models in U.K. Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01286-0%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11156-024-01286-0)__: A study found that the most effective model for predicting UK stock returns was the eight-factor model by Chib and Zeng, but all multifactor models were largely dismissed due to dynamic trading and conditioning information use. (2024-10-31, shares: 12) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-3-d-10-1007-s11156-024-01286-0/
- __[FourFactor Model with Factor Momentum](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927538X24002634%3Bh%3Drepec%3Aeee%3Apacfin%3Av%3A87%3Ay%3A2024%3Ai%3Ac%3As0927538x24002634)__: A new four-factor model, incorporating a mispricing factor and a momentum factor, has been found to outperform traditional models in predicting China's stock market, with a significant momentum premium identified. (2024-10-31, shares: 11) · https://www.ml-quant.com/papers/repec/eee-pacfin-v-87-y-2024-i-c-s0927538x24002634/
- __[IFCISA: Financial Conditions Index for South America](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0275531924003003%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A72%3Ay%3A2024%3Ai%3Apa%3As0275531924003003)__: Financial Conditions Index for South America: An International Financial Conditions Index for South American economies (IFCI-SA) has been proposed to track financial conditions and assess the impact of global events, incorporating standard variables, sovereign debt risk premia, and regional commodity prices. (2024-10-31, shares: 10) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s0275531924003003/

### Statistical

- __[Economic Growth Forecasting in Sverdlovsk Region](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournalaer.ru%2F%2Ffileadmin%2Fuser_upload%2Fsite_15934%2F2024%2F05_Balungu_Kumar.pdf%3Bh%3Drepec%3Aaiy%3Ajnjaer%3Av%3A23%3Ay%3A2024%3Ai%3A3%3Ap%3A674-695)__: Machine learning, particularly the random forest model, is more effective in predicting economic growth in Russia's Sverdlovsk region than traditional models, according to a study. (2024-10-31, shares: 28) · https://www.ml-quant.com/papers/repec/aiy-jnjaer-v-23-y-2024-i-3-p-674-695/
- __[Online Investor Sentiment and Stock Market Risk](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F20%2F3192%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A20%3Ap%3A3192-%3Ad%3A1497063)__: Machine learning techniques like extreme gradient boosting and random forest are superior to traditional linear models in predicting aggregated stock market risk premium based on online investor sentiment. (2024-10-31, shares: 22) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-20-p-3192-d-1497063/
- __[Firm Performance Prediction with Nonfinancial Disclosures](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJAEE-07-2023-0205%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajaeepp%3Ajaee-07-2023-0205)__: A study of Pakistani nonfinancial firms found that adding nonfinancial disclosures such as narrative disclosure tone and corporate governance indicators to financial predictive models significantly improves firm performance prediction. (2024-10-31, shares: 18) · https://www.ml-quant.com/papers/repec/eme-jaeepp-jaee-07-2023-0205/
- __[AI and Big Data Tokens](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS027553192400299X%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A72%3Ay%3A2024%3Ai%3Apa%3As027553192400299x)__: Research shows that AI and big data token investors tend to follow the crowd, especially during crises, affecting market stability and investor safety. (2024-10-31, shares: 17) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s027553192400299x/
- __[ERM Impact on Borsa Istanbul XBANK Companies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41599-024-03871-z%3Bh%3Drepec%3Apal%3Apalcom%3Av%3A11%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1057_s41599-024-03871-z)__: A study on Turkish banking firms reveals that adopting enterprise risk management improves company performance, value, and risk control, suggesting the use of the partial least squares regression model for predictions. (2024-10-31, shares: 12) · https://www.ml-quant.com/papers/repec/pal-palcom-v-11-y-2024-i-1-d-10-1057-s41599-024-03871-z/
- __[Graduate Employability Model in Croatia](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fbsrj-2024-0006%3Bh%3Drepec%3Abit%3Absrysr%3Av%3A15%3Ay%3A2024%3Ai%3A1%3Ap%3A110-130%3An%3A1006)__: Research in Croatia indicates that cultural, human, and bridging social capital, along with volunteering and internships, enhance the chances of graduates securing suitable jobs quickly. (2024-10-31, shares: 11) · https://www.ml-quant.com/papers/repec/bit-bsrysr-v-15-y-2024-i-1-p-110-130-n-1006/
- __[Forecasting Green Bond Cost Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3142%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A43%3Ay%3A2024%3Ai%3A7%3Ap%3A2607-2634)__: A multi-stage stochastic model using the Filtered Historical Simulation method can effectively predict green bond issuance, aiding issuers in market timing, liquidity management, and cost reduction. (2024-10-31, shares: 10) · https://www.ml-quant.com/papers/repec/wly-jforec-v-43-y-2024-i-7-p-2607-2634/

