---
title: Quant Letter No. 88: March 2025, Week 2
url: https://www.ml-quant.com/issues/2025-03-12/
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: 2025-03-12
---


# Quant Letter No. 88: March 2025, Week 2

Sent 2025-03-12. 112 items.

## arXiv

### Finance

- __[FinTMMBench](http://arxiv.org/abs/2503.05185v1)__: FinTMMBench is a new benchmark for assessing multi-modal Retrieval-Augmented Generation systems in finance, providing a multi-modal corpus, time-aware questions, and various financial analysis tasks. (2025-03-07, shares: 17) · https://www.ml-quant.com/papers/arxiv/2503.05185/
- __[CoFinDiff](http://arxiv.org/abs/2503.04164v1)__: CoFinDiff, a new synthetic financial data generation model, is designed to overcome the shortcomings of traditional statistical models, producing synthetic data that matches any conditions. (2025-03-06, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.04164/
- __[Assessing Stock Return Uncertainty](http://arxiv.org/abs/2503.06929v1)__: A new deep learning model using a Gaussian mixture distribution is developed to understand the complex, changing nature of asset return distributions in the Chinese stock market, offering more precise volatility forecasts and unique risk insights. (2025-03-10, shares: 13) · https://www.ml-quant.com/papers/arxiv/2503.06929/
- __[Liquidity Competition](http://arxiv.org/abs/2503.08287v1)__: A study shows that brokers in a multi-agent setting can speculate based on flow information by providing liquidity to informed traders, while also reducing inventory risk and trading costs. (2025-03-11, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.08287/
- __[Finance Pattern Identification](http://arxiv.org/abs/2503.06251v1)__: The article suggests a new framework that uses entropy to identify reliable short-term financial patterns, enhancing algorithmic trading strategies. (2025-03-08, shares: 9) · https://www.ml-quant.com/papers/arxiv/2503.06251/
- __[Optimal Portfolio Allocation](http://arxiv.org/abs/2503.07498v1)__: The study improves portfolio allocation methods by using utility theory and compound probability distributions to extend the maximum expected utility objective. (2025-03-10, shares: 9) · https://www.ml-quant.com/papers/arxiv/2503.07498/
- __[NonMarkovian Zero Intelligence Model](http://arxiv.org/abs/2503.05254v1)__: The research presents a new model for small tick assets, predicting a concave price path during metaorder execution and price reversion afterwards. (2025-03-07, shares: 9) · https://www.ml-quant.com/papers/arxiv/2503.05254/
- __[Dynamic Portfolios](http://arxiv.org/abs/2503.08272v1)__: The paper describes the optimal dynamic portfolio choice for the Monotone Mean-Variance utility in asset price models with independent returns, with minimal assumptions. (2025-03-11, shares: 9) · https://www.ml-quant.com/papers/arxiv/2503.08272/
- __[Managing Transition to ESTR](http://arxiv.org/abs/2503.06806v1)__: The study examines the transition from EONIA to ESTR's effect on financial instrument pricing, finding that the clean discounting approach has minimal impact on financial valuations. (2025-03-09, shares: 9) · https://www.ml-quant.com/papers/arxiv/2503.06806/

### Economics

- __[Airbnb Self-Preferencing](http://arxiv.org/abs/2503.04489v1)__: Research shows Airbnb's pricing algorithm, which favors overall platform profit over individual host earnings, decreases social welfare by 5.08%, highlighting the need for policy changes and transparency in platform operations. (2025-03-06, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.04489/
- __[GATE: AI Automation Impacts](http://arxiv.org/abs/2503.04941v1)__: AI Automation Impacts: The GATE model is presented, a dynamic tool that simulates the economic impacts of AI automation, enabling users to examine the effects of AI under various parameters and policy actions. (2025-03-06, shares: 13) · https://www.ml-quant.com/papers/arxiv/2503.04941/
- __[VPP Power Plant Aggregation Model](http://arxiv.org/abs/2503.04854v1)__: A proposed model aims to combine distributed energy resources into virtual power plants to provide inertia and primary frequency response, with the goal of reducing social costs and taking into account the frequency response delay of participants. (2025-03-06, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.04854/
- __[ChatGPT Bias](http://arxiv.org/abs/2503.05234v1)__: Research indicates that ChatGPT, an AI system, shows a left-leaning bias in responses to political economy questions, emphasizing the need for AI transparency to avoid ideological influence. (2025-03-07, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.05234/
- __[Brazil Labor Challenges](http://arxiv.org/abs/2503.05310v1)__: A study combining labour market simulation with green transition scenarios reveals that productivity shocks could worsen inequality, particularly for agricultural workers, highlighting the need for targeted labour market policies. (2025-03-07, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.05310/
- __[Maine Forestry Forecast](http://arxiv.org/abs/2503.06087v1)__: Research predicts that Maine's forestry and logging industry's contribution may remain stable, but local communities could suffer from decreased employment and firms, and increased tariffs could cause further damage. (2025-03-08, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.06087/
- __[LLM Hallucination Standards](http://arxiv.org/abs/2503.05481v1)__: A study on large language models (LLMs) suggests that net welfare improves when the acceptable level of inaccuracies varies with the willingness to pay for reduced misinformation and the damage associated with it. (2025-03-07, shares: 11) · https://www.ml-quant.com/papers/arxiv/2503.05481/

