---
title: Quant Letter No. 109: August 2025, Week 2
url: https://www.ml-quant.com/issues/2025-08-12/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2025-08-12
---


# Quant Letter No. 109: August 2025, Week 2

Sent 2025-08-12. 108 items.

## arXiv

### Finance

- __[Time Series Model for Financial Simulator](http://arxiv.org/abs/2508.06010v1)__: A new financial model has been developed for an online app that simulates wealth processes, using annual returns of three asset classes and an improved valuation measure. (2025-08-08, shares: 18) · https://www.ml-quant.com/papers/arxiv/2508.06010/
- __[Performative Market Making](http://arxiv.org/abs/2508.04344v1)__: The article explores how financial models shape markets and affect prices, and suggests a method for market makers to exploit dominant strategies. (2025-08-06, shares: 14) · https://www.ml-quant.com/papers/arxiv/2508.04344/
- __[Periodic Evaluation of Pension Fund](http://arxiv.org/abs/2508.05241v1)__: A novel framework is introduced for evaluating pension funds periodically, using a dynamic risk measure and a learning algorithm to manage risk and find optimal investment strategies. (2025-08-07, shares: 9) · https://www.ml-quant.com/papers/arxiv/2508.05241/
- __[Optimal Liquidity Provision in AMMs](http://arxiv.org/abs/2508.08152v1)__: The research investigates the earnings of passive liquidity providers in automated markets, suggesting that optimal fees should balance volume attraction and revenue generation, and dynamic fees can enhance results. (2025-08-11, shares: 7) · https://www.ml-quant.com/papers/arxiv/2508.08152/
- __[Free Lunches in Real Market](http://arxiv.org/abs/2508.07108v1)__: The article disputes the belief that risk-free profit opportunities don't exist in real markets, showing that they can exist and be theoretically accounted for using the benchmark approach. (2025-08-09, shares: 5) · https://www.ml-quant.com/papers/arxiv/2508.07108/
- __[Event-Aware Sentiment Factors in Financial Tweets](http://arxiv.org/abs/2508.07408v1)__: The study shows how large language models can be used in financial semantic annotation and alpha signal discovery, indicating that social media sentiment can be a useful predictor in financial forecasting. (2025-08-10, shares: 2) · https://www.ml-quant.com/papers/arxiv/2508.07408/

### Economics

- __[Fed Communication in COVID-19 Crisis](http://dx.doi.org/10.1111/manc.12520)__: A study reveals that the Federal Reserve's response to the COVID-19 pandemic was more reactive, focusing on financial stability and market volatility. (2025-08-06, shares: 12) · https://www.ml-quant.com/papers/doi/10-1111-manc-12520/
- __[Brand Equity Impact on Franchise Integration](http://dx.doi.org/10.1016/j.jretai.2025.01.007)__: Research indicates that franchises with higher brand equity tend to have less vertical integration, with the effect varying based on international presence and financial resources. (2025-08-09, shares: 11) · https://www.ml-quant.com/papers/doi/10-1016-j-jretai-2025-01-007/
- __[Risk Factors in Global Supply Chain Investing](http://arxiv.org/abs/2508.04858v1)__: A study on global supply chain infrastructure investment risk factors shows that portfolios with higher ESG scores have stronger connections with other portfolios, with COVID-19 altering these connections. (2025-08-06, shares: 10) · https://www.ml-quant.com/papers/arxiv/2508.04858/
- __[EEA Professional Climate Survey Findings](http://arxiv.org/abs/2508.04302v2)__: A 2023 survey by the European Economic Association found significant disparities in perceptions of inclusion and respect in the European economics profession, particularly in the UK and Italy. (2025-08-06, shares: 7) · https://www.ml-quant.com/papers/arxiv/2508.04302/
- __[Balanced Stock Networks](http://arxiv.org/abs/2508.04970v1)__: The research introduces a refined structure for stock networks that only includes significant correlations, offering a more precise depiction of stock relationships and highlighting key market subsystems that react to economic changes. (2025-08-07, shares: 6) · https://www.ml-quant.com/papers/arxiv/2508.04970/
- __[Spillovers in Conservation](http://arxiv.org/abs/2508.04371v1)__: A large-scale experiment showed that behavioral interventions encouraging resource conservation in one area did not affect another, with notable reductions in shower use but no impact on air-conditioning use. (2025-08-06, shares: 5) · https://www.ml-quant.com/papers/arxiv/2508.04371/
- __[Worker Preferences for Peer Info](http://arxiv.org/abs/2508.06162v1)__: A study identified four types of workers based on their information preferences, suggesting that customizing the delivery of information could enhance workplace welfare by up to 48%. (2025-08-08, shares: 5) · https://www.ml-quant.com/papers/arxiv/2508.06162/
- __[Strategy Effects in Centipede Games](http://arxiv.org/abs/2508.06425v1)__: A study comparing behavior in six optimally designed centipede games under three different choice elicitation methods found significant behavioral differences that correspond with the predictions of the Dynamic Cognitive Hierarchy solution. (2025-08-08, shares: 5) · https://www.ml-quant.com/papers/arxiv/2508.06425/

