---
title: Quant Letter No. 62: August 2024, Week 3
url: https://www.ml-quant.com/issues/2024-08-21/
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: 2024-08-21
---


# Quant Letter No. 62: August 2024, Week 3

Sent 2024-08-21. 156 items.

## arXiv

### Finance

- __[Hedging in Jump Diffusion](https://arxiv.org/abs/2408.10785)__: The study applies a jump-diffusion risky asset model to calculate the hedging strategy for a European call option, using a decision tree, table of values, and figures. (2024-08-20, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.10785/
- __[Meanvariance Portfolio](https://arxiv.org/abs/2408.07969)__: The research introduces two new indexes for optimal portfolio selection in fluctuating financial markets, proving their superior accuracy and performance in both simulated and real markets. (2024-08-15, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.07969/
- __[Accelerating Portfolio Optimization](https://arxiv.org/abs/2408.07879)__: The paper presents an extended approach to solve large-scale robust portfolio optimization problems, showing robust trading performance and significantly reduced computational time. (2024-08-15, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.07879/
- __[Periodic Trading in Financial Markets](https://arxiv.org/abs/2408.09505)__: The article investigates the causes and effects of periodic trading activities in equity markets, establishing a unique open-loop Nash equilibrium and providing new insights into market dynamics. (2024-08-18, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.09505/
- __[Infinite-Mean Risk Models](https://arxiv.org/abs/2408.08678)__: The article explores the importance and challenges of using infinite-mean models in economics and finance, particularly when dealing with heavy-tailed datasets. (2024-08-16, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.08678/
- __[Causality Models for Financial Forecasting](https://arxiv.org/abs/2408.09960)__: A novel framework for financial time series forecasting is presented, using causality models to improve prediction accuracy, especially in unstable markets. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.09960/
- __[Optimal Insurance Design](https://arxiv.org/abs/2408.09799)__: The paper studies optimal insurance solutions using the Lambda-Value-at-Risk model, revealing that a truncated stop-loss indemnity is ideal under certain conditions and discusses the effect of model uncertainty. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.09799/
- __[Optimal Stopping Under Ambiguity](https://arxiv.org/abs/2408.09349)__: The research analyzes the effect of environmental transition on asset value, using a decision-making model to determine optimal divestment decisions. (2024-08-18, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.09349/

### Economics

- __[Human Decision-Making in Strategy](https://arxiv.org/abs/2408.07865)__: A study reveals that a deep neural network can predict human decisions in two-player matrix games better than existing theories, with human response varying based on game complexity. (2024-08-15, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.07865/
- __[Impact of Open Datasets on Deep Learning](https://arxiv.org/abs/2408.10359)__: The study highlights the crucial role of open labeled datasets like CIFAR-10 in the rise of Deep Learning, emphasizing its impact on computer vision, object recognition, and its importance in teaching machine learning techniques. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.10359/

### Miscellaneous

- __[Tax Credits](https://arxiv.org/abs/2408.10391)__: The research uses a simulator with AI agents to study the effects of tax credits on various households, suggesting a new distribution method to lessen inequality. (2024-08-19, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.10391/
- __[DeepMacroFin](https://arxiv.org/abs/2408.10368)__: Deep-MacroFin, a new framework that employs deep learning to solve complex equations in economics, is introduced, providing a more user-friendly alternative to existing tools. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.10368/
- __[Clustering Algorithm](https://arxiv.org/abs/2408.10340)__: The research investigates the application of unsupervised clustering in investment management, showing that accurate classification is achievable with appropriate feature selection and distance metric. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.10340/
- __[Persuasion Result](https://arxiv.org/abs/2408.07923)__: The study presents a mathematical model for informational persuasion, offering a theoretical foundation for examining AI's influence on industries and explaining why people can be persuaded even when all information is publicly accessible. (2024-08-15, shares: 2) · https://www.ml-quant.com/papers/arxiv/2408.07923/

### Crypto & Blockchain

- __[Decentralized Matching Markets: Explore-then-Commit Algorithm](https://arxiv.org/abs/2408.08690)__: Explore-then-Commit Algorithm: The article introduces a new algorithm for online learning in decentralized two-sided matching markets. This algorithm doesn't need prior knowledge of preference rankings or agent communication and effectively minimizes player regret. (2024-08-16, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.08690/

