---
title: Quant Letter No. 75: November 2024, Week 3
url: https://www.ml-quant.com/issues/2024-11-20/
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: 2024-11-20
---


# Quant Letter No. 75: November 2024, Week 3

Sent 2024-11-20. 119 items.

## arXiv

### Finance

- __[Deep Hedging Bermudan Swaptions](http://arxiv.org/abs/2411.10079v1)__: The article introduces a new method for Bermudan swaption hedging using the deep hedging framework, improving profit and loss management. (2024-11-15, shares: 6) · https://www.ml-quant.com/papers/arxiv/2411.10079/
- __[Risk Sensitive Contract-unified RL Approach](http://arxiv.org/abs/2411.09659v1)__: The paper proposes a risk-sensitive reinforcement learning approach for dynamic hedging of options, reducing tail risk using historical market data. (2024-11-14, shares: 5) · https://www.ml-quant.com/papers/arxiv/2411.09659/
- __[Risk Sharing and Diversification Effects](http://arxiv.org/abs/2411.10139v1)__: The research explores the negative impact of risk sharing in insurance models with infinite mean, particularly in distributions more skewed than a Cauchy distribution. (2024-11-15, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.10139/
- __[Vulnerability Conditional Risk Measures](http://arxiv.org/abs/2411.09676v1)__: The article introduces Vulnerability Conditional risk measures, a new systemic risk measure to assess tail risk during financial distress among market participants. (2024-11-14, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.09676/
- __[Asymptotics of Heavy-tailed Risks with Copulas](http://arxiv.org/abs/2411.09657v1)__: The research examines the tail asymptotics of the sum of two heavy-tailed random variables, using copulas with the tail order property for modeling dependence structure. (2024-11-14, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.09657/

## RePEc

### Finance

- __[Clustering for Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS2452306221001416%3Bh%3Drepec%3Aeee%3Aecosta%3Av%3A32%3Ay%3A2024%3Ai%3Ac%3Ap%3A1-16)__: The article suggests a new investment strategy using clustering to reduce asset selection, potentially outperforming traditional equal weight portfolios. (2024-11-20, shares: 21) · https://www.ml-quant.com/papers/repec/eee-ecosta-v-32-y-2024-i-c-p-1-16/
- __[LowFrequency Trading Algorithm for S&P 500](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F11%2F501%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A11%3Ap%3A501-%3Ad%3A1516347)__: A new algorithmic trading model incorporating volume data and other variables has been developed, yielding superior returns with a high hit ratio and low maximum drawdown. (2024-11-20, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-11-p-501-d-1516347/
- __[Peak Price Tracking for Online Portfolio Selection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2023.2295975%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A75%3Ay%3A2024%3Ai%3A10%3Ap%3A2032-2051)__: The use of Online Gradient Update and Online Newton Update meta-algorithms can reduce risk in online portfolio selection and improve price prediction accuracy. (2024-11-20, shares: 19) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-75-y-2024-i-10-p-2032-2051/
- __[Sustainable Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-024-06189-w%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A341%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10479-024-06189-w)__: A new portfolio optimization approach incorporates environmental, social responsibility, and corporate governance factors into multi-index models, eliminating the need for large-scale covariance matrix estimation. (2024-11-20, shares: 18) · https://www.ml-quant.com/papers/repec/spr-annopr-v-341-y-2024-i-2-d-10-1007-s10479-024-06189-w/
- __[Mutual Fund Characteristics in Portugal](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FSEF-07-2023-0441%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Asefpps%3Asef-07-2023-0441)__: The article analyzes the performance of Portuguese mutual funds, finding that fund age and total expense ratios significantly impact domestic equity fund performance. (2024-11-20, shares: 13) · https://www.ml-quant.com/papers/repec/eme-sefpps-sef-07-2023-0441/

### Statistical

- __[Machine Learning for Investor Sentiment](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)__: The first article suggests the use of machine learning to forecast stock market risk premium using online investor sentiment, enhancing portfolio performance. (2024-11-20, shares: 22) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-20-p-3192-d-1497063/
- __[Stock Market Forecasting with DLWR-LSTM Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324008511%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A68%3Ay%3A2024%3Ai%3Ac%3As1544612324008511)__: The second article presents a DLWR-LSTM model for more accurate and consistent stock index forecasting, irrespective of time series fluctuations. (2024-11-20, shares: 15) · https://www.ml-quant.com/papers/repec/eee-finlet-v-68-y-2024-i-c-s1544612324008511/

