---
title: Quant Letter No. 64: September 2024, Week 1
url: https://www.ml-quant.com/issues/2024-09-05/
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: 2024-09-05
---


# Quant Letter No. 64: September 2024, Week 1

Sent 2024-09-05. 145 items.

## arXiv

### Finance

- __[Lapse-supported life insurance and adverse selection](https://arxiv.org/abs/2409.01843)__: The article talks about how lapse-supported premiums can raise the costs of adverse selection in life insurance, especially when high-risk individuals keep their policies longer. It also proposes three ways to handle surplus from policy lapses. (2024-09-03, shares: 2) · https://www.ml-quant.com/papers/arxiv/2409.01843/

### Miscellaneous

- __[Impartially Fitting Equations to Data](http://dx.doi.org/10.3390/math11183957)__: The article introduces a new technique for estimating the linear relationship between multiple variables with measurement error. This method treats all variables equally, extends the geometric mean functional relationship to multiple dimensions, and provides a scale-invariant and simple solution for data without a specific distribution. (2024-09-04, shares: 3) · https://www.ml-quant.com/papers/doi/10-3390-math11183957/

### Historical Trending

- __[ECC Analyzer: Stock Volatility Prediction](https://arxiv.org/abs/2404.18470)__: Stock Volatility Prediction: ECCAnalyzer, a new tool, uses advanced language models to extract data from earnings conference calls, enhancing stock volatility predictions and surpassing traditional analysis methods. (2024-04-29, shares: 11) · https://www.ml-quant.com/papers/arxiv/2404.18470/
- __[Fourier Pricing Fails for Option Greeks](https://arxiv.org/abs/2306.08421)__: The Greeks Delta and Gamma in plain vanilla options are inaccurately approximated by three Fourier methods, indicating finite differences may provide a better approximation. (2023-06-14, shares: 9) · https://www.ml-quant.com/papers/arxiv/2306.08421/
- __[T R Hurd's Scientific Career](https://arxiv.org/abs/2408.16891)__: A Special Issue of the International Journal of Theoretical and Applied Finance provides an overview of Thomas Robert Hurd's scientific career and a list of his scientific publications. (2024-08-29, shares: 7) · https://www.ml-quant.com/papers/arxiv/2408.16891/
- __[Sparse Spanning Portfolios for Investors](https://arxiv.org/abs/2402.01951)__: A new method for estimating sparse second-order stochastic spanning suggests no advantage in expanding a sparse opportunity set beyond 45 assets, with the best sparse portfolio investing in 10 sectors. (2024-02-02, shares: 6) · https://www.ml-quant.com/papers/arxiv/2402.01951/
- __[Optimizing Nash Equilibrium with NN](https://arxiv.org/abs/2408.16260)__: A new framework for optimizing and learning Nash equilibrium uses neural networks to estimate players' cost functions, with two methods proposed based on data availability, and tested in numerical experiments. (2024-08-29, shares: 3) · https://www.ml-quant.com/papers/arxiv/2408.16260/

## SSRN

### Quantitative

- __[AI in Wealth Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943711)__: The paper explores the role of AI and machine learning in enhancing wealth management by optimizing investment returns and risk management. (2024-09-01, shares: 4) · https://www.ml-quant.com/papers/ssrn/4943711/
- __[AIDriven Investment Strategies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4944243)__: The article examines the failures of AI in investment strategies, proposing network data analysis as a solution to build stronger AI systems. (2024-09-02, shares: 8) · https://www.ml-quant.com/papers/ssrn/4944243/
- __[Quantifying Diversification with MDQ](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4944969)__: The study presents two new diversification indices, MDQ and MDQM, and compares them with existing indices using real data sets. (2024-09-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4944969/
- __[Hybrid Machine Learning for Financial Distress](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941751)__: The research uses hybrid machine learning models and balanced data to increase the accuracy of predicting financial distress, with the hybrid model outperforming the single model. (2024-08-30, shares: 3) · https://www.ml-quant.com/papers/ssrn/4941751/
- __[East London Citizen Prosperity Index](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945628)__: The paper introduces the Citizen Prosperity Index (CPI), a new method of measuring prosperity beyond economic indicators, and discusses its use in east London. (2024-09-02, shares: 9) · https://www.ml-quant.com/papers/ssrn/4945628/
- __[Bayesian Post-Processing for RS Image Classification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943043)__: A new algorithm using Empirical Bayes approach enhances machine learning results in remote sensing image analysis. (2024-08-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/4943043/
- __[Tech Venture Acquisitions and Investment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943381)__: Technology venture acquisitions boost venture capital investment, especially in areas with fewer ventures and high acquisition activity. (2024-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4943381/
- __[Transformers in AI Research](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945556)__: The paper examines the structure of Transformers, large language models, and their potential and challenges in patent research. (2024-09-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/4945556/
- __[Top 0 Cited Articles in Soft Computing AI Journal](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941452)__: The paper explores the applications and challenges of Big Data, including various types of data analytics, with a focus on India. (2024-08-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4941452/
- __[Anomaly Detection in Power Quality Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4944761)__: An evaluation index for anomaly detection in power quality data proves effective and sensitive to big data attributes and anomaly types. (2024-09-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4944761/
- __[Revisiting Zero-Beta Rate](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4942202)__: The article proposes a new approach to estimating the zerobeta rate in asset pricing, arguing that current methods are flawed and result in high, volatile rates. (2024-07-27, shares: 3) · https://www.ml-quant.com/papers/ssrn/4942202/
- __[AI in Software Eng.](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943407)__: The piece highlights how AI has transformed software engineering, improving efficiency, accuracy, and adaptability in areas like defect detection and software testing. (2022-10-23, shares: 5) · https://www.ml-quant.com/papers/ssrn/4943407/
- __[Machine Learning Scale](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4940882)__: The article explores the challenges and solutions in scaling machine learning systems, emphasizing on high throughput and reliability with large data sets. (2024-03-06, shares: 2) · https://www.ml-quant.com/papers/ssrn/4940882/
- __[Breaking Network Barriers VC](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941953)__: The article notes that US Venture Capital activity is increasingly using digital data and machine learning to guide investment decisions, leading to more investments outside major hubs. (2024-06-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4941953/
- __[Energy Forecasting in Nigerian Power Sector](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4946145)__: The study applies predictive analytics and machine learning to enhance energy efficiency in Nigeria's power sector. (2023-05-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/4946145/
- __[Brain Waves and Typing Efficiency](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4947053)__: The research explores the link between beta wave activity in the motor cortex, keyboard force, and its impact on typing speed and accuracy. (2023-03-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4947053/
- __[Robust Beta Estimator in Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4942232)__: The paper introduces a robust nonparametric estimator using high-frequency financial data to study integrated betas' dynamic structures. (2024-05-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4942232/
- __[Machine Learning in Real Estate](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943278)__: The paper examines the use of machine learning and mathematical algorithms in real estate for advanced marketing strategies. (2023-05-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4943278/
- __[Temporal Knowledge Distillation in Finance Services](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941375)__: The article highlights the difficulties in detecting anomalies in the financial service industry, especially in fraud detection and cybersecurity. (2024-01-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4941375/