## SSRN

### Quantitative

- __[Enhanced Malware Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927949)__: The article discusses a new method for enhancing malware detection and defense mechanisms by combining a Knowledge Graph with Deep QNetworks to predict future cyber attack patterns. (2024-08-16, shares: 24) · https://www.ml-quant.com/papers/ssrn/4927949/
- __[Central Bank Policies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927384)__: The study examines the effects of central bank balance sheet policies on financial stability, concluding that while they help stabilize the economy during financial stress, they also prolong and increase the likelihood of such episodes. (2024-08-16, shares: 15) · https://www.ml-quant.com/papers/ssrn/4927384/
- __[Passive Investing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4928631)__: The research indicates that the growth of passive investing increases stock correlations and market volatility, reducing the advantages of diversification and increasing market risk during crises. (2024-08-16, shares: 3) · https://www.ml-quant.com/papers/ssrn/4928631/
- __[Arctic Ocean Sea Ice Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927619)__: The study introduces machine learning strategies informed by physics to predict sea ice velocity and concentration in the Arctic Ocean, performing better than purely data-driven models, particularly during rapid melting and freezing periods. (2024-08-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927619/
- __[Probabilistic RC Column Failure Prediction Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932324)__: The paper presents a machine learning-based probabilistic prediction model to estimate the failure modes of reinforced concrete columns under earthquake load, taking into account the uncertainty due to randomness in column members and dynamic loads. (2024-08-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4932324/
- __[Machine Learning for Adaptive Authentication](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932261)__: The paper presents a machine learning system that uses past user login data to detect and block suspicious login attempts. (2024-08-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4932261/
- __[Machine Learning for Optimal Portfolio](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932041)__: The article suggests a numerical method that merges different techniques to improve the estimation of the optimal portfolio. (2024-08-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4932041/
- __[Determinants of Cryptocurrency Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4930965)__: The study reveals that cryptocurrency returns are significantly affected by fluctuations in advanced country currencies and oil prices, but not by emerging country currencies or global markets. (2024-08-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4930965/
- __[Economic Policy Uncertainty and Sovereign Credit Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927956)__: The research shows that domestic economic policy uncertainty greatly affects sovereign credit risk, but has a minor impact on sovereign bond yields and consumer confidence. (2024-08-16, shares: 4) · https://www.ml-quant.com/papers/ssrn/4927956/
- __[Corporate Social Value Measurement with Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932638)__: The study employs a semi-supervised machine learning model to assess the social value of Chinese state-owned enterprises, showing an upward trend and notable differences across sectors and years. (2024-08-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/4932638/
- __[Korean Stock Market Speculation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927509)__: The study finds that in the Korean stock market, speculative sentiment in leverage exchange-traded funds (ETFs) negatively correlates and predicts market returns after 3 months. (2023-08-03, shares: 4) · https://www.ml-quant.com/papers/ssrn/4927509/
- __[Cloud Regression Testing Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927238)__: The research shows that machine learning and cloud computing significantly enhance scalability and reduce testing time in software regression testing. (2022-01-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927238/
- __[Stock Market Volatility Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927296)__: The paper highlights the importance of understanding stock market volatility clusters for informed investment decisions and risk management. (2023-11-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927296/
- __[Business Sentiment Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926226)__: The article underscores the growing significance of Sentiment Analysis in business, enabling companies to leverage customer opinions for growth. (2024-08-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926226/
- __[Investor Sentiment and Bitcoin Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4928563)__: The study reveals a correlation between extreme investor sentiment from traditional financial markets and a negative Bitcoin basis during unexpected inflation and deflation periods. (2024-04-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4928563/
- __[IAM ML Integration for Telematics Security](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927214)__: The article explores the use of Identity Access Management (IAM) and machine learning to improve data security in cloud-based fleet management applications. (2024-01-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927214/
- __[DataDriven Marketing for Growth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927292)__: The paper discusses the advantages and challenges of data-driven marketing, and how it can be used to improve customer experience and strengthen business relationships. (2023-03-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927292/
- __[Employee Reviews in Finance & Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4931025)__: The study investigates the importance of online employee reviews in academic research fields like finance and economics, and their impact on understanding company performance and workplace culture. (2024-07-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4931025/
- __[AI in Fleet Financing for Decisions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927194)__: The article examines the use of artificial intelligence in transforming fleet financing, with a focus on fair pricing and improving decision-making in real-time marketplaces. (2022-12-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927194/
- __[AIPowered Thread Deadlock Resolution in Cloud Apps](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4927208)__: The paper addresses the issue of thread deadlocks in cloud-based applications, suggesting an AI and machine learning system to predict and manage these deadlocks, improving system reliability. (2021-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4927208/

### Financial

- __[Active Asset Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932677)__: Alternative data is vital for investment strategies, providing unique insights and competitive advantages, but requires constant adaptation due to its ever-changing nature. (2024-08-21, shares: 4) · https://www.ml-quant.com/papers/ssrn/4932677/
- __[Sustainable Crypto Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4931925)__: A study proposes using clean cryptocurrencies to create mimicking portfolios as a cost-effective hedging tool for ESG investors, compared to Bitcoin. (2024-08-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/4931925/
- __[IMF Arrangements](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932630)__: Research on 56 frontier and emerging markets reveals that global financial conditions and debt-to-GDP ratio significantly influence access to international capital markets, with IMF reforms playing a key role. (2024-08-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/4932630/
- __[Crypto Tax Evasion](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4932685)__: A Norwegian study reveals widespread crypto tax evasion, even among investors on exchanges that share data with tax authorities, indicating the need for effective and affordable enforcement strategies. (2024-08-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/4932685/
- __[Management Fees and Information Ratio Churn](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926783)__: The Information Ratio Churn (IRC) metric is introduced to calculate a fair fee for active management, with data indicating that higher IRC leads to lower realized Information Ratio, and 8% of assets are invested in funds with high IRC. (2024-08-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926783/
- __[Market Behavior in Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4928549)__: The article presents a model that explains how traders' strategies interact with uneven market closures, leading to spikes in trading volume and return volatility due to liquidity trading accumulation. (2024-07-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4928549/
- __[Liquidity Providers in Price Jumps](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4926377)__: The study finds that institutions are more likely than individuals to strategically offer liquidity during price jumps, based on data from the Taiwan Stock Exchange. (2024-08-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4926377/
- __[Value of Retail Orders](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4931257)__: The paper reveals that retail market making in the German equity market is highly profitable due to reduced exposure to adverse selection and inventory risk, based on regulatory data. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4931257/
- __[Corporate Bond Factors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925932)__: The study rejects standard corporate bond factor models in favor of a model featuring the global corporate bond market, a global maturity spread factor, and a global liquidity spread factor, based on research in the six largest international markets. (2024-08-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4925932/