### Machine Learning

- __[Financial Stress in Banks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10514-z%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s10614-023-10514-z)__: Machine learning was used to predict default risk in financial institutions, with bailout probability, market share, and market-to-book ratio being key variables. (2024-11-20, shares: 24) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-3-d-10-1007-s10614-023-10514-z/
- __[Volatility Forecasting Methods](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927539824000598%3Bh%3Drepec%3Aeee%3Aempfin%3Av%3A78%3Ay%3A2024%3Ai%3Ac%3As0927539824000598)__: A study found that simpler machine learning models without extra predictors are more effective in forecasting global stock market volatility. (2024-11-20, shares: 22) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000598/
- __[Data Prep for ML and AI](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.unwe.bg%2Fdoi%2Fiited%2F2024%2FIITED.2024.18.pdf%3Bh%3Drepec%3Anwe%3Aiitfed%3Ay%3A2024%3Ai%3A1%3Ap%3A146-153)__: The similarities between data preparation for machine learning and data warehouses can help automate the data preparation process. (2024-11-20, shares: 21) · https://www.ml-quant.com/papers/repec/nwe-iitfed-y-2024-i-1-p-146-153/
- __[Investor Risk Perception with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2024.2364831%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A17%3Ap%3A2032-2058)__: An unsupervised machine learning algorithm linked risk factors in corporate disclosures to investor pricing behavior, showing most risks decrease return volatility. (2024-11-20, shares: 19) · https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-17-p-2032-2058/
- __[Asset Pricing Uncertainty](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927539824000367%3Bh%3Drepec%3Aeee%3Aempfin%3Av%3A78%3Ay%3A2024%3Ai%3Ac%3As0927539824000367)__: A new economic uncertainty index created with machine learning effectively predicts stock market returns, especially during periods of high uncertainty and sentiment. (2024-11-20, shares: 18) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000367/
- __[Public Debt Analysis with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324011930%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A69%3Ay%3A2024%3Ai%3Apa%3As1544612324011930)__: The research uses machine learning to determine that public debt changes most significantly affect welfare through income, and least through investment ratio. (2024-11-20, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finlet-v-69-y-2024-i-pa-s1544612324011930/
- __[Stress Testing US Banks with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924004083%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A95%3Ay%3A2024%3Ai%3Apc%3As1057521924004083)__: The paper highlights the use of machine learning models, Random Forest and Adaptive Lasso, in improving risk analysis during banking stress tests. (2024-11-20, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004083/
- __[Naïve Bayes for Spam Detection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs40745-023-00479-z%3Bh%3Drepec%3Aspr%3Aaodasc%3Av%3A11%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s40745-023-00479-z)__: The study uses the Naive Bayes Classifier algorithm to categorize emails as spam or not, with error tolerance determined by two Laplace values. (2024-11-20, shares: 16) · https://www.ml-quant.com/papers/repec/spr-aodasc-v-11-y-2024-i-6-d-10-1007-s40745-023-00479-z/
- __[Support Vector for Gender Classification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11750-024-00671-1%3Bh%3Drepec%3Aspr%3Atopjnl%3Av%3A32%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11750-024-00671-1)__: The paper introduces a new stopping criterion for gender identification in biographical texts using support vector optimization algorithms, enabling real-time training. (2024-11-20, shares: 13) · https://www.ml-quant.com/papers/repec/spr-topjnl-v-32-y-2024-i-3-d-10-1007-s11750-024-00671-1/
- __[AI for Innovation Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS1363919624500208%3Bh%3Drepec%3Awsi%3Aijimxx%3Av%3A28%3Ay%3A2024%3Ai%3A05n06%3An%3As1363919624500208)__: The study explores the impact of AI, machine learning, and big data on innovation, using bibliometric analyses to map the thematic structure of AI research from 1991 to 2021. (2024-11-20, shares: 13) · https://www.ml-quant.com/papers/repec/wsi-ijimxx-v-28-y-2024-i-05n06-n-s1363919624500208/

### Deep Learning

- __[DeepVol: Volatility Forecasting with Dilated Causal Convolutions](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2387222%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A8%3Ap%3A1105-1127)__: Volatility Forecasting with Dilated Causal Convolutions: The article presents DeepVol, a model using Dilated Causal Convolutions, which effectively forecasts day-ahead volatility using high-frequency data from intraday financial time-series. (2024-11-20, shares: 27) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-8-p-1105-1127/
- __[Index Tracking with Shapley Explanations](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924004198%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A95%3Ay%3A2024%3Ai%3Apc%3As1057521924004198)__: The paper suggests using a one-dimensional Pointwise Convolutional Autoencoder for index tracking, selecting stocks based on Shapley Additive Explanations feature importance ranking, and compares its performance with other stock selection strategies in various financial markets. (2024-11-20, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004198/

