---
title: Quant Letter No. 51: May 2024, Week 4
url: https://www.ml-quant.com/issues/2024-05-28/
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: 2024-05-28
---


# Quant Letter No. 51: May 2024, Week 4

Sent 2024-05-28. 158 items.

## arXiv

### Finance

- __[Gaussian Split Tree](https://arxiv.org/abs/2405.16333)__: The article introduces a new Gaussian Recombining Split Tree (GRST) for valuing securities, improving on traditional binomial trees and aligning with market option prices. (2024-05-25, shares: 4) · https://www.ml-quant.com/papers/arxiv/2405.16333/
- __[DSPO Sorted Portfolio Optimization](https://arxiv.org/abs/2405.15833)__: The paper showcases Direct Sorted Portfolio Optimization (DSPO), a framework using neural networks to process stock data and construct sorted portfolios, proven effective on various markets. (2024-05-24, shares: 4) · https://www.ml-quant.com/papers/arxiv/2405.15833/
- __[Identifying Extreme Stock Market Events](https://arxiv.org/abs/2405.16052)__: The study applies Topological Data Analysis (TDA) to identify extreme stock market events like the 2008 financial crisis and COVID-19 pandemic crashes, highlighting sector-specific impacts. (2024-05-25, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.16052/
- __[Optimal Liquidation](https://arxiv.org/abs/2405.14177)__: The study explores optimal liquidation problems, finding that due to external flows, a player may not fully liquidate their assets. (2024-05-23, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.14177/
- __[Costefficient Consumption](https://arxiv.org/abs/2405.16336)__: The paper introduces a cost-efficient consumption model that uses the Distribution Builder to optimize consumption based on investors' risk preferences and budget constraints. (2024-05-25, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.16336/
- __[Equilibrium Returns](https://arxiv.org/abs/2405.14418)__: The research examines a financial market with risky assets, concluding that transaction costs don't affect equilibrium returns unless there are noise traders. (2024-05-23, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.14418/

### Economics

- __[Wealth Inequality Effects](https://arxiv.org/abs/2405.13341)__: Research indicates that wealth inequality can be reduced and utility increased through a balanced approach to redistribution and consumption morals, promoting a human mutual-aid economy. (2024-05-22, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.13341/
- __[Kenya's External Debt Interest Payments](https://arxiv.org/abs/2405.16193)__: A study on Kenya's economy from 1991-2015 shows that high-interest external debt negatively impacts GDP growth, suggesting future borrowings should be at lower interest rates. (2024-05-25, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.16193/
- __[Generative Adversarial Network in Product Design](https://arxiv.org/abs/2405.15929)__: A proposed semi-supervised deep generative framework integrates consumer preferences and external data into product design, allowing companies to create cost-effective, consumer-preferred designs. (2024-05-24, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.15929/
- __[Mariana Environmental Disaster Impact on Labor Market](https://arxiv.org/abs/2405.15862)__: Research on the 2015 Mariana Dam disaster in Brazil shows that environmental changes primarily affected economic outcomes through the production channel. (2024-05-24, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.15862/
- __[Experimental Site Selection for Validity](https://arxiv.org/abs/2405.13241)__: A proposed Bayesian decision-theoretic approach optimizes external validity in experiments, revealing efficiency losses when using evidence from randomly-selected sites or those with the largest expected treatment effects. (2024-05-22, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.13241/

### Miscellaneous

- __[RL Jump-Diffusions](https://arxiv.org/abs/2405.16449)__: The study shows that continuous-time reinforcement learning can be applied to both pure diffusion and jump-diffusion processes, useful in portfolio selection with stock prices modeled as a jump-diffusion. (2024-05-26, shares: 5) · https://www.ml-quant.com/papers/arxiv/2405.16449/
- __[Mid-Term Load Forecasting](https://arxiv.org/abs/2405.17070)__: The paper introduces a new forecasting method using Generalized Additive Models for precise mid-term hourly electricity load forecasts, improving accuracy and understanding of component influences, beneficial for the power system industry. (2024-05-27, shares: 3) · https://www.ml-quant.com/papers/arxiv/2405.17070/

### Crypto & Blockchain

- __[Market-Neutral Currency Trading](https://arxiv.org/abs/2405.15461?utm_source=dlvr.it&utm_medium=twitter)__: The study presents an Optimal Trading Technique (OTT) for cryptocurrency trading, which uses a dual-objective optimization process to balance profit and risk, achieving a 15.49% annual profit in various market conditions. (2024-05-24, shares: 5) · https://www.ml-quant.com/papers/arxiv/2405.15461/
- __[Dynamic Parameters Extension](https://arxiv.org/abs/2405.16688)__: The research suggests four methods to parameterize the DeTEcT framework for modeling wealth distribution in token economies, showing that adding restrictions can create existing wealth distribution models and examining the impact of a dynamic money supply on wealth distribution. (2024-05-26, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.16688/
- __[Optimal Staking Design](https://arxiv.org/abs/2405.14617?utm_source=dlvr.it&utm_medium=twitter)__: The study reviews Proof-of-Stake (POS) design options in blockchains, highlighting a balance between improving validator quality and stake quantity for security, and proposes that the best design depends on a platform's specific goals and development stage. (2024-05-23, shares: 2) · https://www.ml-quant.com/papers/arxiv/2405.14617/

### Historical Trending

- __[Maximizing Volume](https://arxiv.org/abs/2405.13102)__: The study investigates how online trading brokers can increase trading volume by setting a price that encourages buying or selling, using algorithms that consider various feedback situations and valuation distributions. (2024-05-21, shares: 6) · https://www.ml-quant.com/papers/arxiv/2405.13102/
- __[Ponzi Funds & ETF Bubbles](https://arxiv.org/abs/2405.12768)__: The research shows that investors often confuse self-inflated and fundamental returns in active funds, creating a feedback loop that can predict ETF bubbles and crashes, and proposes fund illiquidity as a regulatory measure to prevent self-inflated returns. (2024-05-21, shares: 4) · https://www.ml-quant.com/papers/arxiv/2405.12768/

