---
title: Quant Letter No. 91: April 2025, Week 1
url: https://www.ml-quant.com/issues/2025-04-02/
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: 2025-04-02
---


# Quant Letter No. 91: April 2025, Week 1

Sent 2025-04-02. 183 items.

## arXiv

### Finance

- __[AI in Quantitative Investment](http://arxiv.org/abs/2503.21422v1)__: The article explores how artificial intelligence, particularly deep learning and large language models, enhances predictive modeling and automation in quantitative investment. (2025-03-27, shares: 35) · https://www.ml-quant.com/papers/arxiv/2503.21422/
- __[Asset Pricing for Life Contingent Risks](http://arxiv.org/abs/2503.21256v1)__: The paper applies the Fundamental Theorem of Asset Pricing to value life contingent assets like life insurance and annuities, emphasizing the need for a non-arbitrage, complete market framework. (2025-03-27, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.21256/
- __[Liquidity Provider Rewards in AMMs](http://arxiv.org/abs/2503.22502v1)__: The study introduces a model to determine the optimal contract an automated market maker offers to liquidity providers, suggesting that more noise trading encourages providers to add liquidity. (2025-03-28, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.22502/
- __[Ensemble Deep Learning for Stock Price Prediction](http://arxiv.org/abs/2503.22192v1)__: The research introduces a combined deep learning framework for stock price prediction, demonstrating its effectiveness and reliability in predicting stock price movements. (2025-03-28, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.22192/
- __[NoArbitrage under Projective Determinacy](http://arxiv.org/abs/2504.00158v1)__: The article investigates the no-arbitrage principle in multiple-priors settings in mathematical finance, aiming to extend the quasi-sure no-arbitrage condition using the classical axioms of Zermelo-Fraenkel set theory. (2025-03-31, shares: 12) · https://www.ml-quant.com/papers/arxiv/2504.00158/
- __[Mathematical Foundations of Information Economics](http://arxiv.org/abs/2503.24257v1)__: The article calls for a new economic theory that considers the interplay of consumer choices, firm supply, and economic information. (2025-03-31, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.24257/
- __[Cost of Capital Approach to LGD Discount Rate](http://arxiv.org/abs/2503.23992v1)__: The paper introduces a new method for estimating banking losses, using a market-consistent price for defaulted loans. (2025-03-31, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.23992/
- __[Latency's Effect on Order Execution Policy](http://arxiv.org/abs/2504.00846v1)__: The study explores a risk-averse trader's attempt to maximize profit while managing risk, considering various trading factors. (2025-04-01, shares: 12) · https://www.ml-quant.com/papers/arxiv/2504.00846/
- __[Short-Time Behavior of ATM Implied Volatility](http://arxiv.org/abs/2503.22282v1)__: The research uses advanced calculus techniques to analyze short-time behavior of stock price volatility, supported by numerical examples. (2025-03-28, shares: 10) · https://www.ml-quant.com/papers/arxiv/2503.22282/
- __[Modeling Maximum Drawdown Records in Capital Markets](http://arxiv.org/abs/2503.23221v1)__: The article suggests using a specific stochastic process to model maximum Drawdown records in capital markets, backed by statistical results and simulations. (2025-03-29, shares: 10) · https://www.ml-quant.com/papers/arxiv/2503.23221/

### Economics

- __[Pareto-Nash Allocations](http://arxiv.org/abs/2503.23569v1)__: A study predicts a decline in employment and businesses in forestry and paper manufacturing, but a rise in wood manufacturing jobs in six US states using a vector error correction model. (2025-03-30, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.23569/
- __[Forecasting Forest Sector Impacts](http://arxiv.org/abs/2503.23569v1)__: A research using a vector error correction model forecasts a decrease in jobs and companies in forestry and paper manufacturing, but an increase in wood manufacturing employment in six US states. (2025-03-30, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.23569/
- __[Social Dilemma Model](http://arxiv.org/abs/2503.22825v1)__: A theoretical article examines the social dilemma of conglomerate firms in a Bertrand duopoly, focusing on the importance of a sufficiency condition for maintaining a stable long-term equilibrium. (2025-03-28, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.22825/
- __[Green Patents](http://arxiv.org/abs/2503.21310v1)__: The article discusses how biases and delays in classification and adoption can lead to undercounting of green patents, especially those from Asia, affecting climate change efforts. (2025-03-27, shares: 13) · https://www.ml-quant.com/papers/arxiv/2503.21310/
- __[Ukraine's Green Hydrogen](http://arxiv.org/abs/2503.22326v1)__: The research investigates the potential of Ukraine's green hydrogen and ammonia economy for low-carbon development, using SWOT and bibliometric network analysis to strategize for a renewable energy sector. (2025-03-28, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.22326/
- __[Water Scarcity in Agriculture](http://arxiv.org/abs/2503.22326v1)__: The study reiterates the analysis of Ukraine's potential for low-carbon development in the green hydrogen and ammonia economy, using the same SWOT and bibliometric network analysis methods. (2025-03-28, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.22326/
- __[Technological Solutions for Water Scarcity](http://arxiv.org/abs/2504.00056v1)__: The paper explores the link between water scarcity and agricultural production, suggesting vertical farming as a potential solution and emphasizing the need for more research and technological innovation. (2025-03-31, shares: 12) · https://www.ml-quant.com/papers/arxiv/2504.00056/

