---
title: Quant Letter No. 59: July 2024, Week 5
url: https://www.ml-quant.com/issues/2024-07-31/
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: 2024-07-31
---


# Quant Letter No. 59: July 2024, Week 5

Sent 2024-07-31. 154 items.

## arXiv

### Finance

- __[Deep Learning for Delta Hedging](https://arxiv.org/pdf/2407.19367)__: The article introduces a deep learning framework for options hedging that enhances performance by learning the differences between the hedging function and the Black-Scholes delta, using less data for effective results. (2024-07-28, shares: 8) · https://www.ml-quant.com/papers/arxiv/2407.19367/
- __[Unified Framework for CVA Sensitivities](https://arxiv.org/abs/2407.18583)__: The study offers a unified framework for calculating CVA sensitivities, hedging the CVA, and evaluating CVA risk using probabilistic machine learning, while also identifying the best practical trade-offs. (2024-07-26, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.18583/
- __[Consumption-Investment Optimization with Epstein-Zin Utility](https://arxiv.org/abs/2407.19995)__: The research investigates the consumption-investment problem in an incomplete market with unlimited parameters, using the martingale optimal principle and quadratic backward stochastic differential equations to derive optimal strategies. (2024-07-29, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.19995/
- __[Multilevel Monte Carlo in Sample Average Approximation](https://arxiv.org/abs/2407.18504)__: The paper explores the Sample Average Approximation procedure within a biased Monte Carlo estimator framework, using Multilevel Monte Carlo to improve computational efficiency and demonstrating uniform convergence and sample complexity. (2024-07-26, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.18504/
- __[Set Risk Measures](https://arxiv.org/abs/2407.18687)__: The study presents set risk measures, which extend traditional risk measures to sets of random variables, and establishes an axiom scheme for them, demonstrating their use in systemic risk, portfolio optimization, and decision-making under uncertainty. (2024-07-26, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.18687/

### Economics

- __[AI Innovation in Business and Regulation](http://arxiv.org/abs/2407.19439v1)__: The article explores the difficulties of incorporating AI into businesses, proposing dynamic regulation and innovation ecosystems as solutions, with Fintech as a case study. (2024-07-28, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.19439/
- __[Efficiency Trends in Japan's Labor Market](https://arxiv.org/abs/2407.20931)__: The research investigates the evolution of Japan's labor market from 1972 to 2024, revealing a decrease in matching efficiency and a disparity in job categories. (2024-07-30, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.20931/
- __[Relatedness Density on Urban Consumer Behavior](https://arxiv.org/abs/2407.20587)__: The study scrutinizes the effect of amenity density on consumer purchasing habits in Seoul, emphasizing the persistence of local shopping trends despite economic upheavals. (2024-07-30, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.20587/
- __[Unemployment Benefits and Job Quality Dynamics](https://arxiv.org/abs/2407.20306)__: The study investigates the influence of unemployment benefits on job quality and stability, indicating that prolonging benefits may not enhance job-matching quality and might hinder the efficiency of job-finding social networks. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.20306/
- __[Electric Buses for Urban Emission Reduction](https://arxiv.org/abs/2407.20139)__: Battery Electric Buses (BEBs), despite high initial costs, become profitable in 6-7 years and can reduce ownership costs by 30%, making them suitable for public transport in Pakistan. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.20139/
- __[Farmer Loneliness in Entlebuch](https://arxiv.org/abs/2407.20136)__: In Entlebuch, Switzerland, increased workloads among farmers lead to feelings of loneliness, but physical isolation is not a significant factor; shorter food supply chains are linked to less loneliness. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.20136/
- __[Urban Centrality Economic Complexity](https://arxiv.org/abs/2407.19762)__: A new metric, based on Central Place Theory, effectively captures a city's spatial structure, providing a modern tool for urban planning and regional economic strategies without privacy concerns. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.19762/
- __[Farmland Biodiversity Loss Mitigation](https://arxiv.org/abs/2407.19749)__: A bio-economic agent-based model predicts further biodiversity decline due to intensified land consolidation in France; a combination of reducing pesticide use and subsidizing small farmers is the most effective strategy for biodiversity improvement. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.19749/

### Crypto & Blockchain

- __[Asymmetric Hedge Ratios Testing](https://arxiv.org/abs/2407.19932)__: The article suggests a new method for testing the symmetry of optimal hedge ratios, arguing that the optimal hedge ratio for Bitcoin depends on the position. This could enhance the accuracy of hedging strategies. (2024-07-29, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.19932/

### Historical Trending

- __[Short-maturity Asymptotics](https://arxiv.org/abs/2407.16813)__: The article explores the derivation of short-term predictions for European and VIX option prices in local-stochastic volatility models, and tests these predictions against numerical simulations. (2024-07-23, shares: 8) · https://www.ml-quant.com/papers/arxiv/2407.16813/
- __[High Order Log-Heston Process](https://arxiv.org/abs/2407.17151)__: The paper presents a method for improving the approximation schemes of the Heston model, using different random grids to increase convergence, and validates this method with financial examples. (2024-07-24, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.17151/
- __[Separability of Risk Measures](https://arxiv.org/abs/2407.16878)__: The study argues that convex vector-valued risk measures are not suitable for defining capital allocation rules in multi-asset markets for a variety of financial applications, including systemic risk measures. (2024-07-23, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.16878/
- __[AI and Financial Crises](https://arxiv.org/abs/2407.17048)__: The financial sector is undergoing a transformation due to the swift adoption of AI, which could either stabilize the system or increase financial risk, and future crises may be more severe due to AI's quick reaction to shocks. (2024-07-24, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.17048/
- __[Market Competition](https://arxiv.org/abs/2407.17393)__: A study reveals that a 'reference market maker' who optimizes her posted depths can achieve a near perfect solution, which is compared against other solutions using an Euler scheme or reinforcement learning techniques in a competitive environment. (2024-07-24, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.17393/
- __[BidAsk Spread Estimation](https://arxiv.org/abs/2407.17401)__: A basic model of transaction price dynamics, disrupted by microstructure white noise, is expanded to include serial dependence, with new moment-based estimators proposed and compared against existing methods on simulated data. (2024-07-24, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.17401/