## SSRN

### Quantitative

- __[Realised Volatility Moments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840162)__: The article proposes a method to separate instantaneous volatility from price process in stochastic volatility models, resulting in a transformed implied volatility skew into a smile. (2024-05-24, shares: 9) · https://www.ml-quant.com/papers/ssrn/4840162/
- __[Multi-Factor Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840857)__: The piece introduces a new neural network-based asset pricing model that includes time-varying volatility dynamics and offers improved predictive accuracy and risk-adjusted returns. (2024-05-24, shares: 8) · https://www.ml-quant.com/papers/ssrn/4840857/
- __[Portfolio Diversification Measures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840399)__: The article suggests a new portfolio diversification measure, built from any given risk measure, that meets standard theoretical properties for portfolio diversification. (2024-05-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/4840399/
- __[Market Volatility Trends](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840859)__: The paper uses a dynamic model to study China's stock index futures market, finding that the futures market's pricing discovery ability is weaker than the spot market's. (2024-05-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/4840859/
- __[Text Spillover](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4837312)__: The article explores the potential of using text data analysis as an alternative measure of interconnectedness between financial institutions, suggesting it can offer valuable insights. (2024-05-22, shares: 8) · https://www.ml-quant.com/papers/ssrn/4837312/
- __[Intraday Volatility Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4837207)__: A novel regression method for predicting intraday spot volatility outperforms other regression and machine learning techniques in predictive accuracy. (2024-05-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/4837207/
- __[Statistical vs Deep Learning Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840148)__: The accuracy of Machine Learning and Deep Learning in forecasting macroeconomic indicators is compared to the traditional statistical method ARIMA. (2024-05-24, shares: 2) · https://www.ml-quant.com/papers/ssrn/4840148/
- __[Machine Learning Loan Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838474)__: A machine learning model analyzes past loan data to predict the safety of granting loans to individuals, aiming to minimize risk for banks. (2024-05-23, shares: 3) · https://www.ml-quant.com/papers/ssrn/4838474/
- __[Decision Trees for Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838381)__: Decision trees are used to develop intraday trading strategies for individual equities in the NIFTY50 index, potentially improving trading performance and efficiency. (2024-05-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/4838381/
- __[Speaker Identification with Hybrid Classifiers](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840477)__: The effectiveness of traditional, hybrid, and new subspace classifiers in speaker identification is examined to enhance accuracy rates. (2024-05-24, shares: 5) · https://www.ml-quant.com/papers/ssrn/4840477/
- __[HighFrequency Economic Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840187)__: The article presents a Bayesian model for measuring GDP growth at high-frequency intervals, which proved effective during the COVID-19 pandemic. (2022-11-22, shares: 145) · https://www.ml-quant.com/papers/ssrn/4840187/
- __[Macroeconomic Environment & Bank Losses](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836533)__: The piece suggests that economic downturns directly impact banking industry losses, as evidenced by decreased operational loss recovery rates in large U.S. banks. (2022-08-04, shares: 126) · https://www.ml-quant.com/papers/ssrn/4836533/
- __[Machine Learning Bank Loan Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4837681)__: The article discusses the use of machine-learning algorithms to forecast bank loan risk premium, with SVMs showing the highest accuracy. (2024-04-03, shares: 15) · https://www.ml-quant.com/papers/ssrn/4837681/
- __[Poverty Prediction Nigeria](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838153)__: The study uses a panel dataset to predict poverty status in Nigeria, finding that demographic and housing indicators can accurately predict poverty in 80% of cases. (2022-06-02, shares: 99) · https://www.ml-quant.com/papers/ssrn/4838153/
- __[Causal Interactions Time-Series Indicator](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4841224)__: The paper presents a method for identifying causal interactions between variables, which has been validated in predicting stock return and volatility in financial markets. (2024-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/4841224/
- __[Kalman's Error](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840827)__: The article corrects a misconception in Kalman's estimator by discussing two types of orthogonality applied to data and time samples. (2024-05-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4840827/
- __[NBFI Surveillance Framework](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4842826)__: The paper proposes a new method to monitor systemic risks from nonbank financial institutions by integrating multiple data sources. (2023-08-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4842826/
- __[SubGradient Loss Method](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4843397)__: The article introduces a more stable and memory-efficient machine learning method, the Batchstochastic Subgradient method, tested using structured query language. (2023-10-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4843397/
- __[AI Patent Guidance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4843648)__: The article outlines new global rules on the patentability of artificial intelligence inventions issued by major patent offices. (2024-05-15, shares: 4) · https://www.ml-quant.com/papers/ssrn/4843648/
- __[Equity Crowdfunding Panels](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4842836)__: The study explores how the investor panel feature on equity crowdfunding platforms can enhance the fundraising performance of startups. (2022-09-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4842836/