## RePEc

### Finance

- __[Modeling Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fssqu.13406%3Bh%3Drepec%3Abla%3Asocsci%3Av%3A105%3Ay%3A2024%3Ai%3A4%3Ap%3A965-979)__: The research shows the effectiveness of modeling compositional volatility, using German political party support and US income shares data as examples. (2024-08-21, shares: 22) · https://www.ml-quant.com/papers/repec/bla-socsci-v-105-y-2024-i-4-p-965-979/
- __[Fintech Impact on Small Businesses](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1572308924000755%3Bh%3Drepec%3Aeee%3Afinsta%3Av%3A73%3Ay%3A2024%3Ai%3Ac%3As1572308924000755)__: Fintech lending platforms like Funding Circle and LendingClub have successfully provided loans to high-risk areas, filling the credit gap left by traditional lenders. (2024-08-21, shares: 22) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s1572308924000755/
- __[Carbon Risk Strategy](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500067%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A01%3An%3As0219024924500067)__: A new hedge strategy has been developed to reduce carbon risk in diversified portfolios without significant losses in returns, making it a feasible option for investors and fund managers. (2024-08-21, shares: 21) · https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-01-n-s0219024924500067/
- __[Yield Curve Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fbankikredyt.nbp.pl%2Fcontent%2F2024%2F04%2Fbik_04_2024_03.pdf%3Bh%3Drepec%3Anbp%3Anbpbik%3Av%3A56%3Ay%3A2024%3Ai%3A4%3Ap%3A459-478)__: The PCA and LSTM methods are proven to be effective in predicting Poland's yield curve, with PCA-LSTM being especially accurate in short-term forecasting of long-term interest rates. (2024-08-21, shares: 16) · https://www.ml-quant.com/papers/repec/nbp-nbpbik-v-56-y-2024-i-4-p-459-478/
- __[Bankruptcy Regulation Impact in Vietnam](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F21582440241255676%3Bh%3Drepec%3Asae%3Asagope%3Av%3A14%3Ay%3A2024%3Ai%3A2%3Ap%3A21582440241255676)__: The research finds a negative link between distress risk and corporate profitability in Vietnam's stock market, which vanishes after bankruptcy regulations are implemented. (2024-08-21, shares: 15) · https://www.ml-quant.com/papers/repec/sae-sagope-v-14-y-2024-i-2-p-21582440241255676/
- __[Anomalies in Cryptocurrencies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F8%2F351%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A8%3Ap%3A351-%3Ad%3A1454951)__: The study reveals significant changes in volatility and day-of-the-week effects on cryptocurrency returns, especially during the COVID-19 pandemic. (2024-08-21, shares: 15) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-8-p-351-d-1454951/
- __[Bonds Portfolio in the P-world](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2356232%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A7%3Ap%3A875-888)__: The paper introduces a new method for determining arbitrage-free conditions for a parametric yield curve considering market prices of risk, and presents bond portfolio optimization as a stochastic control issue. (2024-08-21, shares: 14) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-7-p-875-888/
- __[Political Instability and Stock Markets in BRICS & Türkiye](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FS1569-375920240000114016%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Acsefzz%3As1569-375920240000114016)__: The research shows that political instability notably increases stock return volatility in BRICS countries and Turkey, with Turkey being particularly affected. (2024-08-21, shares: 13) · https://www.ml-quant.com/papers/repec/eme-csefzz-s1569-375920240000114016/

### Statistical

- __[Multicriteria Optimization for DL Algorithm Accuracy](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-022-04833-x%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A339%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10479-022-04833-x)__: The research introduces a machine learning model that uses multicriteria optimization to reduce bias in data fitting, tested on digit classification. (2024-08-21, shares: 25) · https://www.ml-quant.com/papers/repec/spr-annopr-v-339-y-2024-i-1-d-10-1007-s10479-022-04833-x/
- __[Predicting US Bank Failures with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F13504851.2023.2186353%3Bh%3Drepec%3Ataf%3Aapeclt%3Av%3A31%3Ay%3A2024%3Ai%3A15%3Ap%3A1353-1359)__: The research shows that simple machine learning methods like the KNN model can predict bank failures effectively, especially when used with PCA. (2024-08-21, shares: 20) · https://www.ml-quant.com/papers/repec/taf-apeclt-v-31-y-2024-i-15-p-1353-1359/
- __[Impact of Personality Traits on Private Pension Participation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fcdn.istanbul.edu.tr%2Ffile%2FJTA6CLJ8T5%2FD71F279BFEE4480BBC46A21083195F7E%3Bh%3Drepec%3Aist%3Ajournl%3Av%3A73%3Ay%3A2024%3Ai%3A1%3Ap%3A281-314)__: The research uses machine learning to study the impact of personality traits and financial literacy on Private Pension System participation in Turkey. (2024-08-21, shares: 15) · https://www.ml-quant.com/papers/repec/ist-journl-v-73-y-2024-i-1-p-281-314/
- __[Predicting Marine Accident Severity with ML](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 suggests a new method for predicting the severity of marine accidents using machine learning, with the Light Gradient Boosting Machine model performing the best. (2024-08-21, shares: 14) · https://www.ml-quant.com/papers/repec/eee-transe-v-188-y-2024-i-c-s1366554524002382/
- __[Google Search Volume Index and Investor Attention in Stock Market](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-023-00606-y%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-023-00606-y)__: The research reviews studies on using Google Search Volume Index to measure investor attention and stock market trends, finding a correlation between increased investor attention and market volatility. (2024-08-21, shares: 12) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00606-y/