## SSRN

### Quantitative

- __[Algorithmic Trading in Exchanges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910378)__: The article explores the evolution of the betting industry through algorithmic sports exchanges, comparing it to financial markets, and questions the efficiency and regulation of this new trading approach. (2024-07-29, shares: 7) · https://www.ml-quant.com/papers/ssrn/4910378/
- __[Deep Hedging of Options with Implied Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910867)__: The research presents a dynamic hedging strategy for SP 500 options, improved by a reinforcement learning algorithm and a hybrid neural network, which surpasses traditional benchmarks in both simulation and backtesting experiments. (2024-07-30, shares: 5) · https://www.ml-quant.com/papers/ssrn/4910867/
- __[Dynamic Hedging with Commodities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4909458)__: The paper investigates the shifting relationship between stocks and bonds, the effect of inflation on asset correlations, and the potential of commodities as a dynamic hedge to enhance portfolio performance. (2024-07-29, shares: 4) · https://www.ml-quant.com/papers/ssrn/4909458/
- __[Flexural Crack Width in Concrete Beams](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4909625)__: The research uses machine learning algorithms to predict the flexural crack width in reinforced concrete beams, identifying the Extra Gradient Boosting Regressor as the most accurate, and highlights the stress in reinforcing steel as a key influencing factor. (2024-07-29, shares: 5) · https://www.ml-quant.com/papers/ssrn/4909625/
- __[Shear Equation for Ultimate Shear Strength](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4909622)__: The article suggests a data-driven formula to predict the ultimate shear strength of reinforced concrete beams without shear reinforcement, which performs better than existing shear provisions and is confirmed with new experimental data. (2024-07-29, shares: 5) · https://www.ml-quant.com/papers/ssrn/4909622/
- __[Smile Dynamics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4911186)__: The research compares the SkewStickiness Ratio (SSR) of different stochastic and rough volatility models with the empirical market SSR for the SPX Index. (2024-07-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/4911186/
- __[Cryptos Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4906528)__: The research uses a combination of volatility roughness and jumps in Bitcoin to model its dynamics, showing significant differences compared to equities and fixed income funds. (2024-07-26, shares: 3) · https://www.ml-quant.com/papers/ssrn/4906528/
- __[Monetary Policy Uncertainty](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908063)__: The study investigates the effect of monetary policy uncertainty on mutual fund flows and fund managers' ability to generate positive alpha risk-adjusted returns during Federal Open Market Committee meetings. (2024-07-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908063/
- __[Quantum Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908091)__: The paper highlights the superiority of quantum neural networks over traditional machine learning methods in monitoring geoenergy production systems, especially when dealing with limited and noisy data. (2024-07-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908091/
- __[Data Filtering](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4907901)__: The review assesses the efficiency of machine learning algorithms in data filtering in fog, edge, and IoT environments, stressing the importance of data classification and the speed increase by eliminating false and noisy data. (2024-07-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4907901/
- __[Automated Security for MLOps](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908612)__: The article emphasizes the need for strong automated security in Machine Learning Operations (MLOps) to guard against various threats, and highlights the latest tools and trends in the field. (2023-12-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908612/
- __[Macroeconomic Indicators Impact on Bangladesh Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4906706)__: The study investigates the influence of macroeconomic factors on Bangladesh's liquidity from 1986-2021, revealing a long-term effect of consumer price index, domestic credit, and exchange rate, with domestic credit having a significant impact in both short and long term. (2023-12-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/4906706/
- __[Quantitative Tightening and Slow-Moving Capital](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908569)__: The paper studies changes in investor behavior during quantitative tightening, indicating that investors adjust their portfolios at different rates, and forecasts an overshooting pattern when the central bank stops its bond purchase due to slow adjustment by long-term investors. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908569/
- __[Ownership and Volatility During COVID-19](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910419)__: During non-crisis periods, institutional holdings stabilize stock prices, but during the COVID-19 crisis, they cause prices to deviate from fundamentals, with foreign and domestic institutions having different impacts and investor protection reducing volatility. (2022-01-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4910419/
- __[Buyback Dynamics and Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4905774)__: The ratio of net buyback to dividend reflects a company's cash flow sensitivity to business cycles, with assets dominated by buybacks having a positive premium due to their higher risk in hedging against consumption and wealth changes. (2023-01-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4905774/
- __[AI Resource Allocation in Cloud Computing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908420)__: AI techniques like machine learning and deep learning can create predictive algorithms for resource allocation in cloud systems, improving service quality and reducing costs by achieving better resource utilization and fewer service quality violations. (2024-02-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908420/
- __[Cash Cycle Impact on Saudi Companies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4907379)__: The Cash Conversion Cycle (CCC) has a minor effect on Return on Assets (ROA) but significantly influences Earnings Per Share (EPS), with the leverage ratio significantly impacting ROA, demonstrating the complex influence of financial ratios on company profitability. (2024-01-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4907379/