### Machine Learning

- __[Bottom-up CPI Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Frjmf.econs.online%2Fupload%2Fiblock%2F595%2Fnf16exkayd8naa2h0ycp85tb11rrzryv%2FBottom-up-Inflation-Forecasting-Using-Machine-Learning-Methods.pdf%3Bh%3Drepec%3Abkr%3Ajournl%3Av%3A83%3Ay%3A2024%3Ai%3A3%3Ap%3A23-44)__: Machine learning techniques like gradient boosting and regularised regression can offer more precise inflation predictions than conventional econometric models, especially when using a component-aggregated approach. (2024-10-31, shares: 27) · https://www.ml-quant.com/papers/repec/bkr-journl-v-83-y-2024-i-3-p-23-44/
- __[Hyperparameters in Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS2049847023000614%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Apscirm%3Av%3A12%3Ay%3A2024%3Ai%3A4%3Ap%3A841-848_9)__: A review of machine learning papers in political science journals revealed that only 20.31% disclosed their hyperparameter settings and tuning methods, indicating a need for greater transparency and robustness in machine learning models. (2024-10-31, shares: 21) · https://www.ml-quant.com/papers/repec/cup-pscirm-v-12-y-2024-i-4-p-841-848-9/
- __[Collusion Detection in Public Procurement](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs42001-024-00293-4%3Bh%3Drepec%3Aspr%3Ajcsosc%3Av%3A7%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s42001-024-00293-4)__: A novel algorithm using machine learning to identify collusion in public procurement auctions has shown superior results on data from Italy, Japan, and the USA, and uncovered high collusion probabilities in Turkish and European contracts. (2024-10-31, shares: 18) · https://www.ml-quant.com/papers/repec/spr-jcsosc-v-7-y-2024-i-2-d-10-1007-s42001-024-00293-4/
- __[Naïve Bayes for Spam Detection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs40745-023-00479-z%3Bh%3Drepec%3Aspr%3Aaodasc%3Av%3A11%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s40745-023-00479-z)__: The Naive Bayes Classifier algorithm is applied to categorize emails as spam or not using Kaggle's spam mails dataset, with outcomes affected by two Laplace values. (2024-10-31, shares: 16) · https://www.ml-quant.com/papers/repec/spr-aodasc-v-11-y-2024-i-6-d-10-1007-s40745-023-00479-z/
- __[AI for Innovation Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS1363919624500208%3Bh%3Drepec%3Awsi%3Aijimxx%3Av%3A28%3Ay%3A2024%3Ai%3A05n06%3An%3As1363919624500208)__: The study offers a detailed analysis of AI, machine learning, and big data's role in fostering innovation, identifying key research themes and trends from 1991 to 2021. (2024-10-31, shares: 13) · https://www.ml-quant.com/papers/repec/wsi-ijimxx-v-28-y-2024-i-05n06-n-s1363919624500208/
- __[Improved NHL Draft Predictions](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1515%2Fjqas-2024-0047%3Bh%3Drepec%3Abpj%3Ajqsprt%3Av%3A20%3Ay%3A2024%3Ai%3A4%3Ap%3A331-349%3An%3A1006)__: Large Language Models are utilized to extract data from scouting reports to enhance NHL draft predictions, with the best outcomes achieved by merging this with on-ice performance stats. (2024-10-31, shares: 11) · https://www.ml-quant.com/papers/repec/bpj-jqsprt-v-20-y-2024-i-4-p-331-349-n-1006/
- __[DEA and Regression Tree for Price Estimation](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs00291-024-00774-y%3Bh%3Drepec%3Aspr%3Aorspec%3Av%3A46%3Ay%3A2024%3Ai%3A4%3Ad%3A10.1007_s00291-024-00774-y)__: The study uses Data Envelopment Analysis to estimate product prices from a supplier's viewpoint, proposing a two-stage estimator for unobservable negotiation behavior, proven effective in an automotive supplier industry application. (2024-10-31, shares: 9) · https://www.ml-quant.com/papers/repec/spr-orspec-v-46-y-2024-i-4-d-10-1007-s00291-024-00774-y/