### Financial

- __[Informed Short Sellers](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941397)__: Contrary to popular belief, informed short sellers are found to supply liquidity and provide valuable information about future returns, especially on news days. (2024-08-30, shares: 30) · https://www.ml-quant.com/papers/ssrn/4941397/
- __[Mutual Fund Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943397)__: A new method reveals that individual mutual funds strategically trade ESG stocks, particularly around the extreme ESG rating categories' cutoffs. (2024-08-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/4943397/
- __[Black-Scholes-Merton Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4946621)__: The expected return rate of an asset does impact the option pricing model, contrary to continuous-time finance literature, necessitating a linear function between risk-free interest rate and the asset's expected return rate and return variance. (2024-08-30, shares: 3) · https://www.ml-quant.com/papers/ssrn/4946621/
- __[Value of Retail Order Flow](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945878)__: Retail market making in the German equity market is highly profitable, with market makers willing to sacrifice about 60% of their revenues for access to retail order flow. (2024-09-03, shares: 5) · https://www.ml-quant.com/papers/ssrn/4945878/
- __[Risky Sovereign Bond Holdings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945893)__: Banks in vulnerable euro area countries hold a significant amount of high-yielding sovereign debt, with variations in bank funding costs explaining the differing risk appetites for riskier government bonds over bonds issued by core countries or EU supranational entities. (2024-09-03, shares: 4) · https://www.ml-quant.com/papers/ssrn/4945893/
- __[SelfIndexed ETFs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943383)__: Self-indexed ETFs often charge higher fees than public-index ETFs due to potential conflicts of interest, especially when the issuers also provide wealth management services. (2024-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4943383/
- __[SEC Inquiries](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941708)__: A study using smartphone geolocation data shows that frequent SEC visits to larger firms and those with past enforcement actions significantly affect stock prices and insider behavior. (2024-08-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/4941708/
- __[Investment Regret](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4941237)__: Investment regret has a strong positive correlation with future returns, particularly for small stocks and in emerging markets, though this effect diminishes over time. (2024-08-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/4941237/
- __[Yields vs. Equity Premium](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4946768)__: The stock market's reaction to monetary policy surprises is primarily due to changes in the default-free term structure of yields, not equity premium changes, as per a new method using dividend futures prices. (2024-09-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/4946768/
- __[Mutual Fund Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943849)__: Mutual fund managers' tunnel vision towards forecasts from connected analysts can negatively affect their trading performance due to exposure to these analysts' biases. (2024-08-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/4943849/
- __[Customer Valuation with Option Pricing Framework](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4942246)__: The article introduces a new method for evaluating customer value using a continuous-time option pricing framework, suggesting marketing costs are irreversible investments dependent on uncertain profit margins, a departure from the traditional discounted cash flow approach. (2024-07-31, shares: 4) · https://www.ml-quant.com/papers/ssrn/4942246/
- __[Production-Based Asset Pricing with Sensitivity Function](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4943342)__: The article introduces a new equilibrium model with a unique habit sensitivity function and nonconvex adjustment costs, explaining aggregate and individual asset prices and investment rates through significant volatility in marginal utility, and provides computational benefits for expected returns considering aggregate risks. (2024-07-29, shares: 2) · https://www.ml-quant.com/papers/ssrn/4943342/