### Miscellaneous

- __[AI Integration in Startup Evaluation](http://arxiv.org/abs/2508.05491v1)__: The article proposes a comprehensive Systematic AI-driven Startup Evaluation (SAISE) Framework to improve the fragmented approach to integrating AI into startup evaluation. (2025-08-07, shares: 8) · https://www.ml-quant.com/papers/arxiv/2508.05491/
- __[Deformed Semi-Circle Law in Correlated Time Series](http://arxiv.org/abs/2508.07192v1)__: The study investigates the eigenvalue of the Wigner random matrix derived from a time series with temporal correlation, discussing the deformation of the semi-circle law and its moments of distribution and convergence. (2025-08-10, shares: 1) · https://www.ml-quant.com/papers/arxiv/2508.07192/

### Crypto & Blockchain

- __[Blockchain Analysis](http://arxiv.org/abs/2508.04671v1)__: A study of 44 million Ethereum transactions reveals distinct patterns, showing differences between human and automated transaction behaviors in blockchain ecosystems. (2025-08-06, shares: 11) · https://www.ml-quant.com/papers/arxiv/2508.04671/
- __[Ethereum Transaction Re-Ordering](http://arxiv.org/abs/2508.04671v1)__: The Ethereum study also shows that smart contract transactions exhibit sublinear scaling and bursty, algorithm-driven activity, unlike the consistent behavior of externally owned account transactions. (2025-08-06, shares: 11) · https://www.ml-quant.com/papers/arxiv/2508.04671/
- __[Fiscal Spillovers](http://arxiv.org/abs/2508.04003v1)__: Two MEV builders produce nearly 80% of Ethereum blocks, paying almost $14 million monthly to remain in the top quartile, with sandwich attacks accounting for nearly 15% of MEV payments to the validator. (2025-08-06, shares: 8) · https://www.ml-quant.com/papers/arxiv/2508.04003/
- __[US Stimulus Checks and Crypto Flows](http://dx.doi.org/10.1016/j.jimonfin.2025.103378)__: A paper using detailed cryptocurrency data finds a temporary rise in cryptocurrency outflows from the US after stimulus checks, with a maximum fiscal spillover of 2.52%. (2025-08-08, shares: 2) · https://www.ml-quant.com/papers/doi/10-1016-j-jimonfin-2025-103378/

### Historical Trending

- __[Unravelling Prediction Markets](http://arxiv.org/abs/2508.03474v1)__: Polymarket, a prediction market platform, has been exploited for arbitrage due to mispriced dependent assets, leading to an estimated $40 million in guaranteed profits. (2025-08-05, shares: 60) · https://www.ml-quant.com/papers/arxiv/2508.03474/
- __[Modeling Rebalancing in AMMs](http://arxiv.org/abs/2508.02971v1)__: A paper presents a model of a constant-function automated market maker (CFAMM) as a portfolio of exotic options, offering a practical framework for liquidity providers to estimate future costs and optimize position parameters. (2025-08-05, shares: 19) · https://www.ml-quant.com/papers/arxiv/2508.02971/
- __[International Welfare Comparisons](http://arxiv.org/abs/2508.02971v1)__: A study offers a model of a constant-function automated market maker (CFAMM) as a portfolio of exotic options, providing a practical framework for liquidity providers to estimate future costs and optimize position parameters. (2025-08-05, shares: 19) · https://www.ml-quant.com/papers/arxiv/2508.02971/
- __[Multilateral Indices](http://arxiv.org/abs/2504.16654v3)__: A paper discusses the bias in multilateral index numbers used in cross-country economic comparisons, suggesting improved bounds for cost-of-living index and supporting the interpretability of many contemporary methods. (2025-04-23, shares: 17) · https://www.ml-quant.com/papers/arxiv/2504.16654/

