---
title: Quant Letter No. 69: October 2024, Week 2
url: https://www.ml-quant.com/issues/2024-10-09/
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: 2024-10-09
---


# Quant Letter No. 69: October 2024, Week 2

Sent 2024-10-09. 149 items.

## arXiv

### Finance

- __[AI Economy Score: Predicting Economic Indicators from Corporate Calls](http://arxiv.org/abs/2410.03897v1)__: Predicting Economic Indicators from Corporate Calls: The article discusses the use of Generative AI in analyzing over 120,000 corporate conference call transcripts to predict future economic indicators like GDP growth, production, and employment. This technology provides valuable insights for macroeconomic and microeconomic decision-making. (2024-10-04, shares: 2) · https://www.ml-quant.com/papers/arxiv/2410.03897/

### Miscellaneous

- __[Space Traffic Spillovers](https://arxiv.org/abs/2410.04599)__: The study analyzes the impact of unexpected disruptions like the COSMOS-1408 anti-satellite missile test on partially-automated traffic systems in low-Earth orbit, offering insights for future space traffic disruption models. (2024-10-06, shares: 3) · https://www.ml-quant.com/papers/arxiv/2410.04599/
- __[Fourier Cosine Method](https://arxiv.org/abs/2410.04487)__: The research proves that the Fourier cosine formula for the inverse Fourier transform can be applied to discrete probability distributions, indicating its usefulness in computational statistics and quantitative finance. (2024-10-06, shares: 3) · https://www.ml-quant.com/papers/arxiv/2410.04487/

### Historical Trending

- __[Auction Designs for Electricity Markets](https://arxiv.org/abs/2212.10234)__: The research shows that strategic bidding in electricity markets can boost producer profits and minimize lost opportunity costs, but may also raise consumer costs. (2022-12-20, shares: 52) · https://www.ml-quant.com/papers/arxiv/2212.10234/
- __[Electric Carsharing Impact on Power Sector](https://arxiv.org/abs/2402.19380)__: The study finds that electric carsharing only slightly raises power sector costs and can be compatible with variable renewable electricity generation. (2024-02-29, shares: 8) · https://www.ml-quant.com/papers/arxiv/2402.19380/
- __[Human Space Usage Changes during COVID-19](https://arxiv.org/abs/2408.02942)__: The paper reveals that the shift to remote work during COVID-19 has improved amenity usage equality among different income groups, with lower and middle-income individuals visiting more amenities. (2024-08-06, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.02942/
- __[Neural Term Structure for Option Pricing](https://arxiv.org/abs/2408.01642)__: The research introduces the neural term structure model for option pricing, providing benefits in creating the risk-neutral measure, pricing formula, and fitting the implied volatility surface. (2024-08-03, shares: 6) · https://www.ml-quant.com/papers/arxiv/2408.01642/

## SSRN

### Quantitative

- __[Geoffrey Hinton's Neural Networks Contributions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4980068)__: Geoffrey Hinton's contributions in neural networks, deep learning, and Capsule Networks have significantly influenced modern AI systems used in various fields like image and speech recognition, and natural language processing. (2024-10-08, shares: 224) · https://www.ml-quant.com/papers/ssrn/4980068/
- __[DataDriven Inventory Management with Financial Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976702)__: The study presents a data-driven approach for inventory and financial hedging for new products, using return factors to predict demand and future returns, leading to a new decision-making framework. (2024-10-04, shares: 4) · https://www.ml-quant.com/papers/ssrn/4976702/
- __[Spatio-Temporal Machine Learning for Mortgage Credit Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975440)__: A new machine learning model for credit risk combines tree-boosting with a latent spatiotemporal Gaussian process model, offering more accurate predictions of default probabilities and loan portfolio losses. (2024-10-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4975440/
- __[Designing a Valuation Analytics Course](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976517)__: The article advocates for a specialized course on data science tools in business valuation in business schools' curriculum to enhance students' understanding of corporate finance. (2024-10-04, shares: 2) · https://www.ml-quant.com/papers/ssrn/4976517/
- __[Predicting Policy Funding Allocation with Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4978681)__: The paper applies Machine Learning techniques to predict the beneficiaries of EU development funding in Italy, providing insights into fund allocation and aiding in policy design. (2024-10-07, shares: 10) · https://www.ml-quant.com/papers/ssrn/4978681/
- __[MLBased CT Saturation Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979169)__: The study introduces a machine learning method for detecting saturation in Current Transformers using artificial neural networks and long short-term memory networks, enhancing anomaly detection in complex datasets. (2024-10-07, shares: 5) · https://www.ml-quant.com/papers/ssrn/4979169/
- __[Training vs Test Splits in Data Contests](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976827)__: The article examines the influence of data split ratio in data science competitions, focusing on participants' model selection and their motivations. (2024-10-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/4976827/
- __[Robust Decision-Making in ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979319)__: The paper proposes the fusion of machine learning and optimization theory, suggesting algorithms that ensure balance and stability in intricate decision-making systems. (2024-10-07, shares: 3) · https://www.ml-quant.com/papers/ssrn/4979319/
- __[Organizational Form and Liquidity Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975710)__: The research compares the liquidity and performance of open and closed-end funds, revealing that closed-end funds hold more illiquid municipal bonds, charge higher fees, but perform worse than open-end funds. (2024-10-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4975710/
- __[Drivers of Credited Interest Rate on UL Insurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977807)__: The research explores the factors influencing the credited interest rate on universal life insurance in China, showing a positive long-term effect of insurance company operations and market interest rate trends on credited interest rates. (2024-10-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977807/
- __[Statistical Arbitrage with Mixed Frequency Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975855)__: The article discusses the use of high-frequency data to identify similar assets for statistical arbitrage strategies, testing various algorithms and trading rules on different asset classes. (2024-09-30, shares: 7) · https://www.ml-quant.com/papers/ssrn/4975855/
- __[Black-Litterman Model for Risk Factor Views](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976695)__: The paper presents an extended Black-Litterman model that allows fund managers to apply their subjective views to risk factors, simplifying the portfolio allocation process. (2024-10-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4976695/
- __[Machine Learning for Stock Market Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975786)__: The research applies machine learning models to predict future stock market indices, using data from the Nifty50 index and evaluating the models' effectiveness. (2023-10-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4975786/
- __[Forecasting Vietnamese Macroeconomic Indicators](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976975)__: The study proposes a framework for predicting Vietnamese macroeconomic indicators by combining traditional data with insights from news articles, highlighting the reliability of Gradient Boost Decision Tree models. (2024-03-01, shares: 4) · https://www.ml-quant.com/papers/ssrn/4976975/
- __[Live Streaming E-Commerce Effects on Product Sales](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976360)__: The article examines the short and long-term effects of live streaming ecommerce on product sales, using data from Amazon, and finds that sales spike after live streaming but decline over time. (2024-07-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4976360/
- __[Pricing Factors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4980303)__: A study proposes a new method for choosing factors in portfolio management, highlighting announcement return and earnings predictability as key, outperforming other methods. (2023-02-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4980303/
- __[Cricket Team Maker](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977691)__: A fantasy cricket team generator tool has been created, using advanced algorithms and machine learning to evaluate players and create optimal teams. (2024-03-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977691/
- __[Women's Entrepreneur Intentions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977992)__: Research in Madhesh Province shows that women's entrepreneurial intentions are significantly influenced by financial literacy and behavioral traits. (2024-08-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977992/
- __[AI in Accounting Systems](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977498)__: A new course has been developed to introduce artificial intelligence into the accounting information systems curriculum, using various teaching methods to aid understanding. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977498/
- __[Work Engagement in Socialization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977342)__: A study reveals that social capital resources, proactive personality, and perceived organizational support influence work engagement during organizational socialization, with effective tactics leading to higher engagement. (2024-08-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977342/