## RePEc

### Finance

- __[Fintech Impact on Small Business Credit Access](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 lenders are using advanced data and models to provide more loans to high-risk areas, potentially aiding small businesses. (2024-09-05, shares: 22) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s1572308924000755/
- __[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)__: A study shows the potential of using compositional volatility modeling, with data from German politics and US income shares, for applications beyond budgeting. (2024-09-05, shares: 22) · https://www.ml-quant.com/papers/repec/bla-socsci-v-105-y-2024-i-4-p-965-979/
- __[Carbon Risk Hedging with Beta Ratio](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 created to lessen carbon risk in diverse portfolios, enabling investors to lower their carbon risk without major losses in returns. (2024-09-05, shares: 21) · https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-01-n-s0219024924500067/
- __[Yield Curve Forecasting in Poland](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 article discusses the use of PCA and LSTM machine learning methods for predicting Poland's yield curve, with LSTM providing the most accurate predictions. (2024-09-05, 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 study analyzes the effect of limit-to-arbitrage factors on the distress risk puzzle in Vietnam's stock market, noting a negative correlation between distress risk and corporate profitability that disappears after bankruptcy regulations are implemented. (2024-09-05, shares: 15) · https://www.ml-quant.com/papers/repec/sae-sagope-v-14-y-2024-i-2-p-21582440241255676/
- __[Calendar 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 research examines calendar anomalies and their impact on returns and volatility in the cryptocurrency market, highlighting significant shifts in volatility and day-of-the-week effects on returns during the COVID-19 pandemic. (2024-09-05, shares: 15) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-8-p-351-d-1454951/
- __[Optimal Bonds Portfolio](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 presents arbitrage-free conditions for a parametric yield curve in the P-world, first imposing a family of shapes on the yield curve and then deriving market prices of risk in a self-consistent manner. (2024-09-05, shares: 14) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-7-p-875-888/

### Statistical

- __[Predicting Bank Failures with Machine Learning](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)__: Research indicates that traditional statistical methods are more effective than basic machine learning in predicting bank failures, but the use of Principal Component Analysis (PCA) can enhance machine learning's performance, particularly the K-Nearest Neighbors (KNN) model. (2024-09-05, shares: 20) · https://www.ml-quant.com/papers/repec/taf-apeclt-v-31-y-2024-i-15-p-1353-1359/
- __[Personality Traits Impact on 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)__: A study using machine learning reveals that personality traits, financial literacy, and behavioral factors influence participation in Private Pension Systems, with extraversion and advanced pension literacy being key factors; it recommends customized pension literacy programs to boost participation. (2024-09-05, shares: 15) · https://www.ml-quant.com/papers/repec/ist-journl-v-73-y-2024-i-1-p-281-314/

### Machine Learning

- __[Machine Learning in Credit Scoring in China](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)__: A study reveals that machine learning models using non-traditional data are more effective in predicting credit losses and defaults, particularly during economic shocks. (2024-09-05, shares: 30) · https://www.ml-quant.com/papers/repec/eee-finsta-v-73-y-2024-i-c-s157230892400069x/
- __[DELSTM Model for Stock Market Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D140482%3Bh%3Drepec%3Aids%3Aijores%3Av%3A50%3Ay%3A2024%3Ai%3A4%3Ap%3A426-445)__: A hybrid model combining LSTM and DE algorithms significantly enhances the accuracy of stock market predictions, as shown in the Bombay Stock Exchange. (2024-09-05, shares: 26) · https://www.ml-quant.com/papers/repec/ids-ijores-v-50-y-2024-i-4-p-426-445/
- __[Binary Crayfish Optimization for Feature Selection](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)__: The improved binary crayfish optimization algorithm (IBCOA) boosts feature selection in data mining and machine learning by reducing dimensionality and improving classification accuracy. (2024-09-05, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-15-p-2364-d-1445421/
- __[Greek Sovereign 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)__: Text mining of newspaper articles reveals that negative narratives about the future significantly impacted the spread of Greek bonds during the 2009-2015 debt crisis. (2024-09-05, shares: 17) · https://www.ml-quant.com/papers/repec/zbw-mpifgd-300665/
- __[Transfer Learning for Data-Scarce ML](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS1047198723000207%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Apolals%3Av%3A32%3Ay%3A2024%3Ai%3A1%3Ap%3A84-100_6)__: Deep transfer learning models like BERT can greatly enhance the analysis of large political text corpora in social sciences research by reducing the need for extensive manually annotated training data. (2024-09-05, shares: 17) · https://www.ml-quant.com/papers/repec/cup-polals-v-32-y-2024-i-1-p-84-100-6/
- __[Machine Learning in International 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 drive significant advancements in the field. (2024-09-05, shares: 16) · https://www.ml-quant.com/papers/repec/pal-jintbs-v-55-y-2024-i-6-d-10-1057-s41267-024-00687-6/
- __[Forecasting FTSE Bursa Malaysia with WEKA](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fojs.amhinternational.com%2Findex.php%2Fimbr%2Farticle%2Fview%2F3773%2F2471%3Bh%3Drepec%3Arnd%3Aarimbr%3Av%3A16%3Ay%3A2024%3Ai%3A2%3Ap%3A104-114)__: The study applies machine learning to predict stock prices in the Malaysian market, influencing investors' strategies and risk management. (2024-09-05, shares: 15) · https://www.ml-quant.com/papers/repec/rnd-arimbr-v-16-y-2024-i-2-p-104-114/
- __[Housing GANs for Housing Market Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10456-6%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10614-023-10456-6)__: The study presents Housing GANs, a model that generates realistic housing data, addressing the issue of scarce data in housing market research. (2024-09-05, shares: 14) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-1-d-10-1007-s10614-023-10456-6/
- __[Sentiment and Herd Behavior of Private Investors](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.finjournal-nifi.ru%2Fimages%2FFILES%2FJournal%2FArchive%2F2024%2F4%2Fstatii%2F06_4_2024_v16.pdf%3Bh%3Drepec%3Afru%3Afinjrn%3A240406%3Ap%3A95-113)__: The paper examines the sentiment of private investors on online platforms and its effect on herd behavior in the Russian stock market. (2024-09-05, shares: 14) · https://www.ml-quant.com/papers/repec/fru-finjrn-240406-p-95-113/
- __[Autoregressive Random Forests for Financial Research](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10429-9%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10614-023-10429-9)__: The paper shows the effectiveness of Random Regression Forests for optimal lag selection in data series, outperforming other methods. (2024-09-05, shares: 14) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-1-d-10-1007-s10614-023-10429-9/