### Miscellaneous

- __[Financial Sentiment Analysis with LLMs](http://arxiv.org/abs/2503.04873v1)__: The article investigates the use of large language models in financial sentiment analysis, showing their ability to learn and address related challenges. (2025-03-06, shares: 24) · https://www.ml-quant.com/papers/arxiv/2503.04873/
- __[Recovery from Manipulated Signals](http://arxiv.org/abs/2503.07558v1)__: The paper presents a model for obtaining unverifiable information in decentralized infrastructure networks, focusing on truthful signal reporting in location and bandwidth proving settings. (2025-03-10, shares: 18) · https://www.ml-quant.com/papers/arxiv/2503.07558/
- __[FinTSBridge: Financial Prediction Evaluation Suite](http://arxiv.org/abs/2503.06928v1)__: Financial Prediction Evaluation Suite: The research links time series forecasting models with financial asset pricing, through dataset construction, model validation, metric development, and performance assessment. (2025-03-10, shares: 10) · https://www.ml-quant.com/papers/arxiv/2503.06928/
- __[FinTSBridge: Financial Prediction Evaluation Suite](http://arxiv.org/abs/2503.06928v1)__: Financial Prediction Evaluation Suite: The study reiterates the connection between time series forecasting models and financial asset pricing, involving dataset creation, model validation, new metric development, and performance evaluation. (2025-03-10, shares: 10) · https://www.ml-quant.com/papers/arxiv/2503.06928/

### Historical Trending

- __[XVA Model Analysis](http://dx.doi.org/10.1007/s10479-023-05323-4)__: The article explores the impact of XVA on derivatives pricing, emphasizing its model risk and computational effort, and offers a guide for creating a strong model for collateralized exposure and XVA. (2021-07-21, shares: 312) · https://www.ml-quant.com/papers/doi/10-1007-s10479-023-05323-4/
- __[TimeVarying Volatility in Option Pricing](http://arxiv.org/abs/2204.06943v4)__: The paper presents a pricing kernel with fluctuating volatility risk aversion to account for changes in the pricing kernel's shape, showing reduced pricing errors in an empirical application to the S&P 500 index, the CBOE VIX, and option prices. (2022-04-14, shares: 51) · https://www.ml-quant.com/papers/arxiv/2204.06943/
- __[Forecasting Financial Risk with Quantile Series](http://arxiv.org/abs/2502.20978v2)__: The study introduces a method for estimating Value-at-Risk (VaR) and Expected Shortfall (ES) models using quantile-based, semi-parametric historical simulation, and assesses its sample properties and accuracy in forecasting. (2025-02-28, shares: 14) · https://www.ml-quant.com/papers/arxiv/2502.20978/