## 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 can cause issues during market downturns, but a new Automated Adaptive Trading System may stabilize emerging markets during such periods. (2025-08-12, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Efficient Volatile KSE-30 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, suggesting a portfolio optimization scheme for efficient asset allocation. (2025-08-12, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Dynamic Correlations 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 a risk measure in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market turmoil, and a complex time series model can enhance risk-adjusted returns. (2025-08-12, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis](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. (2025-08-12, shares: 15) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Novel Window Analysis](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 foreign exchange strategies and utility companies in the Ho Chi Minh City Stock Exchange. (2025-08-12, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Monitoring Poverty in 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 analyze poverty in the Middle East and North Africa, demonstrating the usefulness of alternative data sources with Lebanese data. (2025-08-12, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Predictions with Missing Patterns](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 BRM method is introduced for analyzing incomplete data, enhancing speed and reducing data imputation by pretraining models over subsets of missing data. (2025-08-12, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Indicator for Equity Premium Prediction](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, N-MDIS, is proposed to improve the accuracy of equity premium prediction, outperforming existing methods. (2025-08-12, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition and Earnings Volatility](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, particularly in firms with high earnings volatility. (2025-08-12, 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 impact of news sentiment on stock return volatility, finding that more accurately measured news sentiment significantly affects volatility dynamics. (2025-08-12, 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 proposed to estimate production possibility sets in DEA, reducing overfitting and enhancing generalization, particularly in high-dimensional settings. (2025-08-12, 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 reveals machine learning models are more efficient in predicting Chinese corporate mergers and acquisitions than traditional methods, using 60 explanatory variables. (2025-08-12, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135)__: New probabilistic deep learning frameworks have been introduced for estimating Value at Risk and Expected Shortfall measures, potentially aiding financial institutions in better capital allocation. (2025-08-12, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3215%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A547-555)__: Machine learning methods have been found to enhance the accuracy of stock market volatility forecasts in China by using the volatility of long-term treasury bond contracts. (2025-08-12, shares: 24) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Lot Streaming and Scheduling](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F24725854.2023.2294816%3Bh%3Drepec%3Ataf%3Auiiexx%3Av%3A57%3Ay%3A2025%3Ai%3A4%3Ap%3A408-422)__: The article proposes a new algorithm and machine learning model for the Lot Streaming and Scheduling Problem (LSSP) with unpredictable product arrival times, aiming to enhance efficiency and accuracy. (2025-08-12, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese 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 novel statistical machine learning method for decomposing and analyzing complex time series, providing a potential alternative to the Box-Jenkins method, as shown with COVID-19 financial data. (2025-08-12, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and 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 financial news to create a monetary policy frictions index and applies machine learning to a dynamic stochastic general equilibrium model, finding that monetary policy frictions significantly impact Chinese banks' nonperforming loans. (2025-08-12, shares: 12) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/
- __[Housing Market 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 quantile connectedness models and machine learning to study the global housing market, discovering that the US housing market is the primary source of systematic shocks and its interest rate is the most influential global factor. (2025-08-12, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: Machine Learning vs. Deep Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-023-05400-8%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A345%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10479-023-05400-8)__: Machine Learning vs. Deep Learning: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises. (2025-08-12, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/
- __[Multifrequency Data Fusion Model 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)__: The newly introduced MFF-CPPM model has shown higher accuracy and flexibility in predicting carbon trading prices in China's largest carbon trading market compared to baseline models. (2025-08-12, 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 the importance of weekly jobless claim data. (2024-10-03, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Eurozone Banks 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 reveals that traditional machine learning models are more effective than deep learning models in predicting Eurozone banking sector stock prices. (2024-03-16, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact on Firm Performance](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 crucial roles. (2024-03-15, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Social Media 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 article emphasizes the importance of communication in addressing climate change, using machine learning to analyze social media discussions on the topic. (2023-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Retail Investing Dark Patterns](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 use of dark patterns in retail investment, suggesting the use of behavioral sciences and AI to improve regulation. (2024-07-18, 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. (2024-10-11, 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. (2024-01-14, 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 evaluate these initiatives' effectiveness. (2024-10-01, 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 literature on factors affecting banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the impact of COVID-19. (2023-11-19, 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 (WNSS) among online gig workers, suggesting modifications to the scale to better reflect the specifics of online platform work. (2024-11-18, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Machine learning