### Historical Trending

- __[Institutional Ownership Impact on Volatility](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, revealing that US investors are more risk-averse. (2022-04-04, shares: 15) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-04-2022-0710/
- __[Neuroscientific Alpha Generation 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 indicates that extended exposure to high volatility leads to underestimation of volatility, which can be exploited for stock return predictability. (2022-12-27, shares: 13) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-2-p-79-95/
- __[Long-Term Equity Premium Prediction](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 paper demonstrates that cross-sectional global factor model provides better long-term country equity premium forecasts than time-series prediction models in the US and other developed markets. (2022-06-03, shares: 10) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-9-29/
- __[VIX and Global Consciousness in Market Sentiment](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJES-11-2023-0663%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajespps%3Ajes-11-2023-0663)__: The research finds a significant correlation between Global Consciousness Project data and the S&P 500 Volatility Index, suggesting its potential in predicting market sentiment. (2023-09-08, shares: 10) · https://www.ml-quant.com/papers/repec/eme-jespps-jes-11-2023-0663/
- __[Global Money Laundering](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)__: Research suggests that 1.23% of the world's GDP is laundered yearly, negatively affecting economic and financial indicators, except for inflation. (2023-08-27, shares: 10) · https://www.ml-quant.com/papers/repec/eme-jmlcpp-jmlc-09-2022-0139/
- __[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 by individuals holding multiple directorships can provide valuable insights into their entire portfolio, with unsold stocks outperforming unbought ones. (2022-11-06, 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, indicating missed profit opportunities for credit managers not using these methods. (2022-09-09, shares: 6) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-78-y-2022-i-3-p-94-114/
- __[Financial Inclusion in Kenya](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)__: A study in Kenya reveals financial service access disparities across generations, with Generation Y having more access than Generation X, and rural residents and women having less access. (2023-11-03, shares: 1) · https://www.ml-quant.com/papers/repec/eme-ajemsp-ajems-09-2022-0391/
- __[Auditor Choice](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)__: In Iran, companies with higher agency costs tend to hire lower-tier auditors, but this is less likely if the board has more financial experts; the quality of the internal control system doesn't influence this trend. (2022-12-10, shares: 1) · https://www.ml-quant.com/papers/repec/eme-jfrapp-jfra-11-2021-0406/

## Machine learning

### Recently Published

- __[InkubaLM: African Language Model](https://arxiv.org/abs/2408.17024)__: African Language Model: InkubaLM, a language model for African languages, is introduced, performing well in tasks like machine translation and sentiment analysis despite limited resources. (2024-08-30, shares: 177) · https://www.ml-quant.com/papers/arxiv/2408.17024/
- __[Generative AI for Medical Images](https://arxiv.org/abs/2408.17421)__: A new deep learning framework generates high-quality medical images and segmentation masks, improving model performance in data-limited situations and reducing the need for extensive training data. (2024-08-30, shares: 18) · https://www.ml-quant.com/papers/arxiv/2408.17421/
- __[Bayesian Optimization for Stochastic Problems](https://arxiv.org/html/2408.17387v1)__: The study uses Bayesian optimization to solve complex, two-stage stochastic programs, showing better results than standard methods and providing a more efficient solution to uncertain optimization problems. (2024-08-30, shares: 9) · https://www.ml-quant.com/papers/arxiv/2408.17387/
- __[Email Visual Similarity Detection](https://arxiv.org/abs/2408.16945)__: Pisco, an email visual similarity detection method, is proposed to enhance spam detection by identifying visually similar emails and reused email kits, improving defense against evasion techniques and zero-day attacks. (2024-08-30, shares: 8) · https://www.ml-quant.com/papers/arxiv/2408.16945/
- __[BREASE: Video Understanding Framework](https://arxiv.org/abs/2408.17443)__: Video Understanding Framework: BREASE, a model for understanding long-form videos that mimics episodic memory accumulation and reinforces it with semantic knowledge, is introduced, achieving top performance in both zero-shot and fully-supervised settings. (2024-08-30, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.17443/
- __[Synthetic NLP Testing](https://arxiv.org/abs/2408.17437)__: SYNTHEVAL is a testing framework that uses large language models to generate tests for evaluating NLP models, particularly in sentiment analysis and toxic language detection. (2024-08-30, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.17437/
- __[Improved ASR with Large Models](http://arxiv.org/abs/2408.17431v1)__: A new approach using large language models improves multi-talker automatic speech recognition, outperforming traditional methods on real-world datasets. (2024-08-30, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.17431/
- __[SelectTTS Voice Synthesis](https://arxiv.org/abs/2408.17432)__: SelectTTS, a new method for multi-speaker text-to-speech, uses self-supervised learning to capture speaker characteristics, reducing model complexity and training data while improving performance. (2024-08-30, shares: 5) · https://www.ml-quant.com/papers/arxiv/2408.17432/
- __[App Store vs. LLM Features](https://arxiv.org/abs/2408.17404)__: A study comparing AppStore and large language model approaches for refining app features finds both are effective, but LLMs excel in novel unseen app scopes, emphasizing the role of human analysts. (2024-08-30, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.17404/
- __[Fairness in Model Estimation](https://arxiv.org/abs/2408.17396)__: A new framework reduces bias in the estimation of graphical models related to protected attributes, effectively balancing bias mitigation and model performance. (2024-08-30, shares: 4) · https://www.ml-quant.com/papers/arxiv/2408.17396/