## RePEc

### Finance

- __[Enhanced Emerging Market Portfolio Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-025-00754-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A11%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1186_s40854-025-00754-3)__: A new Automated Adaptive Trading System may help stabilize emerging markets during downturns, countering challenges posed by algorithmic trading and passive investing. (2025-03-12, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Efficient Volatile KSE-30 Equity Identification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43069-025-00421-4%3Bh%3Drepec%3Aspr%3Asnopef%3Av%3A6%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s43069-025-00421-4)__: Machine learning has been utilized to identify assets causing downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization scheme for effective asset allocation. (2025-03-12, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Risk Parity Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjtsa.12792%3Bh%3Drepec%3Abla%3Ajtsera%3Av%3A46%3Ay%3A2025%3Ai%3A2%3Ap%3A353-377)__: Accounting for fat-tailed returns in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market turmoil, and enhance risk-adjusted returns. (2025-03-12, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis & Sharpe Ratio Strategies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Farchive.conscientiabeam.com%2Findex.php%2F29%2Farticle%2Fview%2F4102%2F8464%3Bh%3Drepec%3Apkp%3Ateafle%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ap%3A120-142%3Aid%3A4102)__: The research finds that trading strategies based on the Sharpe Ratio are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis. (2025-03-12, shares: 15) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Novel Window Analysis for HFT](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10528-7%3Bh%3Drepec%3Akap%3Acompec%3Av%3A65%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10614-023-10528-7)__: The study introduces a new window analysis method using the Whale Optimization Algorithm for assessing decision-making units' efficiency, proving its effectiveness in evaluating forex investment strategies and utility companies. (2025-03-12, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Monitoring Poverty in Data-Deprived Lebanon](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Froiw.12708%3Bh%3Drepec%3Abla%3Arevinw%3Av%3A71%3Ay%3A2025%3Ai%3A1%3An%3Ae12708)__: The paper uses a new data augmentation technique to study poverty in the Middle East and North Africa, specifically Lebanon, utilizing alternative data sources when traditional income data is scarce or unavailable. (2025-03-12, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM Method for Predictions](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fijds.2022.9016%3Bh%3Drepec%3Ainm%3Aorijds%3Av%3A4%3Ay%3A2025%3Ai%3A1%3Ap%3A85-99)__: The blockwise reduced modeling (BRM) method is a new approach for analyzing incomplete data, which uses pretraining models to reduce data imputation and has proven to be more effective than existing methods. (2025-03-12, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Indicator Strategy](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435)__: The momentum-determined indicator-switching (N-MDIS) strategy is a new machine learning technique for improving equity premium prediction, outperforming both MDIS and N-MDIS strategies with logistic regression. (2025-03-12, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition and Zero-Leverage Policies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F18%2F2%2F73%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A18%3Ay%3A2025%3Ai%3A2%3Ap%3A73-%3Ad%3A1582023)__: A study reveals that firms are more likely to adopt zero-leverage policies as product market competition increases, especially those with higher earnings volatility, emphasizing the impact of earnings volatility on the relationship between competition and financial behavior. (2025-03-12, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[Estimating Convex Production Technologies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0377221724008993%3Bh%3Drepec%3Aeee%3Aejores%3Av%3A323%3Ay%3A2025%3Ai%3A1%3Ap%3A224-240)__: The article presents a new adaptation of Stochastic Gradient Boosting for estimating production possibility sets in Data Envelopment Analysis, which reduces overfitting and meets shape constraints, as proven by simulations and an empirical example using PISA data. (2025-03-12, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/
- __[News Sentiment and Investment Risk](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006086%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006086)__: The research reassesses the influence of news sentiment on stock return volatility, revealing that both negative and positive firm-specific and macroeconomic news significantly impact intraday stock return volatility, with GPT-4 potentially outperforming RavenPack in classification accuracy. (2025-03-12, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Improved xG Model for Football](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2323669%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A1-13)__: The paper focuses on enhancing the expected goal model in football analytics by integrating various data sources and using a supervised machine learning method, with results indicating significant improvements in sensitivity, F1 metrics, and AUC metric compared to the standard. (2025-03-12, shares: 10) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-1-13/