### Machine Learning

- __[Machine Learning in Credit Scoring](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS157230892400069X%3Bh%3Drepec%3Aeee%3Afinsta%3Av%3A73%3Ay%3A2024%3Ai%3Ac%3As157230892400069x)__: Research shows machine learning models using unconventional data are better at predicting credit losses and defaults, particularly during economic crises. (2024-08-21, shares: 30) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s157230892400069x/
- __[Improved Crayfish Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F15%2F2364%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A15%3Ap%3A2364-%3Ad%3A1445421)__: A new binary crayfish optimization algorithm (IBCOA) has been created to improve feature selection in data mining and machine learning, enhancing classification accuracy. (2024-08-21, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-15-p-2364-d-1445421/
- __[Greek Debt Crisis Narratives](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F300665%2F1%2F1897203675.pdf%3Bh%3Drepec%3Azbw%3Ampifgd%3A300665)__: A study indicates that pessimistic future narratives, found through text mining of news articles, affected the distribution of Greek bonds during its debt crisis from 2009 to 2015. (2024-08-21, shares: 17) · https://www.ml-quant.com/papers/repec/zbw-mpifgd-300665/
- __[Machine Learning in Int'l Business](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41267-024-00687-6%3Bh%3Drepec%3Apal%3Ajintbs%3Av%3A55%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1057_s41267-024-00687-6)__: The article advocates for the use of machine learning in international business research to handle complexity and aid theory development. (2024-08-21, shares: 16) · https://www.ml-quant.com/papers/repec/pal-jintbs-v-55-y-2024-i-6-d-10-1057-s41267-024-00687-6/
- __[Machine Learning for Real Estate Prices](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 study introduces a machine learning-based method for creating property price indices, which offers better accuracy but requires bias reduction measures. (2024-08-21, 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 suggests a machine learning model for smart ports to dynamically reschedule truck appointments using real-time data. (2024-08-21, shares: 14) · https://www.ml-quant.com/papers/repec/ids-ijlsma-v-48-y-2024-i-2-p-244-266/
- __[Identifying Predictor Variables with RF](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.3102%2F10769986231193327%3Bh%3Drepec%3Asae%3Ajedbes%3Av%3A49%3Ay%3A2024%3Ai%3A4%3Ap%3A595-629)__: The study introduces variable selection with random forests, a machine learning method, and compares it with linear models, providing practical usage recommendations. (2024-08-21, shares: 14) · https://www.ml-quant.com/papers/repec/sae-jedbes-v-49-y-2024-i-4-p-595-629/

### Historical Trending

- __[Ownership and Volatility in Stock Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-04-2022-0710%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-04-2022-0710)__: The research compares risk tolerance of institutional investors in China and the US, finding that US investors are more risk-averse. (2022-11-12, shares: 15) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-04-2022-0710/
- __[Alpha with Neuroscientific Insights](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2034468%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A2%3Ap%3A79-95)__: The study reveals that long-term exposure to high volatility leads to underestimation of volatility, which can be exploited for stock return predictability. (2022-08-25, shares: 13) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-2-p-79-95/
- __[Money Laundering: Consequences](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJMLC-09-2022-0139%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajmlcpp%3Ajmlc-09-2022-0139)__: Consequences: The research suggests that 1.23% of global GDP is laundered annually, negatively impacting economic and financial indicators, except inflation rates. (2023-06-26, shares: 10) · https://www.ml-quant.com/papers/repec/eme-jmlcpp-jmlc-09-2022-0139/
- __[Equity Premium Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2073782%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A3%3Ap%3A9-29)__: The study concludes that long-term country equity premium forecasts are more accurately predicted using a cross-sectional global factor model than time-series prediction models. (2022-06-05, shares: 10) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-9-29/
- __[Insider Trading](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2021.1984825%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A1%3Ap%3A79-100)__: Insider trading can reveal the value of all securities held by an individual, with unsold stocks performing better than unbought ones, indicating that even sales driven by liquidity needs can offer valuable insights. (2022-01-18, shares: 8) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-1-p-79-100/
- __[Style Investing](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2022.2085017%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A78%3Ay%3A2022%3Ai%3A3%3Ap%3A94-114)__: Investment strategies that incorporate momentum and valuation styles in leveraged loans yield significant returns, implying that credit managers not using these methods are missing potential profits. (2022-05-12, shares: 6) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-94-114/
- __[AI Impact on Macroeconomics](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fservices.igi-global.com%2Fresolvedoi%2Fresolve.aspx%3Fdoi%3D10.4018%2FIJSEM.304874%3Bh%3Drepec%3Aigg%3Ajsem00%3Av%3A11%3Ay%3A2022%3Ai%3A1%3Ap%3A1-43)__: The study explores the influence of AI and digitalization on the macroeconomics of EU countries, including the relationship between AI usage and GDP per capita, labor productivity, and the proportion of IT professionals in employment. (2022-05-03, shares: 1) · https://www.ml-quant.com/papers/repec/igg-jsem00-v-11-y-2022-i-1-p-1-43/
- __[Agency Costs](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJFRA-11-2021-0406%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajfrapp%3Ajfra-11-2021-0406)__: Companies with higher agency costs tend to hire lower-tier auditors, but this trend decreases when the board has more financial experts; however, the quality of the internal control system doesn't affect this correlation. (2022-06-17, shares: 1) · https://www.ml-quant.com/papers/repec/eme-jfrapp-jfra-11-2021-0406/
- __[Generational Differences](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FAJEMS-09-2022-0391%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aajemsp%3Aajems-09-2022-0391)__: Factors such as generational differences, gender, education, and location significantly affect financial inclusion in Kenya, with Generation Y having more access to financial services than Generation X, and women and rural residents generally having less access. (2023-05-16, shares: 1) · https://www.ml-quant.com/papers/repec/eme-ajemsp-ajems-09-2022-0391/

