---
title: Quant Letter No. 70: October 2024, Week 3
url: https://www.ml-quant.com/issues/2024-10-17/
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: 2024-10-17
---


# Quant Letter No. 70: October 2024, Week 3

Sent 2024-10-17. 149 items.

## arXiv

### Historical Trending

- __[Mutual Longevity Risk Insurance](https://arxiv.org/abs/2410.07749)__: The article discusses how two collective pension funds can mutually insure each other against systematic longevity risk, with the success of this insurance depending on how similar their risk preferences are. (2024-10-10, shares: 2) · https://www.ml-quant.com/papers/arxiv/2410.07749/

## SSRN

### Quantitative

- __[CSFs in Risk Management in Nigerian Banks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989226)__: The study explores key success factors in risk management within the Nigerian banking system from 1960 to now, using interviews and questionnaires. (2024-10-16, shares: 6) · https://www.ml-quant.com/papers/ssrn/4989226/
- __[Machine Learning for Gas-Liquid Flow](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988520)__: The article assesses various machine learning frameworks for multiphase flow in oil and gas production to enhance prediction accuracy. (2024-10-15, shares: 6) · https://www.ml-quant.com/papers/ssrn/4988520/
- __[Transformers for Solar Flare Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983283)__: The paper examines the use of machine learning algorithms, specifically Transformers, to predict solar flares and lessen their impact on Earth. (2024-10-11, shares: 6) · https://www.ml-quant.com/papers/ssrn/4983283/
- __[ML Prediction of Plasma-Catalytic DRM](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986711)__: A new machine learning model is created to predict and improve the plasmacatalytic dry reformation of methane over NiAl2O3 catalysts in a specific reactor. (2024-10-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/4986711/
- __[Volatility Dynamics in Regime-Switching Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987141)__: The study contrasts the forecasting performances of OSBetatEGARCH and MSBetatEGARCH in the US stock market, proving OSBetatEGARCH's superiority. (2024-10-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4987141/
- __[Foreign Exchange Exposure and Hedging Strategies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986846)__: The article discusses how multinational companies like CocaCola and IBM manage currency exposure using a mix of financial derivatives and natural hedges. (2024-10-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4986846/
- __[The Statistical Limit of Arbitrage](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986807)__: The paper examines the effect of statistical learning on arbitrage pricing, revealing that estimation errors can limit arbitrageurs from fully capitalizing on pricing errors. (2024-10-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4986807/
- __[Delegated Portfolio Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984811)__: The research focuses on optimal portfolio delegation in a random default time scenario, creating a theoretical model to analyze the investment process and portfolio manager's decisions. (2024-10-11, shares: 5) · https://www.ml-quant.com/papers/ssrn/4984811/
- __[Seismic White Noise Reduction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984294)__: The study shows that deep learning algorithms can effectively eliminate noise from seismic data, especially when the algorithm is trained to learn the signal instead of the noise. (2024-10-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4984294/
- __[Quality Signals and Market Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984658)__: The article explores factors influencing post-Initial Coin Offerings (ICOs) market stability, suggesting that high-quality signals like venture capital backing can reduce market volatility and increase investor trust. (2024-10-12, shares: 7) · https://www.ml-quant.com/papers/ssrn/4984658/
- __[MA Outcomes Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987268)__: Machine learning can predict the success of mergers and acquisitions using accounting and macroeconomic data, but not immediate post-deal earnings. (2024-10-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4987268/
- __[Query Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984244)__: Data lakes are vital in modern data architecture for storing diverse data and supporting advanced analytics, with query optimization enhancing performance. (2022-09-16, shares: 3) · https://www.ml-quant.com/papers/ssrn/4984244/
- __[Credit Market Sentiment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988908)__: Credit spread expectation errors, seen as signs of market optimism, can predict economic downturns, showing the importance of credit market sentiment in economic cycles. (2024-06-26, shares: 3) · https://www.ml-quant.com/papers/ssrn/4988908/
- __[Big Data Analytics for Risk Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4982774)__: Big Data analytics enhances IT service delivery risk management by enabling real-time risk identification, assessment, and mitigation. (2024-08-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4982774/
- __[ML Integration in Financial Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984392)__: Combining machine learning with financial data lakes improves predictive analytics, aiding in accurate predictions, fraud detection, and operation optimization. (2023-07-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4984392/
- __[Impact of Credit Derivatives on Indian Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983417)__: The paper explores the impact of credit derivatives on risk management, banking stability, and financial growth in India's financial sector. (2023-06-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4983417/
- __[Tracking Cement Activity via Satellites](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986361)__: The study uses infrared satellite imagery and machine learning to monitor real-time economic activity in the global cement industry. (2024-06-27, shares: 2) · https://www.ml-quant.com/papers/ssrn/4986361/
- __[RealTime Decision Making using Advanced Analytics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983486)__: The article discusses the incorporation of advanced analytics into enterprise systems for improved real-time decision-making and the challenges in implementing these technologies. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4983486/
- __[Predicting Intraday Risk and Liquidity with News Analytics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987091)__: The research investigates the correlation between the intensity of news arrival, volatility, and volume at an intraday frequency using a global dataset and natural language processing. (2023-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4987091/
- __[Evolution of AI and ML with Big Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988863)__: The paper highlights the rapid advancement of AI and Machine Learning due to large datasets, leading to increased accuracy, efficiency, and versatility. (2021-12-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4988863/