### Financial

- __[Contrarian ETF Strategy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4841308)__: The study proposes a unique trading strategy using the Volatility Risk Premium (VRP) for ETFs, resulting in an average annual return of 20.79%. (2024-05-25, shares: 5) · https://www.ml-quant.com/papers/ssrn/4841308/
- __[Private Equity & NAV Debt](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838394)__: The article highlights the increasing use of net asset value debt (NAV Debt) in private equity buyouts, shifting liabilities to the fund level. (2024-05-23, shares: 8) · https://www.ml-quant.com/papers/ssrn/4838394/
- __[Methodological Impact on ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4837337)__: The research examines how research design choices can significantly influence the profitability of Machine learning investment strategies. (2024-05-22, shares: 6) · https://www.ml-quant.com/papers/ssrn/4837337/
- __[Real Estate Inflation Hedge](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4843563)__: The paper reveals that listed real estate (LRE) can effectively hedge against inflation in the long term, regardless of economic conditions. (2024-05-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/4843563/
- __[Retirement Investment Support](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838774)__: The article suggests that pension fund investment teams can enhance retirement offerings by prioritizing member outcomes. (2024-05-23, shares: 7) · https://www.ml-quant.com/papers/ssrn/4838774/
- __[Fire Sale](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4839251)__: UK gilt prices fell significantly in September and October 2022 due to forced sales by liability-driven investment funds, with operational and strategic issues slowing capital movement. (2024-05-23, shares: 7) · https://www.ml-quant.com/papers/ssrn/4839251/
- __[Business Analytics Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4843086)__: The finance industry is using business analytics for predictive modeling, fraud detection, customer personalization, and operational optimization, thanks to technological and data advancements. (2024-05-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4843086/
- __[Capital Market Assumptions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4839975)__: The Capital Market Assumptions document provides expected returns, volatility, and correlation estimates for various fixed income assets, taking into account inflation and foreign exchange rate changes. (2024-05-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/4839975/
- __[Sustainable Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4837372)__: A study of 26 sustainable finance taxonomy frameworks found that few support the transition to carbon neutrality, with many lacking a dynamic approach or only targeting specific financial products. (2024-05-22, shares: 5) · https://www.ml-quant.com/papers/ssrn/4837372/
- __[SquaredLabs.io](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4844202)__: SquaredLabs is transforming derivatives trading by using power perpetuals to remove liquidation risks, providing traders of all levels with advanced financial instruments for better risk management and capital efficiency. (2024-05-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4844202/
- __[VIX Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840555)__: The article proposes a portfolio management strategy that uses the VIX volatility index to determine leverage, leading to more stable weights, less rebalancing, and higher returns considering transaction costs. (2023-07-12, shares: 935) · https://www.ml-quant.com/papers/ssrn/4840555/
- __[Hull and White Model Simulation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838118)__: The piece presents a method for simulating asset price and variance under the Hull and White stochastic volatility model, useful for generating unbiased estimates for derivatives instruments pricing. (2024-04-22, shares: 45) · https://www.ml-quant.com/papers/ssrn/4838118/
- __[Cheap Stock Options](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836176)__: The research explores the occurrence, causes, and effects of cheap stock - equity-based compensation granted pre-IPO at a lower share price, and its influence on firms' post-IPO behavior. (2022-04-20, shares: 152) · https://www.ml-quant.com/papers/ssrn/4836176/
- __[DTE Options Trading Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4844455)__: The article examines the effect of Zero-Day-to-Expiration (0DTE) options trading on stock market volatility, revealing that increased 0DTE options trading significantly boosts volatility. (2023-04-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/4844455/
- __[Asian Option Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838123)__: The article proposes a model incorporating mean reversion, stochastic volatility, convenience yield, and jump clustering features of commodity markets, offering a method to price geometric and arithmetic Asian options. (2022-11-18, shares: 52) · https://www.ml-quant.com/papers/ssrn/4838123/
- __[PINstimation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840314)__: The article presents PINstimation, an R package for estimating the probability of informed trading models, using data from 58 Swedish stocks as examples. (2022-06-07, shares: 349) · https://www.ml-quant.com/papers/ssrn/4840314/
- __[Green Risk in Europe](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4839467)__: The study examines climate risks in the European stock market, suggesting these risks are factored into prices and proposing a green rating system for non-disclosing companies. (2023-09-10, shares: 261) · https://www.ml-quant.com/papers/ssrn/4839467/
- __[Term Spreads](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4836614)__: The research explores how credit market sentiment affects the real economy through the term premium, explaining its role in predicting recessions and influencing future output growth. (2024-05-20, shares: 13) · https://www.ml-quant.com/papers/ssrn/4836614/
- __[Trading Activity on USDA](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4841490)__: The article investigates the impact of USDA announcements on commodity options, noting significant trading volume changes around the release of monthly agricultural reports and evidence of informed trading. (2024-01-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4841490/
- __[Geometric Asset Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840636)__: The article introduces a geometric method for incorporating investor views in portfolio construction, offering more flexibility than traditional Black-Litterman model-based approaches. (2024-03-23, shares: 10) · https://www.ml-quant.com/papers/ssrn/4840636/

## RePEc

### Finance

- __[Role of Oil and Gold in Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0301420724003246%3Bh%3Drepec%3Aeee%3Ajrpoli%3Av%3A92%3Ay%3A2024%3Ai%3Ac%3As0301420724003246)__: The study reveals gold as a more effective hedge than oil for Pakistani stocks, particularly after COVID-19, and advises investors to diversify their portfolios. (2024-05-28, shares: 16) · https://www.ml-quant.com/papers/repec/eee-jrpoli-v-92-y-2024-i-c-s0301420724003246/
- __[Options Trading Impact on Leveraged ETFs](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffut.22502%3Bh%3Drepec%3Awly%3Ajfutmk%3Av%3A44%3Ay%3A2024%3Ai%3A6%3Ap%3A986-1002)__: The research shows that option signals from leveraged ETFs can predict the performance of the underlying ETFs, especially during economic downturns, and can be utilized to create a profitable trading strategy. (2024-05-28, shares: 15) · https://www.ml-quant.com/papers/repec/wly-jfutmk-v-44-y-2024-i-6-p-986-1002/

### Statistical

- __[Ensemble Boosting Trees for Volatility Forecasting in Chinas Oil Futures](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1059056024001643%3Bh%3Drepec%3Aeee%3Areveco%3Av%3A92%3Ay%3A2024%3Ai%3Ac%3Ap%3A1595-1615)__: The study finds ensemble boosting tree models more effective than traditional ones in predicting volatility in China's crude oil futures, with different variables contributing differently in various models. (2024-05-28, shares: 20) · https://www.ml-quant.com/papers/repec/eee-reveco-v-92-y-2024-i-c-p-1595-1615/
- __[ChatGPT for Improved Investment Decisions in Portfolio Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS154461232400463X%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A64%3Ay%3A2024%3Ai%3Ac%3As154461232400463x)__: The research shows that the Large Language Model, ChatGPT, selects more diverse and high-performing assets in portfolio management than random selection. (2024-05-28, shares: 18) · https://www.ml-quant.com/papers/repec/eee-finlet-v-64-y-2024-i-c-s154461232400463x/
- __[Predicting Employee Turnover with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fijsab.com%2Fwp-content%2Fuploads%2F2373.pdf%3Bh%3Drepec%3Aaif%3Ajournl%3Av%3A36%3Ay%3A2024%3Ai%3A1%3Ap%3A20-35)__: The study uses machine learning to predict employee turnover, identifying key factors like education and payment tier, and finds the Decision Tree model most accurate. (2024-05-28, shares: 17) · https://www.ml-quant.com/papers/repec/aif-journl-v-36-y-2024-i-1-p-20-35/
- __[Forecasting Metal Prices with Machine and Deep Learning Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0301420724004070%3Bh%3Drepec%3Aeee%3Ajrpoli%3Av%3A92%3Ay%3A2024%3Ai%3Ac%3As0301420724004070)__: The research uses machine and deep learning models to forecast metal futures, finding their efficiency varies based on metal choice, sample period, and inputs. (2024-05-28, shares: 17) · https://www.ml-quant.com/papers/repec/eee-jrpoli-v-92-y-2024-i-c-s0301420724004070/
- __[Machine Learning Models for Rainfall-Induced Landslide Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11069-024-06405-7%3Bh%3Drepec%3Aspr%3Anathaz%3Av%3A120%3Ay%3A2024%3Ai%3A7%3Ad%3A10.1007_s11069-024-06405-7)__: The study finds logistic regression models more effective than random forest models in predicting rainfall-induced landslides in India, especially when using antecedent precipitation data. (2024-05-28, shares: 14) · https://www.ml-quant.com/papers/repec/spr-nathaz-v-120-y-2024-i-7-d-10-1007-s11069-024-06405-7/

