---
title: Quant Letter No. 96: May 2025, Week 1
url: https://www.ml-quant.com/issues/2025-05-07/
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: 2025-05-07
---


# Quant Letter No. 96: May 2025, Week 1

Sent 2025-05-07. 163 items.

## arXiv

### Finance

- __[Asset Pricing in Transformer](http://dx.doi.org/10.5281/zenodo.15327831)__: The paper introduces SERT, a new Transformer model for US large capital stock pricing, which performs better during extreme market fluctuations like the COVID-19 pandemic. (2025-05-02, shares: 25) · https://www.ml-quant.com/papers/doi/10-5281-zenodo-15327831/
- __[Asset Pricing in Pre-trained Transformer](http://dx.doi.org/10.5281/zenodo.15327831)__: The study showcases the SERT Transformer model's superior performance in managing downside risks during market shocks and identifying patterns in sparse temporal data in asset pricing models. (2025-05-02, shares: 25) · https://www.ml-quant.com/papers/doi/10-5281-zenodo-15327831/
- __[Latent Variable Estimation in Bayesian Black-Litterman Models](http://arxiv.org/abs/2505.02185v1)__: The research modifies the Bayesian Black-Litterman portfolio model to be fully data-driven, eliminating subjective investor views, improving Sharpe ratios, and reducing turnover. (2025-05-04, shares: 20) · https://www.ml-quant.com/papers/arxiv/2505.02185/
- __[Multiscale Causal Analysis of Market Efficiency](http://arxiv.org/abs/2505.01543v1)__: The study uses the Financial Chaos Index to assess stock market efficiency, finding that daily asset price changes respond predictably to lagged news-based uncertainty, but not monthly, emphasizing the importance of time-scale decomposition. (2025-05-02, shares: 17) · https://www.ml-quant.com/papers/arxiv/2505.01543/
- __[MLP Models in Asset Pricing](http://dx.doi.org/10.5281/zenodo.15333718)__: The research uses MLP models for asset pricing, finding them more effective in controlling risk, particularly during the COVID-19 period. (2025-05-03, shares: 16) · https://www.ml-quant.com/papers/doi/10-5281-zenodo-15333718/
- __[Stochastic Model for Cybersecurity Investment](http://arxiv.org/abs/2505.01221v1)__: A model is developed for optimal cybersecurity investment, showing that considering attack clustering improves investment policies and risk management. (2025-05-02, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.01221/
- __[Modelling Lifetime Default Risk](http://arxiv.org/abs/2505.01044v1)__: The study examines Cox-models in loan default estimates, suggesting that ignoring recurrent defaults may not significantly impact estimates depending on their frequency. (2025-05-02, shares: 11) · https://www.ml-quant.com/papers/arxiv/2505.01044/
- __[Volatility of Single Stocks](http://arxiv.org/abs/2505.02678v1)__: The Nested factor model is used to represent stock correlations, showing that it can account for the large Hurst exponents of stock indexes. (2025-05-05, shares: 11) · https://www.ml-quant.com/papers/arxiv/2505.02678/
- __[Systemic Risk in European Insurance Sector](http://arxiv.org/abs/2505.02635v1)__: The study investigates the relationship between the European insurance sector and financial markets, finding that the insurance market contributes to systemic risk, especially during financial crises. (2025-05-05, shares: 10) · https://www.ml-quant.com/papers/arxiv/2505.02635/

### Economics

- __[DebtStreamness: Ecological Credit Flows](http://arxiv.org/abs/2505.01326v1)__: Ecological Credit Flows: The research introduces DebtStreamness, a new metric to analyze firms' positions in credit chains, showing that these chains are typically short and some firms serve as lenders to others in the chain. (2025-05-02, shares: 23) · https://www.ml-quant.com/papers/arxiv/2505.01326/
- __[Research and Policy in Medicare Centers](http://arxiv.org/abs/2505.00854v1)__: The research uses national coverage determination process data to link scientific articles and their funding sources to federal policies, emphasizing the need for transparency among all parties involved in funding and using evidence for federal policy. (2025-05-01, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.00854/
- __[Earth Observation Data for Cost Evaluation](http://arxiv.org/abs/2505.01721v1)__: The research evaluates the economic impact of the 2025 Los Angeles wildfire, estimating a total direct loss of around 4.86 billion USD, and highlights the need for equitable wildfire management strategies. (2025-05-03, shares: 13) · https://www.ml-quant.com/papers/arxiv/2505.01721/
- __[25 LA Wildfire Impacts Evaluation](http://arxiv.org/abs/2505.01721v1)__: A study estimates the 2025 Los Angeles wildfires caused around 4.86 billion USD in direct economic losses, emphasizing the need for specific wildfire management strategies. (2025-05-03, shares: 13) · https://www.ml-quant.com/papers/arxiv/2505.01721/
- __[Japanese Marriage Market Efficiency Analysis](http://arxiv.org/abs/2505.00607v1)__: Research using data from Japan's largest matchmaking platform shows that digital intermediation has quadrupled monthly matching efficiency in the country's marriage market. (2025-05-01, shares: 13) · https://www.ml-quant.com/papers/arxiv/2505.00607/
- __[Customer Emotions in Gender and Culture](http://arxiv.org/abs/2505.02852v1)__: A study finds significant gender and cultural differences in emotional experiences on e-commerce platforms, with gender-based emotional differences more noticeable in Western cultures. (2025-05-02, shares: 12) · https://www.ml-quant.com/papers/arxiv/2505.02852/
- __[Macroeconomic Surprises and Trader Responses](http://arxiv.org/abs/2505.01962v1)__: A study creates a model to analyze trader reactions to shocks like scheduled macroeconomic news, finding that well-informed, less risk-averse traders take larger positions and achieve greater wealth. (2025-05-04, shares: 12) · https://www.ml-quant.com/papers/arxiv/2505.01962/