### Financial

- __[Stock Price Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4906691)__: The research uses machine learning to predict stocks that will not have negative returns next year, recommending a Boglehead investment approach, with XGBoost providing the best results. (2024-07-26, shares: 4) · https://www.ml-quant.com/papers/ssrn/4906691/
- __[ESG Impact on Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910370)__: The study applies machine learning to explore the link between ESG performance and corporate earnings, using data from over 850 European and US firms from 2007-2021. (2024-07-30, shares: 6) · https://www.ml-quant.com/papers/ssrn/4910370/
- __[Bank Run Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4911252)__: The Spring 2023 banking stress analysis reveals a potential $1.6 trillion loss for the U.S. banking system and identifies 20 banks at risk if half of uninsured deposits are withdrawn. (2024-07-30, shares: 3) · https://www.ml-quant.com/papers/ssrn/4911252/
- __[Intraday Volatility in Energy Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908775)__: A model for volatility transmission in international energy markets is presented, showing that volatility is influenced by regional and preceding volatility, with non-Gaussian innovations enhancing the model's accuracy. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908775/
- __[Private Fund Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4905494)__: A study of 6000 private funds from 1980 to 2022 reveals significant variations in lifetime performance, with performance relative to public benchmarks varying based on the benchmark chosen, indicating potential benefits of diversification. (2024-07-25, shares: 4) · https://www.ml-quant.com/papers/ssrn/4905494/
- __[Equity Financing in Downturn](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908737)__: Companies that issued shares during the Covid19 downturn experienced better stock performance and less financial distress, with early issuers building cash reserves and later ones increasing investments. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908737/
- __[Portfolio Optimization Variable Selection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908763)__: Machine learning can identify variables for optimal portfolio choice, improving portfolio performance and reducing risk, particularly when nonlinear terms are included. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908763/
- __[Fed Shock on Stock Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4905178)__: A Fed nonyield shock, identified from excess volatility in the SP 500 and dollar exchange rates, significantly affects stock prices and exchange rates, indicating a dominant risk premium channel. (2024-07-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/4905178/
- __[Kenfo's Long-Term Liabilities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910865)__: Long-term projections suggest that the German nuclear waste fund Kenfo can meet its liabilities until 2100 with 90% certainty, even under stress, and shifting more bonds to private equity can increase safety. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/4910865/
- __[Corporate Culture and Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908239)__: A strong corporate culture is negatively linked with stock market liquidity, as such firms strategically reduce voluntary disclosure to deter short-term transient investors. (2024-07-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908239/
- __[Multivariate Cointegration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4906546)__: The research shows that using multivariate cointegration for financial arbitrage strategies can generate returns without significantly increasing risk. (2024-01-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4906546/
- __[Optimal Trend Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4908749)__: The paper demonstrates that a portfolio based on trend-following signal outperforms in cross-asset trading. (2023-09-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4908749/
- __[US Election and Financial Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910415)__: The study reveals that the likelihood of Trump's election increases volatility in US bond and equity markets and decreases oil prices. (2024-07-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/4910415/
- __[Climate Policy and Market Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4910163)__: The research shows that transition climate policies are negatively priced in clean returns and positively priced in carbon-intensive returns. (2024-06-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4910163/
- __[Second Republic Hedges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4907670)__: The study finds that political uncertainty during the 1930s regime change in Spain predicted a decline in future investment opportunities, but firms with political connections were less affected. (2024-01-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/4907670/

## RePEc

### Finance

- __[Market Conditions & Arbitrage: Pre-COVID vs. COVID](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fijfe.2818%3Bh%3Drepec%3Awly%3Aijfiec%3Av%3A29%3Ay%3A2024%3Ai%3A3%3Ap%3A3007-3022)__: Pre-COVID vs. COVID: A study reveals that market conditions pre and during COVID-19 did not significantly affect arbitrage profits, but high volatility and low liquidity during the pandemic made arbitrage unfeasible. (2024-07-31, shares: 23) · https://www.ml-quant.com/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/
- __[International Multi-Asset Fund Performance in Market Crises](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10663-024-09614-2%3Bh%3Drepec%3Akap%3Aempiri%3Av%3A51%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s10663-024-09614-2)__: From 2004 to 2021, multi-asset funds investing globally underperformed, but performed better during market crises, with bond-focused funds doing well in non-crisis times and equity-focused funds excelling during crises. (2024-07-31, shares: 22) · https://www.ml-quant.com/papers/repec/kap-empiri-v-51-y-2024-i-3-d-10-1007-s10663-024-09614-2/
- __[Risk Factors in FX Options](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frof%2Frfae002%3Bh%3Drepec%3Aoup%3Arevfin%3Av%3A28%3Ay%3A2024%3Ai%3A3%3Ap%3A897-944.)__: Long-term straddle momentum, implied volatility, and illiquidity are identified as key predictors of cross-sectional foreign exchange options returns. (2024-07-31, shares: 19) · https://www.ml-quant.com/papers/repec/oup-revfin-v-28-y-2024-i-3-p-897-944/
- __[Forecasting Covariance Matrices with Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad013%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A3%3Ap%3A696-742.)__: A new model enhances the accuracy of forecasting large realized covariance matrices of returns by breaking down the return covariance matrix using standard firm-level factors and sectoral restrictions. (2024-07-31, shares: 14) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-696-742/
- __[Optimal Portfolio Allocation with Factor Graphical Lasso](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad011%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A3%3Ap%3A670-695.)__: The Factor Graphical Lasso (FGL) framework, which combines graphical models with factor structure, accurately estimates portfolio weights and risk exposure, and outperforms several major competitors in portfolio allocation. (2024-07-31, shares: 11) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-670-695/

### Statistical

- __[Markov-switching trees](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00501-6%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00501-6)__: The research suggests a method merging decision trees and time series modeling to predict NFL game plays based on current quarter and score. (2024-07-31, shares: 23) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00501-6/
- __[Retail loan optimisation](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139165%3Bh%3Drepec%3Aids%3Aijicbm%3Av%3A32%3Ay%3A2024%3Ai%3A2%3Ap%3A164-186)__: The paper introduces a model for optimizing loans in retail banking to reduce risk and increase returns by distributing capital among various loan classes. (2024-07-31, shares: 20) · https://www.ml-quant.com/papers/repec/ids-ijicbm-v-32-y-2024-i-2-p-164-186/
- __[Feature importance for mixed data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-023-00477-9%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-023-00477-9)__: The study emphasizes the need to analyze a variable's significance before and after adjusting for covariates in machine learning, proposing a method to measure conditional feature importance. (2024-07-31, shares: 15) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-023-00477-9/
- __[Marine accident severity prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1366554524002382%3Bh%3Drepec%3Aeee%3Atranse%3Av%3A188%3Ay%3A2024%3Ai%3Ac%3As1366554524002382)__: The research presents a framework to predict the severity of marine accidents using machine learning models and a unique two-stage feature selection method. (2024-07-31, shares: 14) · https://www.ml-quant.com/papers/repec/eee-transe-v-188-y-2024-i-c-s1366554524002382/
- __[AI readiness in economies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002786%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002786)__: The study employs machine learning to identify factors affecting AI readiness in businesses, finding that scientific research output, internet infrastructure, and public consumption expense are crucial. (2024-07-31, shares: 13) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002786/