### Machine Learning

- __[Credit Risk Prediction for SMEs Using ML](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fmde.4130%3Bh%3Drepec%3Awly%3Amgtdec%3Av%3A45%3Ay%3A2024%3Ai%3A4%3Ap%3A2393-2414)__: The FS-RS-ML framework, using machine learning to predict credit risk in supply chain finance for small and medium-sized enterprises, has proven superior in tests using Chinese data. (2024-05-28, shares: 25) · https://www.ml-quant.com/papers/repec/wly-mgtdec-v-45-y-2024-i-4-p-2393-2414/
- __[ML for Trade Direction in Corporate Bonds](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01252-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s11156-024-01252-w)__: Machine learning can enhance trade direction classification in corporate bond markets, with trade timing and information environment impacting the accuracy of existing rules. (2024-05-28, shares: 22) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-1-d-10-1007-s11156-024-01252-w/
- __[Identifying Breakthrough Research with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1751157724000300%3Bh%3Drepec%3Aeee%3Ainfome%3Av%3A18%3Ay%3A2024%3Ai%3A2%3As1751157724000300)__: A machine learning framework has been proposed to identify delayed recognition research, with a study in chemistry confirming its effectiveness and adaptability. (2024-05-28, shares: 21) · https://www.ml-quant.com/papers/repec/eee-infome-v-18-y-2024-i-2-s1751157724000300/
- __[APC Framework for Profit Modeling](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F10%2F1427%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A10%3Ap%3A1427-%3Ad%3A1389720)__: Age-period-cohort models offer a method for comprehensive credit risk modeling across a company, optimizing underwriting based on economic scenarios. (2024-05-28, shares: 20) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-10-p-1427-d-1389720/
- __[Estimating Urban GDP Growth with Nighttime Lights](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524001951%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A203%3Ay%3A2024%3Ai%3Ac%3As0040162524001951)__: A machine learning regression model using remote sensing data can estimate economic performance in data-poor areas, as demonstrated in a South Sudan study. (2024-05-28, shares: 19) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-203-y-2024-i-c-s0040162524001951/
- __[Equity Returns ML Predictability](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournal.fsv.cuni.cz%2Fmag%2Farticle%2Fshow%2Fid%2F1531%3Bh%3Drepec%3Afau%3Afauart%3Av%3A74%3Ay%3A2024%3Ai%3A2%3Ap%3A142-190)__: Machine learning can predict global stock returns, with accuracy decreasing over time, but using firm-specific data can improve long-term predictions. (2024-05-28, shares: 18) · https://www.ml-quant.com/papers/repec/fau-fauart-v-74-y-2024-i-2-p-142-190/
- __[Firm Adaptation at Prosper Marketplace](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmksc.2022.0198%3Bh%3Drepec%3Ainm%3Aormksc%3Av%3A43%3Ay%3A2024%3Ai%3A3%3Ap%3A673-693)__: A new approach suggests that the lending platform Prosper likely uses an ensemble algorithm to adapt to changes in borrower and lender behavior. (2024-05-28, shares: 16) · https://www.ml-quant.com/papers/repec/inm-ormksc-v-43-y-2024-i-3-p-673-693/
- __[Storm Warning Prediction: KNN vs Naive Bayes](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fspast.org%2Farticle%2Fview%2F4917%2F304%3Bh%3Drepec%3Abps%3Ajspath%3Av%3A1%3Ay%3A2024%3Ai%3A3%3Aid%3A4917)__: KNN vs Naive Bayes: The K-Nearest Neighbours algorithm is more accurate than the Naive Bayes method in predicting storm warnings, with an accuracy rate of 68.20%. (2024-05-28, shares: 12) · https://www.ml-quant.com/papers/repec/bps-jspath-v-1-y-2024-i-3-id-4917/
- __[Life Insurance Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41283-024-00146-4%3Bh%3Drepec%3Apal%3Arisman%3Av%3A26%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1057_s41283-024-00146-4)__: Predictive models can forecast the future of life insurance premium payments, identifying policyholders less likely to pay and the impact of surrender fees. (2024-05-28, shares: 12) · https://www.ml-quant.com/papers/repec/pal-risman-v-26-y-2024-i-3-d-10-1057-s41283-024-00146-4/
- __[Accelerating Tax Statistics with ML](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294178%2F1%2F1887984887.pdf%3Bh%3Drepec%3Azbw%3Awistat%3A294178)__: The German Federal Statistical Office is studying if machine learning can predict pension taxation data to speed up the publication of these statistics. (2024-05-28, shares: 12) · https://www.ml-quant.com/papers/repec/zbw-wistat-294178/

### Deep Learning

- __[Deep Learning for Commodity Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffut.22497%3Bh%3Drepec%3Awly%3Ajfutmk%3Av%3A44%3Ay%3A2024%3Ai%3A6%3Ap%3A879-900)__: A new deep learning strategy for financial hedging has been created, offering improved risk management and an average annual economic benefit of 1.21 million CNY for a typical Chinese aluminum firm. (2024-05-28, shares: 16) · https://www.ml-quant.com/papers/repec/wly-jfutmk-v-44-y-2024-i-6-p-879-900/
- __[Bitcoin Crash Prediction with Contrastive Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2571-905X%2F7%2F2%2F25%2Fpdf%3Bh%3Drepec%3Agam%3Ajstats%3Av%3A7%3Ay%3A2024%3Ai%3A2%3Ap%3A25-433%3Ad%3A1390045)__: A deep learning framework for predicting Bitcoin market crashes has been proposed, surpassing six other machine learning models by 15.8% in balanced accuracy. (2024-05-28, shares: 14) · https://www.ml-quant.com/papers/repec/gam-jstats-v-7-y-2024-i-2-p-25-433-d-1390045/