### Miscellaneous

- __[Balancing Precaution in AI Regulation](http://arxiv.org/abs/2505.02846v1)__: The article proposes a 'wait-and-monitor' strategy, using regulatory sandboxes, to balance risk and innovation in AI governance. (2025-05-01, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.02846/
- __[DL Models for Energy Forecasting](http://arxiv.org/abs/2505.03109v1)__: The research compares seven Deep Learning models for use in the renewable energy sector, with Long-Short Term Memory and Multilayer Perceptron models proving most accurate. (2025-05-06, shares: 13) · https://www.ml-quant.com/papers/arxiv/2505.03109/
- __[Multi-Agent RL for Ancillary Market Coupling](http://arxiv.org/abs/2505.03288v1)__: The study uses game theory to analyze market coupling, finding that multi-agent deep reinforcement learning reduces market costs but increases profit variability. (2025-05-06, shares: 12) · https://www.ml-quant.com/papers/arxiv/2505.03288/

### Historical Trending

- __[AI Recruitment Bias](http://arxiv.org/abs/2504.21400v1)__: Research shows that generative AI used in hiring processes tends to favor male candidates, particularly for high-paying roles, suggesting a gender bias. (2025-04-30, shares: 50) · https://www.ml-quant.com/papers/arxiv/2504.21400/
- __[Trading Strategy Enhancement](http://arxiv.org/abs/2504.20349v2)__: The ClusterLOB method groups individual market events from market-by-order data, offering insights into trading strategies and responses to market changes, and assisting in creating effective predictive trading signals. (2025-04-29, shares: 40) · https://www.ml-quant.com/papers/arxiv/2504.20349/
- __[Heston Model Approximations](http://arxiv.org/abs/2504.21658v1)__: A Ph.D. thesis investigates approximations and regularity for the Heston stochastic volatility model, including high-order weak approximations for the Cox-Ingersoll-Ross process and the partial differential equation of the log-Heston model. (2025-04-30, shares: 20) · https://www.ml-quant.com/papers/arxiv/2504.21658/
- __[Portfolio Inference](http://arxiv.org/abs/2504.15268v2)__: The Nonparametric Angles-based Correlation (NAbC) method is introduced to define the finite-sample distributions of any dependence measure, improving the understanding and management of financial portfolios in a multivariate context. (2025-04-21, shares: 19) · https://www.ml-quant.com/papers/arxiv/2504.15268/
- __[Elasticity Dynamics](http://arxiv.org/abs/2504.21062v1)__: The 2HOED framework merges machine learning, blockchain, and modern causal inference to represent various systems as energy-based Hamiltonians, offering a new causal energetic channel linking elasticity to macro level outcomes. (2025-04-29, shares: 18) · https://www.ml-quant.com/papers/arxiv/2504.21062/