### Machine Learning

- __[Machine Learning for M&A](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521925000201%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A99%3Ay%3A2025%3Ai%3Ac%3As1057521925000201)__: A study reveals that machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities. (2025-03-12, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135)__: New probabilistic deep learning frameworks have been proposed for estimating financial risk measures, outperforming existing methods and aiding in more effective capital allocation. (2025-03-12, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3215%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A547-555)__: Machine learning methods can more accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts, a study finds. (2025-03-12, shares: 24) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Lot Streaming and Scheduling](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F24725854.2023.2294816%3Bh%3Drepec%3Ataf%3Auiiexx%3Av%3A57%3Ay%3A2025%3Ai%3A4%3Ap%3A408-422)__: The article proposes a new algorithm and machine learning model for the Lot Streaming and Scheduling Problem (LSSP) with unpredictable product arrival times, aiming to increase efficiency and accuracy. (2025-03-12, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese Financial Markets](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110)__: The paper introduces a new machine learning method for decomposing and analyzing complex time series, providing a potential alternative to the Box-Jenkins method, as shown in COVID-19 financial data. (2025-03-12, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and Nonperforming Loans](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS106294082400278X%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A76%3Ay%3A2025%3Ai%3Ac%3As106294082400278x)__: The study uses machine learning to create a monetary policy frictions index from financial news, revealing that these frictions significantly impact the nonperforming loans of Chinese commercial banks. (2025-03-12, shares: 12) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/
- __[Housing Market Quantile Connectedness](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0261560625000014%3Bh%3Drepec%3Aeee%3Ajimfin%3Av%3A152%3Ay%3A2025%3Ai%3Ac%3As0261560625000014)__: The research uses machine learning to study the global housing market's interconnectedness, identifying the US market as the primary source of systematic shocks, with its interest rate being the most influential factor. (2025-03-12, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: Machine Learning vs Deep Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-023-05400-8%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A345%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10479-023-05400-8)__: Machine Learning vs Deep Learning: The study reveals that Long Short-Term Memory, a deep learning method, is more effective than Support Vector Machine, a machine learning method, in predicting oil prices, especially during crises. (2025-03-12, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/

### Historical Trending

- __[Predicting VIX Trends](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2439458%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A12%3Ap%3A1857-1873)__: The study uses machine learning to forecast the CBOE Volatility Index, highlighting weekly jobless claim data as a significant factor affecting market volatility. (2024-07-03, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.icfm.ro%2FRePEc%2Fvls%2Fvls_pdf%2Fvol28i4p29-42.pdf%3Bh%3Drepec%3Avls%3Afinstu%3Av%3A28%3Ay%3A2024%3Ai%3A4%3Ap%3A29-42)__: The research indicates that traditional machine learning models outperform deep learning models in predicting stock price trends in the Eurozone banking sector. (2024-11-21, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10796-023-10460-z%3Bh%3Drepec%3Aspr%3Ainfosf%3Av%3A26%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10796-023-10460-z)__: The paper suggests that AI capability directly influences firm performance, with a data-driven culture and AI infrastructure playing crucial roles. (2024-05-14, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Climate Social Media Talks](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS0027950124000073%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Anierev%3Av%3A266%3Ay%3A2023%3Ai%3A%3Ap%3A22-29_3)__: The study uses machine learning to examine social media discussions on climate change, advocating for a comprehensive approach and varied policies to reach net-zero targets. (2023-02-08, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[EGovernance Citizen Involvement](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fpublishing.globalcsrc.org%2Fojs%2Findex.php%2Fsbsee%2Farticle%2Fview%2F3089%2F1770%3Bh%3Drepec%3Asrc%3Asbseec%3Av%3A6%3Ay%3A2024%3Ai%3A3%3Ap%3A317-336)__: The review investigates the link between e-governance initiatives and citizen participation, pinpointing technological infrastructure, digital literacy, and trust in government as vital for success. (2024-05-21, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[AI Techniques for Cloud Management](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fnewjaigs.com%2Findex.php%2FJAIGS%2Farticle%2Fview%2F262%3Bh%3Drepec%3Adas%3Anjaigs%3Av%3A6%3Ay%3A2024%3Ai%3A1%3Ap%3A397-408%3Aid%3A262)__: The paper explores the use of artificial intelligence to improve resource management and efficiency in cloud-based DevOps workflows. (2024-09-13, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[Dark Patterns in Retail](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rivisteweb.it%2Fdownload%2Farticle%2F10.1435%2F115112%3Bh%3Drepec%3Amul%3Ajqmthn%3Adoi%3A10.1435%2F115112%3Ay%3A2024%3Ai%3A3%3Ap%3A499-531)__: The article investigates the problem of dark patterns in retail investment, suggesting the use of behavioral sciences and AI to improve regulation. (2024-04-14, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Young Informal Workers](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fjses-2024-0010%3Bh%3Drepec%3Avrs%3Ajsesro%3Av%3A13%3Ay%3A2024%3Ai%3A2%3Ap%3A82-97%3An%3A1005)__: The study profiles young informal workers in the EU27, aiming to understand the impact of Covid-19 on youth informality in the labour market. (2024-09-17, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Determinants of Bank Performance](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fapi.eurokd.com%2FUploads%2FArticle%2F704%2FNCAF.2023.09.03.pdf%3Bh%3Drepec%3Abco%3Ancafaa%3A%3Av%3A9%3Ay%3A2023%3Ap%3A26-41)__: The paper discusses the factors influencing banks' performance, highlighting the potential for further debate in the context of digital transformation, AI, and FinTechs. (2023-05-20, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[WNSS in Gig Work](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjppc.ro%2Findex.php%2Fjppc%2Farticle%2Fdownload%2F868%2F470%3Bh%3Drepec%3Acta%3Ajcppxx%3A4241)__: The study looks at the relevance of the Work Need Satisfaction Scale for online gig workers, suggesting modifications to better reflect the specifics of online platform work. (2024-07-11, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Papers with code