### Historical Trending

- __[Asset Pricing Dynamics in Sustainable Equity Portfolios: Evidence from Pakistan Stock Exchange](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1331677X.2022.2147977%3Bh%3Drepec%3Ataf%3Areroxx%3Av%3A36%3Ay%3A2023%3Ai%3A3%3Ap%3A2147977)__: Evidence from Pakistan Stock Exchange: Research on the Pakistan Stock Exchange–Karachi Meezan Index (PSX–KMI) All Share Index shows that multifactor models can accurately price Shariah-compliant sustainable equity portfolios, with a few exceptions. (2023-09-03, shares: 16) · https://www.ml-quant.com/papers/repec/taf-reroxx-v-36-y-2023-i-3-p-2147977/
- __[Carbon Risk in European Equity Returns](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294991%2F1%2F5149-3407.pdf%3Bh%3Drepec%3Azbw%3Ajumsac%3A294991)__: A study on European equity prices reveals that carbon risk is a systematic risk factor, with firms that are less carbon-intensive providing higher returns, indicating that investors can control carbon risk through stock returns data. (2022-05-21, shares: 14) · https://www.ml-quant.com/papers/repec/zbw-jumsac-294991/

## Machine learning

### Recently Published

- __[Generative Camera Dolly](http://arxiv.org/abs/2405.14868v1?utm_source=dlvr.it&utm_medium=twitter)__: The article introduces GCD, a new technology that can create videos from any perspective without needing depth or 3D scene geometry, with potential applications in robotics and driving environments. (2024-05-23, shares: 79) · https://www.ml-quant.com/papers/arxiv/2405.14868/
- __[TeleAloha](https://arxiv.org/abs/2405.14866)__: The authors introduce Tele-Aloha, a cost-effective telepresence system that uses minimal equipment to provide high-quality, real-time, long-distance communication. (2024-05-23, shares: 46) · https://www.ml-quant.com/papers/arxiv/2405.14866/
- __[DAIS Minimizes Divergence](https://arxiv.org/abs/2405.14840)__: The paper shows that Differentiable Annealed Importance Sampling (DAIS) provides more accurate uncertainty estimates than traditional variational inference by minimizing the symmetrized KL divergence. (2024-05-23, shares: 15) · https://www.ml-quant.com/papers/arxiv/2405.14840/
- __[SGMs are Provably Robust](http://arxiv.org/abs/2405.15754v1?utm_source=dlvr.it&utm_medium=twitter)__: The authors demonstrate that score-based generative models are resilient to errors, using the Wasserstein uncertainty propagation theorem to explain how learning errors affect the model's quality. (2024-05-24, shares: 11) · https://www.ml-quant.com/papers/arxiv/2405.15754/
- __[NeRFCasting](https://arxiv.org/pdf/2405.14871)__: The article presents a new ray tracing-based method to enhance Neural Radiance Fields' (NeRFs) rendering of highly reflective objects, showing superior performance and photorealistic results in real-world scenes. (2024-05-23, shares: 10) · https://www.ml-quant.com/papers/arxiv/2405.14871/
- __[Personalized Avatars from Photos](http://arxiv.org/abs/2405.14869v1)__: PuzzleAvatar is a new model that creates 3D avatars from personal photos, eliminating the need for body and camera pose estimation, and performs better than existing models in terms of accuracy and robustness. (2024-05-23, shares: 10) · https://www.ml-quant.com/papers/arxiv/2405.14869/
- __[Causal Discovery for Discrimination](https://arxiv.org/abs/2405.14848)__: The LD3 algorithm, which can identify evidence of direct discrimination in a polynomial time, offers a more efficient method for causal fairness analysis in complex decision systems. (2024-05-23, shares: 6) · https://www.ml-quant.com/papers/arxiv/2405.14848/
- __[Adaptable Image Diffusion Model](https://arxiv.org/pdf/2405.14857)__: Semantica, an image-conditioned diffusion model, can generate new images based on the semantics of a conditioning image, without the need for fine-tuning. (2024-05-23, shares: 6) · https://www.ml-quant.com/papers/arxiv/2405.14857/
- __[Multi-Dimensional Language Features](http://arxiv.org/abs/2405.14860v1?utm_source=dlvr.it&utm_medium=twitter)__: The study uses sparse autoencoders to explore the multi-dimensional nature of language model representations in GPT-2 and Mistral 7B, and identifies tasks where these features solve computational problems. (2024-05-23, shares: 6) · https://www.ml-quant.com/papers/arxiv/2405.14860/
- __[Vision Improvement with Registers](http://arxiv.org/abs/2405.14858v1?utm_source=dlvr.it&utm_medium=twitter)__: The paper reveals artifacts in Vision Mamba's feature maps and introduces Mamba-R, a new architecture with register tokens that improves feature maps, performance, and scalability. (2024-05-23, shares: 5) · https://www.ml-quant.com/papers/arxiv/2405.14858/

