https://www.ml-quant.com/issues/Machine learning and quantitative finance research, ranked weekly. en https://www.ml-quant.com/issues/2026-09-25/https://www.ml-quant.com/issues/2026-09-25/Fri, 25 Sep 2026 07:00:00 +0000This week balances methodological rigor with practical market insights. Tail risk estimation and time-series validation trade-offs address foundational modeling challenges, while label engineering and LLM look-ahead bias expose common pitfalls in factor and AI development. Key reads: Semi-Discrete Optimal Transport, Time-Series Validation Trade-Offs Revisited, and Label Engineering for Stock Sele… https://www.ml-quant.com/issues/2026-05-20/https://www.ml-quant.com/issues/2026-05-20/Wed, 20 May 2026 07:00:00 +0000Predicting VIX with ML; Optimizing KSE-30 with ML; Risk Parity in Fat-Tailed Markets; Automated Trading in Emerging Markets; Eurozone Banks Stock Prediction; Sharpe Ratio vs. Buy-and-Hold; Dynamic Modeling of Chinese Markets; News Sentiment Impact on Stock Volatility https://www.ml-quant.com/issues/2026-04-16/https://www.ml-quant.com/issues/2026-04-16/Thu, 16 Apr 2026 07:00:00 +0000Lambda Rényi Value-at-Risk: A New Measure; AI Agents in Finance; Causal PDE-Control for Portfolio Optimization; Meanfield Models in Insurance; Software Skills through Digital Traces; Automating Customer Needs with LLMs; Impact of Remote Work on EU Development; VIX Prediction with ML https://www.ml-quant.com/issues/2026-04-03/https://www.ml-quant.com/issues/2026-04-03/Fri, 03 Apr 2026 07:00:00 +0000Valuing Variable Annuities with Non-Markovian Models; Partial Automation in Human-AI Collaboration; Valuing European Options with Two-Asset Lévy Models; VIX Prediction with ML; Volatile KSE-30 Stocks; Automated Trading in Emerging Markets; Risk Parity with Heavy Tails; Deep Learning vs. Traditional Models https://www.ml-quant.com/issues/2026-03-04/https://www.ml-quant.com/issues/2026-03-04/Wed, 04 Mar 2026 07:00:00 +0000Antitrust in AI's Inference; TradeFM: A Model for Trade-Flow in Market Microstructure; Family Support and Older Adults' Health in Malaysia and Vietnam; VIX Prediction with ML; Volatile KSE-30 Stocks; Automated Emerging Markets Trading; Dynamic Risk Parity Optimization; Eurozone Banking Price Prediction https://www.ml-quant.com/issues/2026-02-12/https://www.ml-quant.com/issues/2026-02-12/Thu, 12 Feb 2026 07:00:00 +0000Separating Ads from E-commerce; Forecasting Demand for Discounted Goods; Predicting VIX with ML; KSE0 Portfolio Optimization; Automated Trading for Emerging Markets; Risk Parity in Dynamic Markets; Deep Learning vs. Traditional in Eurozone Banking; Evaluating Adaptive Market Hypothesis https://www.ml-quant.com/issues/2026-02-02/https://www.ml-quant.com/issues/2026-02-02/Mon, 02 Feb 2026 07:00:00 +0000Cooperation in Human-AI Groups Depends on Behavior; Bayesian Dirichlet ARMA for Compositional Time Series; Adaptive ML for VIX; KSE0 Volatile Stocks; Automated Trading for Emerging Markets; Risk Parity Optimization; Deep Learning vs. Traditional Models in Eurozone Banks; Adaptive Market Hypothesis: Global Sharpe Ratio Analysis https://www.ml-quant.com/issues/2026-01-16/https://www.ml-quant.com/issues/2026-01-16/Fri, 16 Jan 2026 07:00:00 +0000Finetuning LLaMA-3-8B for Financial NER with LoRA; Adaptive Dataflow for Financial Time-Series; DeePM: Deep Learning for Portfolio Management; NewsBased Forecasting for Volatility; Tech Adoption in Financial Networks; Optimizing Assortment and Pricing; Predicting VIX with ML; Identifying Volatile KSE-30 Stocks https://www.ml-quant.com/issues/2025-12-28/https://www.ml-quant.com/issues/2025-12-28/Sun, 28 Dec 2025 07:00:00 +0000Ford Financial Analysis; Gingado: ML for Economics; Corporate Governance Insights; Cash vs. Crypto in DeFi; Physician Quality in Medical Care; COVID-19's Impact on Real Estate; Twitter Sentiment and Financial Trends; Global Liquidity and Volatility https://www.ml-quant.com/issues/2025-12-19/https://www.ml-quant.com/issues/2025-12-19/Fri, 19 Dec 2025 07:00:00 +0000Myopic Stock Pricing; Factor Return Cyclicality; Romania's Finance Challenges; Decarbonization Financing; Option Volatility Expansions; Myopic