## SSRN

### Quantitative

- __[Solana Token Market Inefficiencies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239105)__: The study highlights a 25% loss in Solana token market capitalization due to fraudulent activities, indicating a need for better transparency and regulation. (2025-05-01, shares: 8) · https://www.ml-quant.com/papers/ssrn/5239105/
- __[AI in Financial Risk Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243241)__: The paper explores the use of artificial intelligence in improving financial risk management in financial institutions, focusing on its application in various risk types. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243241/
- __[SSR under Quadratic Rough Heston](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239929)__: The research uses the finite difference method to calculate the skew-stickiness ratio under quadratic rough Heston, demonstrating its effectiveness. (2025-05-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/5239929/
- __[Cyber-Attack Prevention with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237733)__: The study assesses the use of machine learning in improving IoT cybersecurity in Colombia and cloud computing, discussing the pros and cons of different algorithms. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5237733/
- __[LPFG Temperature Sensing Demodulation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243161)__: The research introduces a new optical data augmentation technique using Denoising Diffusion Probabilistic Models to improve the precision of fiber optic sensor parameter measurements. (2025-05-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/5243161/
- __[Short-Term Rental Price Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243654)__: The study introduces a forecasting model for short-term rental prices using open-access data, identifying key pricing factors and promoting digital equity through accessible advanced housing analytics. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243654/
- __[Competitive Strategies in Differential Game Theory](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240552)__: The paper reevaluates the use of signed and unsigned distance functions in collision-distance-based pursue-evader scenarios in differential game theory, suggesting trajectories can be modeled with fully differentiable piecewise cubic polynomial interpolation. (2025-05-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5240552/
- __[Reverse Classification Challenge](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237861)__: The article suggests a new method for experimental research, using machine learning metrics to evaluate results, potentially enhancing their reliability. (2025-05-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5237861/
- __[Efficient Sampling of Spanning Arborescences](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242978)__: The paper introduces a new sampling method for directed graphs, using dynamic programming for improved efficiency and quality, particularly on low-conductance graphs. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5242978/
- __[Forecasting Technology Adoption](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240826)__: The research proposes a method to predict the adoption of innovative technology products, considering individual willingness to adopt and social influences. (2025-05-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5240826/
- __[Optimal Non-swing Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244137)__: The article presents a model to analyze the optimal non-swing trading strategy of corporate insiders, revealing that trading restrictions can reduce trading but can be offset by trading unrestricted stocks. (2025-05-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/5244137/
- __[Study on Negative Treasury Haircuts](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239611)__: The research investigates the supply of leverage in the Treasury market by large dealer banks, showing that their balance sheet capacity significantly influences the market's fragility. (2025-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239611/
- __[AI and ML for Educational Reform](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238469)__: The literature review discusses how artificial intelligence and machine learning can advance social justice and educational reform, highlighting the need for data privacy and equal technology access policies. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5238469/
- __[Systematic Risks Network of Cryptos](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242071)__: The paper examines the relationship between the cryptomarket and financial markets, using a time-frequency connectedness framework to distinguish between temporary and persistent shocks in cryptocurrency prices. (2025-05-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5242071/
- __[Predicting Laser Fabrication](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240746)__: The study uses machine learning to predict the properties of glass optical diffusers made by indirect laser machining, proving the effectiveness of combining this technique with machine learning models. (2025-05-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5240746/
- __[Model Order Reduction for Large-Scale SVD Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231737)__: GAVI Geometry Agnostic Variationalautoencoder Integration is a new technique for reducing large data sets, capable of managing complex geometries. (2025-04-26, shares: 8) · https://www.ml-quant.com/papers/ssrn/5231737/
- __[Joint Dynamics for Asset and IV Surface](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234202)__: A new model has been developed that links the implied volatility surface and its underlying asset, providing accurate risk management and VIX distribution forecasts. (2025-04-28, shares: 4) · https://www.ml-quant.com/papers/ssrn/5234202/
- __[Digital Certification Model for NATO Defense](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232664)__: A new methodology combines operational data with advanced modeling to improve NATO's system qualification processes. (2025-04-02, shares: 6) · https://www.ml-quant.com/papers/ssrn/5232664/
- __[Machine Learning: Theory to Practice](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234601)__: Theory to Practice: The book 'Machine Learning From Theory to Practice' provides a practical application of machine learning, using real-world examples and ethical considerations. (2024-12-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/5234601/
- __[Monetary Policy Sentiment and Tail Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5233873)__: A new model suggests that central banks should align policy communication with market sentiment to increase financial stability. (2025-04-28, shares: 6) · https://www.ml-quant.com/papers/ssrn/5233873/
- __[Machine Learning for Option Exercise Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241260)__: Machine learning methods have been found to be more effective than traditional assumptions in predicting whether an American call option will be exercised. (2025-04-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5241260/
- __[AI Development and Job Market Polarization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5233820)__: A study suggests that AI will displace 85 million jobs but create over 95 million new roles requiring advanced technology skills by 2025. (2025-04-28, shares: 4) · https://www.ml-quant.com/papers/ssrn/5233820/
- __[Consumer Response to Travel Time and Crime](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231629)__: The research shows that consumers avoid travel to distant, high-crime areas, which also negatively impacts nearby safer regions. (2025-04-26, shares: 5) · https://www.ml-quant.com/papers/ssrn/5231629/
- __[AI and ML in Future SOA Trends](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5236155)__: The article explores the future of Service-Oriented Architecture (SOA) improved by AI and ML integration, enabling intelligent decision-making and real-time data processing. (2025-04-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5236155/
- __[Investor Attention and Cryptocurrency Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5230632)__: The study reveals that investor attention, especially from institutional investors, significantly predicts cryptocurrency market volatility. (2025-04-25, shares: 2) · https://www.ml-quant.com/papers/ssrn/5230632/
- __[Commercial Real Estate Market Indicators in Germany](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5235346)__: The paper proposes a statistical framework for commercial real estate market indicators, arguing for their consistency with macroeconomic factors. (2025-04-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5235346/
- __[Smart Hiring Strategies in the Digital Age](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234699)__: The article presents innovative hiring strategies using social media, referrals, networking, and employer branding to build high-performing teams. (2025-04-29, shares: 5) · https://www.ml-quant.com/papers/ssrn/5234699/
- __[Legal Authority for AI Development](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231319)__: The paper introduces a risk-based AI governance framework from the Philippines, mapping AI-related risks to existing Philippine laws. (2025-02-04, shares: 5) · https://www.ml-quant.com/papers/ssrn/5231319/
- __[New Polish Government's Foreign Policy Implications](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232611)__: The analysis examines the impact of Poland's new government under Donald Tusk on Ukraine, Russia's war, and regional security, highlighting the need for regional cooperation and defense diversification. (2023-10-29, shares: 4) · https://www.ml-quant.com/papers/ssrn/5232611/
- __[Data Preprocessing in Machine Learning for Intrusion Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241031)__: The study emphasizes the importance of data preprocessing in improving the performance and reliability of machine learning algorithms used for intrusion detection. (2024-12-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5241031/