### Historical Trending

- __[Narrative Asset Pricing](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad042%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A12%3Ap%3A4759-4787.)__: A pricing model using news text from The Wall Street Journal predicts future investment opportunities better than standard models. (2023-06-11, shares: 6) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-12-p-4759-4787/
- __[Partisanship in Financial Regulation](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad029%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A11%3Ap%3A4373-4416.)__: Machine learning analysis reveals a significant increase in partisanship among SEC Commissioners from 2010-2019. (2023-07-23, shares: 4) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-11-p-4373-4416/
- __[Regulatory Intensity and Exposure](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad001%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A8%3Ap%3A3311-3347.)__: Increased regulatory intensity, as measured by machine-learning models, leads to higher costs and less investment and hiring by companies. (2023-09-03, shares: 4) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-8-p-3311-3347/
- __[EU News Engagement on Facebook](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cogitatiopress.com%2Fpoliticsandgovernance%2Farticle%2Fview%2F4775%3Bh%3Drepec%3Acog%3Apoango%3Av10%3Ay%3A2022%3Ai%3A1%3Ap%3A121-132)__: Machine learning analysis shows that negativity, emotionality, and conflict in EU news content influence social media engagement. (2022-06-09, shares: 4) · https://www.ml-quant.com/papers/repec/cog-poango-v10-y-2022-i-1-p-121-132/
- __[Collusion Regulation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1146%2Fannurev-economics-051520-021936%3Bh%3Drepec%3Aanr%3Areveco%3Av%3A15%3Ay%3A2023%3Ap%3A177-204)__: The regulation of collusion, including detection, prosecution, and bargaining, is studied from a systemic perspective, focusing on the legal system's peculiarities. (2023-08-19, shares: 1) · https://www.ml-quant.com/papers/repec/anr-reveco-v-15-y-2023-p-177-204/

## Machine learning

### Recently Published

- __[Active Data Collection](https://arxiv.org/abs/2410.19725)__: The study shows that active data collection methods are more effective than passive ones in operator learning, especially when dealing with linear operators and input functions from a mean-zero stochastic process. (2024-10-25, shares: 11) · https://www.ml-quant.com/papers/arxiv/2410.19725/
- __[Fair Clustering](https://arxiv.org/abs/2410.23273)__: The research introduces a new algorithm, GreedyCohesiveClustering, that expands fair clustering to non-centroid clustering, and an auditing algorithm to measure fairness approximation. (2024-10-30, shares: 10) · https://www.ml-quant.com/papers/arxiv/2410.23273/
- __[Synthetic Context Extension](https://arxiv.org/abs/2410.22316)__: The paper finds that fine-tuning long-context language models with synthetic data improves performance in retrieval and reasoning tasks, with attention heads predicting performance. (2024-10-29, shares: 9) · https://www.ml-quant.com/papers/arxiv/2410.22316/
- __[Multi-modal AI for Breast Cancer](http://arxiv.org/abs/2410.21256v1)__: A new AI test for breast cancer patient stratification, combining digital pathology and clinical characteristics, has been developed, showing higher accuracy than the current standard and applicability across all major breast cancer subtypes. (2024-10-28, shares: 9) · https://www.ml-quant.com/papers/arxiv/2410.21256/
- __[Lowrank Approximations](https://arxiv.org/abs/2410.22292)__: The paper introduces an extension of the batch-and-match framework for black-box variational inference to high-dimensional problems, using compact parameterization of full covariance matrices to enhance efficiency and performance. (2024-10-29, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.22292/
- __[LiDAR-Camera-HDmap Fusion](http://arxiv.org/abs/2410.22314v1)__: The article suggests a perception module for self-driving cars using LiDAR, camera, and HD map data fusion for accurate drivable space detection in all weather conditions. (2024-10-29, shares: 7) · https://www.ml-quant.com/papers/arxiv/2410.22314/
- __[FISHNET: Financial Intelligence](http://dx.doi.org/10.1145/3677052.3698597)__: Financial Intelligence: The paper introduces FISHNET, a new system for generating financial intelligence from large data sources, offering scalability, flexibility, and data integrity. (2024-10-25, shares: 7) · https://www.ml-quant.com/papers/doi/10-1145-3677052-3698597/
- __[Conditional Forecasting with Dynamic Graph NN](https://arxiv.org/abs/2410.23275)__: The authors propose a Dynamic Graph Neural Network for predicting in temporal financial networks, offering a tool for systemic risk monitoring in financial entities trading swap contracts. (2024-10-30, shares: 7) · https://www.ml-quant.com/papers/arxiv/2410.23275/
- __[Arabic Music Classification](https://arxiv.org/abs/2410.19719)__: The study suggests a machine learning method using a convolutional neural network for classifying and creating new and traditional Egyptian music by composer, with 81.4% accuracy. (2024-10-25, shares: 7) · https://www.ml-quant.com/papers/arxiv/2410.19719/
- __[Modular Duality in DL](https://arxiv.org/abs/2410.21265)__: The article presents a new theory of modular dualization for general neural networks, providing a theoretical basis for fast and scalable training algorithms, potentially leading to a new generation of optimizers for neural architectures. (2024-10-28, shares: 6) · https://www.ml-quant.com/papers/arxiv/2410.21265/