### Historical Trending

- __[QLASS: Language Agent Enhancement](http://arxiv.org/abs/2502.02584v1)__: Language Agent Enhancement: QLASS system enhances the efficiency of language agents by offering detailed guidance, leading to improved decision-making even with minimal supervision. (2025-02-04, shares: 189) · https://www.ml-quant.com/papers/arxiv/2502.02584/
- __[Unanswerability Evaluation for RAG](https://arxiv.org/abs/2412.12300)__: UAEval4RAG is a novel evaluation framework for retrieval-augmented generation systems, focusing on the system's capacity to dismiss unanswerable queries, aiding in the creation of stronger systems. (2024-12-16, shares: 29) · https://www.ml-quant.com/papers/arxiv/2412.12300/
- __[Stochastic Gradient Descent Optimization](http://dx.doi.org/10.4310/cms.250607105334)__: A new gradient descent algorithm with adjustable randomness enhances the global convergence rate for nonconvex optimization issues, showing efficiency and resilience in complex objective functions. (2022-04-12, shares: 28) · https://www.ml-quant.com/papers/doi/10-4310-cms-250607105334/
- __[Deep Linear Network Training](https://arxiv.org/abs/2502.02531)__: A theoretical analysis of gradient descent dynamics in deep linear networks reveals the wider is better effect and hyperparameter transfer effects, offering insights into training dynamics for power law structured data. (2025-02-04, shares: 26) · https://www.ml-quant.com/papers/arxiv/2502.02531/
- __[Rankify: Python Retrieval Toolkit](https://arxiv.org/abs/2502.02464)__: Python Retrieval Toolkit: Rankify is a new open-source toolkit that integrates retrieval, re-ranking, and retrieval-augmented generation, providing a consistent platform for researchers to improve retrieval and re-ranking methods. (2025-02-04, shares: 24) · https://www.ml-quant.com/papers/arxiv/2502.02464/
- __[BFSProver: Scalable Tree Search](https://arxiv.org/abs/2502.03438)__: Scalable Tree Search: The article introduces BFS-Prover, a scalable framework for automatic theorem proving using Lean4, which enhances performance through strategic data filtering, sample efficiency, and length normalization. (2025-02-05, shares: 23) · https://www.ml-quant.com/papers/arxiv/2502.03438/
- __[DeepSeek R1 and Generative AI](https://arxiv.org/abs/2502.02523)__: Despite the US's GPU export ban, DeepSeek's new reasoning model, DeepSeekR1, competes with OpenAI's models due to its innovative use of Mixture of Experts, Reinforcement Learning, and smart engineering. (2025-02-04, shares: 23) · https://www.ml-quant.com/papers/arxiv/2502.02523/
- __[Decision Theoretic Foundations](https://arxiv.org/abs/2502.02561)__: The paper presents Risk-Averse Calibration (RAC), an algorithm that links uncertainty quantification with risk-averse decision-making, optimizing action policies based on predictions while respecting a user-defined risk limit. (2025-02-04, shares: 20) · https://www.ml-quant.com/papers/arxiv/2502.02561/
- __[Large Learning Rates](https://arxiv.org/abs/2502.03435)__: The study explores memorization in denoising score matching, revealing a regularization mechanism driven by large learning rates that prevents excessive closeness to the empirical optimal score, thus reducing memorization. (2025-02-05, shares: 14) · https://www.ml-quant.com/papers/arxiv/2502.03435/
- __[Learning RoPEs: Improved Position Encodings](https://arxiv.org/abs/2502.02562)__: Improved Position Encodings: The article presents STRING, a position encoding method that provides exact translation invariance with a low computational footprint, proving beneficial in robotics for efficient 3D token representation. (2025-02-04, shares: 13) · https://www.ml-quant.com/papers/arxiv/2502.02562/