### Miscellaneous

- __[Enhancing Data Trustworthiness](http://arxiv.org/abs/2503.24149v1)__: The research proposes a new artifact to improve trustworthiness in inter-organisational data sharing from a consumer's perspective. (2025-03-31, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.24149/
- __[Limits of AI in Finance](http://arxiv.org/abs/2503.22035v1)__: The EPOCH framework suggests that AI will not replace jobs but change them, emphasizing the need for professionals to adapt. (2025-03-27, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.22035/
- __[MeanField Theory for Growth](http://arxiv.org/abs/2503.23189v1)__: The study finds that while temporal fluctuations can lessen concentration effects in competition between random growth and redistribution, they cannot completely remove them. (2025-03-29, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.23189/
- __[GeneEnvironment Interplay](http://arxiv.org/abs/2503.22441v1)__: The paper suggests a policy classification for gene-environment research and provides advice on improving the empirical modelling of policy-informative gene-environment interplay. (2025-03-27, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.22441/
- __[Randomization for Terror Threats](http://arxiv.org/abs/2503.22763v1)__: The study indicates that random security measures can be more effective for large venues, but their use is limited due to justification and staff performance concerns. (2025-03-27, shares: 11) · https://www.ml-quant.com/papers/arxiv/2503.22763/

### Crypto & Blockchain

- __[Quantum Reserve Token: Digital Currency](http://arxiv.org/abs/2503.22056v1)__: Digital Currency: The Quantum Reserve Token (QRT), a decentralized digital currency backed by quantum computational capacity, is proposed as a potential alternative to the U.S. dollar as the global reserve currency. It promises stability, neutrality, and scalability. (2025-03-28, shares: 18) · https://www.ml-quant.com/papers/arxiv/2503.22056/

### Historical Trending

- __[InfoBid: Auction Simulation with LLM Agents](http://arxiv.org/abs/2503.22726v1)__: Auction Simulation with LLM Agents: The article presents InfoBid, a simulation framework that uses large language models to analyze the impact of information disclosure strategies in online advertising auctions. It helps understand strategic behavior and auction results. (2025-03-26, shares: 20) · https://www.ml-quant.com/papers/arxiv/2503.22726/

## SSRN

### Quantitative

- __[Equilibrium Reward in AMM LPs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5197060)__: The study proposes a model for automated market makers to increase order flow by incentivizing liquidity providers to add liquidity when it attracts more noise trading. (2025-03-28, shares: 6) · https://www.ml-quant.com/papers/ssrn/5197060/
- __[Competition Policy in GenAI & Copyright](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5201510)__: The article discusses the conflict between copyright protection and the use of copyrighted works for AI training, suggesting a need for policy decisions on copyright holder compensation. (2025-04-02, shares: 9) · https://www.ml-quant.com/papers/ssrn/5201510/
- __[New Sentiment Analysis for JP Stock Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195681)__: A new sentiment analysis method for investment decisions in the Japanese stock market is presented, using financial news keywords and market returns, outperforming a ChatGPT-based approach. (2025-03-27, shares: 3) · https://www.ml-quant.com/papers/ssrn/5195681/
- __[Retaliative Trade Wars: Theory & Evidence](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199034)__: Theory & Evidence: The study examines the effects of persistent bilateral trade deficits on economic indicators and simulates the impact of import tariffs on trade flows, providing insights for trade economics and policy. (2025-03-31, shares: 4) · https://www.ml-quant.com/papers/ssrn/5199034/
- __[CAPM for Strategic Asset Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195661)__: The paper challenges the standard 50/50 equities and bonds allocation in global passive portfolios, suggesting a CAPM strategic asset allocation portfolio performs slightly better. (2025-03-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/5195661/
- __[Modeling WTI Crude Oil Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5201931)__: A new version of the heterogeneous autoregressive model is proposed, using a common leverage factor to improve commodity market forecasts, with robustness tests confirming its effectiveness. (2025-04-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/5201931/
- __[Customer Review Sentiment Analysis with Hybrid Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195674)__: The paper suggests a hybrid sentiment analysis framework for processing online customer reviews in real time, with BERT providing the highest accuracy but at a higher computational cost. (2025-03-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/5195674/
- __[Machine Learning for Na-Ion Battery Electrodes](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200529)__: The research uses the Materials Genome Initiative and machine learning to enhance the performance of sodium-ion battery electrode materials and improve machine learning efficiency. (2025-04-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5200529/
- __[AI for Forecasting and Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199252)__: The project uses advanced techniques like Autoencoders, CNNs, BiLSTMs, and the Rainbow DQN algorithm to enhance prediction accuracy and trading performance in finance. (2025-03-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199252/
- __[General Counsel and Investment Distortion](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5201347)__: The inclusion of a General Counsel in top management significantly reduces investment mispricing and potential lawsuits, leading to less return volatility and increased future stock returns. (2025-04-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5201347/
- __[Mobile Phone Data for Mobility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5197715)__: The study uses mobile phone data to predict travel demand for high-speed rail and analyze tourism flows, proving the usefulness of calibrated mobile phone data in transport planning. (2025-03-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5197715/