### Historical Trending

- __[Experiments in Reinforcement Learning](https://arxiv.org/abs/2304.01315)__: The article highlights the importance of proper statistical evidence and avoiding common errors in empirical design for effective reinforcement learning experiments. (2023-04-03, shares: 299) · https://www.ml-quant.com/papers/arxiv/2304.01315/
- __[Scaling Law for Language Models](https://arxiv.org/abs/2408.11029)__: The study identifies a scaling law in neural language models' loss curves, aiding in predicting loss and refining training strategies. (2024-08-20, shares: 161) · https://www.ml-quant.com/papers/arxiv/2408.11029/
- __[Unbounded: A Generative Game](https://arxiv.org/abs/2410.18975)__: A Generative Game: The paper presents Unbounded, a generative infinite game using a large language model and a dynamic image prompt Adapter for real-time game creation. (2024-10-24, shares: 74) · https://www.ml-quant.com/papers/arxiv/2410.18975/
- __[Long Timescales in Memory Tasks](https://arxiv.org/abs/2309.12927)__: The research shows that recurrent neural networks improve performance and generalization by adapting timescales for memory-dependent tasks. (2023-09-22, shares: 63) · https://www.ml-quant.com/papers/arxiv/2309.12927/
- __[Pitfalls in Deep Learning Benchmarks](https://arxiv.org/abs/2406.19380)__: The article presents TabReD, a collection of industry-grade tabular datasets, showing that simple MLP-like architectures and GBDT perform best in real-world conditions. (2024-06-27, shares: 49) · https://www.ml-quant.com/papers/arxiv/2406.19380/
- __[Adam with Model EMA](https://arxiv.org/pdf/2405.18199)__: The article analyzes the optimal convergence rates of two optimization techniques, Adam and model exponential moving average (EMA), in different nonconvex optimization settings. (2024-05-28, shares: 36) · https://www.ml-quant.com/papers/arxiv/2405.18199/
- __[Endoscapes Dataset](http://arxiv.org/abs/2312.12429v1?utm_source=dlvr.it&utm_medium=twitter)__: The report discusses Endoscapes, a dataset of annotated laparoscopic cholecystectomy videos, designed for automated assessment of the Critical View of Safety. (2023-12-19, shares: 34) · https://www.ml-quant.com/papers/arxiv/2312.12429/
- __[Sketch-to-Image Generation](https://arxiv.org/abs/2402.18116)__: The paper presents a sketch-to-image tool that can generate high-quality images from sketches, showcasing its effectiveness through various examples and comparisons. (2024-02-28, shares: 31) · https://www.ml-quant.com/papers/arxiv/2402.18116/
- __[PixelGaussian Reconstruction](https://arxiv.org/pdf/2410.18979)__: The authors introduce PixelGaussian, a framework that learns 3D Gaussian reconstruction from any view, adjusting the Gaussian distribution and quantity based on geometric complexity. (2024-10-24, shares: 26) · https://www.ml-quant.com/papers/arxiv/2410.18979/
- __[DisCGS Gaussian Splatting](https://arxiv.org/abs/2405.15196)__: The paper presents a new framework that allows Gaussian Splatting to accurately render discontinuities and boundaries in images, addressing its previous limitations. (2024-05-24, shares: 26) · https://www.ml-quant.com/papers/arxiv/2405.15196/