### Historical Trending

- __[Scaling Down MNIST-1D](https://arxiv.org/abs/2011.14439)__: The article introduces MNIST-1D, a cost-effective alternative to traditional deep learning benchmarks, ideal for quick prototyping and low-budget research. (2020-11-29, shares: 614) · https://www.ml-quant.com/papers/arxiv/2011.14439/
- __[Probabilistic Preference Optimization](http://arxiv.org/abs/2405.00675v1)__: The article suggests a self-play-based method, SPPO, for language model alignment, which can effectively enhance the likelihood of the selected response and reduce that of the discarded one. (2024-05-01, shares: 309) · https://www.ml-quant.com/papers/arxiv/2405.00675/
- __[Reducing Transformer Cache Size](https://arxiv.org/abs/2405.12981)__: The article introduces Cross-Layer Attention (CLA), a new attention design that minimizes the key-value cache size, allowing for longer sequence lengths and larger batch sizes during inference. (2024-05-21, shares: 206) · https://www.ml-quant.com/papers/arxiv/2405.12981/
- __[BiomedParse Model](https://arxiv.org/abs/2405.12971)__: The article presents BiomedParse, a biomedical base model for image parsing, capable of performing segmentation, detection, and recognition for various object types across multiple imaging modalities, enhancing accuracy and efficiency in biomedical image analysis. (2024-05-21, shares: 137) · https://www.ml-quant.com/papers/arxiv/2405.12971/
- __[Feature Matching with OmniGlue](https://arxiv.org/abs/2405.12979)__: OmniGlue, a new image matcher that performs better on unseen image domains than previous models, is introduced in this paper. (2024-05-21, shares: 67) · https://www.ml-quant.com/papers/arxiv/2405.12979/
- __[Efficiency of CNNs](https://arxiv.org/abs/2404.03617)__: This study introduces a unified approach to improving the efficiency of convolutional neural networks, resulting in more accurate and less costly models. (2024-04-04, shares: 35) · https://www.ml-quant.com/papers/arxiv/2404.03617/
- __[Energy Rank Alignment](http://arxiv.org/abs/2405.12961v1)__: The research presents an algorithm, energy rank alignment (ERA), that optimizes the generation of molecules with desired properties, demonstrating strong performance across diverse chemical spaces. (2024-05-21, shares: 25) · https://www.ml-quant.com/papers/arxiv/2405.12961/
- __[Strategy-Proof Auctions](https://arxiv.org/abs/2405.12016)__: The study proposes a new approach using deep learning to ensure fair auctions, providing strong statistical guarantees and preventing manipulation of results. (2024-05-20, shares: 19) · https://www.ml-quant.com/papers/arxiv/2405.12016/
- __[Budgeting for Offline RL](https://arxiv.org/abs/2307.06328)__: The paper suggests a method to improve offline reinforcement learning by limiting out-of-distribution actions during training, showing improved performance on D4RL benchmarks. (2023-07-12, shares: 14) · https://www.ml-quant.com/papers/arxiv/2307.06328/

## Papers with code

### Trending

- __[NaiboWang EasySpider](https://github.com/NaiboWang/EasySpider)__: Webcrawling is an essential research tool for both computational and non-computational scientists. (2024-05-22, shares: 25232)
- __[OpenLLMAI OpenRLHF](https://github.com/OpenLLMAI/OpenRLHF)__: Training large language models using reinforcement learning from human feedback presents coordination challenges across four models. (2024-05-25, shares: 1338)
- __[sbailab LightAutoML](https://github.com/sb-ai-lab/lightautoml)__: LightAutoML, an AutoML system, is designed to meet the specific needs of a large European financial services company. (2024-05-22, shares: 945)
- __[eloialonso Diffusion](https://github.com/eloialonso/diamond)__: DIAMOND, a reinforcement learning agent, is developed in response to a significant change in the prevailing paradigm. (2024-05-25, shares: 96)

### Rising

- __[Efficient Inference for Large Models](https://github.com/whyNLP/LCKV)__: The article introduces a novel method that computes and saves the KVs of certain layers, which decreases memory consumption and boosts inference speed. (2024-05-22, shares: 68)
- __[HighRank Updating for Fine-Tuning](https://github.com/kongds/mora)__: The piece discusses the effectiveness of lowrank adaptation in fine-tuning large language models. (2024-05-22, shares: 67)
- __[Transformer Regularization for Performance Improvement](https://github.com/AIRI-Institute/LLM-Microscope)__: The article highlights how regularization enhances performance on benchmarks such as Tiny Stories and SuperGLUE, while also reducing the models' linearity. (2024-05-25, shares: 38)
- __[Survey on Multimodal Language Models](https://github.com/lijiannuist/efficient-multimodal-llms-survey)__: The article reviews the remarkable performance of Multimodal Large Language Models (MLLMs) in tasks like visual question answering and visual understanding over the past year. (2024-05-22, shares: 30)

## GitHub

### Finance

- __[ABPyAlgoTrading](https://github.com/algobulls/pyalgotrading)__: AlgoBulls has launched a Python package for algorithmic trading APIs. (2020-05-01, shares: 234)
- __[ABPyAlgoStrategyPool](https://github.com/algobulls/pyalgostrategypool)__: AlgoBulls offers a collection of official algorithmic trading strategies. (2020-04-30, shares: 121)
- __[DBStatMLedu](https://github.com/dobriban/stat-ml-edu)__: Advanced educational resources for statistics and machine learning studies are available. (2024-02-24, shares: 70)
- __[A0DLTimeSeries](https://github.com/Alro10/deep-learning-time-series)__: A collection of resources on using deep learning for time series forecasting is compiled. (2019-08-22, shares: 2460)
- __[BCIOCryptoBots](https://github.com/botcrypto-io/awesome-crypto-trading-bots)__: A list of notable crypto trading bots is available. (2021-02-10, shares: 1655)

### Trending

- __[KolmogorovArnold RL Network](https://github.com/riiswa/kanrl)__: The article discusses the first set of experiments performed on the KolmogorovArnold Network, a system designed for reinforcement learning. (2024-05-02, shares: 194)
- __[Unified AI Framework: TranspileAIivy](https://github.com/Transpile-AI/ivy)__: TranspileAIivy: This article provides a detailed review of the Unified AI Framework, explaining its features and applications. (2021-01-19, shares: 14028)
- __[Llama3 Scratch Implementation](https://github.com/naklecha/llama3-from-scratch)__: The article provides a detailed, step-by-step guide on how to implement the llama3 algorithm using matrix multiplication. (2024-05-19, shares: 5772)
- __[KDB Developer Samples: KxSystemskdbaisamples](https://github.com/KxSystems/kdbai-samples)__: KxSystemskdbaisamples: This piece offers practical examples and guidance for developers who are using the KDB database system. (2023-09-19, shares: 54)
- __[AStock Crawler: StockFundXCrawler](https://github.com/Stock-Fund/XCrawler)__: StockFundXCrawler: The article describes a simple, efficient project for tracking and analyzing A-shares in the Chinese stock market. (2023-09-09, shares: 258)