- __[RFR Cap and Floor Valuation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198570)__: A model-independent formula for the valuation of a discrete arithmetic average RFR cap and floor is derived, confirming that call-put parity is satisfied for the valuation formula. (2025-03-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/5198570/
- __[Asset Markets and Granularity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200216)__: The model reveals that higher asset concentration among a few large investors leads to increased volatility and returns, and surprisingly, improves liquidity. (2025-04-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5200216/
- __[Optimizing Workflows with Neural Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5195894)__: The article discusses a hybrid approach to optimizing work processes by transferring some tasks to neural networks and solving the rest using alternative methods, leading to reduced energy costs and improved efficiency. (2025-03-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/5195894/
- __[AIPowered Replication of PE Funds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199100)__: A new framework is introduced for replicating private equity performance using liquid AI-enhanced strategies, offering a liquid, scalable solution that aligns closely with traditional quarterly PE benchmarks. (2025-03-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199100/
- __[ML for Data Automation in EE](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5190229)__: ElectroDrawManager uses machine learning to streamline document retrieval and Bill of Materials management in electrical engineering. (2025-03-21, shares: 9) · https://www.ml-quant.com/papers/ssrn/5190229/
- __[PreMarket Info and Circuit Breakers in Turkish Stocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193537)__: Premarket notifications significantly increase the chance of trading halts in post-IPO stocks on the Turkish stock exchange, particularly in volatile markets. (2025-03-25, shares: 6) · https://www.ml-quant.com/papers/ssrn/5193537/
- __[Strategy for Dealing with Toxic Flow](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5190189)__: A new algorithm balances maximizing order flow and minimizing losses to informed traders in broker-client trading strategies. (2025-03-23, shares: 7) · https://www.ml-quant.com/papers/ssrn/5190189/
- __[Optimizing Hybrid Quantum-Classical Algorithms](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198544)__: Hybrid algorithms that merge Quantum Machine Learning with classical machine learning can improve computational performance and accuracy. (2024-12-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198544/
- __[Cloud-Based ML in Biopharmaceutical SC](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199156)__: Cloud-based data integration and machine learning are improving the efficiency of biopharmaceutical supply chain operations. (2022-12-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199156/
- __[Data Governance for Bias Reduction in ES](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5188582)__: The study discusses the ethical issues in data governance in AI and machine learning, suggesting ways to reduce biases in data handling and decision-making. (2025-03-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/5188582/
- __[GoldAdjusted GDP for Major Economies (2000-2023)](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5190705)__: An AI-assisted study reveals significant changes in nominal GDP per capita for fifteen major economies from 2000 to 2023, considering gold prices. (2025-03-24, shares: 5) · https://www.ml-quant.com/papers/ssrn/5190705/
- __[Ethical Data Governance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5188642)__: The article discusses the ethical aspects of data governance in businesses, emphasizing the need for accountability and transparency, and suggests ways to reduce bias in data-driven decisions. (2025-03-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/5188642/
- __[Data Ethics and Bias Mitigation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5188568)__: The study focuses on preventing bias in data-driven decisions, identifies the main causes of prejudice, and offers guidance on avoiding them in data governance. (2022-07-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5188568/
- __[Fixed Income Pricing with Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5187354)__: The 'liquid Merton' model, which includes informed trading, enhances the precision of bond pricing predictions and provides a fresh perspective on the liquidity premium puzzle. (2025-03-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/5187354/
- __[Emerging Markets Debt Exploration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5188171)__: The research investigates the features, returns, and risks of different emerging markets bonds, underlining the growth and diversification potential of local-currency markets. (2025-03-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/5188171/
- __[Machine Learning in Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199395)__: The paper investigates the use of machine learning for predicting U.S. stock returns, concluding that all predictors are powerful and ensemble methods are the most effective. (2019-05-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199395/
- __[Corporate Bond ETF Risk Profile](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193084)__: The study reveals that corporate bond ETFs have lower liquidity risk but higher intermediary risk, indicating a key tradeoff in the ETF structure. (2025-03-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5193084/
- __[Wireless Networks and ML Routing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193014)__: The machine learning system aims to conserve energy and prolong sensor life in a network, using a BAT computational approach and fuzzy-neuron machine learning to reduce redundancy and energy consumption. (2024-12-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5193014/
- __[Human Cognition and Polarization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5190844)__: The research examines why people become polarized despite having similar information, reinforcing existing beliefs and biases, and introduces a new belief formation model based on reinforcement learning. (2025-03-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/5190844/