### Machine Learning

- __[Cryptocurrency Factor Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01260-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11156-024-01260-w)__: The study suggests that adding size- and momentum-based cryptocurrency factors to a stock-bond portfolio can benefit investors, especially when using machine-learning strategies. (2024-07-31, shares: 23) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-2-d-10-1007-s11156-024-01260-w/
- __[Risk Co-De Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs42001-023-00235-6%3Bh%3Drepec%3Aspr%3Ajcsosc%3Av%3A7%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s42001-023-00235-6)__: The paper presents a machine learning model for classifying social media posts about risk perception, aiding in understanding human risk approach and informing communication strategies. (2024-07-31, shares: 16) · https://www.ml-quant.com/papers/repec/spr-jcsosc-v-7-y-2024-i-1-d-10-1007-s42001-023-00235-6/
- __[Machine Learning for Real Estate Price Indices](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11146-022-09893-1%3Bh%3Drepec%3Akap%3Ajrefec%3Av%3A68%3Ay%3A2024%3Ai%3A4%3Ad%3A10.1007_s11146-022-09893-1)__: The article introduces a machine learning methodology for creating property price indices, providing higher prediction accuracy but potentially biased estimations for small samples. (2024-07-31, shares: 15) · https://www.ml-quant.com/papers/repec/kap-jrefec-v-68-y-2024-i-4-d-10-1007-s11146-022-09893-1/
- __[Flexible Truck Appointment System](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139958%3Bh%3Drepec%3Aids%3Aijlsma%3Av%3A48%3Ay%3A2024%3Ai%3A2%3Ap%3A244-266)__: The paper proposes a machine learning model for flexible truck appointment systems in smart ports, using real-time data to identify disruptions and reschedule appointments, thus enhancing port efficiency. (2024-07-31, shares: 14) · https://www.ml-quant.com/papers/repec/ids-ijlsma-v-48-y-2024-i-2-p-244-266/
- __[Stock Index Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F16081625.2023.2215234%3Bh%3Drepec%3Ataf%3Araaexx%3Av%3A31%3Ay%3A2024%3Ai%3A4%3Ap%3A618-637)__: The research uses machine learning and sentiment analysis to predict the Shanghai Composite Index, highlighting the importance of investor sentiment and exchange rates. (2024-07-31, shares: 14) · https://www.ml-quant.com/papers/repec/taf-raaexx-v-31-y-2024-i-4-p-618-637/
- __[Efficient Hyperparameter Tuning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00495-1%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00495-1)__: The paper introduces a sequential random search (SQRS) for hyperparameter tuning in machine learning, which improves efficiency by discarding less effective parameter configurations early. (2024-07-31, shares: 13) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00495-1/
- __[Forecasting Standard Dominance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002956%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002956)__: The research uses machine learning to predict the results of standard battles in the Chinese solid-state lighting industry, indicating that strong alliances, patent experience, and marketization increase the likelihood of success. (2024-07-31, shares: 12) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002956/
- __[Hybrid Regression Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Frepec.bingol.edu.tr%2Fbgo%2FA-Novel-Hybrid-Regression-Model-for-Banking-Loss-Estimation.pdf%3Bh%3Drepec%3Abgo%3Ajournl%3Av%3A8%3Ay%3A2024%3Ai%3A1%3Ap%3A91-105)__: The study uses a hybrid approach combining ElasticNet regression and data extraction to predict US bank failures, showing better performance than traditional regression methods. (2024-07-31, shares: 10) · https://www.ml-quant.com/papers/repec/bgo-journl-v-8-y-2024-i-1-p-91-105/
- __[Interior-Point Linear SVMs](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10957-022-02103-1%3Bh%3Drepec%3Aspr%3Ajoptap%3Av%3A202%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10957-022-02103-1)__: The paper uses multiple variable splitting to solve binary classification and novelty detection problems in high-dimensional data, demonstrating competitive results against other methods and specific algorithms. (2024-07-31, shares: 10) · https://www.ml-quant.com/papers/repec/spr-joptap-v-202-y-2024-i-1-d-10-1007-s10957-022-02103-1/

### Deep Learning

- __[Title: FinBERT and LSTM for Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139286%3Bh%3Drepec%3Aids%3Aijecbr%3Av%3A28%3Ay%3A2024%3Ai%3A1%3Ap%3A1-16)__: FinBERT and LSTM for Stock Price Prediction: The article presents a new model that combines BERT and LSTM for predicting stock prices. This model surpasses traditional methods by including financial news sentiment analysis and technical indicators, allowing it to accurately predict significant changes in stock prices. (2024-07-31, shares: 12) · https://www.ml-quant.com/papers/repec/ids-ijecbr-v-28-y-2024-i-1-p-1-16/