Expectations and Market Mispricing; Factor Return Patterns; Romania's Green Finance Plan https://www.ml-quant.com/issues/2025-12-14/https://www.ml-quant.com/issues/2025-12-14/Sun, 14 Dec 2025 07:00:00 +0000RL for Financial Decisions; Unified Risk-Neutral Pricing; MeanVariance Portfolio Optimization with Jumps; Local vs Global Balance in Finance; DeepSVM: Physics-Informed Volatility; DeepSVM: No-Labeled Pricing Model; Multidimensional Sorting and Tech Change; Capability Accumulation and Convergence https://www.ml-quant.com/issues/2025-12-01/https://www.ml-quant.com/issues/2025-12-01/Mon, 01 Dec 2025 07:00:00 +0000Satellite Census for Climate Risk in Housing; Satellite Building Census for Climate Risk; Spectral Clustering for Arbitrage; Estimating Alpha in Private Capital; AIDriven Indexing for Thematic Investing; Impact of 2020 Short Selling Bans; Risk Pricing in Credit vs. Equity; Market Effects of Order Flow in Crypto https://www.ml-quant.com/issues/2025-11-19/https://www.ml-quant.com/issues/2025-11-19/Wed, 19 Nov 2025 07:00:00 +0000Early Crash Signal (AE); KSE0 Volatility & Allocation; Automated Adaptive Trading for EM Portfolios; FatTailed Risk Parity & Dynamic Correlations; Sharpe Strategies & the Adaptive Market Hypothesis; Heterogeneous Expectations & Factor Premia; Pension Strategies under Jump-Diffusion; Linked-Window DEA for HFT Evaluation https://www.ml-quant.com/issues/2025-11-12/https://www.ml-quant.com/issues/2025-11-12/Wed, 12 Nov 2025 07:00:00 +0000Election and Well-Being; Food Fortification and Diet Costs; Truncated Markov Chains and ELB Ambiguities; LLM News Indicator for Economic Outlook; Minsky Cycles and Regime Shifts; Scaling Programs to Boost Women in Tech; Credential Visibility Boosts Non‑Degree Employment; ClusterShapley: Fair LLM Summary Attribution https://www.ml-quant.com/issues/2025-11-04/https://www.ml-quant.com/issues/2025-11-04/Tue, 04 Nov 2025 07:00:00 +0000Partial-Information Markets & Divergent Beliefs; Probabilistic Rule Layers for Financial Drift; Here are some shorter title options (no numbering): - Excess Growth - Excess Rate - Growth Excess - Surplus Growth - Overgrowth - Growth Surplus Recommended: Excess Growth (keeps meaning but is more concise).; AI Data Economics; Fed Quantiles; Omniscient Lazy Investor; National High‑Dosage Tutoring Spending; Automation, Skills, and Inequality https://www.ml-quant.com/issues/2025-10-27/https://www.ml-quant.com/issues/2025-10-27/Mon, 27 Oct 2025 07:00:00 +0000Perpetual Crypto Market Making; Hedge Funds in German Bonds; Private Video Game Returns; ESG Alpha in Corporate Bonds; Crypto Perpetual Market Making; Hedge Funds Market-Making in German Bonds; Private Gaming Equity Performance; Environmental Anomalies in Corporate Bonds https://www.ml-quant.com/issues/2025-10-24/https://www.ml-quant.com/issues/2025-10-24/Fri, 24 Oct 2025 07:00:00 +0000Reinforcement Learning for Hedging; HighFrequency Trading Impact; International Arbitrage for Stocks; Nowcasting NZ GDP with ML; Predicting Vehicle Wait Times at Borders; Risk Factor Validation; Cost Estimation with ML; Intraday Volatility Prediction https://www.ml-quant.com/issues/2025-10-09/https://www.ml-quant.com/issues/2025-10-09/Thu, 09 Oct 2025 07:00:00 +0000Panel Regression CEE GDP; Short-Rate Models Discontinuities; Quantum Logic Financial AI; Nonparametric Impact Estimation; Coherent Risk Measure Estimation; Friction-Aware Policy Optimization; Signed Network Models for Portfolio; Inverse Portfolio Optimization with Investor Data https://www.ml-quant.com/issues/2025-10-03/https://www.ml-quant.com/issues/2025-10-03/Fri, 03 Oct 2025 07:00:00 +0000Revisiting Mean-field Theory; Portfolio Similarity Metric; Neural Network Convergence; Deep Learning for Portfolio Decisions; Limits of FSD; AIML in Portfolio; Predicting Earnings with PR; Predicting Earnings Returns https://www.ml-quant.com/issues/2025-09-22/https://www.ml-quant.com/issues/2025-09-22/Mon, 22 Sep 2025 07:00:00 +0000DeltaHedge: Options Optimization; Myopic Portfolio Management; Unbiased Rough Integrators in Markets; Holdout Cross-Validation for Covariance Matrix; Income Disaster and