## GitHub

### Finance

- __[JAX World Codebase](https://github.com/p-doom/jasmine)__: The article explores a JAX-based codebase that offers high performance and scalability for world modeling. (2025-05-14, shares: 56)
- __[Web Scraping Tool](https://github.com/adbar/trafilatura)__: The article details a Python Commandline tool that gathers text and metadata from the internet and presents it in different formats. (2019-04-08, shares: 4544)
- __[Open Source Fund](https://github.com/OpenQuant-Community/quant-fund)__: The article focuses on the Quantitative Open Source Foundation and its role. (2025-08-05, shares: 175)
- __[ColBERT Search](https://github.com/stanford-futuredata/ColBERT)__: The article talks about ColBERT, a cutting-edge neural search technology presented at several international conferences. (2020-05-25, shares: 3534)
- __[TDengine Database](https://github.com/taosdata/TDengine)__: The article presents a high-performance, scalable timeseries database specifically designed for Industrial IoT scenarios. (2019-07-11, shares: 24215)

### Trending

- __[QwenLMImage](https://github.com/QwenLM/Qwen-Image)__: QwenImage is a sophisticated tool that creates and modifies images using text inputs. (2025-08-03, shares: 1902)
- __[OpenAI GPToss](https://github.com/openai/gpt-oss)__: OpenAI has developed language models named gptoss120b and gptoss20b. (2025-06-23, shares: 8830)
- __[EvgeniaVolkovaJaneStreet](https://github.com/evgeniavolkova/kagglejanestreet)__: A proposed solution has been presented for the Jane Street 2024 Kaggle contest. (2025-01-13, shares: 156)
- __[KittenMLTTS](https://github.com/KittenML/KittenTTS)__: A new Text-to-Speech model has been developed, which is less than 25MB in size. (2025-08-05, shares: 6483)
- __[LangChainSWE](https://github.com/langchain-ai/open-swe)__: A new open-source software has been launched for asynchronous coding. (2025-05-21, shares: 3024)

## News

### Quantitative

- __[SKYE Quant Trading](https://news.google.com/rss/articles/CBMieEFVX3lxTE95OWtmWXByb05Ed3A5OEdVRkRYRFRGUm5VbGpyVXhQRmxQSDhSbUVnelNodHV5ZHVkajRQQ0owYUJYM21xN0kxZEEtMER0dzg3bnRCT0VDU3ZkZzluZE8wcUVmVTRMWTQ1cHE5T1FyN1MxRHFnUHRYTg?oc=5)__: SKYE is a novel machine learning tool designed to predict stock prices, ideal for quantitative trading models. (2025-08-11, shares: 12)
- __[AI Technical Analysis](https://news.google.com/rss/articles/CBMivgFBVV95cUxNR3ltdElmR1l0aHpJRDZzQXM0UzJfSGdhcEctMjhya2VOME9hTHVsT21DVVRzM0s2VU9vTU02LUx5c3o1STY0a3VGajR3d21maEV2VWhvXzg0TV9kT2xSbk1ycTVPOU1xMmdFSUdNVVRyYjJReDJfUk8yMGtTZHZhUmprMTgwam5YcUJQNTRxRk15NG9JQVNCQkY1WGxsd2NVVVRLenBNTC1WcUJwZkphOTMxaFNMdTUzMGJDeFdB?oc=5)__: Artificial Intelligence and machine learning are being utilized to create models for technical analysis in stock trading. (2025-08-11, shares: 12)
- __[Hedge Funds Derivatives Pitch](https://www.hedgeweek.com/hedge-funds-pitching-direct-deal-contingent-derivatives-to-pe/)__: According to an IFR report, hedge funds are trading complex currency derivatives directly with private equity firms, possibly bypassing investment banks. (2025-08-11, shares: 9)
- __[Syz Capital BTC Alpha Fund Reopens](https://www.hedgeweek.com/syz-capital-reopens-btc-alpha-fund-amid-surging-institutional-demand/)__: Syz Capital intends to reopen its BTC Alpha Fund, denominated in bitcoin, to new and existing investors from October 2025 due to rising institutional demand. (2025-08-11, shares: 8)
- __[AI in Quant Finance](https://news.google.com/rss/articles/CBMiqAFBVV95cUxPRFdvQU5veVNLSnozc3VrSXpOa05xakpSMmhNSThMelY1N2kwRmVSVGRVUDVLckVRUHFlQVVkX0JsOEVKWklaZmktS1FuTW9KeENCSERjSDl4LURjYmxEcTEtbUVMbnVwSGJZTE10eTBZQXZpMUhxYmpjZXNSWWR0Tm9Uc09SS0c4TE1ZUmM5c084Q0ZtN0lvbHg4R0NUbDAxZXR3Y1JUQlU?oc=5)__: AI is being utilized by startups to revolutionize quantitative finance, transforming talent and valuation models. (2025-08-08, shares: 6)
- __[Capital Fund Management NYC Deal](https://www.hedgeweek.com/capital-fund-management-agrees-new-nyc-office-deal-amid-us-push/)__: Capital Fund Management, a Paris-based hedge fund manager, is expanding its North American operations by relocating its New York office. (2025-08-06, shares: 5)
- __[Hedge Funds Reverse Energy Bets](https://www.hedgeweek.com/hedge-funds-reverse-course-on-energy-bets/)__: According to Hazeltree, hedge funds are moving from bullish positions in oil stocks to fewer short positions in renewable energy stocks. (2025-08-11, shares: 5)
- __[Quant Hedge Funds Recover](https://www.hedgeweek.com/quant-hedge-funds-pare-back-july-losses-after-challenging-summer/)__: Systematic hedge funds bounced back in the last week of July, counterbalancing a challenging month, as per Morgan Stanley and Goldman Sachs data. (2025-08-08, shares: 4)
- __[Hedge Funds Hold on Equities](https://www.hedgeweek.com/hedge-funds-hold-as-allocators-cool-on-passive-equities-and-private-credit/)__: A Goldman Sachs survey reveals that institutional investors are showing sustained or increased interest in hedge funds, while their interest in passive equities and private credit is waning. (2025-08-08, shares: 4)