### Financial

- __[Machine Learning in Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988124)__: The article explores the use of machine learning in finance, specifically in portfolio management, discussing its current drawbacks and potential future developments. (2024-10-15, shares: 8) · https://www.ml-quant.com/papers/ssrn/4988124/
- __[Optimal Hedge Fund Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987003)__: The research indicates that substantial investments in hedge funds can be justified by their diversification benefits, even without alpha, but these investments are greatly influenced by alpha assumptions. (2024-10-14, shares: 7) · https://www.ml-quant.com/papers/ssrn/4987003/
- __[Large Language Models for Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988022)__: The article assesses the performance of Large Language Models in time series forecasting, emphasizing their potential for precise predictions and the necessity for further model improvements. (2024-10-15, shares: 21) · https://www.ml-quant.com/papers/ssrn/4988022/
- __[Hidden Liquidity in Equity Exchanges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988855)__: The study investigates hidden liquidity in U.S. equity exchanges and introduces an AI-based algorithm that predicts the likely locations of price-improving nondisplayed orders. (2024-10-15, shares: 4) · https://www.ml-quant.com/papers/ssrn/4988855/
- __[Macroeconomic Predictability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988114)__: The research investigates if macroeconomic factors and policy interest rates can benefit a risk-averse investor diversifying her wealth in different hedge fund strategies. (2024-10-15, shares: 5) · https://www.ml-quant.com/papers/ssrn/4988114/
- __[AI Sentiment Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984337)__: The study shows that AI-rewritten SEC filings increase positive sentiment, positively affecting stock prices, emphasizing the need for careful AI use in financial disclosures. (2024-10-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4984337/
- __[Bitcoin Distributional Consequences](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4985877)__: The paper discusses the potential negative societal impact if Bitcoin's price continues to rise, as it does not enhance the economy's productive capacity. (2024-10-12, shares: 5) · https://www.ml-quant.com/papers/ssrn/4985877/
- __[Portfolio Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4985873)__: The research explores portfolio optimization in a generalized lifecycle model, where an individual manages a portfolio to maximize consumption, death benefit, and terminal wealth. (2024-10-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4985873/
- __[Bitcoin Price Discovery](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983566)__: The paper points out unregulated Bitcoin exchanges, especially Binance, as the main source of price discovery, underlining regulatory challenges as Bitcoin products gain popularity. (2024-10-11, shares: 3) · https://www.ml-quant.com/papers/ssrn/4983566/
- __[Futures Market Information in China](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989500)__: A Chinese study reveals that commodity futures data significantly enhances the precision of macroeconomic predictions, especially for the Producer Price Index (PPI). (2024-10-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4989500/
- __[Primary Market Conditions in India](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4984139)__: A study using technical analysis tools to categorize India's primary market conditions as 'hot' or 'cold' found a correlation with major external events like elections, global depression, terror attacks, and the pandemic. (2023-12-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4984139/
- __[CEO Social Capital and Report Readability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986278)__: Research indicates that companies with CEOs having high social capital often produce less readable 10K reports, especially if the CEOs are influential, their peers also issue less readable reports, and they operate in competitive sectors. (2021-12-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4986278/

## RePEc

### Finance

- __[Evolution of Chinese Futures Markets](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)__: Algorithmic trading in China has improved market liquidity and reduced costs for investors, with more sophisticated traders emerging. (2024-10-17, shares: 17) · https://www.ml-quant.com/papers/repec/bla-ecopol-v-36-y-2024-i-3-p-1416-1449/
- __[Dynamic Portfolio Selection under 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 system of factor models has been introduced, offering superior risk and return dynamics and outperforming benchmark policies in the U.S. market. (2024-10-17, shares: 15) · https://www.ml-quant.com/papers/repec/eee-dyncon-v-167-y-2024-i-c-s0165188924001155/
- __[Linear Factor Models in U.K. Stock Returns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01286-0%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11156-024-01286-0)__: A study of U.K. stock returns found that all multifactor models are inefficient, with the eight-factor model of Chib and Zeng performing best. (2024-10-17, shares: 12) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-3-d-10-1007-s11156-024-01286-0/
- __[FourFactor Model Based on Factor Momentum](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927538X24002634%3Bh%3Drepec%3Aeee%3Apacfin%3Av%3A87%3Ay%3A2024%3Ai%3Ac%3As0927538x24002634)__: A new four-factor model based on momentum effect in China outperforms traditional models, explaining stock, industry, and regional momentum. (2024-10-17, shares: 11) · https://www.ml-quant.com/papers/repec/eee-pacfin-v-87-y-2024-i-c-s0927538x24002634/
- __[Simulated Electronic Market with Speculative Behavior](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS154461232400775X%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A67%3Ay%3A2024%3Ai%3Apa%3As154461232400775x)__: A study of an electronic market model examines the impact of trading halts and performance-based leverage limits. (2024-10-17, shares: 11) · https://www.ml-quant.com/papers/repec/eee-finlet-v-67-y-2024-i-pa-s154461232400775x/