## Papers with code

### Trending

- __[MaskGCT TTS](https://github.com/open-mmlab/amphion)__: The article categorizes recent text-to-speech systems into autoregressive and nonautoregressive types. (2024-10-29, shares: 5679)
- __[Moonshine SR](https://github.com/usefulsensors/moonshine)__: The paper presents Moonshine, a set of models for live transcription and voice command processing. (2024-10-29, shares: 1668)
- __[DocETL Query Rewriting](https://github.com/ucbepic/docetl)__: The article introduces a new method for rewriting, evaluating, and optimizing Large Language Models (LLMs). (2024-10-29, shares: 1169)
- __[ToolAlpaca Tool Learning](https://github.com/tangqiaoyu/ToolAlpaca)__: The article contrasts the use of large language models like GPT-4 with supervised learning for tool training. (2024-10-27, shares: 1095)
- __[ServerlessLLM Inference](https://github.com/serverlessllm/serverlessllm)__: The paper unveils ServerlessLLM, a system for low-latency serverless inference for Large Language Models (LLMs). (2024-10-31, shares: 311)

### Rising

- __[KAG Boosting LLMs](https://github.com/openspg/kag)__: RAG technology has been developed to efficiently build domain-specific applications. (2024-10-29, shares: 303)
- __[Memory Barrier Contrastive Loss](https://github.com/damo-nlp-sg/inf-clip)__: Larger batch sizes enhance contrastive loss, improving the differentiation between similar and dissimilar data in representation learning. (2024-10-27, shares: 128)
- __[OGBench Offline GCRL](https://github.com/seohongpark/ogbench)__: The absence of a standard benchmark hinders the evaluation of offline GCRL algorithms' performance. (2024-10-31, shares: 56)
- __[PixelGaussian 3D Reconstruction](https://github.com/barrybarry-smith/pixelgaussian)__: PixelGaussian is a new efficient framework designed for learning 3D Gaussian reconstruction from any perspective. (2024-10-27, shares: 53)
- __[PF3plat PoseFree 3D Splatting](https://github.com/cvlab-kaist/PF3plat)__: The introduction of lightweight learnable modules refines depth and pose estimates, enhancing 3D reconstruction and novel view synthesis. (2024-10-31, shares: 37)

## GitHub

### Finance

- __[Python Trend Detection](https://github.com/alvarobartt/trendet)__: A new Python package has been launched to identify trends in stock market data. (2019-08-09, shares: 458)
- __[RL Resources](https://github.com/opendilab/awesome-RLHF)__: A regularly updated list of resources for reinforcement learning with human feedback has been compiled. (2023-02-13, shares: 3397)
- __[Portfolio Backtesting Engine](https://github.com/santoshlite/EigenLedger)__: An open-source engine has been released for backtesting investment portfolios. (2021-03-08, shares: 930)
- __[Equity Trading Workflow](https://github.com/jerryxyx/AlphaTrading)__: A workflow has been developed for factor-based equity trading using established factor models. (2018-05-18, shares: 336)
- __[Time Series Forecasting with ML](https://github.com/skforecast/skforecast)__: Machine learning models are being used to forecast time series data. (2021-02-10, shares: 1123)

### Trending

- __[Interview Tips](https://github.com/kdn251/interviews)__: The article offers detailed guidance on job hunting strategies. (2017-02-14, shares: 63566)
- __[期货实盘ctp交易框架](https://github.com/ctpbee/ctpbee)__: The article presents a user-friendly live trading framework for CTP and CTP mini futures. (2019-08-17, shares: 764)
- __[Probabilistic Programming](https://github.com/pyro-ppl/numpyro)__: The article delves into probabilistic programming using NumPy and JAX for various hardware compilations. (2019-02-13, shares: 2178)
- __[Excel Integration with xlwings](https://github.com/xlwings/xlwings)__: The article highlights xlwings, a Python library that enables Python-Excel interactions across different platforms. (2014-03-17, shares: 2979)
- __[Fast ASR](https://github.com/usefulsensors/moonshine)__: The article showcases a high-speed, precise automatic speech recognition system for edge devices. (2024-10-04, shares: 1299)