### Miscellaneous

- __[Manager Hunt](https://www.hedgeweek.com/the-great-manager-hunt/)__: Despite market volatility, a HedgeweekAIMA survey reveals that 40% of institutional investors are seeking new hedge fund managers and 46% plan to increase allocations, anticipating higher returns. (2025-08-11, shares: 4)
- __[Marex Team Growth](https://www.hedgeweek.com/marex-adds-to-prime-brokerage-and-outsourced-trading-team/)__: Marex has grown its prime brokerage and outsourced trading sales team in New York with the appointment of Patterson McDonald, enhancing its global services for hedge funds and asset managers. (2025-08-06, shares: 4)
- __[Renaissance Struggles](https://www.hedgeweek.com/renaissance-technologies-suffers-another-tough-month-amid/)__: Systematic hedge fund firm, Renaissance Technologies, founded by mathematician Jim Simons, suffered losses across key strategies in July, as reported by Business Insider. (2025-08-12, shares: 3)
- __[AI Hedge Fund Launches](https://www.hedgeweek.com/ai-boom-fuels-wave-of-new-hedge-fund-launches/)__: Increased investor interest in artificial intelligence is driving the establishment of new hedge funds in the sector, with several notable launches quickly gathering multibillion-dollar asset bases, according to the All Street Journal. (2025-08-11, shares: 3)
- __[Engine Capital pushes Avantor](https://www.hedgeweek.com/activist-engine-capital-pressures-avantor-for-strategic-overhaul-or-sale/)__: Activist hedge fund Engine Capital has bought a 3% stake in Avantor and may push for major changes, including a possible sale. (2025-08-11, shares: 3)
- __[Regulators warn of hedge fund leverage](https://www.hedgeweek.com/regulators-flag-77bn-hedge-fund-leverage-in-uk-gilts/)__: UK regulators have warned about potential systemic risks due to a significant rise in leveraged hedge fund positions in the gilt market. (2025-08-11, shares: 3)
- __[Icahn's fund losing streak](https://www.hedgeweek.com/icahns-private-hedge-fund-extends-losing-streak/)__: Carl Icahn's private investment fund reported another quarterly loss in Q2, leading to a year-to-date decline of 8.8%. (2025-08-12, shares: 2)
- __[DE Shaw's Oculus fund rallies](https://www.hedgeweek.com/de-shaws-oculus-fund-rallies-in-final-week-of-july/)__: DE Shaw's hedge fund platform saw a late-July rebound, with its Oculus fund increasing by 4.6% in the final week. (2025-08-11, shares: 1)
- __[ISS advises against Malibu Life deal](https://www.hedgeweek.com/iss-urges-third-point-investors-shareholders-to-reject-malibu-life-deal/)__: ISS advises Third Point Investors Limited's shareholders to vote against its proposed acquisition of Malibu Life Reinsurance SPC. (2025-08-06, shares: 0)