### Statistical

- __[Economic Growth Forecasting in Sverdlovsk Region](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournalaer.ru%2F%2Ffileadmin%2Fuser_upload%2Fsite_15934%2F2024%2F05_Balungu_Kumar.pdf%3Bh%3Drepec%3Aaiy%3Ajnjaer%3Av%3A23%3Ay%3A2024%3Ai%3A3%3Ap%3A674-695)__: Machine learning, particularly the random forest model, is more effective in predicting the Gross Regional Product growth of Russia's Sverdlovsk region than traditional models, according to a study. (2024-10-17, shares: 28) · https://www.ml-quant.com/papers/repec/aiy-jnjaer-v-23-y-2024-i-3-p-674-695/
- __[Online Investor Sentiment and Stock Market Risk](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F20%2F3192%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A20%3Ap%3A3192-%3Ad%3A1497063)__: Machine learning techniques like extreme gradient boosting and random forest are more accurate in predicting the aggregated stock market risk premium based on online investor sentiment than traditional linear models. (2024-10-17, shares: 22) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-20-p-3192-d-1497063/
- __[Predicting Cryptocurrency Volatility with SHARV-MGJR Model](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 more accurate in predicting cryptocurrency market volatility than GARCH-type models. (2024-10-17, shares: 22) · https://www.ml-quant.com/papers/repec/eee-finlet-v-67-y-2024-i-pa-s1544612324007876/
- __[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 of 125 nonfinancial firms in Pakistan found that including nonfinancial disclosures like narrative disclosure tone and corporate governance indicators in financial predictive models significantly improves the prediction of firm performance. (2024-10-17, shares: 18) · https://www.ml-quant.com/papers/repec/eme-jaeepp-jaee-07-2023-0205/
- __[AI and Big Data Tokens](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 AI and big data investors tend to follow the crowd during stable, low-volume market days, but act independently during volatile, high-volume days. (2024-10-17, shares: 17) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-72-y-2024-i-pa-s027553192400299x/
- __[ERM Impact on Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41599-024-03871-z%3Bh%3Drepec%3Apal%3Apalcom%3Av%3A11%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1057_s41599-024-03871-z)__: A study finds that Turkish banking firms adopting enterprise risk management see improved performance and value, and reduced risks, suggesting the use of a partial least squares regression model for predictions. (2024-10-17, shares: 12) · https://www.ml-quant.com/papers/repec/pal-palcom-v-11-y-2024-i-1-d-10-1057-s41599-024-03871-z/
- __[Stock Movement Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3071%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A43%3Ay%3A2024%3Ai%3A5%3Ap%3A1199-1211)__: A hybrid model combining wavelet transform and multi-input LSTM proves more accurate (72.19%) in predicting the trend of the SSE composite index than other models. (2024-10-17, shares: 11) · https://www.ml-quant.com/papers/repec/wly-jforec-v-43-y-2024-i-5-p-1199-1211/
- __[Operational Employability Model](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fbsrj-2024-0006%3Bh%3Drepec%3Abit%3Absrysr%3Av%3A15%3Ay%3A2024%3Ai%3A1%3Ap%3A110-130%3An%3A1006)__: Croatian graduates with cultural, human, and bridging social capital, and who engaged in high-impact practices during studies, are more likely to find suitable, well-paying jobs quickly post-graduation. (2024-10-17, shares: 11) · https://www.ml-quant.com/papers/repec/bit-bsrysr-v-15-y-2024-i-1-p-110-130-n-1006/

### Machine Learning

- __[Machine Learning for CPI Forecasting](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 models like gradient boosting and regularised regression can offer more precise inflation predictions than conventional methods, especially when forecasting individual components of consumer inflation. (2024-10-17, shares: 27) · https://www.ml-quant.com/papers/repec/bkr-journl-v-83-y-2024-i-3-p-23-44/
- __[Forecasting German Recessions with ML](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 models using Sequential Floating Forward Selection (SFFS) and a few indicators can accurately predict German business cycles, especially during quantitative easing periods. (2024-10-17, shares: 23) · https://www.ml-quant.com/papers/repec/zbw-dicedp-303050/
- __[Importance of Hyperparameters in ML](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS2049847023000614%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Apscirm%3Av%3A12%3Ay%3A2024%3Ai%3A4%3Ap%3A841-848_9)__: A study reveals that only 20.31% of machine learning papers in political science journals report their hyperparameters and tuning methods, indicating a need for more transparency and robustness in machine learning models. (2024-10-17, shares: 21) · https://www.ml-quant.com/papers/repec/cup-pscirm-v-12-y-2024-i-4-p-841-848-9/
- __[Collusion Detection in 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 created to identify collusion in public procurement auctions, finding a high likelihood of such activity in Turkey and Europe, leading to a 3-7% increase in procurement costs. (2024-10-17, shares: 18) · https://www.ml-quant.com/papers/repec/spr-jcsosc-v-7-y-2024-i-2-d-10-1007-s42001-024-00293-4/
- __[Fake News Detection Methods](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)__: A model has been developed to detect fake news articles using linguistic features and feature extraction techniques, with the most accurate model being generated through logistic regression and feature hashing vectorisation. (2024-10-17, shares: 16) · https://www.ml-quant.com/papers/repec/wsi-jikmxx-v-23-y-2024-i-05-n-s0219649224500758/
- __[Forecasting Oil Futures Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3077%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A43%3Ay%3A2024%3Ai%3A5%3Ap%3A1422-1446)__: Machine learning forecasts have improved the prediction quality for volatility of WTI futures prices, with portfolios built using these forecasts outperforming other models and leading to economic benefits. (2024-10-17, shares: 14) · https://www.ml-quant.com/papers/repec/wly-jforec-v-43-y-2024-i-5-p-1422-1446/

### 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. (2024-10-17, shares: 18) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-2-d-10-1007-s10614-023-10449-5/

### Historical Trending

- __[News Text Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad042%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A12%3Ap%3A4759-4787.)__: A study reveals that a pricing model based on news text from The Wall Street Journal is more effective in predicting investment opportunities than traditional models, using topic modeling and latent factor analysis. (2023-09-04, shares: 6) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-12-p-4759-4787/
- __[Regulatory Intensity](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad001%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A8%3Ap%3A3311-3347.)__: Research using administrative data and machine-learning models shows that increased regulatory intensity raises costs and discourages companies from investing and hiring, especially financially constrained firms. (2023-05-20, shares: 4) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-8-p-3311-3347/
- __[Partisanship in Financial Regulators](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad029%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A11%3Ap%3A4373-4416.)__: Machine learning analysis of language used in Congress and new SEC rules shows a significant increase in partisanship among SEC Commissioners from 2010-2019, while the Federal Reserve Board remains relatively nonpartisan. (2023-09-24, shares: 4) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-11-p-4373-4416/