## News

### Quantitative

- __[Code Willing's Hedge Fund Solution](https://www.hedgeweek.com/code-willing-launches-all-in-one-quant-hedge-fund-solution/)__: Code Willing has launched CWIQ, a platform designed to streamline data analysis for quant hedge funds, improving data science and alpha generation. (2024-10-28, shares: 12)
- __[Former Centiva Europe Credit Head's Fund](https://www.hedgeweek.com/former-centiva-europe-credit-head-launches-new-hedge-fund/)__: Terrence Matthews, ex-head of European credit at Centiva Capital, is setting up his own venture, Athlone Investment Management, according to Bloomberg. (2024-10-30, shares: 7)
- __[Investors Bullish on Dollar Bets](https://www.hedgeweek.com/investors-flip-to-bullish-dollar-bets/)__: Bloomberg reports that hedge funds and asset managers are now in bullish dollar positions, with around $9.2bn in long dollar bets as of 22 October. (2024-10-28, shares: 5)
- __[Jain Global Hires JPMorgan Trader](https://www.hedgeweek.com/jain-global-adds-jpmorgan-credit-trader-as-pm/)__: Jain Global, a multistrategy hedge fund firm, has recruited Vik Shah, a former credit trader at JPMorgan Chase, as a portfolio manager, says Bloomberg. (2024-10-30, shares: 4)
- __[Hedge Funds Oppose Midstream Buyout](https://www.hedgeweek.com/hedge-funds-oppose-martin-midstream-buyout/)__: Despite opposition from Nut Tree Capital Management and Caspian Capital, Martin Midstream Partners is moving forward with its planned acquisition by Martin Resource Management Corp (MRMC). (2024-10-25, shares: 4)
- __[White Elk gets HK Investment Management licence](https://www.hedgeweek.com/global-macro-hedge-fund-white-elk-secures-hong-kong-investment-management-licence/)__: White Elk Partners marks its first anniversary by securing a license to operate as a registered Investment Manager in Hong Kong. (2024-10-28, shares: 4)
- __[Hedge funds wager on US election with SGD](https://www.hedgeweek.com/hedge-funds-using-singapore-dollar-for-us-election-wagers/)__: The Singapore dollar is gaining popularity among hedge funds and investors ahead of the US presidential election, according to Bloomberg. (2024-10-31, shares: 3)
- __[Walleye lays off five traders, incl. Global Macro Head](https://www.hedgeweek.com/walleye-axes-five-traders-including-global-macro-head/)__: Walleye Capital has reportedly dismissed five portfolio managers, including Global Macro Head Anuraj Dua. (2024-10-31, shares: 3)
- __[Systematic credit development accelerated](https://www.hedgeweek.com/from-years-to-months-accelerated-development-of-systematic-credit-1/)__: A HedgeWeek report with MSCI explores how current equity and fixed income tools can be utilized to swiftly meet client demand for systematic strategies. (2024-10-25, shares: 3)
- __[Sanlam Investments MultiManager appoints Hedge Funds Head](https://www.hedgeweek.com/sanlam-investments-multi-manager-names-head-of-hedge-funds/)__: Sanlam Investments MultiManager appoints Lethu Zulu as the new Head of Hedge Funds, overseeing both local and global hedge fund portfolios from 1 October 2024. (2024-10-29, shares: 3)