Retirement; Timing for VWAP Prediction; Regime-Aware RL for Portfolio Optimization; Valuation of Exotic Options with DDPM https://www.ml-quant.com/issues/2025-09-13/https://www.ml-quant.com/issues/2025-09-13/Sat, 13 Sep 2025 07:00:00 +0000Market Trough Prediction; Optimal Exit in AMMs; Chaotic Bayesian Models; Deep Learning for Options; Hedging Asset Portfolio Options; Environmental Performance & Tax Avoidance; Joint Volatility Surface Calibration; FinZero: Multi-modal Forecasting https://www.ml-quant.com/issues/2025-08-29/https://www.ml-quant.com/issues/2025-08-29/Fri, 29 Aug 2025 07:00:00 +0000Asset Pricing with Attention Models; ESG Risk Variables Algorithm; Dynamics of Stock Exchange; Pricing Random-Expiry Options; Forecasting Financial Returns with Neural Networks; Forecast Combination for VaR and ES; Decoupled LOB Representation for TBM Detection; Combined ML for Stock Selection Strategy https://www.ml-quant.com/issues/2025-08-20/https://www.ml-quant.com/issues/2025-08-20/Wed, 20 Aug 2025 07:00:00 +0000Stock Selection Analysis; Distortion Risk Measures; Distortion Risk Measures with Partial Information; Higher-order Gini Indices; Covariance Estimation for GMVP; Dynamic Skewness in Stochastic Volatility Models; Predicting Day-ahead Electricity Prices; Balancing Performance in Multi-Unit Organizations https://www.ml-quant.com/issues/2025-08-12/https://www.ml-quant.com/issues/2025-08-12/Tue, 12 Aug 2025 07:00:00 +0000Time Series Model for Financial Simulator; Performative Market Making; Periodic Evaluation of Pension Fund; Optimal Liquidity Provision in AMMs; Free Lunches in Real Market; Event-Aware Sentiment Factors in Financial Tweets; Fed Communication in COVID-19 Crisis; Brand Equity Impact on Franchise Integration https://www.ml-quant.com/issues/2025-08-07/https://www.ml-quant.com/issues/2025-08-07/Thu, 07 Aug 2025 07:00:00 +0000Performative Market Making; LossVersus-Rebalancing; AMM Liquidity Modeling; Multi-Agent Trading System; Stochastic Control Methods; MeanVariance Portfolio Selection; AI Adoption in Higher Education: Evidence from Elite College; Arbitrage Analysis https://www.ml-quant.com/issues/2025-07-25/https://www.ml-quant.com/issues/2025-07-25/Fri, 25 Jul 2025 07:00:00 +0000Neural Network Pricing; Optimal Trading with Price Impact; Machine Learning for Option Pricing; Stationary Market Dynamics; LogOptimal Portfolio Analysis; Evolutionary Factor Searching; Diversification Reversals; Weather-Aware AI vs Route-Optimization AI https://www.ml-quant.com/issues/2025-07-17/https://www.ml-quant.com/issues/2025-07-17/Thu, 17 Jul 2025 07:00:00 +0000Efficient Greeks Computation; Dynamic Portfolio Selection; Crisis-Driven Market Dynamics; Pricing and Hedging Prepayment Option; Enhancing Market Risk Estimation; Generalized Orlicz Premia Overview; Kernel Learning for Trading Strategies; Investment Herding Impact on Consumption https://www.ml-quant.com/issues/2025-07-10/https://www.ml-quant.com/issues/2025-07-10/Thu, 10 Jul 2025 07:00:00 +0000Machine Learning for Option Prediction; Volatility Forecasting Models Comparison; FMA Indicator for Dividend Analysis; NonLinear Inflation Model; Operational Flexibility Impact on Firm Risk; Quantum Machine Learning for Trading; Fiscal Financing and Investment Reversibility; NLP Axioms in Tamil Dialects https://www.ml-quant.com/issues/2025-07-03/https://www.ml-quant.com/issues/2025-07-03/Thu, 03 Jul 2025 07:00:00 +0000Machine Learning for Option Prediction; Volatility Forecasting Models Comparison; FMA Indicator for Dividend Analysis; NonParametric Inflation Model; Operational Flexibility Impact on Firm Risk; Quantum Machine Learning for Trading; Fiscal Financing and Investment Irreversibility; NLP Axioms in Tamil Dialects https://www.ml-quant.com/issues/2025-06-25/https://www.ml-quant.com/issues/2025-06-25/Wed, 25 Jun 2025 07:00:00 +0000Cloud-Native AI Framework; Machine Learning for Option Prediction; Volatility Forecasting Models Comparison; FMA Indicator for Dividend Analysis; NonLinear Inflation Model; Operational Flexibility Impact on Firm Risk; Quantum Machine Learning for Trading; Fiscal Financing and Investment Reversibility