### Financial

- __[Model Complexity in Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241880)__: Complex algorithms in global models outperform regional models in cross-sectional asset pricing, contradicting previous studies favoring regional methods. (2025-05-05, shares: 5) · https://www.ml-quant.com/papers/ssrn/5241880/
- __[Volatility in Continuous Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243102)__: Cryptocurrencies show a flat volatility pattern, unlike the U-shaped curve seen in stock markets with limited trading hours. (2025-05-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243102/
- __[Numerical Methods for Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239141)__: The paper analyzes advanced numerical techniques in finance, discussing their applications, limitations, and challenges like computational complexity and model risk. (2025-05-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/5239141/
- __[Share Repurchase Legalization Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240973)__: Legalizing stock-repurchase boosts investment by improving equity capital access and reallocating idle cash, implying that buyback restrictions could hinder efficient capital allocation. (2025-05-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/5240973/
- __[AGNOSTIC for Quantitative Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242085)__: The AGNOSTIC tool, using online learning and convex optimization, helps overcome dimensionality and overfitting issues in Quantitative Finance without depending on assumptions or models. (2025-05-05, shares: 4) · https://www.ml-quant.com/papers/ssrn/5242085/
- __[Expected Returns and Stock Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244033)__: A few stocks significantly influence the performance of cross-sectional asset pricing anomalies, indicating that a large part of the returns may be due to mispricing. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5244033/
- __[Human Capital in VC](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239857)__: Venture capital partners with diverse backgrounds are more likely to lead high-risk, innovative investments, which have a higher chance of major success or failure, highlighting their role in screening and enhancing firm performance. (2025-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239857/
- __[Love at First Trade](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238032)__: Chinese investors tend to favor the first stock they bought, indicating that initial investment experiences shape future portfolio decisions. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5238032/
- __[Order Flows Impact Stock Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238514)__: External order flows can affect stock prices, with significant purchases leading to a 6.4% increase in the Fama-French 5-factor alpha for CSI 500 index stocks. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5238514/
- __[Neural Network Asset Return Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237873)__: Applying Fourier series expansion to the average asset return function can help solve the equity premium puzzle by capturing both sine and cosine components. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5237873/
- __[Option Liquidity Measurement with EAS](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239635)__: The Elasticity-Adjusted Spread (EAS) is a new measure of option liquidity, correlating with underlying liquidity, market capitalization, and VIX. (2025-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239635/
- __[Unit Roots in G7 Macro Variables](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238504)__: A 200-year study of 40 macroeconomic variables across G7 economies shows mean reversion in the U.S. and significant differences between countries. (2025-05-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5238504/
- __[ARXNAVIS: Blockchain Mobility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242267)__: Blockchain Mobility: ARXNAVIS combines six smart-contract protocols to achieve fiscal sustainability through Asset-Backed Digital Currency (ABDC) treasuries and NEXUS3. (2025-05-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5242267/
- __[Trump's Bitcoin Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241126)__: The Trump family's support for cryptocurrency significantly impacts Bitcoin's financial performance, showing Bitcoin's vulnerability to political signals. (2025-05-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/5241126/
- __[Stablecoins as NQA Money](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241236)__: Stablecoins, acting as no-questions-asked (NQA) money, saw increased inflows during Korea's 2024 martial law crisis, indicating their role as money and liquidity providers. (2025-05-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/5241236/
- __[Local vs. Stochastic Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231307)__: The study questions the accuracy of local volatility models in economic and financial variables, indicating that volatility isn't always local. (2025-01-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5231307/
- __[Luxury Watches Diversification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5235200)__: Luxury watches, especially Rolex, Patek Philippe, and Audemars Piguet, offer significant diversification benefits and perform better than stocks, bonds, and gold when adjusted for risk. (2025-04-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5235200/
- __[Classical vs. Demand System Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232345)__: The study proposes that isoelastic demand more accurately reflects the shape of observed demand curves in traditional asset pricing models. (2025-04-25, shares: 4) · https://www.ml-quant.com/papers/ssrn/5232345/
- __[Macroeconomic Announcement Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232941)__: The study explores the high stock returns on days of scheduled macroeconomic announcements, suggesting that increased inflation leads to more uncertainty about future monetary policy. (2025-04-27, shares: 3) · https://www.ml-quant.com/papers/ssrn/5232941/
- __[US Tariff Policy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232092)__: The study contends that U.S. tariff policy under Trump's second administration is consistent with momentum-style investing and reinforcement learning, rather than being random. (2025-04-26, shares: 3) · https://www.ml-quant.com/papers/ssrn/5232092/
- __[Option Returns in Crypto](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231776)__: The crypto market has developed a liquid derivatives market, but there are significant risk premiums for small maturities and at-the-money prices. (2025-04-26, shares: 2) · https://www.ml-quant.com/papers/ssrn/5231776/
- __[Asset Manager Commonality](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5231258)__: Asset managers of life insurers impact financial markets, with insurers using the same asset manager having similar portfolios and trades, but the increase in portfolio return correlation is minimal. (2024-10-25, shares: 2) · https://www.ml-quant.com/papers/ssrn/5231258/
- __[UIP Violations in FX Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5230768)__: The research indicates that uncovered interest parity (UIP) is upheld during overnight trading but violated during U.S. intraday periods, affecting currency trading returns. (2024-06-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5230768/
- __[Network Basket Loan](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240418)__: The article introduces the Network Basket Loan, a financial tool aimed at funding socially beneficial projects and addressing market failures. (2025-04-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/5240418/
- __[Financial Market Prediction with Least Action Paths](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232399)__: The study proposes a financial market prediction model that merges the Feynman path integral approach with neural network-based embeddings and XGBoost, enhancing forecast accuracy. (2025-04-27, shares: 3) · https://www.ml-quant.com/papers/ssrn/5232399/
- __[Enhancing Trading Strategies with ClusterLOB](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234435)__: The paper presents ClusterLOB, a method for grouping individual market events in market-by-order data, offering insights into distinct trading behaviors. (2025-04-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/5234435/
- __[Model Validation: Out-of-sample vs. Out-of-time](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241694)__: Out-of-sample vs. Out-of-time: The research suggests that out-of-sample model validation may underestimate forecast errors and negatively impact model selection, particularly when models are misspecified. (2025-04-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/5241694/
- __[Geographic Shareholder Dispersion & Mutual Fund Flow](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239359)__: The study reveals that euro-area mutual funds with a wider geographic investor base experience more volatile flows, but this doesn't affect net performance due to improved liquidity management. (2024-07-19, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239359/
- __[Public Guaranteed Loans Allocation in Covid-19](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239382)__: The research shows that government-guaranteed loans are more likely to be given to safer, liquidity-constrained borrowers who are less likely to face repayment issues after a year. (2024-10-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239382/
- __[Coherent Forecasting of Realized Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5233349)__: The paper highlights improved forecast performance from a HAR model estimated using the QLIKE loss, particularly when evaluated using the same QLIKE loss. (2025-04-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/5233349/