## Machine learning

### Recently Published

- __[Multi-Modal Model Training](https://arxiv.org/abs/2408.11039)__: The article presents Transfusion, a new method for training multi-modal models on both discrete and continuous data, which performs better in terms of scalability and generation of images and text. (2024-08-20, shares: 313) · https://www.ml-quant.com/papers/arxiv/2408.11039/
- __[Learning Rate Annealing](https://arxiv.org/abs/2408.11029)__: The study introduces a scaling law for predicting the loss of neural language model training at any step and learning rate, aiding researchers in choosing optimal learning rate schedules. (2024-08-20, shares: 53) · https://www.ml-quant.com/papers/arxiv/2408.11029/
- __[Efficient Parameter Upcycling](https://arxiv.org/abs/2408.08274)__: The paper introduces BAM, a new method for training Mixture of Experts models, which optimizes the use of specialized dense models and improves performance in perplexity and downstream tasks. (2024-08-15, shares: 47) · https://www.ml-quant.com/papers/arxiv/2408.08274/
- __[LongContext Vision-Language Models](https://arxiv.org/abs/2408.10188)__: The authors present LongVILA, a solution for long-context vision-language models, which includes a system for Multi-Modal Sequence Parallelism, a five-stage training pipeline, and large-scale pre-training datasets, improving performance on long videos. (2024-08-19, shares: 45) · https://www.ml-quant.com/papers/arxiv/2408.10188/
- __[Understanding Symbolic Graphics Programs](https://arxiv.org/abs/2408.08313)__: The research evaluates the ability of large language models to understand symbolic graphics programs, introducing a benchmark for semantic understanding and a method called Symbolic Instruction Tuning to enhance this capability. (2024-08-15, shares: 37) · https://www.ml-quant.com/papers/arxiv/2408.08313/
- __[Fast 3D Object Reconstruction](https://arxiv.org/pdf/2408.10195)__: The article presents SpaRP, a new method for 3D reconstruction and camera pose estimation from sparse-view images, offering superior quality, accuracy, and efficiency. (2024-08-19, shares: 19) · https://www.ml-quant.com/papers/arxiv/2408.10195/
- __[Neural Surface Reconstruction Framework](https://arxiv.org/pdf/2408.10178)__: NeuRodin, a two-stage neural surface reconstruction framework, is introduced, providing high-quality surface reconstruction while maintaining the optimization flexibility of density-based methods. (2024-08-19, shares: 18) · https://www.ml-quant.com/papers/arxiv/2408.10178/
- __[CO_$ Atmospheric Transport Modeling](https://arxiv.org/abs/2408.11032)__: The research investigates the use of four deep neural networks for atmospheric tracer transport modeling, with the SwinTransformer demonstrating excellent emulation capabilities for multi-year forward runs. (2024-08-20, shares: 15) · https://www.ml-quant.com/papers/arxiv/2408.11032/
- __[Shapley Marginal Surplus](https://arxiv.org/abs/2408.08845)__: The article presents a new variable importance algorithm, Shapley Marginal Surplus for Strong Models, which surpasses other feature importance methods in inferential abilities. (2024-08-16, shares: 14) · https://www.ml-quant.com/papers/arxiv/2408.08845/
- __[PLUTUS: Financial Regularities](https://arxiv.org/abs/2408.10111)__: Financial Regularities: The article introduces PLUTUS, a pre-trained transformer-based model for financial time series modeling, setting a new benchmark in the field with its superior performance. (2024-08-19, shares: 13) · https://www.ml-quant.com/papers/arxiv/2408.10111/

### Historical Trending

- __[Causal Reasoning with Large Language Models](https://arxiv.org/abs/2305.00050)__: Large language models (LLMs) have shown a high probability of generating accurate causal arguments, outperforming existing methods, and can assist experts in causal analysis, despite occasional unpredictable failures. (2023-04-28, shares: 1546) · https://www.ml-quant.com/papers/arxiv/2305.00050/
- __[Symmetry in Machine Learning](https://arxiv.org/abs/2311.00212)__: A new framework has been introduced to integrate symmetry into machine learning models, enabling the enforcement of known symmetries, discovery of unknown ones, and promotion of symmetry during training. (2023-11-01, shares: 796) · https://www.ml-quant.com/papers/arxiv/2311.00212/
- __[SelfImproving Code Generation](https://arxiv.org/abs/2310.02304)__: A program using a modern language model, GPT-4, has demonstrated the ability to write code that can self-improve, showcasing the potential of language-model-infused scaffolding. (2023-10-03, shares: 404) · https://www.ml-quant.com/papers/arxiv/2310.02304/
- __[IdeaImg for Image Design](https://arxiv.org/pdf/2310.08541.pdf)__: The Idea to Image system, utilizing GPT-4V(ision), allows for efficient conversion of abstract ideas into text-to-image prompts, resulting in images with superior semantic and visual qualities. (2023-10-12, shares: 183) · https://www.ml-quant.com/papers/arxiv/2310.08541/
- __[Safe Data Jailbreaking](https://arxiv.org/abs/2404.01099)__: Research suggests that Large Language Models (LLMs) can be compromised by benign data, proposing a bi-directional anchoring method to identify such data and maintain model safety. (2024-04-01, shares: 149) · https://www.ml-quant.com/papers/arxiv/2404.01099/
- __[Hybrid Architectures Scaling](https://arxiv.org/abs/2403.17844)__: The creation of deep learning architectures can be streamlined using an end-to-end design pipeline, which uses synthetic tasks to predict scaling laws and find optimal architectures. (2024-03-26, shares: 130) · https://www.ml-quant.com/papers/arxiv/2403.17844/
- __[Apollo: Multilingual Medical LLM](https://arxiv.org/abs/2403.03640)__: Multilingual Medical LLM: A multilingual medical dataset and benchmark have been created to expand medical AI to non-English speakers, with the Apollo models showing the best performance. (2024-03-06, shares: 104) · https://www.ml-quant.com/papers/arxiv/2403.03640/
- __[ZeroShot Reasoning Agent](https://arxiv.org/abs/2310.03710)__: An autonomous agent has been developed to enhance the zero-shot reasoning capabilities of large language models, achieving top performance on various tasks. (2023-10-05, shares: 93) · https://www.ml-quant.com/papers/arxiv/2310.03710/
- __[ChemVLM: Multimodal Chemistry Model](https://arxiv.org/abs/2408.07246)__: Multimodal Chemistry Model: ChemVLM, a chemical multimodal large language model, has been introduced to manage visual information in the chemical field, showing competitive performance in different tasks. (2024-08-14, shares: 58) · https://www.ml-quant.com/papers/arxiv/2408.07246/