## Machine learning

### Recently Published

- __[Scalable Synthetic Video Depth Estimation](https://arxiv.org/abs/2410.10815)__: The article presents Depth Any Video, a new model that uses synthetic data and video diffusion models to estimate video depth more accurately and consistently than previous models. (2024-10-14, shares: 74) · https://www.ml-quant.com/papers/arxiv/2410.10815/
- __[MoE LLM Embedding Model](https://arxiv.org/abs/2410.10814)__: The research shows that Mixture-of-Experts Large Language Models can be effective embedding models without finetuning, and suggests a combination of routing weights and hidden state for better performance. (2024-10-14, shares: 47) · https://www.ml-quant.com/papers/arxiv/2410.10814/
- __[CoTracker3: Simple Tracking](https://arxiv.org/pdf/2410.11831)__: Simple Tracking: The paper introduces CoTracker3, a new tracking model that uses semi-supervised training to generate pseudo-labels from real videos, improving point tracking performance with less data. (2024-10-15, shares: 14) · https://www.ml-quant.com/papers/arxiv/2410.11831/
- __[LongLRM: Efficient 3D Reconstruction](https://arxiv.org/pdf/2410.12781)__: Efficient 3D Reconstruction: The article discusses Long-LRM, a 3D Gaussian reconstruction model that can efficiently reconstruct large scenes from long sequences of input images, surpassing previous feed-forward models. (2024-10-16, shares: 13) · https://www.ml-quant.com/papers/arxiv/2410.12781/
- __[Optimizing Multi-Task Learning with Merging](https://arxiv.org/abs/2410.10801)__: The research investigates model merging in a multilingual context for Large Language Models, finding that objective-based and language-based merging methods enhance performance and safety. (2024-10-14, shares: 11) · https://www.ml-quant.com/papers/arxiv/2410.10801/
- __[Foundation Models for 3D Vision](https://arxiv.org/pdf/2410.10799)__: A new 3D visual understanding benchmark shows that while specialized models are accurate, they are not robust, and human vision is still the most reliable 3D visual system. (2024-10-14, shares: 9) · https://www.ml-quant.com/papers/arxiv/2410.10799/
- __[LEGS: 4D Language Embedded Gaussian Splatting](https://arxiv.org/abs/2410.10719)__: 4D Language Embedded Gaussian Splatting: A new method uses 4D representation to connect language with a dynamic model of the world, enabling users to locate events in a video from text prompts. (2024-10-14, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.10719/
- __[Variance Reduction in A/B Testing](https://arxiv.org/abs/2410.09027v1)__: A new method combining pre-experiment and in-experiment data increases the sensitivity of online controlled experiments, improving variance reduction and speeding up decision-making. (2024-10-11, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.09027/
- __[Geometry-Aware Generative Autoencoders](https://arxiv.org/abs/2410.12779)__: The Geometry-Aware Generative Autoencoder (GAGA) addresses challenges of high-dimensional datasets by combining manifold learning with generative modeling. (2024-10-16, shares: 8) · https://www.ml-quant.com/papers/arxiv/2410.12779/
- __[LongText Alignment for T2I Diffusion Models](https://arxiv.org/abs/2410.11817)__: LongAlign, a new method for processing long texts, improves alignment in text-to-image diffusion models, overcoming limitations of existing encoding methods. (2024-10-15, shares: 7) · https://www.ml-quant.com/papers/arxiv/2410.11817/

### Historical Trending

- __[DiT Scaling Laws](https://arxiv.org/abs/2410.08184)__: Experiments have confirmed the existence of scaling laws in Diffusion Transformers, aiding in determining optimal model size, data needs, and predicting text-to-image generation loss. (2024-10-10, shares: 155) · https://www.ml-quant.com/papers/arxiv/2410.08184/
- __[Cross-Lingual Reward Model Transfer](https://arxiv.org/abs/2404.12318)__: A study has found that language models aligned with human-annotated preference data are preferred by humans in over 70% of cases, even without language-specific data for supervised finetuning. (2024-04-18, shares: 119) · https://www.ml-quant.com/papers/arxiv/2404.12318/
- __[Stability-Aware MLFF Training](https://arxiv.org/abs/2402.13984)__: The Stability-Aware Boltzmann Estimator Training has been introduced to improve the stability, data efficiency, and agreement with reference observables in Machine Learning Force Fields used in molecular dynamics simulations. (2024-02-21, shares: 96) · https://www.ml-quant.com/papers/arxiv/2402.13984/
- __[Emergence in Multitask Sparse Parity Model](https://arxiv.org/abs/2404.17563)__: A new framework represents each new ability in deep learning models as a basis function, providing analytic expressions for the emergence of new skills and scaling laws of the loss with various factors. (2024-04-26, shares: 49) · https://www.ml-quant.com/papers/arxiv/2404.17563/
- __[Copyright Takedown for Language Models](https://arxiv.org/abs/2406.18664)__: The article discusses CoTaEval, a new framework for evaluating methods to prevent AI from generating copyrighted content, highlighting the need for further research as no method was found to be completely effective. (2024-06-26, shares: 42) · https://www.ml-quant.com/papers/arxiv/2406.18664/
- __[Sparse Repellency for Text-to-Image](https://arxiv.org/abs/2410.06025)__: The paper introduces SPELL, a method that enhances the diversity of text-to-image diffusion models while avoiding protected images, proving its superiority over other diversity methods. (2024-10-08, shares: 28) · https://www.ml-quant.com/papers/arxiv/2410.06025/
- __[Optimized ML Data Pipelines with cedar](http://arxiv.org/abs/2401.08895)__: The study introduces cedar, a new programming framework for machine learning input data pipelines that enhances performance by applying a mix of optimizations, outperforming other systems. (2024-01-17, shares: 23) · https://www.ml-quant.com/papers/arxiv/2401.08895/
- __[Scalable Machine Unlearning with S3T](https://arxiv.org/pdf/2406.16257v1)__: The article presents Sequence-aware Sharded Sliced Training (S3T), a new framework for machine unlearning that improves system deletion capabilities with minimal impact on model performance, proving more effective than other methods. (2024-06-24, shares: 16) · https://www.ml-quant.com/papers/arxiv/2406.16257/
- __[Quadruped Locomotion Simulation](https://arxiv.org/abs/2403.14864)__: The paper proposes a new differentiable simulation framework for learning quadruped locomotion, showing its efficiency and effectiveness compared to traditional reinforcement learning methods. (2024-03-21, shares: 15) · https://www.ml-quant.com/papers/arxiv/2403.14864/