## 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 downturns, but a new Automated Adaptive Trading System could help stabilize emerging markets in such times. (2025-05-07, 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 identify assets contributing to market downturns in the Pakistan Stock Exchange, proposing a portfolio optimization scheme for efficient asset allocation. (2025-05-07, 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)__: Using expected shortfall as the risk measure in risk parity portfolio optimization reduces sensitivity to volatility shocks and decreases portfolio turnover during market turmoil, with a time series model enhancing risk-adjusted returns and overall risk management. (2025-05-07, 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. (2025-05-07, 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 units' 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. (2025-05-07, 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. (2025-05-07, 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 accurate predictions by minimizing data imputation. (2025-05-07, 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 for enhancing equity premium prediction, outperforming existing methods. (2025-05-07, 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)__: Research shows that increased product market competition (PMC) prompts firms to adopt zero-leverage (ZL) strategies, particularly those with higher earnings volatility, affecting capital structure decisions. (2025-05-07, 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 reassesses the impact of news sentiment on stock return volatility, finding that accurately measured news sentiment significantly influences intraday stock return volatility, with GPT-4 classification outperforming RavenPack. (2025-05-07, 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 to prevent overfitting in Data Envelopment Analysis (DEA), providing a useful tool for scenarios requiring generalization and showing strong performance in high-dimensional settings. (2025-05-07, 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](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 shows machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities using 60 variables. (2025-05-07, 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, improving capital allocation in financial institutions. (2025-05-07, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility in China](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, outperforming traditional models. (2025-05-07, 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. (2025-05-07, 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 and modeling complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling. (2025-05-07, 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 analyze the impact of a monetary policy frictions index on commercial banks' nonperforming loans, advocating for more transparency in monetary policy transmission. (2025-05-07, 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 influence of the US housing market and its interest rates, emphasizing their significant impact on international housing market spillovers. (2025-05-07, 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. (2025-05-07, 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 tested in China and shown to be more accurate and adaptable in forecasting carbon trading prices than standard models. (2025-05-07, 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 article discusses a study that uses machine learning to predict the CBOE Volatility Index, highlighting weekly jobless claim data as a significant factor. (2024-10-19, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Euro Bank Stock 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 reveals that traditional machine learning models outperform deep learning models in predicting stock price direction in the Eurozone banking sector. (2024-11-20, 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 playing key roles. (2024-07-27, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Social Media Climate 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 article emphasizes the need for communication and a comprehensive approach to address climate change, using machine learning to analyze climate change discussions on social media. (2023-07-02, 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 study investigates the issue of dark patterns in retail investment, focusing on the use of behavioral sciences and AI to improve regulation. (2024-03-27, 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 in the EU: Labor Market Dynamics](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)__: Labor Market Dynamics: The study profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth informality in the labour market. (2024-05-23, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Resource Management in Cloud Computing: AI for DevOps](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)__: AI for DevOps: The paper discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-05-07, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance and Citizen Participation: Literature Review](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)__: Literature Review: The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness. (2024-01-17, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants: Future Research](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)__: Future Research: The paper analyzes literature on the factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the COVID-19 pandemic. (2023-04-24, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Online Gig Work: Structural Analysis](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)__: Structural Analysis: The study tests the Work Need Satisfaction Scale (WNSS) among online gig workers, suggesting the scale needs modification to better reflect the specifics of online platform work. (2024-06-07, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## GitHub