### Historical Trending

- __[Performance Evaluation Models for Brazilian Mutual Funds](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-01-2021-0153%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-01-2021-0153)__: The study assesses Brazilian equity mutual funds' performance using various models, finding that three- or five-factor models minimize market anomalies and conditional methods offer greater explanatory power. (2022-04-02, shares: 14) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-01-2021-0153/
- __[Machine Learning for Financial Disinformation Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fpoms.13743%3Bh%3Drepec%3Abla%3Apopmgt%3Av%3A31%3Ay%3A2022%3Ai%3A8%3Ap%3A3160-3179)__: A machine learning system is created to identify financial misinformation on social media, using a unique dataset of financial news articles scrutinized by the Securities and Exchange Commission. (2022-04-14, shares: 32) · https://www.ml-quant.com/papers/repec/bla-popmgt-v-31-y-2022-i-8-p-3160-3179/
- __[Transnational Bid-Rigging Cartel Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12811%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A3%3Ap%3A1074-1114)__: The research explores the applicability of statistical screening methods for detecting bid-rigging cartels from Switzerland to Japan, revealing that machine learning methods can achieve high accuracy rates, but performance drops when used cross-country. (2022-11-24, shares: 24) · https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-3-p-1074-1114/
- __[Anomalies and Market Return Predictability](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13099%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A77%3Ay%3A2022%3Ai%3A1%3Ap%3A639-681)__: The research identifies a significant connection between long-short anomaly portfolio returns and the predictability of the overall market excess return, indicating that anomaly portfolio returns can forecast market excess return. (2022-09-15, shares: 116) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/
- __[Factor Timing in China with Deep Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Facfi.13033%3Bh%3Drepec%3Abla%3Aacctfi%3Av%3A63%3Ay%3A2023%3Ai%3A1%3Ap%3A485-505)__: A deep learning-based factor timing strategy is suggested, which surpasses other machine learning-based portfolios in the Chinese stock market, implying that mispricing-based theory can explain factor timing. (2023-11-21, shares: 52) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-485-505/
- __[Uncertainty in Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13226%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A3%3Ap%3A1593-1646)__: The research provides a framework for managing uncertainty in factor models, revealing that such uncertainty heightens perceived risk in stocks and disagreements on expected returns peak during market crashes. (2023-01-01, shares: 13) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-3-p-1593-1646/
- __[Currency Risk Pricing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13190%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A2%3Ap%3A693-730)__: The study uses various factors to build an efficient currency portfolio, discovering that a majority of the risk in these assets does not impact their risk premiums. (2023-11-20, shares: 21) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-2-p-693-730/
- __[Sparse Temporal Disaggregation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12952%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A4%3Ap%3A2203-2233)__: The article introduces a new method for high-frequency estimates of economic indicators, proving its effectiveness through a simulation and application to UK's GDP data. (2022-08-12, shares: 10) · https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-4-p-2203-2233/
- __[AI Adoption in Competitive Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fecca.12458%3Bh%3Drepec%3Abla%3Aeconom%3Av%3A90%3Ay%3A2023%3Ai%3A358%3Ap%3A690-705)__: The paper presents AI as a tool for improved prediction in competitive markets, demonstrating that AI use can increase supply elasticity, influence equilibrium prices, and potentially benefit non-adopting firms. (2023-06-10, shares: 7) · https://www.ml-quant.com/papers/repec/bla-econom-v-90-y-2023-i-358-p-690-705/
- __[Auditor Reliance on AI](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2F1475-679X.12407%3Bh%3Drepec%3Abla%3Ajoares%3Av%3A60%3Ay%3A2022%3Ai%3A1%3Ap%3A171-201)__: The research explores the effect of algorithm aversion on auditor decisions, indicating that auditors tend to disregard advice from AI systems, which could be expensive for the auditing industry and financial statement users. (2022-10-16, shares: 73) · https://www.ml-quant.com/papers/repec/bla-joares-v-60-y-2022-i-1-p-171-201/

## Machine learning

### Recently Published

- __[Theia: Robot Learning Vision Model](https://arxiv.org/abs/2407.20179)__: Robot Learning Vision Model: Theia is a robot learning model that uses multiple pre-trained vision models, enhancing robot learning with less data and smaller models. (2024-07-29, shares: 75) · https://www.ml-quant.com/papers/arxiv/2407.20179/
- __[Small Molecule Optimization with Models](https://arxiv.org/abs/2407.18897)__: Chemlactica and Chemma are language models fine-tuned on a corpus of 110M molecules, excelling in generating molecules with specific properties and predicting new molecular traits. (2024-07-26, shares: 48) · https://www.ml-quant.com/papers/arxiv/2407.18897/
- __[MindSearch: Mimicking Human Minds for Search](https://arxiv.org/abs/2407.20183)__: Mimicking Human Minds for Search: MindSearch is a Large Language Model-based framework that simulates human cognitive processes for web information seeking, greatly enhancing response quality. (2024-07-29, shares: 44) · https://www.ml-quant.com/papers/arxiv/2407.20183/
- __[CodedVO: Visual Odometry Solution](http://dx.doi.org/10.1109/lra.2024.3416788)__: Visual Odometry Solution: CodedVO is a new visual odometry method that solves the scale ambiguity problem by encoding depth information into imagery, achieving top performance in various indoor settings. (2024-07-25, shares: 24) · https://www.ml-quant.com/papers/doi/10-1109-lra-2024-3416788/
- __[Radiance Fields for Teleoperation](https://arxiv.org/abs/2407.20194)__: The study suggests using online Radiance Fields instead of traditional reconstruction-visualization components in robotic teleoperation, providing highly maneuverable, photorealistic scenes. (2024-07-29, shares: 20) · https://www.ml-quant.com/papers/arxiv/2407.20194/
- __[AI Memory for Knowledge Acquisition](https://arxiv.org/abs/2407.20197)__: The Appendable Memory system is a new AI that can learn new information after its initial programming, unlike traditional machine learning methods. (2024-07-29, shares: 17) · https://www.ml-quant.com/papers/arxiv/2407.20197/
- __[Recursive Introspection for Self-Improvement](https://arxiv.org/abs/2407.18219)__: RISE is a method for refining large language models to improve their responses and correct errors over time, with notable success in math reasoning tasks. (2024-07-25, shares: 15) · https://www.ml-quant.com/papers/arxiv/2407.18219/
- __[TTS Data for KWS Model Development](https://arxiv.org/abs/2407.18879)__: The study shows that combining real and Text-to-Speech (TTS) synthesized data can achieve high accuracy in keyword spotting tasks, saving time and cost. (2024-07-26, shares: 15) · https://www.ml-quant.com/papers/arxiv/2407.18879/
- __[Modular Arithmetic with RFM](https://arxiv.org/abs/2407.20199)__: The 'grokking' phenomenon, where a model's test accuracy improves after achieving 100% training accuracy, can also occur with Recursive Feature Machines, not just neural networks. (2024-07-29, shares: 14) · https://www.ml-quant.com/papers/arxiv/2407.20199/
- __[Wolf World Summarization for Video Captioning](https://arxiv.org/abs/2407.18908)__: Wolf, a new video captioning framework, uses Vision Language Models to efficiently summarize information, outperforming existing methods and setting a new standard for video captioning. (2024-07-26, shares: 9) · https://www.ml-quant.com/papers/arxiv/2407.18908/

