---
title: Quant Letter No. 76: November 2024, Week 4
url: https://www.ml-quant.com/issues/2024-11-27/
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: 2024-11-27
---


# Quant Letter No. 76: November 2024, Week 4

Sent 2024-11-27. 150 items.

## arXiv

### Finance

- __[Quanto Call Options Pricing](http://arxiv.org/abs/2411.16617v1)__: The study explores quanto options involving multiple assets in different currencies, concluding that a mix of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER is most effective for Monte Carlo simulation pricing. (2024-11-25, shares: 4) · https://www.ml-quant.com/papers/arxiv/2411.16617/
- __[Markov-Functional Models](http://arxiv.org/abs/2411.15053v1)__: The paper presents a Markov-functional method to build local volatility models calibrated to a set of marginal distributions, expanding on the volatility interpolation of Bass, Conze, and Henry-Labordère. (2024-11-22, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.15053/
- __[Activists Mutual Funds Alignment](http://arxiv.org/abs/2411.16553v1)__: The research indicates that hedge funds tailor their activist campaigns to match the preferences of large-stake institutional holders in the target company, resulting in increased shareholder attention, votes, and success. (2024-11-25, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.16553/
- __[Square-Root Price Impact Law](http://arxiv.org/abs/2411.13965v1)__: Research using Tokyo Stock Exchange data supports the econophysics theory that average price impact follows a power law in relation to transaction volume. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.13965/
- __[Sell-side Analyst Information Value](http://arxiv.org/abs/2411.13813v1)__: A study of sell-side analysts' reports shows that the text information accounts for over 10% of current stock returns, with income statement analyses being the most influential. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.13813/
- __[Stablecoin Issuance Credit Risks](http://arxiv.org/abs/2411.13762v1)__: The article investigates the credit risks of decentralized stablecoin issuance, such as overcollateralized lending and business credit, and suggests possible risk reduction strategies. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.13762/

### Economics

- __[Naive Algorithmic Collusion](http://arxiv.org/abs/2411.16574v1)__: Research shows that machine learning algorithms can unknowingly learn collusive behavior in competitive scenarios, posing a challenge for regulators to prevent algorithmic collusion. (2024-11-25, shares: 4) · https://www.ml-quant.com/papers/arxiv/2411.16574/
- __[Insights from Electricity System Models](http://arxiv.org/abs/2411.13783v1)__: A study comparing four open-source electricity system models found that they yield similar results when harmonized, emphasizing the need for clear policy guidelines and a standardized approach in clean energy planning. (2024-11-21, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.13783/

### Crypto & Blockchain

- __[Quantile Deep Learning for Time Series Prediction](http://arxiv.org/abs/2411.15674v1)__: The article introduces a new deep learning framework for predicting multi-step time series, which improves the performance of deep learning models. It has been effectively tested on Bitcoin and Ethereum, demonstrating its ability to manage volatility and provide useful information for decision-making. (2024-11-24, shares: 5) · https://www.ml-quant.com/papers/arxiv/2411.15674/