### Historical Trending

- __[Foundation Models in Music](https://arxiv.org/abs/2408.14340)__: The article discusses the influence of foundation models on the music industry, emphasizing their potential in music generation and the need for ethical research on issues like transparency and copyright. (2024-08-26, shares: 405) · https://www.ml-quant.com/papers/arxiv/2408.14340/
- __[Robustness of LLMs](https://arxiv.org/abs/2406.15444)__: The study introduces a framework that uses adversarial math problems to enhance the performance and robustness of Large Language Models (LLMs). (2024-05-30, shares: 50) · https://www.ml-quant.com/papers/arxiv/2406.15444/
- __[Removing Square-Root in Adaptive Gradient](https://arxiv.org/abs/2402.03496)__: The research explores the performance of adaptive gradient optimizers without the square root, showing they maintain performance on transformers and improve on convolutional architectures. (2024-02-05, shares: 45) · https://www.ml-quant.com/papers/arxiv/2402.03496/
- __[ReconX: 3D Scene Reconstruction](https://arxiv.org/abs/2408.16767)__: 3D Scene Reconstruction: The paper presents ReconX, a new 3D scene reconstruction method using pre-trained video diffusion models, proving its superior quality and generalizability over existing methods. (2024-08-29, shares: 33) · https://www.ml-quant.com/papers/arxiv/2408.16767/
- __[LowRank Quantization-Aware Training](https://arxiv.org/abs/2406.06385)__: The article introduces LR-QAT, a memory-efficient training algorithm for Large Language Models (LLMs), demonstrating its effectiveness and memory efficiency over common post-training quantization methods. (2024-06-10, shares: 30) · https://www.ml-quant.com/papers/arxiv/2406.06385/
- __[Quantum Neural Network Drug Discovery](https://arxiv.org/abs/2309.03919)__: A new quantum-classical deep learning model has been created to predict drug binding affinity, increasing accuracy by 6% and providing more stable performance than traditional models. (2023-09-06, shares: 25) · https://www.ml-quant.com/papers/arxiv/2309.03919/
- __[Client Filtering Federated Learning](https://arxiv.org/abs/2302.06599v1)__: Client filtering, a new method to enhance model generalization and client participation in federated learning, has been proposed, leading to better learning efficiency, quicker convergence, and up to 10% increased test accuracy. (2023-02-13, shares: 23) · https://www.ml-quant.com/papers/arxiv/2302.06599/
- __[OmniRe Urban Scene Reconstruction](https://arxiv.org/abs/2408.16760)__: OmniRe, a new 3DGS framework, has been launched for efficient reconstruction of dynamic urban scenes from device logs, surpassing previous methods and allowing real-time simulation of reconstructed scenarios. (2024-08-29, shares: 20) · https://www.ml-quant.com/papers/arxiv/2408.16760/
- __[D Grasp Synthesis Directional Control](https://arxiv.org/abs/2408.16770)__: CWGrasp, a new method for creating 3D whole-bodies that grasp objects realistically, has been developed, offering improved performance, reduced runtime and budget, and the capability to manage both right- and left-hand grasps. (2024-08-29, shares: 18) · https://www.ml-quant.com/papers/arxiv/2408.16770/
- __[Responsible Generative AI Survey](https://arxiv.org/abs/2404.05783v1)__: The paper explores the responsible requirements of generative AI models, highlighting five key considerations and emphasizing the significance of responsible GenAI across various fields, with the aim to shed light on practical safety-related issues. (2024-04-08, shares: 17) · https://www.ml-quant.com/papers/arxiv/2404.05783/

## Papers with code

### Trending

- __[LargeScale LLM Conversation Dataset](https://github.com/efeslab/Nanoflow)__: The article emphasizes the need for research on human interaction with large language models due to their widespread use in different applications. (2024-09-02, shares: 324)
- __[Efficient Acoustic Codec Tokenizer](https://github.com/jishengpeng/wavtokenizer)__: The second article reveals that WavTokenizer, despite having fewer tokens, provides high-quality reconstruction and superior UTMOS scores, indicating a higher level of semantic information. (2024-09-02, shares: 312)