### Historical Trending

- __[EU News on Facebook](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cogitatiopress.com%2Fpoliticsandgovernance%2Farticle%2Fview%2F4775%3Bh%3Drepec%3Acog%3Apoango%3Av10%3Ay%3A2022%3Ai%3A1%3Ap%3A121-132)__: The EU's public communication deficit is tied to a lack of engagement, with negativity in news leading to more shares but fewer comments, and emotional content leading to more comments but fewer shares. (2022-11-09, shares: 4) · https://www.ml-quant.com/papers/repec/cog-poango-v10-y-2022-i-1-p-121-132/
- __[Regulating Collusion](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1146%2Fannurev-economics-051520-021936%3Bh%3Drepec%3Aanr%3Areveco%3Av%3A15%3Ay%3A2023%3Ap%3A177-204)__: The regulation of collusion is explored in a comprehensive manner, highlighting the need for accurate modeling of the legal system to enhance regulation. (2023-03-18, shares: 1) · https://www.ml-quant.com/papers/repec/anr-reveco-v-15-y-2023-p-177-204/

## Machine learning

### Recently Published

- __[MagicQuill: Image Editing System](https://arxiv.org/abs/2411.09703)__: Image Editing System: MagicQuill is an image editing system that uses a large language model to predict editing intentions in real time, enabling quick and accurate image modifications. (2024-11-14, shares: 235) · https://www.ml-quant.com/papers/arxiv/2411.09703/
- __[NeuralDEM: Particulate Flow Simulation](https://arxiv.org/abs/2411.09678)__: Particulate Flow Simulation: NeuralDEM is a deep learning approach that replaces slow routines in the discrete element method (DEM), allowing for quicker and more efficient simulations of large fluid-mechanical and particulate systems. (2024-11-14, shares: 230) · https://www.ml-quant.com/papers/arxiv/2411.09678/
- __[LLaVA-o1: Vision Language Model](https://arxiv.org/abs/2411.10440)__: Vision Language Model: LLaVA-o1 is a new Vision-Language Model that performs autonomous multistage reasoning, enhancing precision in reasoning-intensive tasks and surpassing larger models in various multimodal reasoning benchmarks. (2024-11-15, shares: 133) · https://www.ml-quant.com/papers/arxiv/2411.10440/
- __[Squeezed Attention: LLM Inference](https://arxiv.org/abs/2411.09688)__: LLM Inference: Squeezed Attention is a proposed method to speed up Large Language Model applications by using K-means clustering to group similar keys in fixed context inputs, reducing computational costs and enhancing inference efficiency. (2024-11-14, shares: 25) · https://www.ml-quant.com/papers/arxiv/2411.09688/
- __[Adaptive Decoding: Preference Optimization](http://arxiv.org/abs/2411.09661)__: Preference Optimization: Adaptive Decoding is a technique that dynamically selects the sampling temperature during language model decoding, optimizing performance across various tasks that require different temperatures. (2024-11-14, shares: 19) · https://www.ml-quant.com/papers/arxiv/2411.09661/
- __[LLM Hallucination Reasoning](http://arxiv.org/abs/2411.09689v1)__: A new task called Hallucination Reasoning is introduced to better categorize text generated by Language Learning Models, enhancing the detection of unfaithful text generation. (2024-11-14, shares: 13) · https://www.ml-quant.com/papers/arxiv/2411.09689/
- __[Machine Learning Model Evolution](https://arxiv.org/abs/2411.09645)__: A large-scale study of Hugging Face models reveals patterns in commit and release activities, highlighting the continuous improvement in machine learning models. (2024-11-14, shares: 12) · https://www.ml-quant.com/papers/arxiv/2411.09645/
- __[Classification of ML Models for SE](https://arxiv.org/abs/2411.09683)__: A study classifies Pre-Trained Models and datasets on Hugging Face using a Software Engineering approach, indicating a need for more task coverage to better integrate machine learning in software engineering. (2024-11-14, shares: 11) · https://www.ml-quant.com/papers/arxiv/2411.09683/
- __[Image Matching Filtering](https://arxiv.org/abs/2411.09484)__: A new non-deep learning method for image matching is introduced, showing superior or equivalent performance to recent state-of-the-art deep learning methods. (2024-11-14, shares: 10) · https://www.ml-quant.com/papers/arxiv/2411.09484/
- __[Foundation Model for Cardiac MRI Reconstruction](https://arxiv.org/abs/2411.10403)__: A new foundation model for cardiac magnetic resonance imaging is proposed, which improves image quality across various protocols and outperforms traditional machine learning methods. (2024-11-15, shares: 10) · https://www.ml-quant.com/papers/arxiv/2411.10403/