### Financial

- __[Index Investing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4978330)__: The study suggests that index stocks have higher prices, more volatility, stronger negative price autocorrelation, and higher trading volume due to sentiment spillover from index investors. (2024-10-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/4978330/
- __[Capital Requirements](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979554)__: The research shows that bank Credit Default Swaps (CDS) are influenced by regulatory capital ratios, with markets reacting more to changes in capital requirements if implemented via Pillar 1 risk weights. (2024-10-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/4979554/
- __[Bank Credit Lines](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979396)__: The research contradicts previous theories, stating that non-retail funding, particularly wholesale funding, significantly drives banks' contingent commitments, not traditional retail deposits. (2024-10-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4979396/
- __[Momentum Metrics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977717)__: The study finds that in the Indian equity market, volatility-adjusted and information discreteness momentum strategies deliver higher risk-adjusted returns. (2024-10-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/4977717/
- __[Option Pricing Formula](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975834)__: The article presents a pricing formula for a ComEx option, which allows the exchange of two options, and compares its price evolution to the Margrabe option, which permits the exchange of two underlying assets. (2024-10-03, shares: 4) · https://www.ml-quant.com/papers/ssrn/4975834/
- __[Carbon Offset Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975481)__: The research explores the relationship between prices in Australia's renewable energy certificate market, carbon offsets market, and electricity market from May 2018 to June 2023, using a portfolio approach for backtesting. (2024-10-03, shares: 3) · https://www.ml-quant.com/papers/ssrn/4975481/
- __[Equity Price Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979203)__: The 3MR Reactive Price Model uses linear regression and yield prediction to forecast future values of the S&P 500 index, rejecting the martingale hypothesis and allowing for a retrospective yield estimate. (2024-10-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4979203/
- __[Others in Wealth Accumulation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977031)__: The study reveals that factors like educated neighbors, local wealth inequality, professional financial advice, and personal crises significantly influence wealth accumulation and saving behavior. (2024-10-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977031/
- __[GIS Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979418)__: The study reveals that France's history with growth-contingent bonds shows the equity premium isn't just compensation for GDP risk, as it persists even when hedged against GDP changes. (2024-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4979418/
- __[Profitable Day Trading Myth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4977485)__: The research indicates that less than 1% of day traders consistently make profits, with most suffering major losses due to poor risk management, emotional control, and unrealistic expectations fueled by aggressive marketing. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/ssrn/4977485/
- __[Competition vs. Collusion in Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4980072)__: The study proposes that collusion in trading may not always be advantageous for informed investors, particularly when there's high uncertainty about other traders' actions, as individual profits in competition can surpass total profits in collusion. (2024-10-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4980072/

## RePEc

### Finance

- __[Chinese Futures Market Evolution](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fecpo.12296%3Bh%3Drepec%3Abla%3Aecopol%3Av%3A36%3Ay%3A2024%3Ai%3A3%3Ap%3A1416-1449)__: Research shows high-frequency and algorithmic trading in China enhances market liquidity and lowers slippage costs for investors, despite the country's unique market structure. (2024-10-09, shares: 17) · https://www.ml-quant.com/papers/repec/bla-ecopol-v-36-y-2024-i-3-p-1416-1449/
- __[Hedge Funds Geopolitical Risk Hedging](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1062940824001657%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A74%3Ay%3A2024%3Ai%3Ac%3As1062940824001657)__: Hedge funds with larger minimum investments and management fees are more effective at hedging geopolitical risks, while global macro hedge funds excel at timing these risks, offering crucial insights for private investors during high geopolitical risk periods. (2024-10-09, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-74-y-2024-i-c-s1062940824001657/
- __[Dynamic Portfolio Selection with Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165188924001155%3Bh%3Drepec%3Aeee%3Adyncon%3Av%3A167%3Ay%3A2024%3Ai%3Ac%3As0165188924001155)__: A new factor model system, capturing both return and risk dynamics, has been introduced, with U.S. market data indicating it offers a better out-of-sample Sharpe ratio than benchmark policies. (2024-10-09, shares: 15) · https://www.ml-quant.com/papers/repec/eee-dyncon-v-167-y-2024-i-c-s0165188924001155/