### Financial

- __[Options Trading Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200152)__: The 1936 US ban on commodity options trading caused a temporary rise in volatility and a decrease in futures markets' hedging effectiveness, emphasizing the role of options trading in market stability. (2025-04-01, shares: 5) · https://www.ml-quant.com/papers/ssrn/5200152/
- __[Mutual Fund Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198430)__: The research examines the consistency of equity mutual funds results using historical data, and questions the sufficiency of information given to investors by regulators. (2025-03-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198430/
- __[Biodiversity Financing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198920)__: Startups linked to biodiversity attract a diverse range of investors and raise less capital, using social media for investor engagement. (2025-03-30, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198920/
- __[Geopolitical Risk in Banks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198995)__: The Russia-Ukraine conflict has increased geopolitical risk premiums in European banks' debt and equity markets, especially for banks with significant credit exposures to Russia. (2025-03-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198995/
- __[Extreme Risk in Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199540)__: The research distinguishes between two types of extreme financial market risk - sudden price jumps and volatility bursts - using ultra-high-frequency data and a specific thresholding technique. (2025-03-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199540/
- __[Natural Gas Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198298)__: The study suggests a no-arbitrage model that combines a seasonal stochastic convenience yield and a local volatility factor to accurately predict natural gas spot futures and options prices. (2025-03-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5198298/
- __[Information Leakages in Bond Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198657)__: Leaked information about upcoming green bond issues on the Bloomberg Terminal significantly impacts the equity trading dynamics of the issuing firms, resulting in negative abnormal returns and increased trading volumes. (2025-03-28, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198657/
- __[Survey-Based Recession Indicators](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198217)__: Research shows updated macroeconomic beliefs can forecast recessions and improve portfolio performance when applied. (2025-03-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198217/
- __[Asset Pricing with Liabilities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198446)__: The article reviews the development of asset pricing theories, noting overlooked chances in understanding the fixed nature of liabilities. (2025-03-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5198446/
- __[Regulation Accounting Careers](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5197320)__: The Sarbanes-Oxley Act inadvertently limited accountants' on-the-job learning opportunities, deterring top talent from the profession. (2025-03-28, shares: 3) · https://www.ml-quant.com/papers/ssrn/5197320/
- __[Rationally Turbulent Expectations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5196021)__: The book portrays the capital market as a rational learning entity, with expectations often more unstable than the trends they try to forecast. (2025-03-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/5196021/
- __[Learning Discount Rates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5197518)__: Company managers learn about risk and compensation from target stock prices in M&A deals, but not from cashflows, which they already comprehend. (2025-03-28, shares: 4) · https://www.ml-quant.com/papers/ssrn/5197518/
- __[Forward-Looking Variance Index](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5197800)__: The paper suggests a forward-looking index to measure market variance, indicating a positive variance risk premium that significantly forecasts the equity risk premium. (2025-03-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5197800/
- __[The Anti-Woke Investor](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199454)__: The discussion examines the gap between traditional investment strategies and the rising anti-woke investment trend, emphasizing the role of risk, reward, and community. (2025-03-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199454/
- __[Fake Social Media Accounts](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5196159)__: The study reveals that fake social media accounts or bots influence capital markets, with bot tweets linked to increased market activity and liquidity. (2025-03-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/5196159/
- __[Recursive Utility Accounting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5189225)__: The article presents a new model for equity valuation using recursive utility functions and accounting information, offering fresh insights into the relationship between accounting data and equity valuation. (2025-03-22, shares: 6) · https://www.ml-quant.com/papers/ssrn/5189225/
- __[Listed Real Estate Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199935)__: The research reassesses the role of listed real estate as a stand-in for direct real estate, showing that it can match direct real estate's performance and enhance multiasset portfolio returns. (2015-02-01, shares: 5) · https://www.ml-quant.com/papers/ssrn/5199935/
- __[Asset Allocation Evolution](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5194749)__: The paper traces the development of asset allocation methods, from the traditional MeanVariance Optimization to modern approaches that overcome its shortcomings. (2024-11-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5194749/
- __[Derivative Use in ETFs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5192922)__: The study systematically examines the use of derivatives by exchange-traded funds (ETFs), highlighting the importance of strategic derivative use in ETF market competition. (2024-12-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5192922/
- __[Nonlinear Taxation and Arbitrage](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5190990)__: The research fully describes arbitrage in securities markets with nonlinear taxation, identifying the circumstances that give rise to arbitrage and differentiating between limited and unlimited arbitrage opportunities. (2025-03-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5190990/
- __[Speculation in Grain Futures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200192)__: The paper uses new data to investigate if speculators caused volatility in grain futures markets during the interwar period, concluding that speculators did not cause volatility but were attracted to volatile markets. (2022-12-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5200192/
- __[Investor-Induced Contagion](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5188945)__: The study investigates the contagion process from the cryptocurrency to stock markets, pinpointing the wealth effect as the main contagion driver and stressing the need for policymakers to safeguard financial markets from the effects of cyberattacks. (2025-03-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/5188945/
- __[Tax Losses as Short Options](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5192149)__: The article presents a new framework that views carryforward tax losses as short call options, offering a unified method to assess tax-driven trading decisions. (2025-03-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5192149/
- __[Stock Returns Hedged with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5194959)__: The research uses absolute variations to create models with percentage returns limited to unity, employing machine learning for hedging strategies and showing enhancements via inverse logistic transformation. (2025-02-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5194959/
- __[Earnings Disclosures with LLM](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198675)__: The paper reveals that textual disclosures in companies' earnings announcements, analyzed through a large language model, account for a significant portion of stock return variations and immediate price revisions. (2025-02-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198675/
- __[Dual Trading Fee Competition](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5189065)__: The study investigates the impact of dual traders on price discovery, concluding that alternative trading venues decrease pricing errors in closing auctions due to lower transaction fees and guaranteed execution at closing auction prices. (2025-03-20, shares: 4) · https://www.ml-quant.com/papers/ssrn/5189065/
- __[Debt Tax, and Systematic Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200576)__: The research finds that a rise in a company's debt share in its capital structure results in a higher required return on equity due to increased financial risk, with corporate income tax reducing the beta coefficient of debt-financed firms. (2023-09-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/5200576/
- __[Risk Factors in Islamic Stocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5192644)__: The study highlights differences in long-term risk factors between Conventional and Islamic Capital Markets post-Shariah-screening, noting that market indexes lack long-term mutual integration. (2023-12-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/5192644/
- __[Secondary Market for Loans](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5191165)__: The paper details an active secondary market for shares in syndicated term loans, identifying main participants, trading patterns, and factors contributing to an active secondary market. (2025-03-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5191165/
- __[Considerations for ESG Investment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5191017)__: The article outlines key considerations for investment managers interested in ESG standards, including firm exclusion, ESG integration, third-party ESG ratings, and the effect of ESG principles on portfolio financial performance. (2025-03-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5191017/

## RePEc

### Finance

- __[Enhanced EM Portfolios with AATS](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)__: The rise of algorithmic trading and passive investing has caused issues during market crashes like the COVID-19 pandemic and Russia-Ukraine conflict, but a new Automated Adaptive Trading System could stabilize emerging markets in such times. (2025-04-02, 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 Equities 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 used to pinpoint assets causing downward trends in the Pakistan Stock Exchange, with a new portfolio optimization scheme aiming to better allocate assets. (2025-04-02, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Dynamic Correlations in Risk Parity Portfolio 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)__: A novel risk parity portfolio optimization method, considering fat-tailed returns and dynamic correlations, can enhance risk-adjusted returns, lessen market stress drawdowns, and offer a comprehensive risk model for portfolio management. (2025-04-02, 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. (2025-04-02, 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 method for assessing decision-making efficiency over time, using the Whale Optimization Algorithm, and applies it to forex investment strategies and utility firms in the Ho Chi Minh City Stock Exchange. (2025-04-02, 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, using alternative data sources when traditional income data is scarce or unavailable. (2025-04-02, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Incomplete Data Prediction](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 introduced for better analysis of blockwise missing data patterns, offering faster and more precise predictions by reducing data imputation. (2025-04-02, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Strategy for Equity Premium](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)__: A new machine learning strategy, momentum-determined indicator-switching (N-MDIS), is proposed to improve the accuracy of equity premium prediction, outperforming existing methods. (2025-04-02, 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](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)__: The study suggests that firms are more likely to adopt zero-leverage policies as product market competition increases, especially those with higher earnings volatility, providing new perspectives on market competition and financial decisions. (2025-04-02, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[News Sentiment Impact on Risk Management](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 study reevaluates the role of news sentiment in stock return volatility, finding that more accurately measured news sentiment significantly impacts volatility dynamics, with GPT-4 classification outperforming RavenPack. (2025-04-02, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic Machine Learning for 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)__: A version of Stochastic Gradient Boosting is suggested for estimating production possibility sets in Data Envelopment Analysis (DEA), reducing overfitting and providing a useful tool for scenarios requiring generalization. (2025-04-02, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/