## Papers with code

### Trending

- __[AI Scientist: Automated Scientific Discovery](https://github.com/sakanaai/ai-scientist)__: Automated Scientific Discovery: The article explores the use of AI in scientific research to solve complex problems. (2024-08-17, shares: 4522)
- __[LongWriter: 10K Word Generation from LLMs](https://github.com/thudm/longwriter)__: 10K Word Generation from LLMs: The piece details the successful expansion of model output length to over 10,000 words without compromising quality. (2024-08-17, shares: 315)
- __[Compressing Context for Efficient Inference](https://github.com/liyucheng09/selective_context)__: The paper presents Selective Context, a technique that enhances the efficiency of LLMs by eliminating redundancy. (2024-08-20, shares: 261)
- __[DeepSeekProverV1.5: Theorem Proving Model](https://github.com/deepseek-ai/deepseek-prover-v1.5)__: Theorem Proving Model: The article showcases DeepSeekProverV1.5, a language model designed for theorem proving in Lean 4. (2024-08-20, shares: 133)
- __[FruitNeRF: Neural Radiance Field Fruit Counter](https://github.com/meyerls/fruitnerf)__: Neural Radiance Field Fruit Counter: The article presents FruitNeRF, a new framework that uses view synthesis to count any type of fruit in 3D. (2024-08-17, shares: 116)

### Rising

- __[Efficient Language Model Pretraining](https://github.com/Pints-AI/1.5-Pints)__: The paper presents a new method, 1.5Pints, for pretraining a Language Model that surpasses top models in instruction-following tasks using a specially compiled pretraining dataset of 57 billion tokens. (2024-08-17, shares: 116)
- __[AI for Accelerated Scientific Research](https://github.com/gair-nlp/openresearcher)__: The article explores the difficulties researchers encounter in staying updated with new developments in their fields due to the fast-paced expansion of scientific literature. (2024-08-17, shares: 97)
- __[Robust Neural Information Retrieval](https://github.com/davion-liu/awesome-robustness-in-information-retrieval)__: The article emphasizes the recent advancements in neural information retrieval models, enhancing their performance in different information retrieval tasks. (2024-08-20, shares: 75)
- __[BMX Lexical Search](https://github.com/mixedbread-ai/baguetter)__: Despite the rise of pretrained and large language models, the BM25 search algorithm remains crucial in information retrieval. (2024-08-17, shares: 61)
- __[MooER Speech Recognition](https://github.com/moorethreads/mooer)__: The model performs comparably to other open-source models that are trained with hundreds of thousands of hours of labeled speech data. (2024-08-17, shares: 56)
- __[PeriodWaveTurbo Waveform Generation](https://github.com/sh-lee-prml/periodwave)__: The paper introduces PeriodWaveTurbo, a high-quality waveform generation model created using adversarial flow matching optimization. (2024-08-17, shares: 48)

## GitHub

### Finance

- __[Algorithmic Trading with Python](https://github.com/PacktPublishing/Algorithmic-Trading-with-Python-Cookbook)__: Packt has released a guidebook on using Python for algorithmic trading. (2023-06-05, shares: 35)
- __[JAXLOB: GPU-Accelerated Order Book Simulator](https://github.com/KangOxford/AlphaTrade)__: GPU-Accelerated Order Book Simulator: JAXLOB is a GPU-boosted simulator for limit order book, improving large scale trading reinforcement learning. (2022-04-21, shares: 94)
- __[Boar Bear: Stock Market Prediction Library](https://github.com/achillesrasquinha/bulbea)__: Stock Market Prediction Library: Boar bear is a Python tool that employs deep learning to predict and model stock market trends. (2017-03-09, shares: 2018)
- __[Jupyter Notebooks for Graph Data Science](https://github.com/tomasonjo/blogs)__: Jupyter notebooks are utilized to aid in creating graph data science blog posts on httpsbratanictomaz.medium. (2019-08-26, shares: 1182)
- __[Prometheus Monitoring System](https://github.com/prometheus/prometheus)__: The Prometheus system is a tool for monitoring and storing time series data. (2012-11-24, shares: 54335)

### Trending

- __[OpenHands Code Less](https://github.com/All-Hands-AI/OpenHands)__: OpenHands provides a platform that simplifies coding and increases productivity. (2024-03-13, shares: 30226)
- __[Inference Library for TTS Models](https://github.com/huggingface/parler-tts)__: The article talks about a library designed for creating high-quality Text-to-Speech models. (2024-02-13, shares: 3761)
- __[Genetic Programming in Python](https://github.com/trevorstephens/gplearn)__: The piece investigates the application of genetic programming in Python using a scikitlearn-inspired API. (2015-03-26, shares: 1578)
- __[BAML for Typed LLM Functions](https://github.com/BoundaryML/baml)__: BAML presents a new templating language for creating typed LLM functions, as shown in the promptfiddle. (2023-10-06, shares: 611)
- __[Backtrader QMT Store](https://github.com/zsrl/bt-qmt-store)__: The article centers on the Backtrader QMT Store. (2023-06-17, shares: 30)