### Statistical

- __[Reinforcement Machine Learning for Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0010%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0010)__: The chapter discusses the application of reinforcement machine learning and quadratic optimization in determining risk limits and investable portfolios, especially during the 2007-2009 financial crisis. (2024-10-09, shares: 31) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0010/
- __[Predicting Cryptocurrency Volatility](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324007876%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A67%3Ay%3A2024%3Ai%3Apa%3As1544612324007876)__: The SHARV-MGJR model, which includes volatility leverage effects and current return data, is suggested to enhance the precision of cryptocurrency market volatility forecasts, surpassing GARCH-type models. (2024-10-09, shares: 22) · https://www.ml-quant.com/papers/repec/eee-finlet-v-67-y-2024-i-pa-s1544612324007876/
- __[Explainable AI Framework for Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0004%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0004)__: The article highlights the difficulties of using machine learning models in practical risk management in banking due to their opacity and lack of explainability, and introduces a framework for leading eXplainable AI methods. (2024-10-09, shares: 20) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0004/
- __[Firm Performance Prediction with Nonfinancial Disclosures](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJAEE-07-2023-0205%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajaeepp%3Ajaee-07-2023-0205)__: A study suggests that adding nonfinancial factors like narrative tone and corporate governance to financial prediction models can improve the accuracy of predicting company performance in the unpredictable Pakistani market. (2024-10-09, shares: 18) · https://www.ml-quant.com/papers/repec/eme-jaeepp-jaee-07-2023-0205/
- __[AI and Machine Learning in Finance](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fworldscibooks%2F10.1142%2Fq0449%3Bh%3Drepec%3Awsi%3Awsbook%3Aq0449)__: The book provides insights into the current status of artificial intelligence and machine learning in finance, tracing the origins of AI to early human automation efforts. (2024-10-09, shares: 17) · https://www.ml-quant.com/papers/repec/wsi-wsbook-q0449/
- __[Herding Patterns in AI and Big Data Token Markets](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS027553192400299X%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A72%3Ay%3A2024%3Ai%3Apa%3As027553192400299x)__: Research shows that investors in AI and big data token markets tend to follow the crowd during stable, low-volume market conditions, but act independently during volatile, high-volume conditions, which has implications for market regulation and stability. (2024-10-09, shares: 17) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s027553192400299x/
- __[Bot Detection and Stock Market Predictions](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0009%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0009)__: A new model, LG-SVM, has been developed to better detect bot activities on Twitter, using a multi-level framework that reduces complexity and learns key short-term traits, achieving a high accuracy and correlation rate in predicting the effect of bot tweets on stock market volatility. (2024-10-09, shares: 15) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0009/

### Machine Learning

- __[Sentiment Analysis in Finance](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0005%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0005)__: Sentiment Analysis is being utilized in finance to predict market trends and identify investment opportunities, with different algorithms having varying strengths and weaknesses. (2024-10-09, shares: 31) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0005/
- __[Machine Learning for Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0001%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0001)__: Reinforcement learning techniques in machine learning are transforming finance, especially portfolio management, despite current limitations and future uncertainties. (2024-10-09, shares: 29) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0001/
- __[Bottom-up Inflation Forecast](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Frjmf.econs.online%2Fupload%2Fiblock%2F595%2Fnf16exkayd8naa2h0ycp85tb11rrzryv%2FBottom-up-Inflation-Forecasting-Using-Machine-Learning-Methods.pdf%3Bh%3Drepec%3Abkr%3Ajournl%3Av%3A83%3Ay%3A2024%3Ai%3A3%3Ap%3A23-44)__: Machine learning techniques like gradient boosting or regularised regression can accurately forecast CPI inflation, as shown with Russian data. (2024-10-09, shares: 27) · https://www.ml-quant.com/papers/repec/bkr-journl-v-83-y-2024-i-3-p-23-44/
- __[Reinforcement Learning for Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0003%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0003)__: Deep reinforcement learning algorithms can be used to solve portfolio allocation problems in finance where analytical solutions are not available. (2024-10-09, shares: 25) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0003/
- __[Machine Learning for Recession Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F303050%2F1%2F1903197465.pdf%3Bh%3Drepec%3Azbw%3Adicedp%3A303050)__: Machine learning has been used to predict German business cycles, showing fewer indicators are needed to model recessions, especially during quantitative easing periods. (2024-10-09, shares: 23) · https://www.ml-quant.com/papers/repec/zbw-dicedp-303050/
- __[Detecting Collusion in Public Procurement](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs42001-024-00293-4%3Bh%3Drepec%3Aspr%3Ajcsosc%3Av%3A7%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s42001-024-00293-4)__: A new algorithm has been developed to detect collusion in auctions using public procurement data, identifying a significant number of contracts with high collusion likelihood. (2024-10-09, shares: 18) · https://www.ml-quant.com/papers/repec/spr-jcsosc-v-7-y-2024-i-2-d-10-1007-s42001-024-00293-4/
- __[Stylized Facts of DeFi](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0008%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0008)__: The chapter discusses Decentralized Finance (DeFi), its potential impact on centralized finance, and its market efficiency, volatility, leverage effects, and return volume relationship. (2024-10-09, shares: 18) · https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0008/
- __[Fake News Detection: Traditional vs. Modern Approaches](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219649224500758%3Bh%3Drepec%3Awsi%3Ajikmxx%3Av%3A23%3Ay%3A2024%3Ai%3A05%3An%3As0219649224500758)__: Traditional vs. Modern Approaches: A predictive model using linguistic features has been proposed to detect fake news, with a logistic regression model using feature hashing vectorisation proving 99% accurate. (2024-10-09, shares: 16) · https://www.ml-quant.com/papers/repec/wsi-jikmxx-v-23-y-2024-i-05-n-s0219649224500758/
- __[Comparative Study of ML Techniques in Credit Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D140863%3Bh%3Drepec%3Aids%3Aijmpra%3Av%3A17%3Ay%3A2024%3Ai%3A5%3Ap%3A509-521)__: The article explores AI techniques for credit scoring to predict borrower creditworthiness, emphasizing the importance of credit risk management in banks. (2024-10-09, shares: 14) · https://www.ml-quant.com/papers/repec/ids-ijmpra-v-17-y-2024-i-5-p-509-521/