## News

### Quantitative

- __[Deutsche Bank Hires ExJPMorgan Exec](https://www.efinancialcareers.com/news/ex-jp-morgan-and-barclays-tech-executive-joins-deutsche-bank-in-london)__: Deutsche Bank hires a seasoned algorithmic trading technologist. (2024-05-22, shares: 6)
- __[Family Offices Invest in Hedge Funds](https://www.hedgeweek.com/33-of-family-offices-allocate-to-hedge-funds-for-diversification/)__: According to the UBS Global Family Office Report 2024, one-third of global family offices use hedge funds for diversification. (2024-05-28, shares: 6)
- __[AQRs Cliff Asness on AI](https://www.hedgeweek.com/ai-is-still-just-statistics-says-aqrs-cliff-asness/)__: Cliff Asness, co-founder of AQR Capital Management, sees the emergence of generative AI as an evolution, equating it to advanced statistics. (2024-05-23, shares: 5)
- __[Bridgewater's New Portfolio Strategies Head](https://www.hedgeweek.com/bridgewater-names-head-of-total-portfolio-strategies-unit/)__: Joanna Alpert is promoted by Bridgewater Associates to head its new Total Portfolio Strategies unit, responsible for creating and managing new investment products. (2024-05-23, shares: 4)
- __[Wall Street Dispersion Concerns](https://www.hedgeweek.com/wall-streets-dispersion-trade-surge-sparks-fears-of-overcrowding-and-diminishing-returns/)__: Bloomberg reports a surge in investment in dispersion, a strategy used by bank trading desks, in the post-pandemic era. (2024-05-27, shares: 4)
- __[Hedge Funds Increase Chinese Holdings](https://www.hedgeweek.com/global-hedge-funds-increase-chinese-equity-holdings-amid-market-rebound/)__: Global hedge funds are increasing their Chinese equities holdings for the fourth week in a row, expecting a market rebound, according to Goldman Sachs’ prime brokerage team. (2024-05-22, shares: 3)
- __[NY Lawmakers Crack Down on Predatory Investors](https://www.hedgeweek.com/new-york-lawmakers-target-predatory-investors-in-champerty-doctrine/)__: New York lawmakers may alter a law that imposes a 9% interest rate on defaulted sovereign emerging-market bonds to avoid disputes like the Elliott Investment Management-Argentina case. (2024-05-22, shares: 3)
- __[Solo Capital's Sanjay Shah Defends Cumex Actions](https://www.hedgeweek.com/solo-capitals-sanjay-shah-says-he-acted-honestly-in-cum-ex-case/)__: Sanjay Shah, founder of Solo Capital, denies accusations of a £1.44bn dividend tax fraud case against Denmark, claiming he relied on others for tax and legal advice. (2024-05-23, shares: 3)
- __[Year-Old Finance Interns Making 20k Monthly](https://www.efinancialcareers.com/news/highest-paying-internships-finance)__: Jane Street Citadel &amp offers the highest paying internships in the finance sector. (2024-05-23, shares: 3)

### Miscellaneous

- __[Hedge Funds Turn to AI Investments](https://www.hedgeweek.com/hedge-funds-cut-magnificent-seven-exposure-to-invest-in-ai/)__: Goldman Sachs reports hedge funds are decreasing their investments in large-cap tech stocks, instead focusing on firms benefiting from AI technology. (2024-05-23, shares: 2)
- __[Aristotle Appoints Senior VP at RIA Bank Group](https://www.hedgeweek.com/aristotle-appoints-senior-vice-president-of-ria-bank-group/)__: Michael Graveline is appointed as Senior Vice President at Aristotle Capital Management, with a role to build and support partnerships with RIAs and bank trust advisors. (2024-05-28, shares: 2)
- __[Gryphon Picks FundGuard for Accounting](https://www.hedgeweek.com/gryphon-selects-fundguard-for-primary-accounting-book-of-record/)__: Gryphon Fund Group chooses FundGuard as its main accounting book of record for its open-end fund client base. (2024-05-28, shares: 2)
- __[Australian Hedge Fund Caledonia Doubles Investment](https://www.hedgeweek.com/australian-hedge-fund-caledonia-doubles-down-on-2-2bn-zillow-bet/)__: Sydney-based hedge fund Caledonia continues to heavily invest in Zillow Group, anticipating a recovery following a 26% share decrease this year. (2024-05-24, shares: 2)
- __[Former Odey AM Funds Shine in April](https://www.hedgeweek.com/former-odey-am-funds-rank-among-top-10-performers-for-april/)__: Two funds formerly managed by Odey Asset Management were among the top 10 best performing funds globally in April, as per Société Générale data. (2024-05-22, shares: 2)
- __[Japanese Stocks Surge](https://www.hedgeweek.com/japanese-stocks-shine-at-hong-kongs-sohn-conference/)__: The Sohn Hong Kong Investment Leaders Conference spotlighted stocks from Japan, South Korea, and the Rio Tinto Group, a leading metals and mining company. (2024-05-24, shares: 1)
- __[BoA Tech Director Departs](https://www.efinancialcareers.com/news/bank-of-america-tech-director-leaves-on-a-high-note-for-abu-dhabi)__: The Abu Dhabi Investment Authority has hired another ex-banker to its team. (2024-05-22, shares: 1)
- __[Andurand Predicts Copper Surge](https://www.hedgeweek.com/pierre-andurand-predicts-copper-surge-to-40k-a-tonne-amid-soaring-demand/)__: Hedge fund manager Pierre Andurand anticipates a significant increase in copper prices due to growing demand and dwindling global reserves. (2024-05-28, shares: 1)
- __[VGI Founder Sells Stakes](https://www.hedgeweek.com/vgi-founder-sells-stakes-in-regal-owned-funds/)__: Renowned Australian stock investor Robert Luciano has offloaded large shares in two ASX-listed funds he established, ahead of launching his new venture. (2024-05-28, shares: 1)
- __[Citadel's Datathon Winners](https://www.efinancialcareers.com/news/citadel-s-datathon-winners-don-t-all-end-up-at-citadel)__: The article explores the benefits of participating and striving to win in Citadel's Datathon competition. (2024-05-27, shares: 0)