### Machine Learning

- __[Machine Learning for M&A Prediction](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 successful in predicting Chinese corporate mergers and acquisitions compared to traditional econometric methods. (2025-04-02, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail Risk Management with Machine Learning](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 introduced for estimating financial risk measures, potentially aiding financial institutions in better capital allocation. (2025-04-02, 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 using the volatility of long-term treasury bond contracts can enhance the precision of stock market volatility predictions in China. (2025-04-02, 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 to improve the efficiency and accuracy of the Lot Streaming and Scheduling Problem with stochastic product arrival times. (2025-04-02, 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 technique for analyzing complex time series, offering an alternative to the Box-Jenkins methodology using financial data from the COVID-19 pandemic. (2025-04-02, 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 article uses machine learning to create a monetary policy frictions index from financial news, demonstrating its significant impact on the nonperforming loans of Chinese commercial banks. (2025-04-02, 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 paper uses machine learning to study the international housing market, emphasizing the importance of the US housing market and its interest rates in predicting market spillovers. (2025-04-02, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: ML vs. DL](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)__: ML vs. DL: The study reveals that deep learning methods outperform machine learning in predicting oil prices, especially during crises. (2025-04-02, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/
- __[Multifrequency Data Fusion for Carbon Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3198%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A436-458)__: A new model, MFF-CPPM, has been introduced and shown to accurately predict carbon trading prices, surpassing baseline models in different market situations. (2025-04-02, shares: 10) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-436-458/

### 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 research uses machine learning to predict the CBOE Volatility Index, highlighting the influence of weekly jobless claim data on market volatility. (2024-06-19, 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 study shows that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices due to dataset limitations. (2024-07-08, 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 research indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure being key to high performance. (2024-06-15, 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 Discussions](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 analyze social media discussions on climate change, emphasizing the role of communication in achieving net-zero goals. (2023-09-02, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[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 research investigates the use of behavioral sciences and AI in regulating dark patterns in the retail investment sector. (2024-11-14, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Understanding Young Informal Workers in the EU](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 research profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth employment informality. (2024-11-12, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Intelligent Resource Management in Cloud Computing](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 article discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-01-19, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance Initiatives and Citizen Participation](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, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness. (2024-05-08, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants](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 analyzes factors affecting banks' performance, proposing new research areas related to digital transformation, artificial intelligence, and COVID-19's impact. (2023-11-10, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Work Need Satisfaction Scale in Online 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 tests the Work Need Satisfaction Scale's (WNSS) suitability among online gig workers, suggesting modifications to the scale to better reflect online platform work. (2024-08-07, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Machine learning

### Historical Trending

- __[QLASS: Language Agents Search](http://arxiv.org/abs/2502.02584v1)__: Language Agents Search: QLASS system enhances the efficiency of language agents by offering step-by-step guidance, improving decision-making in complex tasks. (2025-02-04, shares: 191) · https://www.ml-quant.com/papers/arxiv/2502.02584/
- __[Decision Theory for Conformal Prediction](https://arxiv.org/abs/2502.02561)__: The RAC algorithm improves decision-making in risk-sensitive areas like medicine by linking prediction uncertainty with risk-averse decision-making. (2025-02-04, shares: 20) · https://www.ml-quant.com/papers/arxiv/2502.02561/
- __[LoRA-X: Model Adaptation](https://arxiv.org/abs/2501.16559)__: Model Adaptation: LoRA-X enables the transfer of fine-tuning parameters across different models, enhancing the efficiency of text-to-image generation without needing original training data. (2025-01-27, shares: 13) · https://www.ml-quant.com/papers/arxiv/2501.16559/
- __[AnyMesh: 3D Object Modeling](https://arxiv.org/abs/2502.02590)__: 3D Object Modeling: Articulate Anymesh is a framework that transforms any rigid 3D mesh into an articulated object, aiding in the acquisition of new object manipulation skills in robotics. (2025-02-04, shares: 10) · https://www.ml-quant.com/papers/arxiv/2502.02590/
- __[Particle Trajectory Learning](https://arxiv.org/abs/2502.02558)__: PoLAr-MAE is a self-supervised learning framework for 3D particle trajectory analysis in Time Projection Chambers, matching the performance of supervised baselines without labeled data. (2025-02-04, shares: 10) · https://www.ml-quant.com/papers/arxiv/2502.02558/
- __[Hierarchical Sparse Bayesian Multitask Model](https://arxiv.org/abs/2502.02552v1)__: The article discusses a hierarchical Bayesian multitask learning model for binary classification learning, which effectively predicts human health status using microbiome profiles. (2025-02-04, shares: 8) · https://www.ml-quant.com/papers/arxiv/2502.02552/
- __[Improved Position Encodings with STRING](https://arxiv.org/abs/2502.02562)__: The article introduces STRING, an extension of Rotary Position Encodings, which offers exact translation invariance and low computational footprint, proving beneficial in robotics and Vision Transformers. (2025-02-04, shares: 7) · https://www.ml-quant.com/papers/arxiv/2502.02562/
- __[COCONut-PanCap: Panoptic Segmentation and Grounded Captions](https://arxiv.org/abs/2502.02589)__: Panoptic Segmentation and Grounded Captions: The article introduces the COCONut-PanCap dataset, which improves panoptic segmentation and grounded image captioning, enhancing performance in understanding and generation tasks. (2025-02-04, shares: 6) · https://www.ml-quant.com/papers/arxiv/2502.02589/
- __[Calibrated Multi-Preference Optimization](https://arxiv.org/abs/2502.02588)__: The article presents Calibrated Preference Optimization (CaPO), a method for aligning text-to-image diffusion models without human annotated data, outperforming previous methods. (2025-02-04, shares: 5) · https://www.ml-quant.com/papers/arxiv/2502.02588/
- __[SeedVR: Video Restoration with Diffusion Transformer](https://arxiv.org/abs/2501.01320)__: Video Restoration with Diffusion Transformer: The article introduces SeedVR, a diffusion transformer for video restoration of any length and resolution, showing superior performance over existing methods for generic video restoration. (2025-01-02, shares: 5) · https://www.ml-quant.com/papers/arxiv/2501.01320/