### Historical Trending

- __[LightGaussian Compression](https://arxiv.org/abs/2311.17245)__: LightGaussian is a novel technique that compresses 3D Gaussians for more efficient storage and enhanced real-time neural rendering performance. (2023-11-28, shares: 515) · https://www.ml-quant.com/papers/arxiv/2311.17245/
- __[SOLO Scalable Vision-Language Model](https://arxiv.org/abs/2407.06438)__: SOLO is a unified transformer for vision-language modeling, addressing scalability issues in large models and providing an open-source training blueprint. (2024-07-08, shares: 184) · https://www.ml-quant.com/papers/arxiv/2407.06438/
- __[Diffusion Priors by EM](https://arxiv.org/abs/2405.13712)__: A new method using the expectation-maximization algorithm has been developed to train diffusion models from incomplete and noisy data, enhancing their effectiveness for subsequent tasks. (2024-05-22, shares: 94) · https://www.ml-quant.com/papers/arxiv/2405.13712/
- __[Verifiable Language Models](https://arxiv.org/abs/2404.03862)__: Quote-Tuning is a new approach that prompts large language models to directly quote from reliable sources, thereby improving their credibility and verifiability. (2024-04-05, shares: 60) · https://www.ml-quant.com/papers/arxiv/2404.03862/
- __[Vector Retrieval Optimization](https://arxiv.org/abs/2407.04573)__: The article presents a new method for vector retrieval in Large Language Models (LLMs) called VRSD, which ensures similarity and diversity constraints and performs better than the commonly used MMR method. (2024-07-05, shares: 41) · https://www.ml-quant.com/papers/arxiv/2407.04573/
- __[Dynamic Scene Reconstruction](http://arxiv.org/abs/2411.08879v1)__: The authors introduce a 4D Gaussian Splatting (4DGS) algorithm that enhances the synthesis of novel views from casually recorded monocular videos, improving image reconstruction quality. (2024-11-13, shares: 31) · https://www.ml-quant.com/papers/arxiv/2411.08879/
- __[SelfAlignment of Language Models](https://arxiv.org/abs/2411.08733)__: The paper presents a new tuning-free method called Dynamic Rewarding with Prompt Optimization (DRPO) for self-aligning Large Language Models (LLMs), improving alignment performance without extra training or human intervention. (2024-11-13, shares: 27) · https://www.ml-quant.com/papers/arxiv/2411.08733/
- __[Interpretable MLC in HVAC Systems](https://arxiv.org/abs/2402.09584?utm_source=dlvr.it&utm_medium=twitter)__: The study investigates the use of Interpretable Machine Learning (IML) in HVAC systems to enhance transparency and understanding, using Shapley values and Large Language Models (LLMs) to create a comprehensible narrative. (2024-02-14, shares: 21) · https://www.ml-quant.com/papers/arxiv/2402.09584/

## Papers with code

### Trending

- __[Composable Effects in NumPyro](https://github.com/pyro-ppl/numpyro)__: NumPyro is a compact library that provides an alternative NumPy backend for the Pyro probabilistic programming language, keeping the same modeling interface language primitives and effect handling abstractions. (2024-11-19, shares: 2298)
- __[JanusFlow: Autoregression and Rectified Flow](https://github.com/deepseek-ai/janus)__: Autoregression and Rectified Flow: The performance of the unified model is improved by separating the understanding and generation encoders and synchronizing their representations during unified training. (2024-11-17, shares: 1033)
- __[PyramidKV: Dynamic KV Cache Compression](https://github.com/zefan-cai/pyramidkv)__: Dynamic KV Cache Compression: PyramidKV achieves the same performance as models with a full KV cache but only retains 12% of the KV cache, thus significantly reducing memory usage, as shown by the LongBench benchmark. (2024-11-17, shares: 682)
- __[GUI Agent Claude 3.5](https://github.com/showlab/computer_use_ootb)__: The Claude 3.5 Computer Use model is the first AI model to provide a graphical user interface agent for public beta testing. (2024-11-19, shares: 365)
- __[TestTime Training](https://github.com/ekinakyurek/marc)__: TTT has greatly enhanced performance on ARC tasks, achieving six times the accuracy of base models. (2024-11-14, shares: 127)
- __[Lingma SWEGPT](https://github.com/LingmaTongyi/Lingma-SWE-GPT)__: Lingma SWEGPT 72B has successfully resolved over 30% of GitHub issues, marking a major advancement in automatic issue resolution. (2024-11-14, shares: 123)
- __[TCSinger](https://github.com/AaronZ345/TCSinger)__: TCSinger is the first zero-shot SVS model introduced for style transfer across different languages and singing styles, offering multilevel style control. (2024-11-14, shares: 113)