## Papers with code

### Trending

- __[SWivid F5TTS](https://github.com/SWivid/F5-TTS)__: A new method for flow step sampling can be incorporated into current models without the need for retraining. (2024-10-15, shares: 2862)
- __[sihyunyu](https://github.com/sihyun-yu/REPA)__: Despite not reaching the quality of self-supervised learning methods, generative diffusion models have been found to produce substantial discriminative representations. (2024-10-15, shares: 332)
- __[rhymesai Aria](https://github.com/rhymes-ai/aria)__: Data is received through multiple different methods or modalities. (2024-10-11, shares: 297)
- __[MLEbench: AI Agent Evaluation](https://github.com/openai/mle-bench)__: AI Agent Evaluation: MLEbench is a new benchmark tool designed to evaluate the performance of AI agents in machine learning engineering. (2024-10-11, shares: 254)
- __[BaichuanOmni: GPT4o Capabilities](https://github.com/westlake-baichuan-mllm/bc-omni)__: GPT4o Capabilities: GPT4o's multimodal and interactive features are important for practical use, but it lacks a high-performing open-source counterpart. (2024-10-15, shares: 121)
- __[LoLCATs: Large Language Model Linearization](https://github.com/hazyresearch/lolcats)__: Large Language Model Linearization: LoLCATs enhances linearizing quality, reducing the disparity between linearized and original Llama 3.1 70B and 405B LLMs by 77.8% and 78.1% on 5shot MMLU. (2024-10-15, shares: 106)
- __[HART Visual Generation with Hybrid Transformer](https://github.com/mit-han-lab/hart)__: The hybrid tokenizer is introduced to tackle challenges, breaking down continuous latents from the autoencoder into discrete tokens for the overall view and continuous tokens for residual parts. (2024-10-15, shares: 87)

### Rising

- __[GAGAvatar: Gaussian Head Avatar](https://github.com/xg-chu/gagavatar)__: Gaussian Head Avatar: The article presents GAGAvatar, a novel technique for generating animated head avatars using just one image. (2024-10-13, shares: 77)
- __[Agent S: Agentic Framework for Computer Use](https://github.com/simular-ai/agent-s)__: Agentic Framework for Computer Use: The piece introduces Agent S, a new open-source platform that enables autonomous computer interaction and simplifies complicated tasks. (2024-10-13, shares: 76)
- __[Rectified Diffusion: Expanding Flow Models](https://github.com/g-u-n/rectified-diffusion)__: Expanding Flow Models: The research suggests Rectified Diffusion, a fresh method that broadens the use of rectification in diffusion models beyond merely flow-matching models. (2024-10-13, shares: 67)
- __[LightRAG: RetrievalAugmented Generation](https://github.com/hkuds/lightrag)__: RetrievalAugmented Generation: RAG systems enhance the accuracy of large language models by integrating external knowledge for context-specific responses. (2024-10-11, shares: 62)
- __[PDFWuKong: Long PDF Reading Model](https://github.com/yh-hust/pdf-wukong)__: Long PDF Reading Model: PDFWuKong is a large language model aimed at enhancing question-answering capabilities for extensive PDF documents. (2024-10-13, shares: 61)
- __[SceneCraft: LayoutGuided Scene Generation](https://github.com/orangesodahub/scenecraft)__: LayoutGuided Scene Generation: Conventional 3D modeling tools complicate and prolong the process of creating intricate, user-specific 3D scenes. (2024-10-15, shares: 50)
- __[Fast Gaussian Splatting Compression](https://github.com/yihangchen-ee/fcgs)__: The storage needs of 3D Gaussian Splatting, a tool for high-quality, real-time rendering, hinder its widespread use. (2024-10-13, shares: 40)

## GitHub

### Finance

- __[Feature Engineering Repo](https://github.com/alicezheng/feature-engineering-book)__: The article shares the code repository for the book Feature Engineering for Machine Learning by Alice Zheng and Amanda Casari. (2017-07-22, shares: 1434)
- __[Time Series Forecasting PyTorch](https://github.com/sktime/pytorch-forecasting)__: The article explains the process of forecasting time series data using the PyTorch software. (2020-07-03, shares: 3918)
- __[Systematic Trading Examples](https://github.com/robcarver17/systematictradingexamples)__: The article presents code examples related to the content found on www.systematictrading.org and qoppac.blogspot. (2015-09-30, shares: 363)
- __[Feature Engineering Package FeatureEngine](https://github.com/feature-engine/feature_engine)__: The article presents a new feature engineering package that operates similarly to sklearn. (2018-12-31, shares: 1888)