### Historical Trending

- __[Accelerating Pretrained LLMs](https://arxiv.org/abs/2406.05981)__: ShiftAddLLM is a new method developed to speed up large language models on devices with limited resources by replacing complex multiplications with simpler operations, thus reducing memory usage and latency and enhancing model performance. (2024-06-10, shares: 170) · https://www.ml-quant.com/papers/arxiv/2406.05981/
- __[Is artificial consciousness achievable?](https://arxiv.org/abs/2405.04540)__: The creation of artificial consciousness in AI should take into account the structural and functional aspects of the human brain; while it may not fully replicate human consciousness, AI could potentially develop different forms of consciousness. (2024-04-18, shares: 105) · https://www.ml-quant.com/papers/arxiv/2405.04540/
- __[The Unit-Scaled Maximal Update Parametrization](https://arxiv.org/abs/2407.17465)__: The u-$\mu$P scheme merges Maximal Update Parametrization and Unit Scaling techniques to make model hyperparameters size-independent and easier to train in low-precision, leading to more efficient models that function immediately in FP8. (2024-07-24, shares: 93) · https://www.ml-quant.com/papers/arxiv/2407.17465/
- __[HumanVid: Camera-controllable Human Image Animation](https://arxiv.org/pdf/2407.17438)__: Camera-controllable Human Image Animation: HumanVid, a new large-scale dataset for human image animation that combines real and synthetic data, has been developed by researchers, setting a new standard in the field. (2024-07-24, shares: 60) · https://www.ml-quant.com/papers/arxiv/2407.17438/
- __[Unified Framework: ROME and MEMIT](https://arxiv.org/abs/2403.14236)__: ROME and MEMIT: The study unifies two model editing algorithms, ROME and MEMIT, under one concept and presents EMMET, a new batched memory-editing algorithm, demonstrating that ROME and MEMIT have the same optimization goal and capabilities. (2024-03-21, shares: 54) · https://www.ml-quant.com/papers/arxiv/2403.14236/
- __[Block Verification: Speculative Decoding](https://arxiv.org/abs/2403.10444)__: Speculative Decoding: The paper presents Block Verification, a new verification algorithm for large language models that checks a whole block of tokens at once, offering slight but consistent speed improvements over the standard token verification algorithm without adding to code complexity. (2024-03-15, shares: 27) · https://www.ml-quant.com/papers/arxiv/2403.10444/

## Papers with code

### Trending

- __[MultiAgent Simulation in AgentScope](https://github.com/modelscope/agentscope)__: Large language models are advancing the development of multiagent systems in large-scale simulations. (2024-07-29, shares: 3930)
- __[LLMBased Algorithm Design and Analysis](https://github.com/modelscope/agentscope)__: A formal study has begun into the creation and examination of algorithms based on large language models. (2024-07-25, shares: 3775)
- __[Autonomous Web Navigation in Agentic Systems](https://github.com/EmergenceAI/Agent-E)__: AI agents are transforming work procedures in both the consumer and business sectors. (2024-07-29, shares: 514)
- __[Neural Circulation Models for Weather and Climate](https://github.com/google-research/neuralgcm)__: The first General Circulation Model combining a differentiable solver for atmospheric dynamics with machine learning components has been introduced, showing promising forecasting abilities. (2024-07-25, shares: 319)

### Rising

- __[Aligning Cyber Space with Physical World](https://github.com/hcplab-sysu/embodied_ai_paper_list)__: The survey discusses recent advancements in Embodied AI. (2024-07-29, shares: 151)
- __[Odyssey: Empowering Agents](https://github.com/zju-vipa/odyssey)__: Empowering Agents: The study introduces ODYSSEY, a framework that improves LLM-based agents' skills in Minecraft. (2024-07-25, shares: 106)
- __[Compact Language Models](https://github.com/nvlabs/minitron)__: The article explores the demanding process of training different versions of LLMs from scratch for various scales and sizes. (2024-07-25, shares: 55)
- __[KAN or MLP Comparison](https://github.com/yu-rp/kanbefair)__: The paper does not introduce any new methodology. (2024-07-25, shares: 40)

## GitHub

### Finance

- __[Big Stocks Prediction](https://github.com/tradytics/surpriver)__: The article explores the use of machine learning and anomaly detection for predicting major stock market movements. (2020-08-30, shares: 1740)
- __[Bayesian Modeling](https://github.com/pymc-devs/pymc)__: The piece delves into the application of Bayesian modeling and probabilistic programming using Python. (2009-05-05, shares: 8517)
- __[Enhanced Backtester](https://github.com/DavidCico/Enhanced-Event-Driven-Backtester)__: The article details an improved Python-based, event-driven backtester inspired by QuantStart articles. (2019-03-14, shares: 47)
- __[Columnar Data Format](https://github.com/lancedb/lance)__: The article presents a new columnar data format for machine learning, developed in Rust, offering quicker data access, versioning, and compatibility with different data analysis tools. (2022-07-07, shares: 3650)
- __[Optimization Modeling](https://github.com/cvxpy/cvxpy)__: The piece talks about a Python-embedded language specifically designed to tackle convex optimization issues. (2013-07-01, shares: 5255)

### Trending

- __[Passive Investing Guide](https://github.com/JerBouma/ThePassiveInvestor)__: The article offers tips for average people on how to participate in passive investing. (2019-12-20, shares: 519)
- __[Agentless Development Solutions](https://github.com/OpenAutoCoder/Agentless)__: The piece explores an automated, agentless solution for resolving software development problems. (2024-06-30, shares: 503)
- __[Awesome Lists for Interests](https://github.com/sindresorhus/awesome)__: This article presents a compilation of interesting lists on diverse topics. (2014-07-11, shares: 315879)
- __[Netflix's Workflow Manager](https://github.com/Netflix/maestro)__: The write-up details the workings of Netflix's Workflow Orchestrator, Maestro. (2024-04-17, shares: 2056)
- __[Convert Codebase to LLM](https://github.com/mufeedvh/code2prompt)__: The article presents a CLI tool that converts your codebase into a single LLM prompt with source tree prompt templifying and token counting. (2024-03-09, shares: 1229)