### Rising

- __[Microsoft LLM2CLIP: Visual Representation](https://github.com/microsoft/LLM2CLIP)__: Visual Representation: The paper presents LLM2CLIP, a new technique that combines the advantages of LLMs and CLIPs for improved performance. (2024-11-14, shares: 99)
- __[Hanweikung Face Anonymization](https://github.com/hanweikung/face_anon_simple)__: The article highlights the flaws in existing face anonymization methods, which depend on possibly unreliable face recognition models. (2024-11-17, shares: 87)
- __[Apple: Large Language Models](https://github.com/apple/ml-cross-entropy)__: Large Language Models: The article introduces a custom kernel that performs specific operations in flash memory, greatly decreasing global memory usage for crossentropy computation. (2024-11-17, shares: 85)
- __[TransformerRanker: Model Selection](https://github.com/flairnlp/transformer-ranker)__: Model Selection: Pretrained language models are usually chosen from a model hub and then fine-tuned for specific natural language processing tasks. (2024-11-14, shares: 79)
- __[Scaling Mesh Generation](https://github.com/whaohan/bpt)__: A new mesh representation called Blocked and Patchified Tokenization (BPT) has been introduced to aid in the creation of meshes with more than 8k faces. (2024-11-14, shares: 72)
- __[SplatFormer: 3D Gaussian Splatting](https://github.com/ChenYutongTHU/SplatFormer)__: 3D Gaussian Splatting: For the first time, point transformers have been successfully applied directly to 3DGS sets, overcoming the constraints of previous multiscene training methods. (2024-11-14, shares: 55)
- __[Wavelet Latent Diffusion Model](https://github.com/autodeskailab/wala)__: The ineffectiveness of current representations, due to their lack of compactness, hinders the efficiency of generative model development. (2024-11-14, shares: 33)

## GitHub

### Finance

- __[Time Series Analysis in Python](https://github.com/tslearn-team/tslearn)__: The article presents a Python toolkit for performing time series analysis through machine learning. (2017-05-04, shares: 2911)
- __[Shapley Interactions in ML](https://github.com/mmschlk/shapiq)__: The piece investigates the application of Shapley Interactions to improve machine learning operations. (2023-10-17, shares: 213)
- __[Macrosynergy Quant Research](https://github.com/macrosynergy/macrosynergy)__: The article reviews Macrosynergy's research in quantitative analysis. (2021-04-27, shares: 102)
- __[Workflow Orchestration with Prefect](https://github.com/PrefectHQ/prefect)__: The article presents Prefect, a Python framework for building reliable data pipelines. (2018-06-29, shares: 17436)
- __[Unofficial Yahoo Finance API](https://github.com/dpguthrie/yahooquery)__: The piece details a Python wrapper for interacting with an unofficial Yahoo Finance API. (2019-12-13, shares: 787)

### Trending

- __[DearPyGui](https://github.com/hoffstadt/DearPyGui)__: Dear PyGui is a fast and reliable GUI toolkit for Python with few dependencies. (2020-05-28, shares: 13270)
- __[AIHawkFOSS](https://github.com/AIHawk-FOSS/Auto_Jobs_Applier_AI_Agent)__: AIHawk's AutoJobsApplierAIAgent is an AI tool that automates the process of applying for multiple jobs at once. (2024-08-04, shares: 22246)
- __[DIYgod](https://github.com/DIYgod/RSSHub)__: Everything is RSSible explores the wide range of uses and applications for RSS. (2018-04-02, shares: 33613)
- __[mjhea0](https://github.com/mjhea0/awesome-fastapi)__: The article offers a detailed list of valuable resources related to FastAPI. (2020-05-03, shares: 8658)
- __[PygmalionAI](https://github.com/PygmalionAI/aphrodite-engine)__: Largescale LLM inference engine examines a large-scale inference engine for language models. (2023-06-23, shares: 1122)