### Trending

- __[Efficient Text-to-Speech Model](https://github.com/sparkaudio/spark-tts)__: Recent advancements in large language models have greatly improved the ability to synthesize speech without prior training. (2025-03-11, shares: 3274)
- __[Zeroshot Voice Conversion](https://github.com/Plachtaa/seed-vc)__: Zero-shot voice conversion aims to modify a source speech to imitate the voice of an unfamiliar speaker. (2025-03-11, shares: 1650)
- __[Visual FineTuning](https://github.com/liuziyu77/visual-rft)__: Reinforcement FineTuning in Large Reasoning Models like OpenAI o1 is useful in scenarios where there is a scarcity of data for fine-tuning. (2025-03-11, shares: 1044)

### Rising

- __[DeepRetrieval: Query Generation](https://github.com/pat-jj/deepretrieval)__: Query Generation: The article emphasizes the role of information retrieval systems in managing and accessing large document collections. (2025-03-11, shares: 125)
- __[Draft Thinking Chain](https://github.com/sileix/chain-of-draft)__: The article examines the effectiveness of Large Language Models in solving complex tasks through ChainofThought prompting. (2025-03-11, shares: 109)
- __[MultiAgentBench: LLM Agent Evaluation](https://github.com/multiagentbench/marble)__: LLM Agent Evaluation: The article points out the shortcomings of current benchmarks in evaluating the performance of Large Language Models in multiagent coordination and competition. (2025-03-11, shares: 68)

## GitHub

### Finance

- __[Top Papers for Stock Prediction](https://github.com/marcuswang6/stock-top-papers)__: The article compiles top research papers on predicting stock prices using quantitative trading from prestigious conferences and journals. (2023-09-07, shares: 274)
- __[HighFrequency Trading in Order Book](https://github.com/rspadim/hft-avellaneda)__: The article explores the concept of high-frequency trading within the framework of a limit order book. (2019-04-15, shares: 58)
- __[Preswald: Interactive Data Apps with Python](https://github.com/StructuredLabs/preswald)__: Interactive Data Apps with Python: The article introduces Preswald, a Python-based framework for creating and deploying interactive data applications, tools, and dashboards. (2024-12-14, shares: 1676)
- __[Deep CNNs for Order Books](https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books)__: The article provides a jupyter notebook demonstration on building a Deep Convolutional Neural Network for Limit Order Books using the FI2010 dataset. (2020-01-23, shares: 441)
- __[Trading Indicators for Platforms](https://github.com/vikaschouhan/algotrade)__: The article presents a collection of trading indicators and algorithms for Tradingview Pinescript and Amibroker. (2019-08-03, shares: 41)