### Trending

- __[DPI Bypass](https://github.com/bol-van/zapret)__: The article explores a technique to circumvent Deep Packet Inspection (DPI) across different platforms. (2016-02-15, shares: 7186)
- __[Hidden Markov Models](https://github.com/hmmlearn/hmmlearn)__: The piece introduces the application of Hidden Markov Models in Python through an API similar to scikitlearn. (2014-03-23, shares: 3042)
- __[Workflow Automation](https://github.com/kestra-io/kestra)__: The article presents zap, a multi-language workflow automation platform with 500 plugins, as an alternative to existing platforms like Zapier and Airflow. (2019-08-24, shares: 9924)
- __[Prompt Engineering](https://github.com/NirDiamant/Prompt_Engineering)__: The article offers a series of tutorials and examples for mastering Prompt Engineering methods for effective interaction with large AI language models. (2024-10-10, shares: 894)
- __[Autonomous Coding](https://github.com/cline/cline)__: The piece presents an autonomous coding agent that can perform tasks within your IDE, always with user permission. (2024-07-06, shares: 7579)

## News

### Quantitative

- __[Cboe VIX Futures Options Launch](https://www.hedgeweek.com/cboe-to-launch-vix-futures-options-on-14-october/)__: Cboe Global Markets is launching its new Options on Cboe Volatility Index Futures trading on the Cboe Futures Exchange LLC from October 14. (2024-10-11, shares: 12)
- __[BitMEX Automated Trading Bots Introduction](https://www.hedgeweek.com/bitmex-launches-automated-trading-bots-for-crypto-trades/)__: Crypto derivatives exchange BitMEX is introducing Trading Bots, a tool for automated 24/7 crypto trading that doesn't require coding experience. (2024-10-16, shares: 8)
- __[Samson Qian: Citadel Securities Quant Winner](https://news.google.com/rss/articles/CBMixwFBVV95cUxNTzRRS0UtQTQ1V0VPc3ZVbGxXUmNIS0l5LV9BQnoyOXVNUkJpN3ZFUWJFWTluOGNib0hhaExpeFVxb1VfUFdDQUQ0UjE1MTRES3Q2NnhiWlczMnQycTctdUZTcmtvX0lEdGlPVUhPYktJbnpFWHFIMFEzRXpWVUtaN19FR083aG0xbTFSVkE0QjZsaGFhOWs5WUNGWl9QRDMyYkZtOEJsTW5uYVl6bjRaZXBkRWVEeVYtVU9OVUJYWmJ3RThrcWw4?oc=5)__: Citadel Securities Quant Winner: Samson Qian, winner of the Citadel Securities Quant To Watch 2024 Award, is being recognized for his work in Generative AI Driving Alpha Rebellion Research. (2024-10-16, shares: 8)
- __[Risk Parameters Limit Hedge Fund Trading](https://www.hedgeweek.com/tougher-risk-parameters-curb-hedge-fund-trading-activity-says-beacon-platform/)__: Hedge funds are cutting back on trading due to stricter risk controls, with credit trading being the most impacted, says a global survey by Beacon Platform Inc. (2024-10-17, shares: 7)
- __[LGT CP Introduces New Hedge Fund](https://www.hedgeweek.com/lgt-cp-launches-new-hedge-fund-offering-for-institutional-and-wealth-management-clients/)__: LGT Capital Partners is launching a new hedge fund vehicle for institutional and wealth management clients, offering access to individual hedge fund strategies in the firm’s primary evergreen LGT Endowment portfolio. (2024-10-11, shares: 7)
- __[North American Hedge Fund Slowdown](https://www.hedgeweek.com/preqin-predicts-slowdown-in-north-american-hedge-fund-asset-growth/)__: In 2023, North American hedge fund assets under management rose by 8.3% to $3.66tn, as per Preqin data. (2024-10-14, shares: 5)
- __[Nordea Strategist Joins Asgard AM](https://www.hedgeweek.com/former-nordea-strategist-teams-with-asgard-am-for-hedge-fund-launch/)__: Andreas Steno Larsen, ex-Nordea strategist, is starting a new hedge fund, AsgardSteno Global Macro Fund, with Asgard Asset Management. (2024-10-17, shares: 4)
- __[UBS Hedge Fund Sees Mergerarb Opportunity](https://www.hedgeweek.com/ubs-hedge-fund-sees-merger-arb-trade-opportunity-despite-regulatory-headwinds/)__: UBS O’Connor maintains a positive outlook for a potential rebound in merger-arbitrage performance despite a challenging year. (2024-10-15, shares: 3)
- __[Half of Hedge Funds Hold Crypto](https://www.hedgeweek.com/nearly-half-of-traditional-hedge-funds-now-have-crypto-exposure/)__: A survey by the Alternative Investment Management Association and PwC reveals that almost 50% of traditional hedge funds now invest in cryptocurrencies. (2024-10-11, shares: 3)
- __[Bronte Capital Adjusts Strategy Post Losses](https://www.hedgeweek.com/losses-prompt-bronte-capital-strategy-rethink/)__: Following Bronte Capital's worst monthly returns in over two years, prominent Australian hedge fund investor John Hempton is reevaluating his strategy. (2024-10-16, shares: 3)