## News

### Quantitative

- __[SPX Capital hires PM](https://www.hedgeweek.com/spx-capital-adds-alliancebernstein-pm-to-us-equity-team/)__: Robert Kim, ex-CIO of AllianceBernstein’s AB Arya Partners, has been appointed as a portfolio manager at Brazilian hedge fund, SPX Capital. (2024-11-15, shares: 8)
- __[SSC reports gains](https://www.hedgeweek.com/ssc-reports-hedge-fund-gains-in-october-and-positive-investor-inflows-in-november/)__: Hedge funds saw a 0.25% return in October and the SS&C GlobeOp Capital Movement Index recorded 1.02% net inflows in November, showing ongoing investor confidence. (2024-11-14, shares: 5)
- __[Syz Capital appoints specialist](https://www.hedgeweek.com/syz-capital-appoints-hedge-fund-specialist-as-head-of-bd-ir/)__: Ursula Nitschke has been named the new Head of Business Development and Investor Relations at Syz Capital, overseeing capital raising and communications. (2024-11-19, shares: 5)
- __[Polymer Capital hires trader](https://www.hedgeweek.com/polymer-capital-hires-ex-bluecrest-trader/)__: Chiga Murayama, a former senior portfolio manager at BlueCrest Capital Management, has been hired by Polymer Capital Management after significant losses in yen rates trading in August. (2024-11-19, shares: 4)
- __[Arcesium unveils solution](https://www.hedgeweek.com/arcesium-unveils-new-regulatory-reporting-solution/)__: Arcesium has introduced a new automated Regulatory Reporting solution to aid in managing regulatory compliance in the global investment industry. (2024-11-18, shares: 3)
- __[Quincy Data's Time Sync Service](https://www.hedgeweek.com/quincy-data-launches-sub-nanosecond-time-synchronisation-service/)__: Quincy Data has launched a time synchronisation service for US financial exchanges, providing subnanosecond accuracy. (2024-11-14, shares: 3)
- __[Hedge Funds Benefit Bond Market](https://www.hedgeweek.com/hedge-funds-bring-more-bond-market-benefits-than-risks-says-italys-debt-chief/)__: Hedge funds are having a growing impact on Europe's bond markets, particularly in Italy, where they are said to enhance liquidity and market efficiency. (2024-11-15, shares: 3)
- __[Customisation Drives Quant Surge](https://news.google.com/rss/articles/CBMiygFBVV95cUxOYkN5cHh6Wjk2N0J5b0dfZ2lNaXU3bDN5Y0YzUm9VZExZYk5oaWVCM1kxOGo2T0wtajhIbUdwdU1FWXozODFnT2VENmdfQURCZGR3ZE9HSW92bUtDVkhmYzQ1MGtLaW1GUi12VlJDT1EyRlY5WHhQZ1k2QUl0aFYwYW5wNktEbF9mR3F0RVBvS2JoVnNmd0FSQU10LTViVGdxZmZjV29Vd1B0eGlhc0tfY1JnRTRHRlUwNTl5TmtkVmRuaHBSRXVfWmlB?oc=5)__: The surge in quant investing is due to the demand for customisation for the year 2025 and beyond, says Investment Magazine. (2024-11-19, shares: 3)
- __[Verition's Support Head from Hedge Fund](https://www.efinancialcareers.com/news/mark-almond-verition)__: Hedge funds are increasingly hiring staff from other hedge funds. (2024-11-18, shares: 3)
- __[Activist Jana Cuts Frontier Stake](https://www.hedgeweek.com/activist-jana-cuts-frontier-stake-exits-quidelortho-and-blackline/)__: Jana Partners, an activist hedge fund, has significantly restructured its portfolio, reducing its Frontier Communications stake by 59% and fully exiting its positions in QuidelOrtho and BlackLine Systems. (2024-11-18, shares: 2)

### Miscellaneous

- __[Two Sigma Hires Bridgewater HR Head](https://www.hedgeweek.com/two-sigma-taps-bridgewater-hr-head-for-new-cpo-role/)__: Sarah Moore Fass, former Chief Human Resources Officer at Bridgewater Associates, has been appointed as the new Chief People Officer at Two Sigma Investments. (2024-11-14, shares: 2)
- __[Bridgewater Partners with State Street](https://www.hedgeweek.com/bridgewater-teams-with-state-street-to-provide-etf-access-to-strategy/)__: Bridgewater Associates is partnering with State Street Global Advisors to offer its investment strategies to retail investors, a significant shift in its market strategy. (2024-11-20, shares: 2)
- __[Arini's European Bond Hedge Fund Rises](https://www.hedgeweek.com/arinis-european-focused-bond-hedge-fund-up-23-4-on-bets-against-european-satellites-and-evs/)__: The Arini Credit Master Fund has seen a 23.4% increase through October, profiting from bets against European manufacturers impacted by US-China tensions. (2024-11-18, shares: 2)
- __[Liquidnet Introduces Liquidity Algorithm](https://www.hedgeweek.com/liquidnet-launches-new-liquidity-seeking-algorithm/)__: Liquidnet has launched SmartDark, a new algorithm for its equities platform, designed to enhance institutional traders' trade execution. (2024-11-14, shares: 2)
- __[Quebec's CDPQ Bets on Quant Strategies](https://news.google.com/rss/articles/CBMirwFBVV95cUxNQ3UzM2VtVV9UQUlwTlRDazdGTTNibkZuTDUwbTNKRjBoNEZwdjhXTXZhNGlaSVJiVWFuSFdrSnAtOHJjWmFwR1YwZE40RFMxQi1EOGhVUWZTZzZrd3U1YVJaVGhGWWJDZ2tuTGdyUjRiaExDZEF4ZVozUUV4cnZ3MXpiWFppYVhGRXZjcndMUU1KTHd0MzFpR2M2N3FZRWEwMmM0R1MzQ2NZNm9ESE5r?oc=5)__: Quebec's CDPQ is investing in quant strategies and is looking to expand further, as reported by BNN Bloomberg. (2024-11-18, shares: 2)
- __[Tiger Funds Q3 Bets](https://www.hedgeweek.com/tiger-related-funds-make-bold-bets-in-q3/)__: Tiger Management-associated hedge funds, including Discovery Capital Management, disclosed significant new investments in Q3. (2024-11-19, shares: 2)
- __[Citadel Boss: Hedge Fund Boom Over](https://www.hedgeweek.com/multi-strat-hedge-fund-boom-is-over-says-citadel-boss/)__: Hedge Fund Boom Over: Citadel's Ken Griffin stated that the rapid growth of multistrategy hedge funds has ceased. (2024-11-20, shares: 2)
- __[Hedge Funds Reduce Turkish Lira](https://www.hedgeweek.com/hedge-funds-cut-turkish-lira-bets-as-weak-state-support-spurs-outflows/)__: The Turkish lira weakened as state banks scaled back currency defense, prompting hedge funds and traders to unwind carry trades. (2024-11-19, shares: 2)
- __[EU Emerging Manager Awards Winners](https://www.hedgeweek.com/hedgeweek-eu-emerging-manager-awards-2024-winners-announced/)__: The Hedgeweek European Emerging Manager Awards, honoring top emerging hedge fund managers and service providers, were announced in London. (2024-11-14, shares: 1)
- __[DE Shaw's Bayer Short Bet](https://www.hedgeweek.com/de-shaw-makes-108m-bayer-short-bet/)__: DE Shaw hedge fund has taken a €102m short position against Bayer, as per a German regulatory filing. (2024-11-14, shares: 1)