### Deep Learning

- __[Stock Prediction News Headlines](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10449-5%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10614-023-10449-5)__: This article discusses the application of machine learning and deep learning to analyze financial news headlines, aiming to select low volatility stocks that perform better than the Standard and Poor’s 500 Index. (2024-10-09, shares: 18) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-2-d-10-1007-s10614-023-10449-5/

## Machine learning

### Recently Published

- __[Differential Transformer](https://arxiv.org/abs/2410.05258)__: The Diff Transformer is a new language model architecture that enhances attention to relevant context and reduces noise, outperforming the standard Transformer in long-context modeling and key information retrieval. (2024-10-07, shares: 102) · https://www.ml-quant.com/papers/arxiv/2410.05258/
- __[D Virtual Try-on](http://arxiv.org/abs/2410.05259)__: GS-VTON improves 3D virtual try-on by transferring knowledge from 2D models, ensuring consistency across different viewpoints and enhancing the quality of 3D geometry. (2024-10-07, shares: 78) · https://www.ml-quant.com/papers/arxiv/2410.05259/
- __[Regression CP Bias](http://arxiv.org/abs/2410.05263v1)__: A study on Conformal Prediction intervals shows that asymmetric adjustments are unaffected by bias and maintain the same validity as if the bias never occurred, unlike symmetric adjustments. (2024-10-07, shares: 10) · https://www.ml-quant.com/papers/arxiv/2410.05263/
- __[MARLHF Human Feedback](https://arxiv.org/abs/2410.02743)__: The MA-RLHF framework integrates macro actions into the learning process of large language models, enhancing learning efficiency and performance in tasks like text summarization and dialogue generation. (2024-10-03, shares: 10) · https://www.ml-quant.com/papers/arxiv/2410.02743/
- __[GenSim2 Robot Data Generation](https://arxiv.org/abs/2410.03645)__: GenSim2 is a scalable framework for robotic simulation that uses large language models for task creation and a multi-task language-conditioned policy architecture to learn from demonstrations, improving policy performance and enabling zero-shot transfer. (2024-10-04, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.03645/
- __[SIEVE: Data Filtering System with GPT-4o Accuracy](https://arxiv.org/abs/2410.02755)__: Data Filtering System with GPT-4o Accuracy: The article introduces SIEVE, a cost-effective method for filtering web-scale data that matches the accuracy of GPT-4o and is efficient in curating large datasets for language model training. (2024-10-03, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.02755/
- __[Language Model Training on Edit Sequences Enhances Code Synthesis](https://arxiv.org/abs//2410.02749)__: The paper presents LintSeq, a synthetic data generation algorithm that refactors code into a sequence of edits, resulting in more diverse programs and improved code synthesis performance. (2024-10-03, shares: 7) · https://www.ml-quant.com/papers/web/9b37a775db/
- __[TextHawk2: Efficient LVLM for Bilingual OCR](https://arxiv.org/abs/2410.05261)__: Efficient LVLM for Bilingual OCR: The study introduces TextHawk2, a bilingual Large Vision-Language Model that provides efficient fine-grained perception and superior performance with 16 times fewer image tokens than previous models. (2024-10-07, shares: 6) · https://www.ml-quant.com/papers/arxiv/2410.05261/
- __[Conditional Enzyme Generation with Protein Language Models](https://arxiv.org/abs/2410.03634)__: The research proposes ProCALM, a method for generating proteins conditionally using adapters to protein language models, capable of generating sequences from target enzyme families and generalizing to rare and unseen ones. (2024-10-04, shares: 6) · https://www.ml-quant.com/papers/arxiv/2410.03634/
- __[LoTLIP: Enhancing Language-Image Pre-training](https://arxiv.org/abs/2410.05249)__: Enhancing Language-Image Pre-training: The article reveals that language-image pre-training models struggle with long text due to training images being paired with short captions, and suggests a solution that improves long-text image retrieval by 11.1%. (2024-10-07, shares: 5) · https://www.ml-quant.com/papers/arxiv/2410.05249/