### Miscellaneous

- __[Gatemore Hires Business Development Director](https://www.hedgeweek.com/activist-gatemore-appoints-director-of-business-development/)__: Casey Herren has been appointed as the new Director of Business Development at Gatemore Capital Management, focusing on partner relations and capital formation in UK and US public markets. (2024-10-14, shares: 2)
- __[Two Sigmas Leader Joins Cubist](https://news.google.com/rss/articles/CBMixgFBVV95cUxNX1d3WF9qQ3NmbThwRXBUOTBRZHNZRi1Rc1BldVNqY04xZlk2dFhpUC1rdTRGUmI4bXRCVjdqVnRTX29raUNyM1FHbndmQzdMSVQzNVp6dmgyVTBTV00zbnc3ZUZqQjB6bnZEWEFoQUw5VVpRRW8yU0hmMnI5R1lCZ3gtNXJTQ1U0S2FGd1Z4c2duVDloelJMaUNNemw3QkxsczJaLXpHd2dvMzVTb0dDdWIxaU9nYzJ6VGQycnFaZ2l3aEU2Q3c?oc=5)__: A top quant research expert from Two Sigmas is transitioning to Cubist Business Insider Africa. (2024-10-16, shares: 2)
- __[Hedge Fund Allocators Worry About Crowding](https://www.hedgeweek.com/crowding-is-major-hedge-fund-allocator-concern/)__: A Bank of America survey reveals that hedge fund allocators are worried about crowding risks, but are still concentrating their portfolios into large multimanager firms. (2024-10-16, shares: 2)
- __[Elliott to Acquire £30n of Klarnas UK Loans](https://www.hedgeweek.com/elliott-to-buy-30n-of-klarnas-uk-bnpl-loans/)__: Klarna is said to be selling most of its UK buy now, pay later loan portfolio to US hedge fund Elliott, potentially freeing up £30bn for new loans. (2024-10-17, shares: 2)
- __[Hedge Funds Attract Graduates, Big Tech Out](https://www.efinancialcareers.com/news/hedge-funds-are-cool-again-for-graduates-big-tech-is-out)__: Finance is becoming a more popular career choice for top students, surpassing big tech. (2024-10-16, shares: 2)
- __[Hedge Funds Bet on Currency Options](https://www.hedgeweek.com/hedge-funds-boost-currency-option-bets-amid-trump-tariff-risk/)__: Bloomberg reports that hedge funds are increasing bets against certain currencies, anticipating a Trump victory in the upcoming US election. (2024-10-17, shares: 2)
- __[Quantedge Drives CTA Rebound](https://www.hedgeweek.com/quantedge-leads-september-rebound-in-ctas-and-trend-followers/)__: Institutional Investor reports that commodity trading advisors and trend-following hedge funds, led by Quantedge Global Fund, made a significant comeback in September. (2024-10-11, shares: 2)
- __[Digital Assets Funds Gain Inflows](https://www.hedgeweek.com/digital-assets-funds-see-inflows-of-407m/)__: CoinShares' report indicates that last week, digital asset investment products saw inflows of $407m, influenced more by the upcoming US elections than monetary policy outlooks. (2024-10-16, shares: 2)
- __[Starboard Accuses Pfizer](https://www.hedgeweek.com/starboard-accuses-pfizer-of-pressuring-former-execs/)__: The conflict between Pfizer and activist hedge fund Starboard Value has escalated, with Starboard demanding an investigation into alleged pressure on former executives, according to Reuters. (2024-10-11, shares: 1)
- __[Jump Trading UK Staff Average 795k Paid](https://www.efinancialcareers.com/news/jump-trading-uk-pay)__: It is currently a favorable time to be employed at Jump Trading. (2024-10-14, shares: 1)

## Podcasts

### Quantitative

- __[Grain Investment Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15891297-sal-gilbertie-on-grain-investment-strategies-market-timing-and-geopolitical-influences-in-agricultural-commodities.mp3)__: The article explores the investment potential of agricultural commodities like wheat and corn, emphasizing their role in portfolio diversification and factors influencing their prices. (2024-10-11, shares: 16)
- __[Market Timing Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15917790-chris-vermeulen-on-market-timing-etf-strategies-and-navigating-economic-downturns.mp3)__: The piece shares expert advice on handling market fluctuations, emphasizing the significance of market direction, risk management, and strategic use of ETFs. (2024-10-13, shares: 12)
- __[Hidden Gems of ETF World](https://resolve-gestalt-university.captivate.fm/episode/resolve-riffs-with-eric-balchunas-october-2024-descript)__: The article examines the current state of the ETF industry, the emergence of active ETFs, and the influence of Bitcoin and crypto, featuring insights from expert Eric Balchunas. (2024-10-11, shares: 11)
- __[GeoMacro Lens on U.S.](https://sites.libsyn.com/244787/marko-papic-geomacro-lens-on-us-election-china-policy-markets)__: The piece includes a conversation with Marko Papic discussing the U.S. election, America's foreign policy, and the consumer-driven American economy. (2024-10-17, shares: 8)
- __[Sector Rotation](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15917794-david-nicoski-on-sector-rotation-bond-timing-and-india-s-rising-economic-influence.mp3)__: The article delves into strategies for successful sector rotation and bond market timing, focusing on sector diversification, market shifts, and potential changes in market leadership. (2024-10-13, shares: 8)

### Related

- __[US Rates](https://atanyrate.podbean.com/e/us-rates-reviewing-september-inflation-and-the-treasuries-sell-off/)__: Jay Barry and Phoebe White analyze the September CPI report, recent rate volatility, inflation markets, and Fed balance sheet policy in a podcast recorded on October 11, 2024. (2024-10-12, shares: 8)
- __[ML Model Acceleration](https://signals-threads.simplecast.com/episodes/the-uncertain-art-of-accelerating-ml-models-with-sylvain-gugger-moYuL4Ps)__: Sylvain Gugger, a former math teacher and machine learning expert, talks about learning rate schedules, PyTorch bugs, and the importance of reproducibility in training runs on a Jane Street podcast. (2024-10-14, shares: 8)
- __[Market Corruption & Valuations](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/15917798-marc-cohodes-on-market-corruption-tech-driven-valuations-and-the-cannabis-industry-s-growth-potential.mp3)__: Marc Cohodes, a seasoned investor, discusses market corruption, the role of social media in fraud exposure, and the transformation of the stock market post-COVID. (2024-10-15, shares: 7)
- __[Bubble Fever & Markets](https://traffic.megaphone.fm/TIFM3361606529.mp3?updated=1728593906)__: Owen Lamont, a Portfolio Manager, discusses market bubbles, passive investing, trading gamification, and the impact of cultural investment preferences on an Acadian Asset Management podcast. (2024-10-11, shares: 6)
- __[Pompliano Interview](https://rss.com/podcasts/confessionsmm/1706047)__: Anthony Pompliano, CEO of Professional Capital Management, shares his experiences in building and selling businesses, investing in 200 companies, and managing a large independent financial media platform. (2024-10-16, shares: 6)