## Podcasts

### Quantitative

- __[Leveraged ETF Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16109933-matt-markiewicz-on-leveraged-etf-strategies-market-volatility-cautions-and-long-term-investment-horizons.mp3)__: Matt Markiewicz explains the complexities of leveraged and inverse ETFs, highlighting their short-term amplified returns and unsuitability for long-term investments. (2024-11-16, shares: 12)
- __[Innovative Leveraged ETFs](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16075276-russell-tencer-on-leveraged-etf-innovations-tesla-and-nvidia-trading-strategies-and-emerging-market-applications.mp3)__: Russell Tencer discusses the potential of calendar reset leveraged ETFs to provide sustained leverage over longer periods, revolutionizing investment strategies. (2024-11-14, shares: 11)
- __[AI in Parenting & Finance](https://resolve-gestalt-university.captivate.fm/episode/how-a-i-is-revolutionizing-learning-trading-with-kris-abdelmessih)__: Kris Abdelmessih and Adam Butler discuss the importance of education, parenting, and understanding the options market in a podcast episode. (2024-11-15, shares: 11)
- __[EM Asset Class Evolution](https://atanyrate.podbean.com/e/em-as-an-asset-class-2024/)__: A webinar reviews a J.P. Morgan report on the evolution and diversification of the EM as an Asset Class series, focusing on post-pandemic stabilization of sovereign debt levels and credit ratings. (2024-11-19, shares: 9)
- __[Fama Factors & Women in Finance](https://sites.libsyn.com/244787/marlena-lee-phd-fama-factors-women-in-finance)__: Marlena Lee discusses her academic journey, the factors driving US market performance, and the history of Dimensional Fund Advisors in a podcast episode. (2024-11-14, shares: 8)

### Related

- __Investing in Sports__: Apollo Co-Founder Josh Harris and Goldman Sachs' Nicole Pullen Ross highlight the growing investment opportunities in the sports industry due to relaxed private equity ownership rules and increased media rights deals. (2024-11-15, shares: 8)
- __[Aswath Damodaran on Sugar Daddies](https://traffic.megaphone.fm/TIFM4045840553.mp3?updated=1731633982)__: NYU Professor Aswath Damodaran discusses the intricacies of investing, company lifecycles, AI's role in finance, and critiques ESG investing in a podcast. (2024-11-15, shares: 8)
- __[Ep with Alberto Gallo](https://macrohive.libsyn.com/ep-242-alberto-gallo-on-trump-impact-geopolitics-and-favourite-markets)__: Alberto Gallo of Andromeda Capital Management discusses the impact of Trump's policies on markets, the Fed's future actions, and US growth and credit expansion in a podcast. (2024-11-15, shares: 5)
- __[Global FX: Trade risks](https://atanyrate.podbean.com/e/global-fx-are-trade-risks-already-priced-into-currencies/)__: Trade risks: Meera Chandan and Arindam Sandilya discuss the expected behavior of FX markets following the US elections and anticipate more changes in a podcast. (2024-11-15, shares: 5)
- __[US Rates Strategy: Core CPI](https://atanyrate.podbean.com/e/us-rates-strategy-core-cpi-inflation-holds-above-3-but-where-is-the-love-for-tips/)__: Core CPI: US Rates Strategist Phoebe White discusses the October CPI report, the future of US rates and inflation markets, and the limited potential for further yield increases in a podcast. (2024-11-16, shares: 3)