### Historical Trending

- __[Training LLMs with RL](https://arxiv.org/abs/2409.12917)__: SCoRe, a new online reinforcement learning approach, enhances the self-correction ability of large language models, showing top performance with Gemini 1.0 Pro and 1.5 Flash models. (2024-09-19, shares: 585) · https://www.ml-quant.com/papers/arxiv/2409.12917/
- __[MMLUPro Benchmark](https://arxiv.org/abs/2406.01574)__: MMLU-Pro, an improved dataset, expands the Massive Multitask Language Understanding benchmark by adding tougher questions and more choices, serving as a better benchmark to monitor progress in the field. (2024-06-03, shares: 244) · https://www.ml-quant.com/papers/arxiv/2406.01574/
- __[Teaching LLMs SaySelf](https://arxiv.org/abs/2405.20974)__: The SaySelf training framework instructs large language models to provide more precise confidence estimates and self-reflective rationales, effectively reducing confidence calibration error while maintaining task performance. (2024-05-31, shares: 231) · https://www.ml-quant.com/papers/arxiv/2405.20974/
- __[FastCLIP for CLIP Training](http://arxiv.org/abs/2407.01445)__: FastCLIP, a new CLIP training framework, optimizes the training of Contrastive Language-Image Pretraining models on large-scale data with limited resources, showing significant improvement in resource-limited settings. (2024-07-01, shares: 69) · https://www.ml-quant.com/papers/arxiv/2407.01445/
- __[AgentStudio Virtual Agents](https://arxiv.org/abs/2403.17918)__: AgentStudio, a combination of environments, tools, and benchmarks, aids in the development and evaluation of general virtual agents in real-world settings, offering a range of online tasks and datasets to assess fundamental agent abilities. (2024-03-26, shares: 67) · https://www.ml-quant.com/papers/arxiv/2403.17918/
- __[NiNo Networks Training](https://arxiv.org/abs/2409.04434)__: The article explores the enhancement of weight nowcaster networks (WNNs) through neuron interaction and nowcasting (NiNo) networks, resulting in a 50% speed increase in neural network training for vision and language tasks. (2024-09-06, shares: 62) · https://www.ml-quant.com/papers/arxiv/2409.04434/
- __[LMLDAP: Language Model Prediction](http://arxiv.org/abs/2409.18957v1)__: Language Model Prediction: The paper presents a new method called Data-Augmented Prediction (DAP) for using Large Language Models (LLMs) in classification tasks, achieving over 90% accuracy in some tests. (2024-09-27, shares: 29) · https://www.ml-quant.com/papers/arxiv/2409.18957/
- __[Scattering Spectra Physics Models](https://arxiv.org/abs/2306.17210v1)__: The paper introduces scattering spectra models for stationary fields, offering precise and robust statistical descriptions for various physics fields, aiding in data exploration, classification, parameter inference, symmetry detection, and component separation. (2023-06-29, shares: 19) · https://www.ml-quant.com/papers/arxiv/2306.17210/
- __[SoK Membership Inference Attacks](https://arxiv.org/abs/2406.17975)__: The article examines Membership Inference Attacks (MIAs) against Large Language Models (LLMs), suggesting potential solutions and comprehensive benchmarks for sequence- and document-level MIAs against LLMs. (2024-06-26, shares: 17) · https://www.ml-quant.com/papers/arxiv/2406.17975/
- __[SwapAnything: Object Swapping](https://arxiv.org/abs/2404.05717)__: Object Swapping: The paper presents SwapAnything, a new framework that allows for the swapping of any objects in an image with personalized concepts while maintaining the original context, showing significant improvement over previous methods in personalized swapping. (2024-04-08, shares: 16) · https://www.ml-quant.com/papers/arxiv/2404.05717/

## Papers with code

### Trending

- __[Fast Transformers](https://github.com/ericlbuehler/mistral.rs)__: The article explores the slow data processing of large autoregressive models like Transformers, which need K serial runs to decode K tokens. (2024-10-03, shares: 3578)
- __[Depth Pro Monocular Metric](https://github.com/apple/ml-depth-pro)__: The article presents a new base model for zero-shot metric monocular depth estimation. (2024-10-08, shares: 2186)
- __[PyGlove ML Code Exchange](https://github.com/google/pyglove)__: The article showcases a case study where PyGlove drastically cut down the lines of code in a large codebase by 80%. (2024-10-03, shares: 528)
- __[Face AntiSpoofing Visualization](https://github.com/Faceplugin-ltd/FaceLivenessDetection-Android)__: The article emphasizes the importance of Face AntiSpoofing (FAS) in enhancing the security of face recognition technology. (2024-10-03, shares: 282)
- __[ABQLLM: Accelerating Language Models](https://github.com/bytedance/abq-llm)__: Accelerating Language Models: The LLaMA7B model with W2A8 quantization configuration outperformed AffineQuant by achieving a WikiText2 perplexity of 7.59. (2024-10-03, shares: 175)
- __[Reinforcement Learning Visual Odometry](https://github.com/uzh-rpg/rl_vo)__: The article discusses the limitations of existing VO methods, which require extensive hyperparameter tuning by human experts, affecting their generalizability and robustness. (2024-10-03, shares: 145)
- __[TPILLM: Serving Language Models](https://github.com/lizonghang/tpi-llm)__: Serving Language Models: The article highlights the effectiveness of tensor parallelism, as shown by the TPILLM system, over pipeline on low-resource devices for serving 70B-scale models. (2024-10-08, shares: 131)

### Rising

- __[EU Speech Data Training](https://github.com/hlt-mt/mosel)__: Regulatory efforts addressing the risks of foundation models are increasing their popularity and driving interest in open-source versions. (2024-10-08, shares: 116)
- __[SageAttention Acceleration](https://github.com/thu-ml/SageAttention)__: Quantization is a widely used technique to accelerate model inference, with a majority of methods concentrating on optimizing the linear layer. (2024-10-08, shares: 111)
- __[Lowbit Quantization for Language Models](https://github.com/microsoft/vptq)__: Current studies on LLM weights are advocating for ultra low-bit weight-only quantization, going as low as 2 bits. (2024-10-03, shares: 103)
- __[Hand Localization in 3D](https://github.com/rolpotamias/WiLoR)__: The article explores the increasing interest in 3D hand pose estimation techniques for use in human-computer interaction, virtual reality, and robotics. (2024-10-03, shares: 87)
- __[RL Potential for LLM Reasoning](https://github.com/mcgill-nlp/vineppo)__: The article assesses the efficiency of value networks in logic-heavy LLM tasks, showing their significant limitations and slight improvement over a random baseline. (2024-10-08, shares: 53)
- __[Fullrank LLM Training Under Lowrank Constraint](https://github.com/xichen-fy/fira)__: The article introduces a method to uphold the low-rank constraint in the optimizer while achieving full-rank training for enhanced performance. (2024-10-08, shares: 52)
- __[Cellular Automata Accelerated with JAX](https://github.com/maxencefaldor/cax)__: The article emphasizes the role of cellular automata in studying emergence and self-organization in fields like neuroscience, artificial life, and theoretical physics. (2024-10-08, shares: 49)