## X / Twitter

### Quantitative

- __[Recent Quant Investing Research](https://twitter.com/quantseeker/status/1846151589704130844)__: Recent studies in quantitative investing explore predicting bond returns, mutual fund trading patterns, statistical arbitrage, and factor allocation with regime-switching. (2024-10-16, shares: 7)
- __[Inflation-Linked Products Review](https://twitter.com/quantseeker/status/1846554033642717594)__: Jarrow and Yildirim have reviewed literature on inflation-linked products, including bonds derivatives pricing models and empirical results. (2024-10-16, shares: 3)
- __[Mutual Funds and Morningstar Ratings](https://twitter.com/quantseeker/status/1846247272084066548)__: A recent study indicates that about 9% of mutual funds manipulate Morningstar ratings annually to increase inflows and fees, resulting in lower long-term returns. (2024-10-15, shares: 2)
- __[Uncover ETF Insights](https://twitter.com/InvestReSolve/status/1844830240285307055)__: Rod Gordillo and GestaltU discuss the changing ETF market and diversification factors on ReSolveRiffs with Bloomberg's Eric Balchunas. (2024-10-14, shares: 2)
- __[Trend-Following Beta Replication](https://twitter.com/choffstein/status/1846886538954654100)__: A new paper by sbraun27 and Juliusz Jabłecki examines the potential and challenges of trend-following beta replication. (2024-10-17, shares: 1)
- __[Free Quant Research Recap](https://twitter.com/quantseeker/status/1845846698314342666)__: A free subscription is available for a weekly recap of the latest research on quantitative investing. (2024-10-14, shares: 1)
- __[Fear Index Predicts Bond Returns](https://twitter.com/quantseeker/status/1845846694790885608)__: A recent study shows that a fear index based on the Thomson Reuters MarketPsych dataset accurately predicts Treasury bond returns. (2024-10-14, shares: 1)

### Miscellaneous

- __[Cryptocurrency Returns Trend Factor](https://twitter.com/quantseeker/status/1844691275171127669)__: The author provides a summary of the week's top research papers on quantitative investing, highlighting a study on cryptocurrency returns. (2024-10-11, shares: 1)
- __[Time Series SigKAN Networks](https://twitter.com/carlcarrie/status/1846710759985746160)__: The article explores the SigKAN Signature-Weighted Kolmogorov-Arnold Networks for Time Series, providing links to the Python GitHub and the research paper. (2024-10-17, shares: 0)
- __[TimeSeries Notebook KolmogorovArnold](https://twitter.com/carlcarrie/status/1846708812234756431)__: The article provides a link to an unoptimized Kolmogorov-Arnold Time-Series notebook. (2024-10-17, shares: 0)
- __[ManGroup Risk Parity Strategies](https://twitter.com/quantseeker/status/1846482880190431609)__: ManGroup has released a new article discussing risk parity strategies. (2024-10-16, shares: 0)
- __[Jerry Parker Interviews](https://twitter.com/practicalquant/status/1845901541326127411)__: The article provides seven important takeaways from interviews with Jerry Parker. (2024-10-14, shares: 0)
- __[Decreasing GPU Rental Costs](https://twitter.com/carlcarrie/status/1845454950899331262)__: The article explores the declining prices of GPU rentals and the factors causing it. (2024-10-13, shares: 0)
- __[Exporting Your Brain to AI](https://twitter.com/carlcarrie/status/1845447430164136150)__: The article narrates the author's journey and method of transferring his consciousness into an AI. (2024-10-13, shares: 0)
- __[Sense-Making Podcast](https://twitter.com/ptuomov/status/1844745950402674699)__: The article gives a positive review of a podcast, commending its logical and understandable content. (2024-10-11, shares: 0)

## Reddit

### Quantitative

- __[Strategy Backtest Results](https://www.reddit.com/r/algotrading/comments/1g2rzw7/backtest_results_for_larry_connors_double_7/)__:  (2024-10-13, shares: 142)

### Rising

- __[Covariance Decomposition](https://www.reddit.com/r/quant/comments/1g1emg1/decomposition_of_covariance_matrix/)__:  (2024-10-11, shares: 51)
- __[Error Correction](https://www.reddit.com/r/quant/comments/1g3bbtq/hey_guys_is_there_an_error_here_if_so_could/)__:  (2024-10-14, shares: 45)
- __[Analyst Analysis](https://www.reddit.com/r/quant/comments/1g36vqn/analystrss_analyze_the_analysts_then_analyze/)__:  (2024-10-14, shares: 43)
- __[Retail Trader Datasets](https://www.reddit.com/r/quant/comments/1g0gawn/are_there_any_quality_alternative_datasets_for/)__:  (2024-10-10, shares: 45)
- __[Price Action ML Pipeline](https://www.reddit.com/r/quant/comments/1g3jrr1/i_designed_a_ml_production_pipeline_based_on/)__:  (2024-10-14, shares: 37)