### Rising

- __[Attribute-Guided Metric Distillation](https://github.com/SheldongChen/AMD.github.io)__: The paper introduces a new method, Attributeguided Metric Distillation (AMD), to help interpret existing ReID models. (2024-09-02, shares: 86)
- __[Adapting Large Language Models](https://github.com/liuboxun/LLM4CP)__: The article explores the use of channel prediction to decrease feedback or estimation overhead in massive multi-input multi-output systems. (2024-09-02, shares: 55)
- __[Training-Free Activation Sparsity](https://github.com/fasterdecoding/teal)__: The article proposes that activation sparsity can enhance the inference speed in large language models by minimizing the computation and memory movement required for matrix multiplications. (2024-09-02, shares: 48)

## GitHub

### Finance

- __[Python Trading Cookbook](https://github.com/PacktPublishing/Python-for-Algorithmic-Trading-Cookbook)__: Python for Algorithmic Trading Cookbook is a new book by Packt that provides guidance on using Python in trading algorithms. (2023-06-05, shares: 71)
- __[Smart Trading Concepts](https://github.com/joshyattridge/smart-money-concepts)__: A new Python package has been launched, specifically tailored for algorithmic trading, with features based on ICT's smart money concepts. (2023-09-21, shares: 313)
- __[AlphaForge Framework](https://github.com/DulyHao/AlphaForge)__: A new alpha mining framework has been introduced, providing a formula-based approach for quantitative investment. (2024-02-09, shares: 28)
- __[ISLP Statistical Learning Package](https://github.com/intro-stat-learning/ISLP)__: The ISLP package offers data and code for labs, facilitating practical learning and experimentation. (2023-04-25, shares: 100)
- __[VolGAN Implied Volatility Model](https://github.com/milenavuletic/VolGAN)__: The VolGAN paper, along with its code, presents a generative model for creating arbitrage-free implied volatility surfaces. (2023-10-30, shares: 19)

### Trending

- __[Financial Indicators Library](https://github.com/kylejusticemagnuson/pyti)__: The article explores a Python library with various financial technical indicators. (2017-02-09, shares: 651)
- __[Gradient Boosting Hyperparameters Tuning](https://github.com/cerlymarco/shap-hypetune)__: The piece presents a Python package for tuning hyperparameters and selecting features in Gradient Boosting Models. (2021-05-16, shares: 558)
- __[FLUX MLX Port](https://github.com/filipstrand/mflux)__: The article showcases a MLX port of FLUX, based on the Huggingface Diffusers implementation. (2024-08-10, shares: 363)
- __[Bayesian Model Selection](https://github.com/christophmark/bayesloop)__: The article describes a programming framework that assists in selecting models for time-varying parameters. (2015-08-27, shares: 150)
- __[RAG Document Chat Tool](https://github.com/Cinnamon/kotaemon)__: The piece introduces a tool that enables users to interact with their documents using RAG-based technology. (2024-03-25, shares: 2477)

## News

### Quantitative

- __[Goldman Sachs Sells Hedge Fund Stake](https://www.hedgeweek.com/goldman-sachs-sells-hedge-fund-stake-for-up-to-258m-amid-valuation-concerns/)__: Goldman Sachs' Petershill Partners has sold an 18% stake in LMR Partners for up to $258m to address asset valuation accuracy concerns. (2024-09-05, shares: 7)
- __[Hedge Funds Improve Global Equities Performance](https://www.hedgeweek.com/hedge-funds-narrow-global-equities-performance-gap-in-july/)__: In July 2024, hedge funds almost matched the performance of global equities, with Preqin's All Hedge Fund Index increasing by 1.61%. (2024-09-04, shares: 6)
- __[Morgan Stanley Targets Hedge Funds](https://www.hedgeweek.com/morgan-stanley-targets-hedge-funds-in-bid-to-reclaim-stock-trading-top-spot/)__: Morgan Stanley is targeting hedge funds to reclaim its leading position in stock trading, which it lost to Goldman Sachs following the 2021 Archegos Capital Management collapse. (2024-09-03, shares: 5)
- __[BlueCrest and Millennium Close Pods](https://www.hedgeweek.com/bluecrest-and-millennium-closed-pods-amid-market-turmoil/)__: Due to market volatility in early August, Millennium Management, Balyasny Asset Management, and BlueCrest Capital Management suspended at least six traders and their investment pods. (2024-09-02, shares: 5)
- __[SEC Fines Galois Capital 250000](https://www.hedgeweek.com/sec-fines-crypto-hedge-fund-galois-capital-250000-over-custody-failures/)__: The Securities and Exchange Commission has settled charges against Galois Capital Management, a former Florida-based cryptocurrency hedge fund, for not protecting client assets. (2024-09-04, shares: 5)
- __[forge receives Morgan Stanley investment](https://www.hedgeweek.com/3forge-secures-morgan-stanley-investment/)__: Business-critical applications firm 3forge has received an investment from Morgan Stanley. (2024-09-04, shares: 5)
- __[London hedge funds closing](https://www.hedgeweek.com/london-hedge-funds-kite-lake-and-astaris-to-close-to-new-investors/)__: Kite Lake Capital Management and Astaris, London-based hedge funds, are closing to new investors due to significant capital outflows. (2024-09-04, shares: 5)
- __[TS Imagine debuts Platform 3](https://www.hedgeweek.com/ts-imagine-launches-platform-3-0/)__: TS Imagine has launched Platform 3.0, an upgraded service for financial institutions specializing in trading portfolio and risk management. (2024-08-30, shares: 4)
- __[Kirin postpones Fancl takeover](https://www.hedgeweek.com/kirin-delays-fancl-takeover-bid-amid-hedge-fund-my-alpha-challenge/)__: Kirin Holdings' majority stake purchase in Fancl Corp has been delayed due to share acquisitions by hedge fund MY.Alpha Management HK Advisors. (2024-08-30, shares: 4)
- __[BlueCrest introduces FX platform BlueX](https://www.hedgeweek.com/bluecrest-launches-fx-trading-platform-bluex/)__: BlueCrest Capital Management has entered the foreign exchange market with the launch of a new currency trading platform, BlueX. (2024-09-04, shares: 3)