## News

### Quantitative

- __[Goldman Sachs Partner Launches Hedge Fund in HK](https://www.hedgeweek.com/ex-goldman-sachs-partner-secures-hong-kong-license-for-millennium-backed-hedge-fund/)__: Pamalican Asset Management, a new hedge fund focusing on equity capital markets, has been licensed by Hong Kong's Securities and Futures Commission. (2024-08-15, shares: 7)
- __[Tech Stocks Dominate Hedge Fund Portfolios](https://www.hedgeweek.com/mega-cap-tech-stocks-continue-to-dominate-hedge-fund-equity-investment-portfolios/)__: A MarketWatch report reveals that megacap tech stocks remain the main focus of the top 20 equity positions of hedge funds. (2024-08-21, shares: 5)
- __[Investors to Cut Hedge Fund Allocations](https://www.hedgeweek.com/increasing-numbers-of-investors-planning-to-cut-hedge-fund-allocations/)__: Preqin's Investor Outlook H2 2024 report indicates that more institutional investors plan to reduce their hedge fund portfolio exposure. (2024-08-15, shares: 5)
- __[SVI Shuts China Hedge Fund](https://www.hedgeweek.com/hong-kongs-svi-shutters-china-focused-hedge-fund/)__: Strategic Vision Investment, a Hong Kong-based hedge fund, has shut down its primary Value Multiplier Fund that focused on Chinese equities. (2024-08-21, shares: 4)
- __[GoldenTree AM Expands Private Credit Team](https://www.hedgeweek.com/goldentree-am-expands-private-credit-team/)__: GoldenTree Asset Management has appointed Avineet Punhani as Principal, the firm manages approximately 55bn in assets. (2024-08-20, shares: 4)
- __[TOMS Boosts Kellanova](https://www.hedgeweek.com/toms-capitals-activism-spurs-kellanovas-35-9bn-sale-to-mars/)__: Mars is buying Kellanova for $35.9bn in cash after negotiating with TOMS Capital Investment Management. (2024-08-16, shares: 4)
- __[Digital Assets Inflow](https://www.hedgeweek.com/digital-assets-funds-see-minor-inflows-of-30m/)__: Digital asset investment funds saw a minor inflow of $30m last week due to predictions of the US Federal Reserve not cutting interest rates. (2024-08-20, shares: 3)
- __[US Pension Funds Benefit from Hedge Funds](https://www.hedgeweek.com/us-pension-funds-see-significant-hedge-fund-gains/)__: US public pension plans, including the Virginia Retirement System and Texas County and District Retirement System, have profited from hedge fund strategies. (2024-08-21, shares: 3)
- __[Hedge Funds Outperform SP 500](https://www.hedgeweek.com/hedge-funds-outperformed-sp-500-in-july-says-pivotalpath-report/)__: Hedge funds outperformed the S&P500 in July due to strong returns from the financial sector and diversification away from megacap tech stocks. (2024-08-19, shares: 3)
- __[CTAs Return to Japanese Equities](https://www.hedgeweek.com/ctas-moving-back-into-japanese-equities-says-jp-morgan/)__: Trend-following commodity trading adviser hedge funds have shifted from a bearish outlook to buying Japanese equities again last week. (2024-08-20, shares: 2)

### Miscellaneous

- __[Paloma CFO news](https://www.hedgeweek.com/paloma-names-ex-brevan-howard-exec-as-cfo/)__: Paloma Partners has hired Pei Ng, a former executive at Brevan Howard Asset Management, as its new CFO. (2024-08-21, shares: 2)
- __[Hedge funds like US dollar](https://www.hedgeweek.com/hedge-funds-turning-to-us-dollar-for-new-carry-trades-says-citi/)__: Citigroup Inc has noted a change in hedge funds' carry trade strategies, with a preference for borrowing US dollars over Japanese yen for investment in emerging market currencies. (2024-08-21, shares: 2)
- __[Bitwise buys ETC Group](https://www.hedgeweek.com/bitwise-expands-into-europe-with-etc-group-acquisition/)__: Bitwise Asset Management has purchased ETC Group, a London-based firm, expanding its portfolio with nine European-listed crypto ETPs. (2024-08-20, shares: 2)
- __[Bridgewater cuts China exposure](https://www.hedgeweek.com/bridgewater-cuts-china-exposure-with-seventh-quarter-of-stock-bet-reductions/)__: Bridgewater Associates has continued to decrease its investment in Chinese stocks, marking the seventh consecutive quarter of selling off US-listed Chinese holdings in Q2 2024. (2024-08-19, shares: 1)
- __[Data engineer solves 633 Leetcode problems](https://www.efinancialcareers.com/news/unemployed-26-year-old-data-engineer-uses-ai-to-solve-633-leetcode-problems-in-24-hours)__: The article predicts a potential decline in Leetcode's dominance in the near future. (2024-08-21, shares: 1)
- __[ExodusPoints assets drop](https://www.hedgeweek.com/exoduspoints-assets-shrink-by-1bn-in-h1/)__: ExodusPoint Capital Management's assets under management dropped by $1bn to $11.04bn in the first half of 2024. (2024-08-19, shares: 1)
- __[Elliott pushes Southwest](https://www.hedgeweek.com/elliott-ramps-up-southwest-airlines-pressure/)__: Elliott Management is initiating a proxy fight to gain control of 10 out of 15 board seats at Southwest Airlines. (2024-08-16, shares: 1)
- __[Trian raises £181m](https://www.hedgeweek.com/activist-trian-raises-181m-from-unilever-share-sale/)__: Trian Fund Management has sold approximately 3.8m shares in Unilever, reducing its stake by nearly £181m ($232m). (2024-08-16, shares: 1)
- __[Japanese bank hires JPMorgan tech MDs](https://www.efinancialcareers.com/news/japanese-bank-has-poached-multiple-jp-morgan-tech-m-ds-in-new-york)__: A Japanese bank is actively hiring from US banks. (2024-08-19, shares: 0)
- __[LLMs replacing traders](https://www.efinancialcareers.com/news/how-ll-ms-are-already-being-used-to-replicate-traders)__: The future is still uncertain but could be arriving soon. (2024-08-19, shares: 0)

## Podcasts

### Quantitative

- __[Market Volatility Analysis](https://pdcn.co/e/www.buzzsprout.com/2034153/15561774-mike-silva-on-market-volatility-analysis-risk-management-techniques-and-trading-strategies-during-recessions.mp3)__: Market analyst Mike Silva discusses technical and intramarket analysis, risk management during volatile periods, and the relationship between oil prices, 10-year yields, and geopolitical risks on his YouTube channel. (2024-08-16, shares: 19)
- __[Sector Shifts](https://pdcn.co/e/www.buzzsprout.com/2034153/15606276-katie-stockton-on-market-volatility-sector-shifts-and-technical-analysis-for-active-management.mp3)__: Katie Stockton from Fairlead Strategies talks about the recent increase in market volatility, the shift from high beta growth stocks to value stocks, and the potential resurgence of the energy and materials sectors. (2024-08-19, shares: 16)
- __[Stress Testing Evolution](https://garpcast.libsyn.com/stress-testing-past-present-and-future)__: Cristian deRitis of Moody’s Analytics discusses the evolution of stress testing, current trends, and challenges for banks and regulators, including the need for wider regulatory stress tests and the use of AI models. (2024-08-15, shares: 9)
- __[The Brian Peltonen](https://shows.acast.com/the-alternative-data-podcast/episodes/the-brian-peltonen-episode)__: Brian Peltonen, from Fidelity and Parcosm, shares his journey from game programmer to data analytics expert, and his vision for his new startup. (2024-08-18, shares: 8)
- __[US Rates Strategy](https://atanyrate.podbean.com/e/us-rates-strategy-july-cpi-jackson-hole-and-jittery-markets/)__: JP. Morgan's Phoebe White and Mike Hanson discuss the July CPI report, future Fed policy, and their views on rates and inflation markets after recent volatility. (2024-08-16, shares: 8)