## Papers with code

### Trending

- __[LLMAggreFact Code Release](https://github.com/vectara/hallucination-leaderboard)__: The LLMAggreFact code, used for data synthesis and modeling, is now available for public use. (2025-04-01, shares: 1997)
- __[Rankify Python Toolkit](https://github.com/DataScienceUIBK/Rankify)__: The importance of retrieval reranking and retrieval-augmented generation (RAG) in information retrieval and question answering applications is highlighted. (2025-03-30, shares: 287)
- __[Open Search Tool](https://github.com/sentient-agi/opendeepsearch)__: Open Search Tool, a new internet search tool, has outperformed its proprietary competitors. (2025-03-30, shares: 218)
- __[FEC Fast Euclidean Clustering](https://github.com/yizhenlao/fec)__: The segmentation of point cloud data is vital for applications such as remote sensing, mobile robots, and autonomous vehicles. (2025-04-01, shares: 195)

### Rising

- __[Reverse Dialogue Inference](https://github.com/zhengl00/rex-got)__: The DCMCQ task is a new tool designed to better interpret and respond to user queries within the vast amount of online dialogic data. (2025-04-01, shares: 178)
- __[RL Enhanced LLMs Survey](https://github.com/shuhewang1998/reinforcement-learning-enhanced-llms-a-survey)__: The paper explores the use of reinforcement learning to enhance the performance of large language models by providing output-based feedback. (2025-03-30, shares: 161)
- __[LLM Agent Methodology Survey](https://github.com/luo-junyu/awesome-agent-papers)__: The article examines the emergence of intelligent agents, which are driven by advancements in large language models. (2025-04-01, shares: 111)
- __[Optimal Stepsize for Sampling](https://github.com/bebebe666/optimalsteps)__: The article emphasizes the high-quality output of diffusion models, but points out their computational intensity due to inefficient step discretization. (2025-04-01, shares: 68)
- __[CPPO Training Acceleration](https://github.com/lzhxmu/cppo)__: The paper introduces Completion Pruning Policy Optimization (CPPO), a method aimed at accelerating the training of reasoning models based on Group Relative Policy Optimization (GRPO). (2025-04-01, shares: 39)

## GitHub

### Finance

- __[FastAPI Exposer](https://github.com/tadata-org/fastapi_mcp)__: The article explores a zero-configuration tool that can transform FastAPI endpoints into MCP tools automatically. (2025-03-08, shares: 504)
- __[StarVector Generation](https://github.com/joanrod/star-vector)__: The piece presents StarVector, a base model that uses vision-language modeling to turn vectorization into a code generation task, resulting in superior SVG code. (2023-12-11, shares: 2764)
- __[CPP Finance Programming](https://github.com/beratkirik/CPP-Programming-for-Financial-Engineering)__: The article reports the successful completion of a QuantNet C programming course, with the participant receiving a Certificate with Distinction. (2019-01-30, shares: 57)

### Trending

- __[Efficient Subtitling Tool](https://github.com/WEIFENG2333/VideoCaptioner)__: VideoCaptioner is a smart tool based on LLM that aids in efficient video subtitling, including sentence segmentation, correction, and translation. (2024-10-31, shares: 5687)
- __[Statsmodels 2021](https://github.com/ChadFulton/sm-notebooks-2021)__: Statsmodels 2021 offers sample notebooks for statistical modeling. (2020-12-27, shares: 6)
- __[Automatic Transcription](https://github.com/raryelcostasouza/pyTranscriber)__: PyTranscriber is an easy-to-use tool that automatically generates transcriptions and subtitles for audio/video files. (2018-09-22, shares: 3236)
- __[HighPerformance VMs](https://github.com/trycua/cua)__: High-performance virtual machines for macOS and Linux can be created and operated on Apple Silicon, with built-in support for AI agents. (2025-01-31, shares: 3280)
- __[Community RAG Hub](https://github.com/Andrew-Jang/RAGHub)__: A community-driven collection of RAG Retrieval-Augmented Generation frameworks, projects, and resources encourages contributions and exploration of the evolving RAG ecosystem. (2024-10-02, shares: 660)