## News

### Quantitative

- __[Magnetar's Hedge Fund Success](https://www.hedgeweek.com/magnetar-shines-as-credit-hedge-funds-post-modest-h1-gains/)__: Magnetar Capital's Structured Credit Fund experienced a 22% increase in H2, surpassing other credit-focused hedge funds with smaller gains. (2024-07-29, shares: 8)
- __[Machine Learning Talent Shift](https://www.efinancialcareers.com/news/big-employers-machine-learning)__: Electronic trading firms have become the main point of interest in the current financial landscape. (2024-07-25, shares: 5)
- __[GoldenTree AM's Real Estate Credit Head](https://www.hedgeweek.com/goldentree-am-appoints-appoints-head-of-real-estate-credit-origination/)__: GoldenTree Asset Management has recruited Sam Friedland as Principal and Head of Real Estate Credit Origination, a newly created position. (2024-07-30, shares: 5)
- __[Hudson Bay's London Lead Engineer](https://www.hedgeweek.com/hudson-bay-appoints-lead-engineer-in-london/)__: Hudson Bay Capital has named Mike Cromie, ex-Head of Trading Technology at Segantii Capital, as Lead Engineer at its London branch. (2024-07-30, shares: 4)
- __[Ex-Macquarie Boss's Japan Strategy Launch](https://www.hedgeweek.com/ex-macquarie-quant-hedge-fund-boss-to-launch-new-japan-strategy/)__: Nick Bird, leader of OQ Funds Management, aims to leverage the resurging interest in Japan by introducing a new strategy centered on Asia's second-largest economy. (2024-07-25, shares: 4)
- __[Hedge Funds Inflows Q1](https://www.hedgeweek.com/hedge-funds-see-net-inflows-in-q1-as-positive-performance-continues/)__: Hedge funds have seen a winning streak for seven quarters, with equity and global macro funds leading and net inflows returning, says Citco data. (2024-07-25, shares: 4)
- __[tanX 1bn Quarterly Volume](https://www.hedgeweek.com/decentralised-trading-platform-tanx-passes-1bn-quarterly-trading-volume-milestone/)__: Decentralized trading platform tanX saw a 70% increase in spot trading volume, processing 1 billion across three million transactions in Q2. (2024-07-26, shares: 4)
- __[Futureproofing Custodial Infrastructure](https://www.hedgeweek.com/futureproofing-custodial-infrastructure-for-hedge-funds-in-the-digital-assets-market/)__: Neil Batchelor of Komainu emphasizes the importance of custodial infrastructure for hedge funds as demand for digital assets increases. (2024-07-30, shares: 3)
- __[Asia Hedge Funds Tech Stocks](https://www.hedgeweek.com/asia-hedge-funds-stick-with-tech-stocks-amid-ai-sell-off/)__: Despite a recent selloff in AI stocks, Asian hedge funds remain confident in tech companies, contributing to a strong start to the year, reports Bloomberg. (2024-07-31, shares: 2)
- __[Man Group Robust H1 Performance](https://www.hedgeweek.com/man-group-reports-robust-h1-performance/)__: Man Group, the world's largest listed hedge fund firm, reported strong H1 results with a positive investment performance of 11.1 billion and net inflows of 0.9 billion, surpassing the industry average by 1.8. (2024-07-26, shares: 2)

### Miscellaneous

- __[FCA Appeals BlueCrest](https://www.hedgeweek.com/fca-appeals-bluecrest-tribunal-decision/)__: The Financial Conduct Authority in the UK is continuing its legal battle against BlueCrest Capital Management for a £700m investor compensation claim. (2024-07-25, shares: 2)
- __[London PM Quits Elliott](https://www.hedgeweek.com/london-based-pm-quits-elliott/)__: Pawel Serej, a key portfolio manager at Elliott Investment Management in London, has left the company. (2024-07-25, shares: 2)
- __[Texas Teachers Gain Allies](https://www.hedgeweek.com/texas-teachers-gains-allies-in-push-for-hedge-fund-fee-reform/)__: The Texas Teacher Retirement System, along with other institutional investors, is advocating for the inclusion of cash hurdles in hedge fund incentive fees. (2024-07-25, shares: 2)
- __[Unwanted Hedge Fund Employees](https://www.efinancialcareers.com/news/seganti-hedge-fund-new-jobs)__: The article details the new positions of former employees of Segantii Capital. (2024-07-29, shares: 2)
- __[Pershing Square USA Lowers Target](https://www.hedgeweek.com/pershing-square-usa-lowers-ipo-target-to-2bn/)__: Bill Ackman, head of Pershing Square, has announced a new investment vehicle, Pershing Square USA, with a reduced fundraising target of $2bn, down from $25bn. (2024-07-31, shares: 2)
- __[Hedge Funds Sell European Stocks](https://www.hedgeweek.com/hedge-funds-dump-bearish-european-stock-bets-at-record-pace/)__: Hedge funds are rapidly shifting their stance on European stocks due to surprisingly strong corporate earnings, marking the quickest change in ten years. (2024-07-30, shares: 2)
- __[Digital Assets Fund Flows Decrease](https://www.hedgeweek.com/digital-assets-fund-flows-muted-last-week/)__: Digital asset investment products saw a modest inflow of $245m last week, with varying results across different digital assets, according to CoinShares' report. (2024-07-30, shares: 2)
- __[Standard General Buys Ballys](https://www.hedgeweek.com/standard-general-to-acquires-casino-co-ballys-in-4-6bn-deal/)__: Bally's Corporation, a casino and gaming operator, is to be acquired by its largest shareholder, Standard General, in a deal valued at $4.6bn, including debt. (2024-07-26, shares: 1)
- __[Engineering Finance Jobs Overhyped](https://www.efinancialcareers.com/news/prompt-engineering-jobs-in-finance-an-overhyped-niche)__: The assertion that 300k engineering jobs don't require coding skills may be exaggerated. (2024-07-26, shares: 1)
- __[JPMorgan's AI Expert on Summer Break](https://www.efinancialcareers.com/news/samik-chandarana-jpmorgan)__: Samik Chandarana is unexpectedly deciding to spend his time at the beach. (2024-07-29, shares: 1)