## X / Twitter

### Quantitative

- __[Algorithmic Trading Python](https://twitter.com/quantseeker/status/1859000089056080092)__: The article explores the application of the Python programming language in algorithmic trading. (2024-11-19, shares: 5)
- __[Cryptocurrency Pairs Trading](https://twitter.com/quantseeker/status/1859226411711558018)__: This piece delves into the strategy of pairs trading within the cryptocurrency market. (2024-11-20, shares: 1)
- __[Latest Research Recap](https://twitter.com/quantseeker/status/1858851269923737781)__: The article summarizes recent studies on topics such as asset allocation, cryptocurrency, and stock return predictability. (2024-11-19, shares: 1)
- __[BlackLitterman Model Risk Factors](https://twitter.com/quantseeker/status/1858800317283881045)__: The article reviews a recent study that uses the Black-Litterman model to analyze risk factors. (2024-11-19, shares: 1)
- __[Overnight Return Momentum Study](https://twitter.com/LarsKestner/status/1858507136919052393)__: The article investigates the correlation between previous overnight returns and the ratio of opening to closing volume on single name overnight returns. (2024-11-18, shares: 1)

### Miscellaneous

- __[LLM Agents with Memory and Reasoning](https://twitter.com/carlcarrie/status/1857228784899924098)__: The article discusses how causal methods are used to match tabular data with natural language by a causal agent. (2024-11-15, shares: 1)
- __[Online Prediction and Segmentation Methods](https://twitter.com/sirbayes/status/1858457677048807667)__: The review paper explores techniques for online prediction and segmentation amidst nonstationarity, addressing both slow and abrupt changes. (2024-11-20, shares: 0)
- __[LLM Effects on Physicians' Diagnostic Reasoning Study](https://twitter.com/carlcarrie/status/1858563295059288453)__: The study reveals that an LLM outperformed physician groups in diagnostic reasoning in a double-blind experiment. (2024-11-18, shares: 0)
- __[The Mutability of HTML Notebooks](https://twitter.com/carlcarrie/status/1858480999656509894)__: The article explores the adaptability and impact of Reactive HTML Notebooks. (2024-11-18, shares: 0)
- __[AgentOPS Model Validation Paper](https://twitter.com/carlcarrie/status/1858235468946526433)__: The article reviews the AgentOPS paper, emphasizing on model validation, observability, artifact tool tracking, and VectorDBs interfacing. (2024-11-17, shares: 0)
- __[Open Source Analysis Tool](https://twitter.com/carlcarrie/status/1857897746021196131)__: The article investigates the use of open source tools for interactive and visual data analysis. (2024-11-16, shares: 0)

## Reddit

### Quantitative

- __[Discussion Rule Update](https://www.reddit.com/r/algotrading/comments/1gqkqzy/mod_update_daily_discussion_rules/)__:  (2024-11-13, shares: 48)
- __[Portfolio Optimization](https://www.reddit.com/r/quant/comments/1gqf181/intraday_portfolio_optimization/)__:  (2024-11-13, shares: 73)
- __[MetaTrader5 Tutorial Series](https://www.reddit.com/r/algotrading/comments/1gs4xsu/last_week_i_asked_you_guys_if_i_should_make_a/)__:  (2024-11-15, shares: 152)
- __[Alternative to ADF in Pairs Trading](https://www.reddit.com/r/quant/comments/1gryjyg/in_pairs_trading_augmented_dickey_fuller_doesnt/)__:  (2024-11-15, shares: 59)
- __[Stock Dividends in Return Swaps](https://www.reddit.com/r/quant/comments/1gs31dv/how_are_stock_dividends_treated_in_total_return/)__:  (2024-11-15, shares: 30)

### Rising

- __[Zetamac](https://www.reddit.com/r/quant/comments/1gqckgl/zetamax_modern_zetamac/)__:  (2024-11-13, shares: 89)
- __[Puzzles in Quant Interviews](https://www.reddit.com/r/algotrading/comments/1grt820/what_is_the_source_of_the_new_puzzles_asked_by/)__:  (2024-11-15, shares: 35)
- __[Quant Secrecy vs Tech Sharing](https://www.reddit.com/r/quant/comments/1gt5hlq/figuring_out_quant_secrecy_culture_and_tech/)__:  (2024-11-17, shares: 183)
- __[DIY Backtesting vs Public Software](https://www.reddit.com/r/algotrading/comments/1grnixv/make_my_own_backtesting_software_vs_using_public/)__:  (2024-11-15, shares: 28)
- __[Conflict](https://www.reddit.com/r/quant/comments/1gsz996/sde_behind_odds/)__:  (2024-11-16, shares: 52)