### Miscellaneous

- __[ExElliott Manager Launches New Business](https://www.hedgeweek.com/ex-elliott-manager-to-launch-new-business/)__: Former Elliott Management hedge fund manager, Mark Levine, is starting his own venture, Sargasso Partners, to manage personal wealth. (2024-10-29, shares: 3)
- __[Jefferies Seeks Compensation for Fraud](https://www.hedgeweek.com/jefferies-looking-to-recoup-ex-managers-compensation-in-fraud-case/)__: Jefferies Financial Group's hedge fund, 352 Capital, is attempting to recover millions from ex-portfolio manager Jordan Chirico, alleging his participation in a $100m fraud scheme. (2024-10-30, shares: 3)
- __[Haruko Integrates with Zodia Custody](https://www.hedgeweek.com/haruko-integrates-with-zodia-custody-for-digital-assets-management/)__: Haruko, a digital asset technology solutions provider, is partnering with Zodia Custody to improve transparency and efficiency for institutional digital asset investors. (2024-10-30, shares: 3)
- __[Liquidnet Appoints Latin America Head](https://www.hedgeweek.com/liquidnet-taps-industry-veteran-as-head-of-latin-america/)__: Liquidnet, a technology-driven agency execution specialist, has named Eric Blake as Head of Latin America, responsible for finding new liquidity sources for asset managers. (2024-10-29, shares: 2)
- __[New Hedge Fund Centres Rise](https://www.hedgeweek.com/challenger-hubs-exploring-the-rise-of-new-hedge-fund-centres-1/)__: A Hedgeweek report indicates a geographical shift in the hedge fund industry, with talent moving to emerging financial centres like Abu Dhabi, Dubai, and the Nordics. (2024-10-29, shares: 2)
- __[Winning streak for hedge funds](https://www.hedgeweek.com/hedge-funds-record-eighth-consecutive-quarter-of-positive-returns/)__: Hedge funds marked their eighth straight quarter of gains in Q3 2024, with an average return of 3.22, up 1.09 from Q2, as per Citco's report. (2024-10-30, shares: 2)
- __[Weiss in settlement talks](https://www.hedgeweek.com/bankrupt-weiss-in-talks-to-settle-jeffries-lawsuit/)__: Bankrupt Weiss MultiStrategy Advisers LLC and its primary creditor Jefferies Financial Group are reportedly negotiating to resolve their ongoing lawsuit after the Weiss hedge fund's collapse. (2024-10-25, shares: 2)
- __[Citadel Securities upgrades code](https://www.efinancialcareers.com/news/how-citadel-securities-is-fixing-its-once-messy-codebase)__: Citadel Securities has initiated a significant restructuring process. (2024-10-25, shares: 2)
- __[GPU research programming languages](https://www.efinancialcareers.com/news/programming-languages-machine-learning-ai-quant)__: The article explores the topic of Cuda PyTorch and related subjects. (2024-10-29, shares: 1)
- __[Ex-hedge fund employees join new firms](https://www.efinancialcareers.com/news/defunct-hedge-fund-employees-reemerge-at-jain-global-and-bluecrest)__: The article proposes a promising future after Segantii. (2024-10-30, shares: 1)

## Podcasts

### Quantitative

- __[Keith Dicker on Canadian Equities](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15990861-keith-dicker-on-canadian-equities-economic-challenges-and-portfolio-diversification-strategies.mp3)__: Keith Dicker talks about the challenges of modern investing, the effects of Canada's population growth on its economy, and potential market changes after the US elections. (2024-10-26, shares: 12)
- __[Atlas of Finance](https://traffic.megaphone.fm/NBNK6926624023.mp3?updated=1730138802)__: Dr. Dariusz Wójcik's book uses visuals to explain the history and intricacies of global finance, emphasizing the role of geography and key individuals. (2024-10-31, shares: 11)
- __[Floor Rules in Financial Markets](https://traffic.megaphone.fm/NBNK1947875822.mp3?updated=1729353159)__: Mark W. Geiger's book delves into the formal and informal rules that control financial markets, using historical instances to demonstrate their significance. (2024-10-29, shares: 8)
- __[US Election Impact on Rates Markets](https://atanyrate.podbean.com/e/us-rates-counting-down-to-november/)__: Srini Ramaswamy and Ipek Ozil discuss the potential effects of the forthcoming election on Rates markets, the Fed's balance sheet policy, and monetary policy expectations in a 2025 podcast. (2024-10-26, shares: 8)
- __[Derivative Media and Wall Street](https://traffic.megaphone.fm/NBNK8417485968.mp3?updated=1729884723)__: Andrew deWaard's book claims that the financial sector is negatively affecting the creativity of cultural industries and altering the nature of our media environment. (2024-10-27, shares: 8)