## Podcasts

### Quantitative

- __[Mastering Trend Following](https://traffic.megaphone.fm/TIFM3092850638.mp3?updated=1716506508)__: Michael Melissinos shares his experience in trend following trading and emphasizes the need to eliminate biases for successful trades in a podcast. (2024-05-24, shares: 15)
- __[Credit Insights Conference](https://atanyrate.podbean.com/e/spreadbites-paris-conference-credit-takeaways/)__: Stephen Dulake, Andrew Crook, and Samantha Azzarello share insights from the J.P. Morgan Global Markets Conference, focusing on the implications for credit markets. (2024-05-22, shares: 9)
- __[Private Equity Opportunities](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD3840275321.mp3?updated=1716389265)__: Alex Blostein from Goldman Sachs Research discusses the challenges and opportunities in the private equity industry, with input from Mike Nickols and Gina Lytle on current deal trends. (2024-05-28, shares: 9)
- __[EM Fixed Income Update](https://atanyrate.podbean.com/e/em-fixed-income-are-we-all-hiding-in-the-same-place/)__: Jonny Goulden and Saad Siddiqui explore the effects of recent market changes on the EM fixed income asset class in a podcast episode. (2024-05-23, shares: 8)
- __[US Market Insights](https://audioboom.com/posts/8509758)__: Ben Bennett discusses the effects of stricter lending conditions on the US consumer, the disparity in equity and credit markets, and the increasing cost of red metal. (2024-05-22, shares: 8)

### Related

- __[Rates Regime Misunderstandings](https://macrohive.libsyn.com/ep-217-mustafa-chowdhury-on-surging-wealth-hidden-bond-buyers-and-fed-mistakes)__: In a podcast, Mustafa from Macro Hive explains misconceptions about current rates, the increase in household wealth, and the importance of levels over changes. (2024-05-24, shares: 7)
- __[ValueStream Ventures Interview](https://shows.acast.com/the-alternative-data-podcast/episodes/the-valuestream-ventures-episode)__: Greg Neufeld talks about his interest in 'data flywheel' companies and the transition into venture capital in a podcast interview. (2024-05-27, shares: 6)
- __[Talos's Samar Sen Interview](https://soundcloud.com/waterstechnology/episode-285-taloss-samar-sen)__: Samar Sen discusses the development of institutional tools for digital assets and the tools being developed by Talos in a podcast. (2024-05-24, shares: 4)
- __[Consumer Staples Sector Evolution](https://strategistscornermfs.podbean.com/e/the-evolution-of-the-consumer-staples-sector/)__: Rob Almeida and Genevieve Gilroy discuss the changing dynamics in the consumer staples sector and the significance of global research collaboration in a podcast. (2024-05-22, shares: 4)
- __[Global Commodities Price Rally](https://atanyrate.podbean.com/e/global-commodities-gas-be-nimble-gas-be-quick%e2%80%a6but-there-will-be-repercussions/)__: Shikha Chaturvedi discusses the factors behind recent price surges in US and European gas markets, including supply reduction and the Ukraine-Russia transit deal, in a podcast. (2024-05-24, shares: 3)

## Blogs

### Quantitative

- __[NVI Strategy Returns](https://www.quantifiedstrategies.com/negative-volume-index/)__: The Negative Volume Index (NVI) is a unique tool used in technical trading analysis. (2024-05-28, shares: 5)
- __[SPX Analysis](https://www.quantifiedstrategies.com/spx-trading-strategy/)__: A clear trading strategy is essential for successful trading in the S&P 500 Index (SPX). (2024-05-28, shares: 4)
- __[Lunar Cycles Strategies](https://www.quantifiedstrategies.com/full-moon-moon-phases-lunar-cycles-trading-strategies/)__: Some traders use moon cycle phases to time the market and make profitable trades. (2024-05-23, shares: 2)

### Related

- __[Rainbow Oscillator](https://www.quantifiedstrategies.com/rainbow-oscillator/)__: The article examines the application of the Rainbow Oscillator in financial market analysis. (2024-05-27, shares: 1)
- __[Polarized PFE Strategy](https://www.quantifiedstrategies.com/polarized-fractal-efficiency/)__: The article delves into different technical indicators, including recent ones, used in trading. (2024-05-25, shares: 1)
- __[Quant Letter May 2024](https://blog.ml-quant.com/p/quant-letter-may-2024-week-4)__: The article represents the 47th weekly installment of a particular series. (2024-05-22, shares: 1)

## Videos

### Quantitative

- __[CS to Quant Finance](https://www.youtube.com/watch?v=h1VJ00Og3DA)__: The video outlines the three key sectors of quantitative finance - trading, portfolio management, and risk management - and the necessary skills for each role for computer science graduates. (2024-05-26, shares: 0)
- __[Journal of Finance Webinar](https://www.youtube.com/watch?v=tpUKYzkkvtU)__: The Journal of Finance held a webinar showcasing the presentation and discussion of the 2023 First Prize Brattle Group Prize-winning research paper on the topic of Specialization in Bank Lending. (2024-05-24, shares: 13)

## X / Twitter

### Quantitative

- __[Trendfollowing with Quantica Capital](https://twitter.com/quantseeker/status/1795056040666357980)__: The author discusses their appreciation for a trendfollowing episode involving Quantica Capital and Choffstein, focusing on a specific paper. (2024-05-27, shares: 1)
- __[Hedge Funds' Strong Start in 2024](https://twitter.com/quantseeker/status/1793332442800996503)__: Despite a strong start for hedge funds in 2024, the author explores potential risks as indicated by ManGroup. (2024-05-22, shares: 1)

### Miscellaneous

- __[Lamont on Borrowing Costs](https://twitter.com/quantseeker/status/1793755047551287408)__: Owen Lamont analyzes the effects of increasing borrowing costs on the stock loan market. (2024-05-23, shares: 0)
- __[Trendfollowing Strategies](https://twitter.com/quantseeker/status/1793226244793704614)__: The article highlights the long-term effectiveness of trend-following strategies, particularly when equities are underperforming. (2024-05-22, shares: 0)
- __[Interview with Clifford Asness](https://twitter.com/quantseeker/status/1793186398628982836)__: The article features an enlightening interview with financial expert, Clifford Asness. (2024-05-22, shares: 0)