## GitHub

### Finance

- __[Machine Learning Standard](https://github.com/onnx/onnx)__: The article emphasizes the need for a universal standard to ensure compatibility among different machine learning systems. (2017-09-07, shares: 17723)
- __[Data Stack Guide](https://github.com/bylethquant/simple-data-stack)__: This article offers a detailed guide on constructing a straightforward and efficient data stack. (2024-02-17, shares: 30)
- __[IB Fundamental Data](https://github.com/quantbelt/ib_fundamental)__: The piece describes how Interactive Brokers delivers essential data in a way that is easy for users to understand and use. (2024-05-27, shares: 28)
- __[Compute VIX](https://github.com/khrapovs/vix)__: The article outlines the method of calculating VIX and other related volatility indices. (2014-12-22, shares: 97)
- __[Time Series Models](https://github.com/Time-MoE/Time-MoE)__: This article introduces TimeMoE, a base model designed to manage billion-scale time series data using a combination of experts. (2024-09-22, shares: 151)

### Trending

- __[macOS Monitor](https://github.com/exelban/stats)__: The article discusses a macOS system monitor that can be easily accessed from the menu bar for convenient system tracking. (2019-05-29, shares: 25126)
- __[21 Engineer Books](https://github.com/0voice/expert_readed_books)__: The 2021 roundup suggests a variety of books beneficial for engineers in diverse fields such as computer science, entrepreneurship, philosophy, and more. (2019-08-16, shares: 7493)
- __[Foundry: Ethereum Rust Toolkit](https://github.com/foundry-rs/foundry)__: Ethereum Rust Toolkit: Foundry, a toolkit for Ethereum application development, is highlighted for its speed, portability, and modularity, and is written in Rust programming language. (2021-09-08, shares: 8185)
- __[Killbill: Billing Platform](https://github.com/killbill/killbill)__: Billing Platform: The article explores an open-source platform designed to manage subscription billing and payments efficiently. (2012-10-21, shares: 4582)
- __[Awesome Web Apps](https://github.com/snowfort-ai/awesome-llm-webapps)__: The piece presents a collection of open-source, frequently updated web apps specifically designed for LLM applications. (2023-09-24, shares: 326)

## News

### Quantitative

- __[Bloomberg's Intraday Pricing Solution](https://www.hedgeweek.com/bloomberg-launches-customisable-intraday-quant-pricing-solution-for-investment-research/)__: Bloomberg has launched OpenHighLowClose Bar, a new tool that allows users to create custom intraday pricing datasets, simplifying quant workflows. (2024-10-03, shares: 5)
- __[Ogier Welcomes New Partner](https://www.hedgeweek.com/ogier-adds-new-funds-and-digital-assets-partner-in-hong-kong/)__: Dennis Li, a specialist in investment funds and digital assets, has been named a partner at Ogier's Hong Kong office. (2024-10-09, shares: 4)
- __[London Experts Discuss AI in Finance](https://news.google.com/rss/articles/CBMiygFBVV95cUxObDd0eHZ2blptYmhkdUc1LVZOd3pGTUVYUmROSWVEazlVeC10ZFhBNFFIbDZUQW1kcnBNRlU0OUhQQ1JUSnJGRXhiWi1ZZHdqV2hXSEE2NXMxT3FvQXJLMlZzN295MFptWkdaa3JRNWZLU2R5bXNfaFNzX3ZYM3ZWWkhQVHVvOTF0ZzZrd1FhME1EUzJiSFhFM1hkc0lZLUljNGdDc1BVaFNfcTVzam90ekxhUTRyZUZHLVFDV3ZadXI0Tm5mNjdmTGp3?oc=5)__: At the Quant Strats 2024 in London, experts discussed the impact of AI and geopolitics on financial disruption. (2024-10-08, shares: 4)
- __[Digital Assets Funds Inflows Continue](https://www.hedgeweek.com/digital-assets-funds-see-third-week-of-inflows-2/)__: Digital asset investment products saw a third week of inflows, totalling 1.2bn, likely due to expectations of a continued dovish US monetary policy, says CoinShares data. (2024-10-03, shares: 3)
- __[EM Hedge Funds Extend Gains](https://www.hedgeweek.com/em-hedge-funds-navigate-falling-inflation-and-shifting-geopolitical-risks-to-extend-gains-in-q3/)__: Emerging markets hedge funds recorded gains in Q3 2024, as managers adapted to geopolitical risks, fluctuating interest rates, and global economic uncertainties, according to HFR data. (2024-10-04, shares: 3)
- __[Surge in Crypto Fund Launches](https://www.hedgeweek.com/investors-expecting-surge-in-crypto-and-digital-assets-fund-launches/)__: Nickel Digital Asset Management's research indicates that institutional investors and wealth managers expect an increase in new digital assets funds in 2021 due to growing interest from traditional financial institutions. (2024-10-07, shares: 3)
- __[Segantii Leaves HK Office](https://www.hedgeweek.com/segantii-vacates-hong-kong-office/)__: Segantii Capital Management, a hedge fund facing insider trading charges, has reportedly moved out of its large Hong Kong office, according to Bloomberg. (2024-10-07, shares: 3)
- __[Columbia Threadneedle Partners DBS](https://www.hedgeweek.com/columbia-threadneedle-partners-with-dbs-to-expand-tech-hedge-fund-reach-in-asia/)__: Columbia Threadneedle is collaborating with DBS Bank to offer its tech-focused hedge fund strategy, managed by Seligman Investments, to affluent clients in Asia, as per CityWire. (2024-10-07, shares: 3)
- __[Kirkoswald Boss Targets Turkey](https://www.hedgeweek.com/kirkoswald-boss-targeting-turkey-trades/)__: Greg Coffey, founder of Kirkoswald Asset Management, is exploring new investment opportunities in Turkey, following discussions with local bankers and economists, Bloomberg reports. (2024-10-09, shares: 3)
- __[Quants in the Wild Seminar](https://news.google.com/rss/articles/CBMilwFBVV95cUxPNy1yb09MOTMtdFZYYnZmbjUwd1BwTGtTdy1iVUFHb2FHWVRRTFQ4dm8yd1VMVmNBYUhyb3dUV0dCRkk3dnpNQWx0UG5SQVBKRmQ3V0p4c0IxbzA5Vmwwc25MNjh0RVhaU3pqTmlfMlpSRFNWSGtMVG5vMHhuMVl2ZURXX2U5elhjWWlEd0Jta0JmVDc2RHg0?oc=5)__: The Quants in the Wild seminar at Ateneo de Manila University offered insights into the practical application of theoretical concepts. (2024-10-06, shares: 2)