### Trending

- __[OWL Task Automation](https://github.com/camel-ai/owl)__: OWL Optimized Workforce Learning is a tool that improves task automation by enhancing multi-agent assistance. (2025-03-03, shares: 6411)
- __[OpenManus: Open Ground](https://github.com/mannaandpoem/OpenManus)__: Open Ground: OpenManus is a revolutionary new platform for open ground fortresses. (2025-03-06, shares: 10687)
- __[Pydoll: Automating Browsers](https://github.com/thalissonvs/pydoll)__: Automating Browsers: Pydoll is a Python library that boosts performance by automating chromium-based browsers without a WebDriver. (2024-10-27, shares: 862)
- __[FastRTC: Realtime Communication Library](https://github.com/freddyaboulton/fastrtc)__: Realtime Communication Library: The article presents a Python library specifically designed for real-time communication. (2024-09-25, shares: 2495)
- __[Windmill: Developer Platform](https://github.com/windmill-labs/windmill)__: Developer Platform: The article explores an open-source developer platform that enhances infrastructure, transforms scripts into webhooks, workflows, and UIs, and offers a quicker alternative to Airflow, Retool, and Temporal. (2022-05-05, shares: 12425)

## News

### Quantitative

- __[BAM Targets Digital Assets Alpha](https://www.hedgeweek.com/bam-targets-digital-assets-alpha-with-new-multi-manager-hedge-fund/)__: Block Asset Management has introduced a new hedge fund focused on profiting from digital assets markets while providing protection against losses. (2025-03-06, shares: 8)
- __[Mixed Performance Amid Trade Tariff Volatility](https://www.hedgeweek.com/hedge-funds-see-mixed-performance-in-feb-amid-trade-tariff-volatility/)__: Hedge funds had varied results in February due to market instability and new trade policies, with notable drops in growth and technology sectors. (2025-03-11, shares: 7)
- __[Future Fund Adds Effissimo to Japan Strategy](https://www.hedgeweek.com/future-fund-adds-hedge-fund-effissimo-to-japan-activist-equity-strategy/)__: Australia's Future Fund has included Effissimo Capital Management in its roster of active equity managers, alongside MapleBrown Abbott and Wellington Investment Management. (2025-03-06, shares: 7)
- __[Investment Managers Expand Alt Data Budgets](https://www.hedgeweek.com/investment-managers-continue-to-expand-alt-data-budgets-says-survey/)__: Investment managers are predicted to raise their budgets for alternative data this year, continuing the strong growth seen in the previous two years. (2025-03-11, shares: 7)
- __[Macro Hedge Funds Shift Focus in Options Trades](https://www.hedgeweek.com/macro-hedge-funds-shift-focus-from-dollar-in-options-trades/)__: Macro hedge funds are increasingly using non-US dollar currency option trades to manage market instability driven by worries about the US economy. (2025-03-11, shares: 6)
- __[Acadian Asset Management Women's Day Celebration](https://www.hedgeweek.com/beyond-the-numbers-acadian-asset-managements-kelly-young-on-international-womens-day/)__: Kelly Young, CEO of Acadian Asset Management, discussed her strategies for promoting gender diversity in finance on International Women's Day with Hedgeweek. (2025-03-07, shares: 6)
- __[BlueCrest Surges in Volatile Market](https://www.hedgeweek.com/bluecrest-gains-nearly-15-amid-market-volatility/)__: BlueCrest Capital Management, led by Michael Platt, reported nearly 15% gains in 2025, outperforming several other hedge funds, as per the Financial Times. (2025-03-11, shares: 5)
- __[Hedge Fund Investors Reallocation Concerns](https://www.hedgeweek.com/hedge-fund-investors-seek-to-reallocate-amid-risk-size-and-performance-concerns-says-ig-prime/)__: Reuters reported that 25% of institutional investors are considering changing hedge funds due to concerns about risk management, underperformance, and fund size. (2025-03-10, shares: 4)
- __[SEC Dismisses Silver Point Lawsuit](https://www.hedgeweek.com/sec-moves-to-dismiss-silver-point-lawsuit/)__: The US Securities and Exchange Commission has moved to dismiss its lawsuit against Silver Point Capital over alleged failure to prevent confidential information sharing, Bloomberg reports. (2025-03-10, shares: 4)
- __[Market Turbulence Impacts Hedge Fund Performance](https://www.hedgeweek.com/market-turbulence-hits-february-hedge-fund-performance/)__: Bloomberg reports that market volatility in February negatively affected several major hedge funds, including Millennium Management, Citadel, and Jain Global, due to crowded trades and unexpected macro shifts. (2025-03-07, shares: 4)