## Podcasts

### Quantitative

- __[AI Risks and Opportunities](https://garpcast.libsyn.com/ai-on-the-buy-side-risks-challenges-and-opportunities)__: Nirav Shah from Versor Investments talks about the pros and cons of using AI and machine learning in finance, including risk reduction and profit generation. (2024-07-25, shares: 22)
- __[Foundational Models Panel](https://storage.buzzsprout.com/jvnq9h1wqbni0smqjsqionxxjhfh?.jpg=)__: Mariana Menchero and Faranak Golestaneh discuss the use of foundation models for time series forecasting in a podcast, emphasizing the need for diverse datasets. (2024-07-25, shares: 11)
- __[Gold & Silver Commodities](https://atanyrate.podbean.com/e/global-commodities-gold-silver%e2%80%94citius-altius-fortius/)__: A podcast episode predicts a positive future for gold and silver despite potential US policy changes, due to factors like fiscal deficit concerns and geopolitical risk. (2024-07-26, shares: 6)
- __[US Funding and Refunding Rates](https://atanyrate.podbean.com/e/us-rates-putting-the-fun-in-funding-and-the-quarterly-refunding/)__: Jay Barry, Teresa Ho, and Phoebe White discuss recent trends in funding markets and their potential impact on QT, and preview the August refunding and upcoming FOMC meeting. (2024-07-26, shares: 6)
- __[Yenmaggedon FX and Economics](https://atanyrate.podbean.com/e/global-fx-economics-yen-maggedon/)__: Arindam Sandilya, Patrick Locke, and Benjamin Shatil discuss the future of the Bank of Japan and the Yen ahead of upcoming BOJ and Fed monetary policy meetings. (2024-07-26, shares: 5)

### Related

- __[BlackRock's Kate Moore: US Corp Dynamism](https://traffic.megaphone.fm/TIFM8104895528.mp3?updated=1721935701)__: US Corp Dynamism: Kate Moore discusses the robustness of the U.S. economy, potential market impacts of the upcoming elections, and the role of AI in investing. (2024-07-26, shares: 5)
- __[The Advisors Option: Weekend Risk](http://advisorsoption.libsyn.com/the-advisors-option-137-the-mysteries-of-weekend-risk)__: Weekend Risk: The episode explores current market complexities, the effects of earnings season volatility, and strategies for hedging weekend risk. (2024-07-30, shares: 4)
- __[MacroVoices: Marko Papic on U.S.](https://macrovoices.podbean.com/e/macrovoices-438-marko-papic-us-presidential-race-risks-complications-for-markets/)__: Marko Papic on U.S.: Marko Papic talks about recent U.S. events and their potential impact on the financial markets' outlook and risk profile. (2024-07-25, shares: 3)
- __[Jeff Booth: Tech-Driven Deflation](https://pdcn.co/e/www.buzzsprout.com/2034153/15501296-jeff-booth-on-technology-driven-deflation-bitcoin-s-role-in-global-markets-and-future-financial-systems.mp3)__: Tech-Driven Deflation: Jeff Booth discusses the deflationary impact of technology, the power of decentralized systems like Bitcoin, and Bitcoin's potential to change market dynamics and human freedom. (2024-07-30, shares: 1)
- __[US Consumer Strength: Can it Last?](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD9790396183.mp3?updated=1722268130)__: Can it Last?: Goldman Sachs Research's team discusses the future of consumer spending and the U.S. retail sector, highlighting potential global economic strains. (2024-07-30, shares: 0)

## Blogs

### Quantitative

- __[American Identity: Ancestry vs. Creed](https://rajivsethi.substack.com/p/the-creedal-nature-of-american-identity)__: Ancestry vs. Creed: Francis Fukuyama's latest essay delves into the differing concepts of national identity, one based on lineage and the other on belief systems. (2024-07-28, shares: 0)

### Related

- __[Envy vs Pleasure](https://stockviz.substack.com/p/whatever-works-for-you)__: The article discusses the distinct nature of envy, highlighting that unlike most emotions, it does not provide any real pleasure. (2024-07-27, shares: 0)

## X / Twitter

### Quantitative

- __[Linear Algebra for CV, Robotics, and ML](https://twitter.com/carlcarrie/status/1816629144764973524)__: The article highlights the crucial role of linear algebra in fields like computer vision, robotics, and machine learning. (2024-07-26, shares: 4)
- __[Life Through a Volatility Lens](https://twitter.com/choffstein/status/1817894332789068006)__: The article presents an interview with Kris Abdelmessih, co-founder of a company, sharing his journey and insights in market making and options trading. (2024-07-29, shares: 2)
- __[Hoffman on Kalman Filtering and Pairs Trading](https://twitter.com/quantseeker/status/1816410118549914107)__: The article provides a review of Hoffman's book chapter on Kalman filtering and pairs trading, discussing complex topics such as partial cointegration and reinforcement learning. (2024-07-25, shares: 2)

### Miscellaneous

- __[Reinforcement Learning Overview](https://twitter.com/quantseeker/status/1818579505495052553)__: Bongratz et al. have released a paper detailing reinforcement learning methods and their application guidelines. (2024-07-31, shares: 1)
- __[Trading IPOs](https://twitter.com/quantseeker/status/1817979715329958376)__: User quantitativo1 has delivered a presentation on trading Initial Public Offerings (IPOs). (2024-07-29, shares: 1)
- __[Future Developer Motto](https://twitter.com/carlcarrie/status/1817593898576839017)__: A forthcoming trend is expected to gain popularity among developers and product managers. (2024-07-28, shares: 0)