### Miscellaneous

- __[Appital price discovery feature](https://www.hedgeweek.com/appital-adds-pre-trade-price-discovery-functionality-to-offering/)__: Appital has upgraded its peer-to-peer price discovery and liquidity sourcing technology to improve liquidity and pricing dynamics for large ADV orders among its buyside clients. (2024-08-30, shares: 3)
- __[Digital assets fund outflows](https://www.hedgeweek.com/digital-assets-fund-see-300m-outflows-amid-stronger-macro-data/)__: CoinShares' weekly report reveals a $305m outflow from digital asset investment products last week, suggesting a negative sentiment across various providers and regions. (2024-09-04, shares: 3)
- __[Hedge funds drive hedges market](https://www.hedgeweek.com/hedge-funds-fuel-secondary-market-for-deal-contingent-hedges/)__: Hedge funds are helping banks manage risks associated with deal contingent trades, a complex derivative used to hedge against market fluctuations during major mergers and acquisitions, according to an IFR report. (2024-09-03, shares: 3)
- __[Top quant leaves Millennium](https://www.efinancialcareers.com/news/adia-hiring-hedge-fund)__: The article announces a shift from Millennium to ADIA. (2024-09-03, shares: 3)
- __[Broad Reach University of Houston allocation](https://www.hedgeweek.com/broad-reach-secures-20m-university-of-houston-allocation/)__: The University of Houston System's endowment management committee has approved a $20m investment in the Broad Reach Master Fund, a global macro hedge fund targeting emerging markets, as per Pensions & Investments. (2024-09-02, shares: 2)
- __[Gardening Leave for Quant Researcher](https://www.efinancialcareers.com/news/what-is-a-quant-researcher-hedge-fund)__: The article explores the viewpoints and ideas of Giuseppe Paleologo. (2024-09-04, shares: 2)
- __[Founder Steps Down at Value Partners](https://www.hedgeweek.com/value-partners-founder-steps-down-from-co-chairman-role/)__: Cheah Cheng Hye is stepping down as CoChairman of Value Partners Group Ltd due to increased control from GF Securities Co. (2024-09-02, shares: 2)
- __[Women from Citadel Securities Join Hedge Funds](https://www.efinancialcareers.com/news/two-senior-citadel-securities-women-that-left-are-now-joining-hedge-funds)__: The article claims that certain exits are unrelated to each other. (2024-09-04, shares: 2)
- __[Former Goldman Sachs Partner Named Point72's New CTO](https://www.efinancialcareers.com/news/point72-hired-a-goldman-sachs-partner-that-ran-tech-for-marcus-as-new-cto)__: A top technologist from Goldman has left to join a hedge fund. (2024-09-05, shares: 2)
- __[Elliott Reaches 10% Stock Threshold with Southwest Airlines](https://www.hedgeweek.com/elliott-has-power-to-call-southwest-airlines-special-meeting-after-reaching-10-stock-threshold/)__: Elliott Investment Management has bought 10% of Southwest Airlines' common stock, allowing them to convene a special meeting. (2024-09-03, shares: 2)

## Podcasts

### Quantitative

- __[Dan Russo on Trading Volatility](https://pdcn.co/e/www.buzzsprout.com/2034153/15692084-dan-russo-on-volatility-as-a-trading-signal-market-breadth-insights-and-systematic-investing-models.mp3)__: Dan Russo talks about the significance of volatility as a trading signal, market breadth, sector performance in predicting market downturns, and the role of technical analysis and systematic investing in maintaining portfolio stability. (2024-09-04, shares: 14)
- __[Agus Sudjianto on Machine Learning](https://www.buzzsprout.com/803279/15685173-agus-sudjianto-on-machine-learning-ai-and-validation.mp3)__: Former Wells Fargo employee, Agus Sudjianto, shares insights on his work with machine learning models, risk management model validation, and fostering a productive work culture in a discussion with Dimitri Bianco. (2024-09-03, shares: 11)
- __[Realtime Customer Decisions with AI](https://garpcast.libsyn.com/real-time-customer-decisions-in-the-age-of-ai)__: Terisa Roberts and Sarah Murphy highlight the importance of real-time customer decision-making in financial services, stressing on the need for quick, reliable, and automated decisions in the credit value chain. (2024-08-30, shares: 5)
- __The Best Investment Writing Launch__: A new podcast named The Best Investment Writing has been introduced, showcasing top-notch investment research narrated by esteemed money managers and investment researchers. (2024-08-30, shares: 4)