### Miscellaneous

- __[Millennium invests in Lane42](https://www.hedgeweek.com/millennium-backs-lane42-with-2bn-investment/)__: Millennium Management has invested $2bn in Lane42 Investment Partners, a new firm founded by ex-Ares Management Executive Scott Graves. (2025-03-06, shares: 4)
- __[Hedge funds sell China equity](https://www.hedgeweek.com/hedge-funds-continue-china-equity-sell-off-amid-waning-deepseek-enthusiasm/)__: Global hedge funds are selling off China equity for the fourth week, as interest in Chinese tech stocks, particularly AI startup DeepSeek, decreases. (2025-03-11, shares: 4)
- __[Palliser pressures Rio Tinto](https://www.hedgeweek.com/palliser-ups-pressure-on-rio-tinto-for-dual-listing-reform-2/)__: Palliser Capital is intensifying its campaign for Rio Tinto to unify its dual-listed structure, urging the board to take decisive action. (2025-03-11, shares: 3)
- __[Hedge fund deleveraging impacts European traders](https://www.hedgeweek.com/hedge-fund-deleveraging-weighs-on-european-traders/)__: Hedge fund deleveraging increased last week, impacting European stock markets and hedge fund returns, with the effects expected to continue this week. (2025-03-12, shares: 3)
- __[Digital assets funds experience outflows](https://www.hedgeweek.com/digital-assets-funds-see-fourth-consecutive-week-of-outflows/)__: Digital asset investment products saw their fourth consecutive week of outflows, totalling $876m and bringing total outflows to $4.75bn, as per CoinShares report. (2025-03-11, shares: 3)
- __[Record Growth in Hedge Funds](https://www.hedgeweek.com/sa-hedge-fund-sector-sees-record-growth-in-2024-with-34-asset-increase/)__: In 2024, the South African hedge fund industry experienced a 34% increase in assets under management, totaling ZAR185.1bn. (2025-03-07, shares: 3)
- __[Quant Trading Superstars](https://www.efinancialcareers.com/news/0-1a-visa-quant-trading-h1b)__: A path few have walked is an article with an unknown subject matter. (2025-03-07, shares: 2)
- __[Millennium Welcomes Quant Trading Head](https://www.efinancialcareers.com/news/jeff-berton-millennium-citi-quant-risk)__: The topic of the article New sector new role is not specified. (2025-03-11, shares: 2)
- __[Dymon Asia Partner Relocates to Dubai](https://www.hedgeweek.com/dymon-asia-partner-swaps-singapore-for-senior-dubai-role/)__: Cyril Brudy, a Senior Portfolio Manager at Dymon Asia, is moving from Singapore to Dubai to bolster the firm's operations. (2025-03-06, shares: 2)
- __[Digital Asset Fund Manager Sentiment Analysis](https://www.hedgeweek.com/rising-tide-analysis-of-digital-asset-fund-manager-sentiment/)__: Despite Bitcoin's rise, most hedge funds are still wary of crypto, but a third of fund managers aim to boost their digital asset allocation in 2025. (2025-03-06, shares: 2)

## Podcasts

### Quantitative

- __[Market Volatility](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16756355-navigating-market-volatility-a-conversation-with-wall-street-veteran-jay-hatfield.mp3)__: Jay Hatfield stresses the value of human intelligence over algorithmic trading, remaining optimistic about bonds and stocks long-term despite possible growth slowdown from strict Fed policy. (2025-03-10, shares: 18)
- __[US Rates Update](https://atanyrate.podbean.com/e/us-rates-equity-financing-meets-abcp/)__: Teresa Ho and PJ Vohra discuss the expansion of the ABCP market, driven by changes in equity financing markets. (2025-03-07, shares: 9)
- __[Trading Noise](https://signals-threads.simplecast.com/episodes/finding-signal-in-the-noise-with-in-young-cho-qBmfD9v_)__: In Young Cho talks about the difficulties of machine learning in environments with little data and high noise, and the transition from simple linear models to deep neural networks. (2025-03-12, shares: 7)
- __[Private Credit Insights](https://macrohive.libsyn.com/ep-258-randy-schwimmer-on-why-private-credit-is-performing)__: Randy Schwimmer discusses how macro factors affect private credit, deal activity, M&A, and LBOs in a podcast. (2025-03-07, shares: 6)
- __[Gold Mining Opportunities](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16741154-golden-opportunities-unlocking-potential-in-gold-mining-with-axel-merk-and-peter-schiff.mp3)__: A podcast episode discusses the growing interest in gold as an investment due to market uncertainties, the performance of gold mining stocks, and the influence of macroeconomic trends on gold prices. (2025-03-07, shares: 6)