### Related

- __[Danny Moses on Gold](https://pdcn.co/e/www.buzzsprout.com/2034153/15606230-danny-moses-on-gold-s-role-in-economic-stability-geopolitical-tensions-and-future-investment-risks.mp3)__: Investor Danny Moses highlights the significance of gold in economic instability, the effects of increasing oil prices on global economies, and potential investment opportunities in online gambling and cannabis sectors. (2024-08-20, shares: 7)
- __[Global FX Fed Easing](https://atanyrate.podbean.com/e/global-fx-fed-easing-and-dollar-weakness-uneasy-bedfellows/)__: Arindam Sandilya, Ben Jarman, and James Nelligan explore the connection between central bank easing cycles and currencies, especially in light of anticipated Federal Reserve cuts. (2024-08-16, shares: 6)
- __[JC Parets Portfolio](https://rss.com/podcasts/confessionsmm/1613690)__: JC Parets, founder of All Star Charts, is recognized for his influence as a technical analyst and his contributions to investing, particularly his Chartered Market Technician designation. (2024-08-15, shares: 6)
- __[Diego Parrilla: AntiBubbles](https://macrovoices.podbean.com/e/macrovoices-441-diego-parrilla-the-revenge-of-the-anti-bubbles/)__: AntiBubbles: Diego Parilla, CIO of Quadriga, shares his perspective on the equity market, inflation, commodities, and precious metals in a discussion with MacroVoices' Erik Townsend and Patrick Ceresna. (2024-08-15, shares: 5)
- __[Launching a Hedge Fund](https://interactive-brokers-podcast.podbean.com/e/how-to-succeed-when-launching-a-hedge-fund/)__: Lincoln Archibald, a managing director at Fund Launch Partners, stresses the need to maintain low operating costs when starting an alternative investment fund, and discusses other factors that lead to the success of new hedge funds. (2024-08-20, shares: 4)

## Blogs

### Quantitative

- __[Forex Trading for Beginners](https://www.quantifiedstrategies.com/forex-trading-strategies/)__: The article offers advice on improving forex trading strategies for all levels of traders. (2024-08-15, shares: 5)
- __[Free Trading Strategies](https://www.quantifiedstrategies.com/trading-strategies/)__: The piece stresses the need to comprehend different trading strategies in the financial market. (2024-08-21, shares: 3)
- __[Quant Letter Aug 2024](https://blog.ml-quant.com/p/quant-letter-august-2024-week-2)__: The study presents a novel technique using autoencoders to improve signal to noise ratio in financial data, underlining the importance of group structures in financial data analysis. (2024-08-15, shares: 3)

### Related

- __[Enhancing Financial Data](https://blog.ml-quant.com/p/quant-letter-august-2024-week-2)__: The article introduces a novel technique to enhance the signal to noise ratio in financial data through autoencoders, offering a new way to detect patterns in financial timeseries. (2024-08-15, shares: 3)
- __[Impact of Framing Effect](https://www.quantifiedstrategies.com/framing-effect-in-trading-bias/)__: The research explores the framing effect in trading bias, a mental bias that can influence traders' choices by altering the presentation of information. (2024-08-19, shares: 2)
- __[CAD CHF Trading Strategies](https://www.quantifiedstrategies.com/cad-chf-forex-strategy/)__: The guide offers trading advice for the CADCHF pair, featuring live rates, major influencing elements, and latest performance. (2024-08-19, shares: 2)

## X / Twitter

### Quantitative

- __[Bonds and Risk](https://twitter.com/quantseeker/status/1825257521466208300)__: AlphaSimplex's white paper highlights the diminishing role of bonds as a hedge due to increased volatility and a positive correlation with stocks. (2024-08-18, shares: 5)
- __[Intense Portfolio](https://twitter.com/quantseeker/status/1826226909862138027)__: Lee and colleagues propose that a long/short portfolio based on shifts in media narratives can generate substantial alpha, as investors often underreact to these changes. (2024-08-21, shares: 3)
- __[Volatile Liquidity](https://twitter.com/carlcarrie/status/1824534179616526364)__: The article explores the fluctuation of order book liquidity and its influence on the market at the micro-order level. (2024-08-16, shares: 3)

### Miscellaneous

- __[Quant Investing Research](https://twitter.com/quantseeker/status/1825895744580026825)__: New research on quantitative investing, discussing topics like cryptocurrency, foreign exchange predictability, and market forecasting, is now available. (2024-08-20, shares: 2)
- __[Asset Allocation Update](https://twitter.com/quantseeker/status/1825589925141688351)__: An updated version of the research paper on dynamic asset allocation with specific regime forecasts has been published. (2024-08-19, shares: 2)
- __[Trend Following Managed Futures](https://twitter.com/quantseeker/status/1825615733201502314)__: A new guide on replicating trend following managed futures has been released. (2024-08-19, shares: 1)
- __[Market Timing Study](https://twitter.com/quantseeker/status/1825508093339242497)__: A new article examining recent studies on recession predictability and the effectiveness of recession indicators for market timing has been published. (2024-08-19, shares: 0)