## News

### Quantitative

- __[New Quant Fund](https://www.hedgeweek.com/schonfeld-targets-1bn-for-new-quant-fund/)__: Schonfeld Strategic Advisors is starting a new hedge fund, the Schonfeld Systematic Alpha Fund, to allow investors to directly access its quantitative trading teams. (2025-04-02, shares: 8)
- __[Hedge Funds Brace for Volatility](https://www.hedgeweek.com/hedge-funds-brace-for-market-volatility-ahead-of-trumps-liberation-day/)__: According to a Goldman Sachs report, hedge funds have lowered risk exposure and shifted capital in anticipation of President Trump's tariff announcement on April 2. (2025-04-02, shares: 6)
- __[Retail-Focused Strategies](https://www.hedgeweek.com/amplify-adds-two-retail-focused-strategies-to-hedge-fund-offering/)__: Amplify Investment Partners in South Africa has introduced two new hedge funds aimed at retail investors, the Amplify SCI Property Retail Hedge Fund and the Amplify SCI Active Equity Retail Hedge Fund. (2025-03-31, shares: 6)
- __[Warner Bros Discovery Board](https://www.hedgeweek.com/warner-bros-discovery-expands-board-amid-hedge-fund-pressure/)__: Warner Bros Discovery is planning to add Anton Levy, an advisory director at General Atlantic, to its board due to pressure from Sessa Capital, an activist hedge fund firm. (2025-04-02, shares: 5)
- __[Transatlantic Signal Feeds](https://www.hedgeweek.com/quincy-data-launches-new-transatlantic-signal-feeds/)__: Quincy Data has introduced new Transatlantic Signal Feeds, which distribute important CME data in London, Frankfurt, and Mumbai to provide trading indicators for key CME futures instruments. (2025-03-28, shares: 5)
- __[Quant PM and Nine Others Return](https://www.efinancialcareers.com/news/a-quant-pm-that-left-eisler-capital-with-nine-others-is-back)__: A former hedge fund group member has found new employment after resigning last September. (2025-03-28, shares: 3)
- __[Digital Assets Funds Inflow Persists](https://www.hedgeweek.com/digital-assets-funds-see-second-week-of-inflows/)__: Digital asset investment products saw a second week of inflows, totaling 226m, showing cautious investor optimism, says CoinShares. (2025-04-01, shares: 3)
- __[Eisler Capital Loses Partner](https://www.hedgeweek.com/eisler-capital-loses-another-partner/)__: Eisler Capital loses three of its recently appointed partners, raising concerns about the hedge fund's stability in challenging market conditions. (2025-04-02, shares: 3)
- __[Engine Capital Challenges Lyft](https://www.hedgeweek.com/activist-engine-capital-launches-lyft-board-challenge/)__: Engine Capital Management, an activist hedge fund, has proposed two director candidates for Lyft’s board, suggesting a potential proxy battle. (2025-03-27, shares: 3)
- __[ExPaulson Partner Relaunches Hedge Fund](https://www.hedgeweek.com/ex-paulson-partner-relaunches-hedge-fund-with-qube-backing/)__: ExPaulson Europe LLP partner, Orkun Kilic, is relaunching his hedge fund Berry Street Capital Management with 200m in commitments from investors. (2025-03-31, shares: 3)

### Miscellaneous

- __[TT International's Macro Strategy](https://www.hedgeweek.com/tt-international-expands-em-offering-with-new-macro-strategy/)__: TT International has launched the TT EM Macro Strategy, a hedge fund focused on exploiting opportunities in emerging markets across various sectors. (2025-04-02, shares: 2)
- __[Elliott's Short Position on Shell](https://www.hedgeweek.com/elliott-takes-850m-short-position-against-shell/)__: Elliott Investment Management has taken an £850m short position against Shell, marking the largest disclosed bet against the oil company in nearly a decade. (2025-03-28, shares: 2)
- __[Robeco Active Quant Results](https://news.google.com/rss/articles/CBMiswFBVV95cUxPLUMxLTU3ZF9tcjlhSmprbHU1bEdOZFQzM1NxbzVDVmRZOFJ1VnJRdkdPYzJBZzhRWkRBbFd6ZnNobTB2Qi1aZFdVWjFzN1g3Z3JvUGNPSUZtTlZnNHVPMlV0Xy1BX2stNkVRLUZwODJyOXNkNzlMTzlZWXNPQTdnVVBOYmRhZ1FmYXpFeW5UUDhMQnV6VlBjanY0dkNMRzRhSWZqUTBuVnZTaGsxR1hxS3ozUQ?oc=5)__: Robeco Active Quant prioritizes predictable outcomes in partner insight, as reported by Professional Pensions. (2025-03-27, shares: 2)
- __[Fed Emergency Facility for Hedge Fund Trades](https://www.hedgeweek.com/calls-grow-for-fed-to-establish-emergency-facility-for-hedge-fund-basis-trades/)__: Financial experts have advised the Federal Reserve to create an emergency facility to manage the potential unwinding of highly leveraged hedge fund basis trades, safeguarding the $29tn US Treasuries market. (2025-03-27, shares: 2)
- __[AI's Impact on Trading](https://news.google.com/rss/articles/CBMidEFVX3lxTE51UjNYZHV5M3liXzJkeEU0dV9vVHVwa2dUYVRqNU1jNl9saHN5R252M3gwcW1hYUphbGREc1N2MlNtSDB5ek9DYnNScXh5SGpwcm9naGliZ2cxQlM0ekViMi1DcC1HTzlOS09jLWVraW1La3B0?oc=5)__: Top1000funds reports that Artificial Intelligence (AI) is expected to lead the next stage of quantitative finance. (2025-04-01, shares: 2)
- __[Bridgewater AUM Decreases by 18%](https://www.hedgeweek.com/bridgewater-aum-down-by-18-as-firm-shrinks-flagship-fund/)__: In 2024, Bridgewater Associates' assets under management dropped by 18.1% to $92.1bn due to a purposeful reduction in its main fund. (2025-04-01, shares: 1)
- __[Managed Accounts Evolution](https://www.hedgeweek.com/separate-ways-behind-evolution-managed-accounts-1/)__: The adoption of Separately Managed Accounts (SMA) in hedge fund offerings has been driven by regulatory pressures, technological innovation, and investor demands over the past decade. (2025-03-27, shares: 1)
- __[DTCC’s FICC Grows Treasury Clearing](https://www.hedgeweek.com/dtccs-ficc-expands-treasury-clearing/)__: The Fixed Income Clearing Corporation (FICC) has improved its US Treasury clearing capabilities with new access models and customer margin segregation. (2025-03-28, shares: 1)
- __[Landing a Quant Job with Low Grades](https://www.efinancialcareers.com/news/can-you-salvage-a-graduate-quant-job-if-you-ve-got-poor-grades)__: The path to success can be difficult if initial obstacles are encountered. (2025-03-31, shares: 1)
- __[Schroder UK Mid Cap Trust Fights Saba](https://www.hedgeweek.com/schroder-uk-mid-cap-trust-strengthens-defences-following-saba-attack/)__: The Schroder UK Mid Cap Fund has implemented investor-friendly reforms after successfully thwarting Saba Capital's attempt to alter its structure. (2025-03-31, shares: 1)