### Related

- __[Global FX & EM Themes](https://atanyrate.podbean.com/e/global-fx-and-em-seeking-themes-with-a-shelf-life/)__: The podcast analyzes the effects of German fiscal policy changes and US tariffs on foreign exchange markets. (2025-03-07, shares: 5)
- __[Investing in UK Real Estate](https://audioboom.com/posts/8665082)__: The podcast investigates potential investment opportunities in UK real estate, considering the current macroeconomic situation. (2025-03-06, shares: 5)
- __[Navigating North American Equities](https://www.buzzsprout.com/1171343/episodes/16764961-north-american-equities-insights-on-navigating-volatility-and-global-politics.mp3)__: The article offers guidance on managing volatility and global politics in North American stock markets. (2025-03-10, shares: 4)
- __[Investing with ISAs](https://interactive-brokers-podcast.podbean.com/e/isa-nt-it-time-to-invest/)__: The podcast details how Interactive Brokers' ISAs can aid in tax-free wealth growth, discussing investment options and costs. (2025-03-06, shares: 3)
- __[Global Commodities Pain Trade](https://atanyrate.podbean.com/e/global-commodities-1741371818/)__: The podcast discusses the recent drop in oil prices, forecasting an average price of $73 for Brent oil this year, with potential stability from a depreciating US dollar. (2025-03-07, shares: 3)

## X / Twitter

### Quantitative

- __[Lowvolatility Update](https://x.com/paradoxinvestor/status/1899805797665701896)__: The latest update reveals that the paradox in low volatility data continues even after a decade. (2025-03-12, shares: 2)
- __[Sharpe Portfolios](https://x.com/quantseeker/status/1899763585162645554)__: ManGroup introduces a novel approach to portfolio construction in their article, Cooking up Sharpe. (2025-03-12, shares: 2)
- __[Investing Research Roundup](https://x.com/quantseeker/status/1899550864970482022)__: Recent investment research discusses a variety of topics including crypto derivatives, FX return predictions, economic regimes, factor timing, leveraged ETFs, etc. (2025-03-11, shares: 2)

### Miscellaneous

- __[Handbook of Sustainable Finance](https://x.com/carlcarrie/status/1899466956824031351)__: Thierry Roncalli has expanded the Handbook of Sustainable Finance to 1200 pages. (2025-03-11, shares: 1)
- __[Matt Levine Bot](https://x.com/carlcarrie/status/1899468429087678682)__: Self-identified bot Matt Levine confirms plans will continue as scheduled. (2025-03-11, shares: 0)
- __[Large Language Models](https://x.com/carlcarrie/status/1899467640835334360)__: Simon Willison provides insights on using large language models and vibe coding in a new article. (2025-03-11, shares: 0)
- __[Inflation Surveys vs. Truflation](https://x.com/quantseeker/status/1899143207981629724)__: Recent inflation surveys show an increase, while Truflation experiences a significant decrease. (2025-03-10, shares: 0)

## Reddit

### Quantitative

- __[Money Strategies](https://www.reddit.com/r/quant/comments/1j4t8cb/how_do_the_strategies_actually_make_money/)__:  (2025-03-06, shares: 141)
- __[Research Basics](https://www.reddit.com/r/quant/comments/1j5dgge/quantitative_research_basic_template/)__:  (2025-03-07, shares: 124)
- __[Causal Discovery](https://www.reddit.com/r/quant/comments/1j5unv8/causal_discovery_in_quant_research/)__:  (2025-03-07, shares: 74)
- __[Signal Processing Gems](https://www.reddit.com/r/quant/comments/1j7zc1o/usually_signal_processing_literature_is_not/)__:  (2025-03-10, shares: 43)
- __[Exiting Without IP](https://www.reddit.com/r/quant/comments/1j5noky/my_boss_has_no_ip_how_to_prepare_my_exit/)__:  (2025-03-07, shares: 170)

### Rising

- __[ML Transparency in Alpha Research](https://www.reddit.com/r/quant/comments/1j4sr7r/how_can_i_convince_my_team_that_ml_in_alpha/)__:  (2025-03-06, shares: 105)