### Miscellaneous

- __[Hedge Funds Rise in September](https://www.hedgeweek.com/event-driven-hedge-funds-lead-industry-gains-in-september/)__: In September, EventDriven hedge funds led industry gains due to the US Federal Reserve's interest rate cuts, despite Middle East and Eastern Europe conflicts. (2024-10-09, shares: 2)
- __[Gold, Coffee Boost Trendfollowing Returns](https://www.hedgeweek.com/trend-following-september-returns-boosted-by-gold-and-coffee-says-societe-generale/)__: Trend-following hedge funds saw positive returns in September, driven by gold and coffee, record commodity prices, rising equities, and falling interest rates. (2024-10-09, shares: 2)
- __[Hedge Fund Picks Trail SP500](https://www.hedgeweek.com/top-hedge-fund-stock-picks-trailed-sp500-in-q3/)__: The top 20 stocks held by hedge fund managers, including some tech giants, underperformed compared to the S&P 500 in Q3 2024. (2024-10-03, shares: 2)
- __[Schonfeld Grows Investment Team](https://www.efinancialcareers.com/news/schonfeld-grew-its-investment-team-21-and-is-still-hiring)__: The article highlights the revival of hedge funds in 2024. (2024-10-04, shares: 2)
- __[Australian SWFs Man Group Mandate Drops](https://www.hedgeweek.com/australian-swfs-man-group-mandate-down-by-1bn-in-h1/)__: Australia's Future Fund cut its allocation with Man Group Plc by around AUD1.5bn in the first half of 2024. (2024-10-03, shares: 2)
- __[InvestorWire Teams with Quant Strats London](https://news.google.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?oc=5)__: InvestorWire has been named the Official NewsWire for Quant Strats London, as reported by The Manila Times. (2024-10-07, shares: 2)
- __[Young Quants Depend on LLMs for Portfolio Growth](https://www.efinancialcareers.com/news/young-quants-think-ll-ms-are-going-to-build-their-portfolio-for-them)__: The article reflects on the era when Google was the dominant platform for online searches. (2024-10-08, shares: 2)
- __[Brent Crude Jumps Over 80](https://www.hedgeweek.com/brent-crude-soars-above-80-as-hedge-fund-reverse-short-bets/)__: Due to escalating Middle East tensions and an approaching Gulf of Mexico hurricane, oil prices have surged over $80 per barrel, prompting hedge funds to modify their positions. (2024-10-08, shares: 2)
- __[Starboard Buys 1bn Pfizer Stake](https://www.hedgeweek.com/activist-starboard-acquires-1bn-pfizer-stake/)__: Activist hedge fund Starboard Value has bought a $1bn stake in Pfizer and intends to push for strategic changes amid the company's declining post-pandemic revenues. (2024-10-08, shares: 1)
- __[MFA Names New Board Chair](https://www.hedgeweek.com/mfa-names-new-board-chair/)__: Jody Gunderson has been appointed as the new Board Chair of MFA, and new board members for the 2025 fiscal year have been announced, including executives from alternative asset management firms and service providers. (2024-10-04, shares: 1)

## Podcasts

### Quantitative

- __[Global FX Forecast](https://atanyrate.podbean.com/e/global-fx-it-was-hard-enough-in-the-first-place/)__: Global FX Strategists analyze the effect of robust US employment data on currency markets, including the dollar and funding currencies, and recent European FX developments. (2024-10-04, shares: 7)
- __[Euro Credit Report](https://audioboom.com/posts/8581707)__: Marc Rovers, LGIM's Head of Euro Credit, discusses recent fluctuations in the European debt market, potential impacts of the US election, and the high rate of bond issuance. (2024-10-03, shares: 7)
- __[AIs Influence on Hedge Funds](https://shows.acast.com/the-alternative-data-podcast/episodes/the-2nd-abraham-thomas-episode)__: Abraham Thomas of Quandl explores the influence of AI and LLMs on the alternative data and hedge fund sectors, predicting potential winners, losers, and future scenarios. (2024-10-05, shares: 6)
- __[US Rates Discussion](https://atanyrate.podbean.com/e/us-rates-the-fall-classic/)__: Rates strategists Jay Barry and Srini Ramaswamy discuss how recent labor market data influences the debate on Fed policy, its implications for the rates curve and volatility, and funding market developments. (2024-10-05, shares: 6)
- __[dte Options Review](http://advisorsoption.libsyn.com/the-advisors-option-139-the-confounding-factors-of-0dte-options)__: The podcast covers expected large moves for the election and unemployment report, the effect of earnings season volatility on the market, overall options volume trends, and listener queries about long straddles, leap options, and high skew stocks. (2024-10-03, shares: 6)