### Finance

- __[Global Macro DB](https://github.com/KMueller-Lab/Global-Macro-Database)__: The repository includes the replication code and raw data utilized to construct the Global Macro Database. (2025-01-29, shares: 116)
- __[Quantcodeframe](https://github.com/Quantco/dataframely)__: The article explores a declarative native data frame validation library. (2025-04-17, shares: 264)

### Trending

- __[Math Books](https://github.com/PlamenStilyianov/FinMathematics)__: Books explores different genres of literature and their significance. (2016-02-04, shares: 1133)
- __[System Leaks](https://github.com/jujumilk3/leaked-system-prompts)__: Collection of leaked system prompts reveals a set of unauthorized system prompts that have been leaked. (2023-05-16, shares: 5460)
- __[MetaGPT Software](https://github.com/FoundationAgents/MetaGPT)__: The MultiAgent Framework First AI Software Company Towards Natural Language Programming discusses the pioneering AI company moving towards natural language programming. (2023-06-30, shares: 55170)
- __[FB Type Checker](https://github.com/facebook/pyrefly)__: A fast type checker and IDE for Python introduces a speedy and efficient type checker and development environment for Python. (2025-02-19, shares: 481)
- __[Nuitka Compiler](https://github.com/Nuitka/Nuitka)__: Nuitka is a Python compiler written in Python describes the workings and compatibility of Nuitka, a Python compiler. (2013-04-23, shares: 13064)

## News

### Quantitative

- __[Derivatives Margin Calls Rise](https://www.hedgeweek.com/tariff-driven-volatility-triggers-surge-in-derivatives-margin-calls/)__: Trump's tariff escalation has led to a rise in derivatives margin calls due to market volatility, causing financial strain on hedge funds and leveraged investors. (2025-05-01, shares: 10)
- __[Hedge Funds Adjust to Volatility](https://www.hedgeweek.com/hedge-funds-refine-dispersion-trades-amid-market-volatility-shift/)__: Due to market turbulence and macroeconomic uncertainty, hedge funds are altering their index dispersion trades strategy. (2025-05-06, shares: 9)
- __[SimCorp Improves Equity Risk Model](https://www.hedgeweek.com/simcorp-unveils-enhanced-axioma-worldwide-equity-factor-risk-model/)__: SimCorp has launched an upgraded version of its Axioma Worldwide Equity Factor Risk Model to assist hedge funds and asset managers in managing volatility and creating stronger portfolios. (2025-05-01, shares: 6)
- __[Exciting Hedge Fund Launch in 2025](https://www.hedgeweek.com/ones-to-watch-2025-the-years-most-exciting-hedge-fund-launches/)__: The 2025 hedge fund landscape is predicted to change significantly, with strategic diversification, geographic fragmentation, and stratified capital access reshaping the competition. (2025-05-01, shares: 6)
- __[Systematic Hedge Funds Purchase Equities](https://www.hedgeweek.com/systematic-hedge-funds-gear-up-to-buy-equities-regardless-of-market-direction/)__: Systematic hedge funds are expected to increase their equity exposure in the coming weeks, regardless of short-term market movements, according to a Goldman Sachs analysis. (2025-05-07, shares: 6)
- __[Sandglass Capital's Research Director](https://www.hedgeweek.com/sandglass-capital-appoints-director-of-research/)__: Charles-Antoine Wauters has been named a Director on the Investment Team at Sandglass Capital, a firm specializing in emerging market credit. (2025-05-06, shares: 5)
- __[Armistice Suffers Losses](https://www.hedgeweek.com/armistice-sees-heavy-losses-after-locking-in-investors/)__: Armistice Capital, a biotech-focused hedge fund, has experienced its third consecutive month of losses in 2025. (2025-05-06, shares: 4)
- __[Ackman Expands Hughes Stake](https://www.hedgeweek.com/ackman-expands-howard-hughes-stake-as-pershing-square-eyes-berkshire-style-holding-structure/)__: Bill Ackman is turning his Pershing Square Capital Management hedge fund into a diversified holding company by increasing his stake in Howard Hughes Holdings. (2025-05-06, shares: 3)
- __[Tudor Jones Predicts Tariff Reduction](https://www.hedgeweek.com/tudor-jones-sees-trump-halving-china-tariffs/)__: Paul Tudor Jones predicts a 50% reduction in tariffs on Chinese goods by President Trump, but warns it may not stop equity markets from retesting recent lows. (2025-05-07, shares: 3)
- __[Haidar's Fund Loses in April](https://www.hedgeweek.com/haidars-macro-fund-suffers-25-april-loss-amid-market-turmoil/)__: Haidar Capital Management's Jupiter Fund experienced a 25% loss in April due to macro volatility from President Trump's renewed trade war. (2025-05-07, shares: 3)