### Related

- __[Unlocking Tax Efficiency](https://traffic.megaphone.fm/TIFM9125035452.mp3?updated=1729812790)__: Wes Gray talks about the Cambria Tax Aware ETF (TAX) and the tax-efficient 351 to ETF contribution process, which can help investors save on taxes. (2024-10-25, shares: 7)
- __[Retirement Portfolio Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15994401-christine-benz-on-retirement-portfolio-strategies-effective-withdrawal-approaches-and-navigating-spending-transitions.mp3)__: Christine Benz provides advice on retirement strategies, including the bucket approach and modifications to the 4% withdrawal rule. (2024-10-29, shares: 6)
- __[Gauging EUR Growth](https://atanyrate.podbean.com/e/global-fx-and-european-economics-gauging-the-eur-growth-policy-and-fx-impact-from-potential-tariffs/)__: Greg Fuzesi and Meera Chandan analyze the potential impact of US elections on the euro and possible responses from the Euro area. (2024-10-25, shares: 5)
- __[Decorrelating Variables](https://soundcloud.com/user-393208363/vladimir-piterbarg-and-nikolai-nowaczyk-24-10-24)__: Piterbarg and Nowaczyk introduce a new data manipulation technique that improves backtesting on correlated data. (2024-10-25, shares: 5)
- __[Quantum Mental Investing](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15994475-keith-fitzgerald-on-quantum-mental-investing-ai-trends-and-mastering-modern-market-strategies.mp3)__: Keith Fitzgerald discusses his quantum-mental strategy for retail investing, emphasizing on transformative trends like digitalization and AI. (2024-10-30, shares: 4)

## X / Twitter

### Quantitative

- __[Volatility Estimators](https://twitter.com/quantseeker/status/1849858522756022524)__: The blog post examines how various volatility estimators affect risk-adjusted returns for specific assets and strategies. (2024-10-25, shares: 6)
- __[Tuesday Recap](https://twitter.com/quantseeker/status/1851271502919778734)__: The recent recap discusses topics like low-risk investing, equity predictability, trading strategies, and portfolio selection. (2024-10-29, shares: 3)
- __[Idiosyncratic Risk Factors](https://twitter.com/quantseeker/status/1851920700778414446)__: The article proposes that unique risk factors, such as variance and left tail risks, are more crucial in predicting equity returns than common ones. (2024-10-31, shares: 2)

### Miscellaneous

- __[MOVE Index Predicts Stock Returns](https://twitter.com/quantseeker/status/1851215469610475938)__: Research indicates that the gap between the MOVE index and the VIX can effectively predict stock returns. (2024-10-29, shares: 1)
- __[Correlation Filter Boosts Strategy Sharpe Ratios](https://twitter.com/quantseeker/status/1851926074604519610)__: Implementing a correlation filter in commodity momentum strategies can notably enhance Sharpe ratios. (2024-10-31, shares: 0)
- __[PCA Python Tutorial](https://twitter.com/quantseeker/status/1851379076734636180)__: The article explores the use of Principal Component Analysis (PCA) with Python programming. (2024-10-29, shares: 0)

## Reddit

### Quantitative

- __[Flow Update](https://www.reddit.com/r/quant/comments/1gay82c/does_anyone_have_uptodate_information_on_how_flow/)__:  (2024-10-24, shares: 39)

### Rising

- __[Lower Highs Backtest](https://www.reddit.com/r/algotrading/comments/1gcoq4m/backtest_results_for_a_simple_multiple_lower/)__:  (2024-10-26, shares: 138)
- __[ML Evaluation](https://www.reddit.com/r/algotrading/comments/1gd9yuj/ml_evaluation_process/)__:  (2024-10-27, shares: 24)
- __[Gappy Taleb](https://www.reddit.com/r/quant/comments/1gaysd5/gappy_vs_taleb/)__:  (2024-10-24, shares: 60)
- __[PDT Partners](https://www.reddit.com/r/quant/comments/1gdbqwy/how_known_is_pdt_partners_by_other_quants_on_the/)__:  (2024-10-27, shares: 54)
- __[Precision Market Predictions](https://www.reddit.com/r/quant/comments/1gc3o70/realistic_precision_score_for_market_predictions/)__:  (2024-10-25, shares: 30)