## Podcasts

### Quantitative

- __[Investment Gurus](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17584679-the-truth-behind-investment-gurus-and-fast-money.mp3)__: Mark Mattson, founder of a multi-billion dollar investment firm, advocates for hard work, evidence-based investing, and diversification, dismissing quick-rich schemes and focused investing. (2025-08-06, shares: 13)
- __[The Diversification](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17607064-the-diversification-illusion-with-brad-barrie-and-matt-o-brian.mp3)__: Brad Barry and Matt O'Brien of Dynamic Wealth Group stress that true diversification involves understanding return drivers, caution against hidden risks in the S&P 500, and propose global macro strategies. (2025-08-11, shares: 12)
- __[Platinum](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17626894-why-platinum-could-be-your-portfolio-s-hidden-gem-investment-masterclass.mp3)__: A group of precious metals experts discuss the rising value of platinum due to supply-demand dynamics, its comparison to other metals, and its industrial uses, providing strategic investment advice. (2025-08-11, shares: 10)
- __[EM Fixed Income](https://atanyrate.podbean.com/e/em-fixed-income-stay-local-this-summer/)__: Jonny Goulden and Anezka Christovova discuss the impact of recent market developments on the EM fixed income asset class in a podcast recorded in August 2025. (2025-08-07, shares: 8)
- __[Interest Rates](https://audioboom.com/posts/8759515)__: Ben Bennett, Head of Investment Strategy Asia, talks about the steepening yield curve, the interplay of politics and economic data, and strong US tech earnings in a podcast recorded in August 2025. (2025-08-07, shares: 8)

### Related

- __[Tax-Free Diversification](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17634979-avoiding-the-tax-man-bruce-lavine-on-how-to-diversify-without-getting-burned.mp3)__: The LeadLag Live podcast explores the LCOR ETF and the 351 exchange structure as a tax-efficient diversification strategy for investors with concentrated stock positions. (2025-08-08, shares: 5)
- __[BoE Rate Update](https://atanyrate.podbean.com/e/global-rates-dissecting-the-boe-s-hawkish-cut-scandi-rate-markets-update/)__: In a podcast, Francis Diamond and Khagendra Gupta discuss the August BoE rate decision and provide updates on Scandinavian Rate market trends. (2025-08-08, shares: 5)
- __[FX Signals for EM Currencies](https://atanyrate.podbean.com/e/global-fx-update-on-systematic-fx-signals-and-em-currencies/)__: A podcast by Global FX & EM strategists discusses recent dollar developments, systematic FX signals, and reasons for their EM FX upgrade to OW. (2025-08-08, shares: 5)
- __[India's Big Opportunity](https://www.interactivebrokers.com/campus/podcasts/ibkr-podcasts/rupee-or-not-to-be-is-india-the-next-big-play/)__: Yujun Lin and Ivan Han discuss the investment potential of India's markets in a podcast episode by Interactive Brokers Singapore and SGX. (2025-08-06, shares: 4)
- __[Alpha Beyond US](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17607063-global-market-valuations-finding-alpha-beyond-us-shores-with-phil-wool.mp3)__: Phil Wool advocates for the investment potential of international equities, especially emerging markets, due to high U.S. stock valuations in a Raliant Capital discussion. (2025-08-11, shares: 4)

## Reddit

### Quantitative

- __[Career Reflections](https://www.reddit.com/r/quant/comments/1mkfaku/looking_back_at_the_career_pivot/)__:  (2025-08-07, shares: 82)
- __[Math Practice](https://www.reddit.com/r/algotrading/comments/1mjk8q9/what_level_of_math_do_you_use/)__:  (2025-08-06, shares: 79)
- __[Jane Street Research](https://www.reddit.com/r/quantfinance/comments/1mmfs88/final_round_jane_street_quant_research/)__:  (2025-08-10, shares: 114)
- __[Quant Trader](https://www.reddit.com/r/quant/comments/1mk0za3/quant_trader_researcher_ama/)__:  (2025-08-07, shares: 345)
- __[Fudge](https://www.reddit.com/r/quantfinance/comments/1mj3qs7/wtf/)__:  (2025-08-06, shares: 162)

### Rising

- __[Opinion on D.E.](https://www.reddit.com/r/quant/comments/1mmj7te/whats_your_opinion_on_de_shaw/)__:  (2025-08-10, shares: 162)