### Miscellaneous

- __[Strong Inflows for Digital Asset Fund](https://www.hedgeweek.com/digital-asset-fund-investor-sentiment-remains-strong-with-2bn-inflows/)__: CoinShares' report reveals that digital asset investment products have seen a third week of inflows, totaling $5.5bn over three weeks. (2025-05-06, shares: 3)
- __[Two Senior PMs Depart Point72](https://www.hedgeweek.com/two-senior-macro-pms-depart-point72/)__: Point72 Asset Management has lost two senior macro portfolio managers, Yau Ng and Alex Blanchard, based in Singapore and Dubai respectively. (2025-05-06, shares: 3)
- __[Astellas Teams Up with Activist Farallon](https://www.hedgeweek.com/japanese-drug-company-astellas-engages-with-activist-farallon/)__: Farallon Capital Management, an activist hedge fund, has increased its involvement with Astellas Pharma, receiving public recognition from the company's leadership. (2025-05-07, shares: 2)
- __[Ken Griffin Uses ChatGPT Despite Citadels CTO's Doubts](https://www.efinancialcareers.com/news/citadel-ai)__: The article explores the minor influence of artificial intelligence (AI). (2025-05-07, shares: 2)
- __[Niche C Specialist Joins Quant Fund](https://www.efinancialcareers.com/news/specialist-in-niche-c-alternative-gives-up-remote-job-for-growing-quant-fund)__: The article speculates about a quant potentially parting ways with Ada. (2025-05-02, shares: 2)
- __[Third Point US Steel](https://www.hedgeweek.com/third-point-reveals-stake-in-us-steel-eyes-credit-and-event-driven-opportunities/)__: Third Point, a hedge fund run by Daniel Loeb, has acquired a significant stake in US Steel, anticipating its merger with Nippon Steel despite political obstacles. (2025-05-02, shares: 2)
- __[AQR Delphi Strategy](https://www.hedgeweek.com/aqrs-delphi-long-short-strategy-up-3-2-in-april/)__: AQR Capital Management's Delphi LongShort Equity Strategy experienced a 3.2% rise in April, pushing its year-to-date return to 12.1%, as per an unidentified source. (2025-05-02, shares: 2)
- __[MFA Margin Rules Warning](https://www.hedgeweek.com/mfa-warns-against-rigid-margin-rules-in-treasury-repo-market-reforms/)__: The Managed Funds Association has cautioned US financial regulators that stringent margining practices in the Treasury repo market could potentially disrupt liquidity and heighten systemic risk. (2025-05-01, shares: 1)
- __[ExodusPoint April Gains](https://www.hedgeweek.com/exoduspoint-leads-multi-strat-gains-in-volatile-april/)__: Despite geopolitical instability and shifting trade policies in April, large multistrategy hedge funds, led by ExodusPoint's 2.8% gain, reported positive returns. (2025-05-02, shares: 1)
- __[Tech Juniors vs. Directors Balance](https://www.efinancialcareers.com/news/tech-juniors-in-banks-complain-of-too-much-work-directors-complain-of-too-little)__: There is widespread dissatisfaction among both parties over the size of bonuses. (2025-05-04, shares: 0)