### Related

- __[Animal Intelligence](https://dataskeptic.com/blog/episodes/2024/animal-intelligence-final-exam)__: The last episode of the Data Skeptic podcast's Animal Intelligence season features a recap and a goodbye to cohost Becky, who shares her future plans and the podcast's influence on her learning. (2024-10-07, shares: 5)
- __[Japanese Politics and Economics](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15857701-weston-nakamura-on-japanese-political-shifts-yen-carry-trade-dynamics-and-china-s-strategic-economic-policies.mp3)__: Weston Nakamura examines Japan's surprising political changes, their effect on financial markets, and the influence of individual strategies, focusing on the yen carry trade and China's reaction to global monetary policies. (2024-10-04, shares: 4)
- __[AI Investing with Brad Gerstner](https://traffic.megaphone.fm/TIFM6605668031.mp3?updated=1728008264)__: Brad Gerstner, Altimeter Capital's founder, talks about his investment journey, AI's impact on technology, and his Invest America initiative, which aims to improve financial literacy and inclusion for U.S. children. (2024-10-04, shares: 3)
- __[Warren Pies on Inflation Modeling](https://markethuddle.com/podcast/you-cant-model-inflation-guest-warren-pies/)__: Warren Pies, founder of 3Fourteen Research, discusses the potential negative effects of a Fed rate cut on bonds and the advantages for commodities, offering strategies to benefit from these market changes. (2024-10-05, shares: 2)
- __[Accelerating Gold Recycling Trade](https://macrovoices.podbean.com/e/macrovoices-448-luke-gromen-why-the-gold-recycling-trade-is-accelerating/)__: MacroVoices hosts Erik Townsend and Patrick Ceresna invite Luke Gromen back to discuss the dollar, inflation, monetary policy, China, energy, and precious metals. (2024-10-03, shares: 2)

## Blogs

### Quantitative

- __[Deep Learning Predicts SCFI with Chinese Futures](https://blog.ml-quant.com/p/quant-letter-october-2024-week-1)__: A study has found that a deep learning model can effectively predict the Shanghai Containerized Freight Index using the prices of Chinese commodity futures. (2024-10-03, shares: 10)
- __[Machine Learning Anomalies in Return Volatility](https://blog.ml-quant.com/p/quant-letter-october-2024-week-1)__: Research indicates that return volatility and liquidity volatility are more significant irregularities in machine learning compared to momentum. (2024-10-03, shares: 10)
- __[NAAIM Exposure Index Strategy Backtest](https://www.quantifiedstrategies.com/naaim-strategy/)__: The NAAIM Exposure Index is increasingly being used as a method to monitor investor sentiment. (2024-10-04, shares: 3)

### Related

- __[Ergodic Oscillator](https://www.quantifiedstrategies.com/ergodic-oscillator/)__: The Ergodic Oscillator is a technical analysis tool that traders use to incorporate statistical methods into their strategies. (2024-10-04, shares: 2)
- __[Bullish Harami Analysis](https://www.quantifiedstrategies.com/bullish-harami-candlestick-pattern/)__: Traders use different methods such as indicators and price movement studies to analyze financial markets. (2024-10-03, shares: 1)
- __[Twiggs Money Flow](https://www.quantifiedstrategies.com/twiggs-money-flow/)__: Traders are always on the lookout for advanced tools to help them better understand and navigate the volatile financial markets. (2024-10-03, shares: 1)

## X / Twitter

### Quantitative

- __[Recent Research on Quant Investing](https://twitter.com/quantseeker/status/1843610563022045228)__: New research in quantitative investing explores predicting option returns, sentiment and equity predictability, mutual fund strategies, and the application of large language models in trading. (2024-10-08, shares: 4)
- __[Generative AI for Timeseries Prediction](https://twitter.com/carlcarrie/status/1842939846136070590)__: Generative AI solutions for time series prediction are available, with the smallest pre-trained model, Chronos T5 Tiny, trained on a vast amount of public and synthetic data. (2024-10-06, shares: 3)
- __[Momentum Study to Reversal](https://twitter.com/paradoxinvestor/status/1842117250771300854)__: A momentum investing study indicates a shift to reversal after high past 1-month volatility, showing strong results in the US, China, Brazil, and India, but cautions about high turnover. (2024-10-04, shares: 2)
- __[Trend Following in High Interest Rates](https://twitter.com/quantseeker/status/1843381373224288631)__: A white paper from Quantica suggests that trend following investments are more appealing during periods of high interest rates. (2024-10-07, shares: 1)

### Miscellaneous

- __[ARP Episode](https://twitter.com/quantseeker/status/1843258085974085837)__: The article delves into a significant episode on alternative risk premia by Choffstein. (2024-10-07, shares: 1)
- __[ARP Episode](https://twitter.com/quantseeker/status/1843248163270144147)__: The piece focuses on an interesting episode on alternative risk premia by Choffstein. (2024-10-07, shares: 1)
- __[Small Models Outperform](https://twitter.com/quantseeker/status/1841935434575970805)__: The article evaluates a new study proposing that smaller, domain-specific language models excel in trading, particularly for small-cap stocks. (2024-10-03, shares: 1)
- __[Hurricane Milton Viz](https://twitter.com/carlcarrie/status/1843983086796882054)__: The article presents an interactive data visualization from NYT that simplifies intricate weather model results for Hurricane Milton. (2024-10-09, shares: 0)
- __[Sadly Agree](https://twitter.com/carlcarrie/status/1842937081074475193)__: The article concurs with a melancholic sentiment, offering a link for additional context. (2024-10-06, shares: 0)

## Reddit

### Quantitative

- __[Trainee Trader](https://www.reddit.com/r/quant/comments/1fuufy9/my_firm_hired_a_day_trader_and_now_hes_my_trainee/)__:  (2024-10-02, shares: 652)

### Rising

- __[Infrastructure Challenges](https://www.reddit.com/r/quant/comments/1fvei58/what_are_the_pain_points_in_your_companies/)__:  (2024-10-03, shares: 21)