## Podcasts

### Quantitative

- __[Christopher Zook PE Insights](https://traffic.megaphone.fm/TIFM5120062927.mp3?updated=1743111735)__: Christopher Zook talks about CAZ Investments' focus on private markets, investment themes, and risk mitigation strategies in private equity. (2025-03-28, shares: 12)
- __[WeightWatcher AI Detective](https://datascienceathome.podbean.com/e/weightwatcher-the-ai-detective-for-llms-deepseek-openai-included-ep-279/)__: Dr. Charles Martin introduces WeightWatcher, an AI tool that analyzes neural networks without requiring their data, and discusses the future of AI. (2025-03-31, shares: 10)
- __[Techs Dumbest Mistake AI vs Programmers](https://datascienceathome.podbean.com/e/techs-dumbest-mistake-why-firing-programmers-for-ai-will-destroy-everything-ep-278/)__: A podcast episode discusses the potential negative effects of replacing human programmers with AI, based on a viral article. (2025-03-28, shares: 8)
- __[EM Fixed Income Tariff Watch](https://atanyrate.podbean.com/e/at-any-rate-%e2%80%93-em-fixed-income-focus-on-tariff-watch-again/)__: Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a 2025 podcast. (2025-03-27, shares: 8)
- __[Active Management in Volatile Markets](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16904257-active-management-in-volatile-markets-with-eric-nyquist.mp3)__: Eric Nyquist discusses Howard Capital's systematic approach to volatile markets, arguing that the real risk is not volatility, but the erosion of purchasing power. (2025-04-02, shares: 7)

### Related

- __[Global Private Equity Opportunities](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD3466108079.mp3?updated=1743535951)__: Goldman Sachs' Alison Mass and Bain Capital's David Gross discuss the evolving global landscape of private equity and alternative investments. (2025-04-01, shares: 7)
- __[US Rates Developments](https://atanyrate.podbean.com/e/us-rates-signal-and-noise/)__: Srini Ramaswamy and Ipek Ozil discuss the latest developments in US rates markets in a podcast recorded on March 31, 2025. (2025-03-31, shares: 7)
- __[Market Outlook Post Q1](https://audioboom.com/posts/8696122)__: A panel of experts analyze the shift in market trends and the move away from top-performing assets of 2024, forecasting future market expectations. (2025-03-28, shares: 5)
- __[Combatting Fraud Networks](https://dataskeptic.com/blog/episodes/2025/fraud-networks)__: Data scientist Bavo DC Campo explains how graphs can be used to detect insurance fraud by revealing hidden links between fraudulent claims and culprits. (2025-04-01, shares: 5)
- __[European Rate Markets Chat](https://atanyrate.podbean.com/e/global-rates-tariffs-issuance-and-fiscal-drivers/)__: Francis Diamond, Aditya Chordia, and Khagendra Gupta share their insights on European rate markets, focusing on various aspects including Euro rates, SSAs, Scandi rates, and UK rates. (2025-03-28, shares: 5)

## X / Twitter

### Quantitative

- __[NeuraLatex: Self-Contained Paper](https://x.com/carlcarrie/status/1907173039542050953)__: Self-Contained Paper: NeuraLatex has addressed reproducibility problems by incorporating all necessary code, data, and experiments into the LaTeX source, allowing it to be executed during compilation. (2025-04-01, shares: 1)

### Miscellaneous

- __[Investment Pairs](https://x.com/quantseeker/status/1906994944503382520)__:  (2025-04-01, shares: 1)

## Reddit

### Quantitative

- __[Prep Time](https://www.reddit.com/r/quantfinance/comments/1jls0rf/i_have_interview_in_30_min_time_to_lock_in/)__:  (2025-03-28, shares: 345)
- __[Algo Roadmap](https://www.reddit.com/r/algotrading/comments/1jmnjt0/the_best_algotrading_roadmap/)__:  (2025-03-29, shares: 124)
- __[IMC Report](https://www.reddit.com/r/quant/comments/1jm1ckp/imc_trading_annual_report/)__:  (2025-03-28, shares: 114)
- __[Firm Taxonomy](https://www.reddit.com/r/quant/comments/1jn2gih/my_attempt_at_a_taxonomy_of_trading_firms/)__:  (2025-03-30, shares: 637)
- __[Job Experience](https://www.reddit.com/r/quant/comments/1jl9572/this_job_is_insane/)__:  (2025-03-27, shares: 467)

### Rising

- __[Backtesting IDE Insights](https://www.reddit.com/r/algotrading/comments/1jkx0xi/im_making_a_backtesting_ide_extension_need_your/)__:  (2025-03-27, shares: 70)
- __[Money Algotrading](https://www.reddit.com/r/algotrading/comments/1jlax0u/do_you_make_a_meaningful_amount_of_money/)__:  (2025-03-27, shares: 127)
- __[Noncompete Tips](https://www.reddit.com/r/quant/comments/1jmya4q/what_to_do_during_two_year_noncompete/)__:  (2025-03-29, shares: 165)
- __[Million Paycheck](https://www.reddit.com/r/quant/comments/1jlc0wv/50_millions_paycheck_and_recruiting_fee/)__:  (2025-03-27, shares: 91)
- __[CV Rejection Reasons](https://www.reddit.com/r/quantfinance/comments/1jnxvof/why_your_cv_is_getting_thrown_in_the_bin/)__:  (2025-03-31, shares: 199)