## Podcasts

### Quantitative

- __[Diversification Over Conviction](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17049001-diversification-trumps-conviction-with-alex-shahidi.mp3)__: Alex Shahidi warns that due to market uncertainty, the old investing playbook may be outdated, suggesting diversification across multiple asset classes, including gold. (2025-05-01, shares: 11)
- __[Market Signals and Bear Market Warnings](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17085268-market-signals-and-bear-market-warning-signs-with-vincent-randazzo.mp3)__: Vincent Randazzo believes a bear market could last longer than expected due to deteriorating market breadth, advising a risk-aware strategy for investors. (2025-05-04, shares: 8)
- __[Decoding Market Volatility](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17079784-market-volatility-decoded-with-jay-hatfield.mp3)__: Jay Hatfield argues that the Federal Reserve fails to distinguish between one-time price increases and inflation, discussing the recent market selloff and recovery after Trump's tariff announcements. (2025-05-02, shares: 8)
- __[AgenticAI: The Future](https://garpcast.libsyn.com/agenticai-the-next-frontier-in-intelligent-decision-making)__: The Future: Zeynep Tunc introduces AgenticAI, a dynamic decision-making approach with applications in fields like autonomous vehicles and portfolio management. (2025-05-01, shares: 8)
- __[Insights on EM Fixed Income](https://atanyrate.podbean.com/e/em-fixed-income-lessons-learned-from-post-liberation-day-markets/)__: Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a May 2025 podcast. (2025-05-01, shares: 8)

### Related

- __[Investment Strategy Update](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17079786-rethinking-investment-strategy-in-an-era-of-change-with-seth-cogswell.mp3)__: Seth Cogswell warns that a potential reversal of globalization could disrupt traditional investment strategies, advocating for a disciplined approach, especially in midcap companies. (2025-05-02, shares: 7)
- __[US Rates Update](https://atanyrate.podbean.com/e/us-rates-and-global-fx-ask-again-later/)__: JP. Morgan strategists Jay Barry and Meera Chandan analyze recent developments in the Treasury and FX markets in relation to employment data, trade negotiations, and the Treasury's May refunding announcement. (2025-05-03, shares: 6)
- __[Global FX Update](https://atanyrate.podbean.com/e/global-fx-late-week-shocker-jolts-fx/)__: JP. Morgan's Global FX team discusses the significant move in USDTWD and its implications for USDCNY, Asia FX, and global FX, along with recent macro data and central bank decisions. (2025-05-02, shares: 5)
- __[Decarbonizing Strategies](https://audioboom.com/posts/8713248)__: Raj Shah investigates if factor portfolios can be decarbonised without impacting their risk and return characteristics in a new research paper. (2025-05-01, shares: 5)
- __[Ben Cohen Interview](https://shows.acast.com/the-alternative-data-podcast/episodes/the-ben-cohen-episode)__: Ben Cohen, former Global Head of Data Strategy at WorldQuant, discusses the changing role of data sourcing, team recruitment, and the influence of AI on the data industry in an interview. (2025-05-02, shares: 4)

## X / Twitter

### Quantitative

- __[Equity Premium Fades, Alpha Shines](https://x.com/paradoxinvestor/status/1918045176913903671)__: The blog emphasizes the significance of alpha in investment during times of reduced equity premium. (2025-05-01, shares: 3)
- __[AllianceBernstein Argues for Portable Alpha](https://x.com/choffstein/status/1919403405241471274)__: AllianceBernstein's article proposes portable alpha as a remedy for increased geopolitical risks and market concentration. (2025-05-05, shares: 3)
- __[Ernie Chan's New Trading Book on Generative AI](https://x.com/quantseeker/status/1917933194034237895)__: Ernie Chan is preparing to publish a new trading book centered on Generative AI. (2025-05-01, shares: 1)

### Miscellaneous

- __[Investing Research Roundup](https://x.com/quantseeker/status/1919821871035408456)__: The investment research roundup covers topics like Macro Announcement Risk Premia, MeanReversion Strategy, model complexity, real estate diversification, and highlights relevant blogs, repositories, and podcasts. (2025-05-06, shares: 1)
- __[High Sharpe Ratios](https://x.com/investingidiocy/status/1919429242430886270)__: The article hints at the unveiling of certain high-performing Sharpe Ratios. (2025-05-05, shares: 0)
- __[Weekend Reading Joy](https://x.com/quantseeker/status/1918384784885096531)__: The author is looking forward to reading a specific article during the weekend. (2025-05-02, shares: 0)

## Reddit

### Quantitative

- __[Model Complexity](https://www.reddit.com/r/quant/comments/1kd7nlw/how_complex_are_your_models/)__:  (2025-05-02, shares: 217)

### Rising

- __[QR Onboarding](https://www.reddit.com/r/quant/comments/1kcdufv/onboarding_process_for_qrs/)__:  (2025-05-01, shares: 61)
- __[Graduate Trader Tips](https://www.reddit.com/r/quant/comments/1kc8jh6/how_to_ensure_success_as_a_graduate_trader/)__:  (2025-05-01, shares: 70)
- __[Timeseries Clustering](https://www.reddit.com/r/quant/comments/1kbf6wh/i_am_a_timeseries_clustering_expert_what_can_i_do/)__:  (2025-04-30, shares: 98)
- __[Claude 3 Provider](https://www.reddit.com/r/algotrading/comments/1kcue73/providing_claude_37_sonnet_ai_the_access/)__:  (2025-05-02, shares: 233)
- __[Jane Street Estimathons](https://www.reddit.com/r/quantfinance/comments/1kdtklc/why_does_jane_street_do_high_school_estimathons/)__:  (2025-05-03, shares: 85)