### Related

- __[Unexpected Revolutionaries](https://traffic.megaphone.fm/NBNK1431689954.mp3?updated=1725117483)__: Dr. Manuela Moschella's book delves into the evolution of central banks since the 1970s, focusing on their unique monetary policies and political aspects. (2024-09-01, shares: 2)
- __[Complexity Economics](https://macrohive.libsyn.com/ep-231-j-doyne-farmer-on-making-sense-of-chaos)__: In a podcast, J. Doyne Farmer, a leader in complexity economics, talks about chaos theory, economic modeling, and his professional journey. (2024-08-30, shares: 2)
- __[Corporate Actions and Investing](https://interactive-brokers-podcast.podbean.com/e/corporate-actions-unveiled-strategies-for-smart-investing/)__: Stefano Grasso offers practical tips for investors on handling and profiting from corporate actions in a conversation with Guillaume Roux-Chabert. (2024-08-30, shares: 1)
- __[Unified Python Packaging](https://talkpython.fm/episodes/show/476/unified-python-packaging-with-uv)__: Charlie Marsh discusses the features of uv, Astral's new major release aimed at unifying Python packaging, in a podcast episode. (2024-09-04, shares: 0)
- __[AI Bubble Potential](https://datascienceathome.podbean.com/e/ai-the-bubble-that-might-pop%e2%80%94what-s-next-ep-262/)__: The recent decline in AI investments is scrutinized, pondering if it marks the end of the AI boom or is merely a temporary downturn. (2024-09-02, shares: 0)

## Blogs

### Quantitative

- __[Practical Trading Strategy](https://www.quantifiedstrategies.com/eurusd-trading-strategy/)__: The article offers a guide on a trading strategy centered on the EURUSD price. (2024-09-04, shares: 2)
- __[Disparity Analysis](https://www.quantifiedstrategies.com/disparity-index/)__: The article explores the increasing use of technical indicators and analysis tools by traders. (2024-09-03, shares: 1)
- __[WazirX Hack](https://stockviz.substack.com/p/cryptonite-august-2024)__: The article reports on the WazirX hack in July, resulting in a loss of $230 million in crypto. (2024-09-01, shares: 0)

### Related

- __[WazirX Exchange Breach](https://stockviz.substack.com/p/cryptonite-august-2024)__: Dr. Tejaswi Nadahalli investigates the July WazirX hack, where $230 million in crypto was stolen. (2024-09-01, shares: 0)
- __[Cryptonite August 2024 Roundup](https://stockviz.substack.com/p/cryptonite-august-2024)__: Dr. Tejaswi Nadahalli analyzes the $230 million loss from the July WazirX crypto exchange hack. (2024-09-01, shares: 0)
- __[WazirX Hack Discussion](https://stockviz.substack.com/p/cryptonite-august-2024)__: The July security breach at WazirX, resulting in a $230 million theft, is explored by Dr. Tejaswi Nadahalli. (2024-09-01, shares: 0)
- __[Cryptonite August 2024 Breach](https://stockviz.substack.com/p/cryptonite-august-2024)__: Dr. Tejaswi Nadahalli discusses the July WazirX hack that led to a $230 million loss. (2024-09-01, shares: 0)
- __[Lessons from WazirX Hack](https://stockviz.substack.com/p/cryptonite-august-2024)__: Dr. Tejaswi Nadahalli studies the July WazirX hack, where a security loophole led to a $230 million theft. (2024-09-01, shares: 0)

## X / Twitter

### Quantitative

- __[Fresh Perspective on Asset Pricing Study](https://twitter.com/paradoxinvestor/status/1830946927279542694)__: Sina Seyfi's recent study emphasizes Momentum and Volatility as key factors in determining long-term winners and losers in the US stock market. (2024-09-03, shares: 3)
- __[Recap of Quant Investing Research](https://twitter.com/quantseeker/status/1830898486818033850)__: The newest research summary on quant investing discusses various topics such as bond ETFs predictability, cryptocurrency, equities' technical trading rules, macro, option pricing, etc. (2024-09-03, shares: 2)
- __[Exploring Alpha Sources with Analyst Forecasts](https://twitter.com/quantseeker/status/1830358217907478895)__: A recent article investigates potential alpha sources using analyst forecasts, providing an in-depth analysis of the latest research. (2024-09-01, shares: 2)

### Miscellaneous

- __[Sharpe Ratios & Estimation Errors](https://twitter.com/quantseeker/status/1829478982057644424)__: The article reviews two studies on Sharpe ratios, examining the inaccuracies in their estimation and issues with time aggregation. (2024-08-30, shares: 2)
- __[Just Buy Index](https://twitter.com/quantseeker/status/1830671769646309589)__: Harold de Boer from Transtrend recommends purchasing the index in his piece. (2024-09-02, shares: 1)
- __[Praise of High-Volatility Alternatives](https://twitter.com/CliffordAsness/status/1831427287943880902)__: The writer advocates for high-volatility investment options in his recent article. (2024-09-04, shares: 0)
- __[Betting-Against-Beta Factor Study](https://twitter.com/quantseeker/status/1831301237163037102)__: The article offers a novel viewpoint on the betting-against-beta factor. (2024-09-04, shares: 0)