## SSRN

### Quantitative

- __[Mutual Fund Impact on Stock Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5028307)__: Research indicates that large-scale mutual fund redemptions can decrease stock liquidity, especially in the Chinese equity market. (2024-11-21, shares: 6) · https://www.ml-quant.com/papers/ssrn/5028307/
- __[Deep Learning in Quantitative Economics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030252)__: Deep learning can effectively tackle the issue of dimensionality in quantitative economics, particularly in dynamic equilibrium models. (2024-11-22, shares: 5) · https://www.ml-quant.com/papers/ssrn/5030252/
- __[Bitcoin ETF Market Implications](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029116)__: The approval of spot Bitcoin ETFs and their options in 2024 could impact market liquidity and price volatility, but also introduces regulatory risks. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/5029116/
- __[Regulating Financial Innovation: Securitization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029706)__: Securitization: The author suggests a regulatory framework for financial innovation, including FinTech, cryptoassets, and DeFi, applicable to past and future securitization transactions, including NFTs. (2024-11-22, shares: 19) · https://www.ml-quant.com/papers/ssrn/5029706/
- __[Dual Interpretation of ML Predictions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029492)__: The paper proposes that machine learning predictions can be interpreted as a linear combination of in-sample values of the predicted variable. (2024-11-21, shares: 4) · https://www.ml-quant.com/papers/ssrn/5029492/
- __[Chinese Bond Default Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030065)__: A machine learning model has been developed that can predict credit bond defaults in the Chinese market with over 90% accuracy, surpassing traditional methods. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/5030065/
- __[Portfolio Management with Fuzzy Measures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5031669)__: A new portfolio selection process based on fuzzy integral and measure theories has been introduced, providing a fresh take on traditional portfolio theory. (2024-11-23, shares: 3) · https://www.ml-quant.com/papers/ssrn/5031669/
- __[HighPerformance Machine Learning in Fintech](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030509)__: A high-performance computing engine designed for machine learning in FinTech has been presented, showing enhanced runtime performance and strategy evaluations. (2024-11-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/5030509/
- __[Financial Derivatives Usage and Stock Price Risk in China](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5031452)__: The use of financial derivatives has been found to lower stock price crash risk in the Chinese market by controlling self-interested managerial behaviors and improving information disclosure. (2024-11-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/5031452/
- __[Broadband Internet Impact on Digital Labor in Spain](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030230)__: The introduction of broadband internet in Spain has led to an increase in digital labor and territorial cohesion, along with a slight population growth in the regions affected. (2024-11-22, shares: 15) · https://www.ml-quant.com/papers/ssrn/5030230/
- __[Geoffrey Hinton's Neural Network Contributions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4980068)__: The article highlights Geoffrey Hinton's key contributions to neural networks, including backpropagation, deep learning, and Capsule Networks, and their role in current AI applications. (2024-10-08, shares: 224) · https://www.ml-quant.com/papers/ssrn/4980068/
- __[Machine Learning in Business Research](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4981802)__: The study reveals a lack of transparency in predictive machine learning studies in top business and economic journals, leading to fewer citations due to not benchmarking against traditional statistical models. (2024-10-09, shares: 15) · https://www.ml-quant.com/papers/ssrn/4981802/
- __[Forecasting Volatility: An S&P 500 Case Study](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013407)__: An S&P 500 Case Study: The paper suggests that simple forecasts can effectively stabilize volatility in the SP 500 and Treasury bills, similar to complex models. (2024-11-06, shares: 6) · https://www.ml-quant.com/papers/ssrn/5013407/
- __[SHODH SAGAR ® Research Reports](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4982774)__: The article discusses the potential of Big Data analytics in improving risk management in IT service delivery through real-time risk identification, assessment, and mitigation. (2024-08-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4982774/
- __[DataDriven Inventory Management with Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976702)__: The study presents a semi-parametric data-driven decision-making framework for inventory and financial hedging of new products, using proxy return factors to infer derivatives returns and demand-return relationships. (2024-10-04, shares: 4) · https://www.ml-quant.com/papers/ssrn/4976702/
- __[Statistical Arbitrage with Mixed Frequency Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975855)__: The article explores the use of high-frequency data to identify similar assets for statistical arbitrage strategies, assessing the effectiveness of various clustering algorithms and trading rules on different asset classes. (2024-09-30, shares: 7) · https://www.ml-quant.com/papers/ssrn/4975855/
- __[Risk Management Practices in Nigerian Banks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989226)__: The study examines the key success factors for effective risk management in the Nigerian banking system from 1960 to now, using a combination of 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, aiming to improve model effectiveness by predicting uncertainty. (2024-10-15, shares: 6) · https://www.ml-quant.com/papers/ssrn/4988520/
- __[Testing $\Alpha$-Attractor Quintessential Inflation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989939)__: The research investigates alpha-attractor quintessential inflation in relation to inflationary observables and dark energy equation parameters, considering constraints from cosmic measurements and observations. (2024-10-16, shares: 5) · https://www.ml-quant.com/papers/ssrn/4989939/
- __[Predicting M&A Outcomes with Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987268)__: The study investigates the use of machine learning algorithms to predict the success of mergers and acquisitions, finding that nonlinear models predict post-deal returns well, but not post-acquisition earnings. (2024-10-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4987268/

### Financial

- __[CDO Exposure Regulation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029178)__: The Recourse Rule, which reduced capital requirements for top-rated ABS CDO tranches, contributed to the financial distress of large commercial banks during the 2007-2009 crisis. (2024-11-21, shares: 62) · https://www.ml-quant.com/papers/ssrn/5029178/
- __[Stock Returns Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5031755)__: The performance of machine learning models in predicting stock returns is greatly influenced by their design choices, with nonstandard errors in portfolio returns surpassing standard errors by 59%. (2024-11-23, shares: 12) · https://www.ml-quant.com/papers/ssrn/5031755/
- __[Digital Assets Financial Stability Risks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029118)__: The financial stability risks posed by the rapid growth of digital assets are minimal due to the small size of the digital ecosystem and its limited links with the traditional financial system. (2024-11-21, shares: 10) · https://www.ml-quant.com/papers/ssrn/5029118/
- __[Hybrid Model Calibration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030161)__: Calibrating cross-asset hybrid models for valuing and simulating exposure of complex financial instruments is challenging but necessary for accurate simulations of financial risk factors. (2024-11-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/5030161/
- __[NonFerrous Metal Price Econometrics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029924)__: The empirical models and distributional properties of prices in nonferrous metals spot and futures markets significantly affect the selection of contract, data frequency, variables, model type, estimation methods, and diagnostic tests. (2024-11-22, shares: 4) · https://www.ml-quant.com/papers/ssrn/5029924/
- __[Corporate Environmental Violations Impact Financing Costs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030796)__: A study reveals that US companies that violate environmental regulations face higher financing costs as investors penalize them by not buying their debt or equity. (2024-11-22, shares: 4) · https://www.ml-quant.com/papers/ssrn/5030796/
- __[Learning Securities Lending Dynamics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029772)__: A new model suggests that short sellers provide negative information to securities lenders, impacting institutional investors' decisions on lending, trading, and governance. (2024-11-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/5029772/
- __[Global SPACs Boom and Bust](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030269)__: An analysis of the rise and fall of special purpose acquisition companies (SPACs) as an alternative to public listing reveals trends, characteristics, concerns, and returns up to 2023. (2024-11-22, shares: 6) · https://www.ml-quant.com/papers/ssrn/5030269/
- __[Systemic Risk Measures from 1927-2023](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030262)__: Measures of systemic risk based on the comovements of US financial firms' stock returns under stress can predict market outcomes, bank failures, and balance-sheet results from 1927 to 2023. (2024-11-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/5030262/
- __[Model-Based Reinforcement Learning in Diffusion Environments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030271)__: A new framework for continuous-time model-based reinforcement learning, which reduces the discrepancy between the model-based value function and empirical rewards, could improve upon traditional statistical methods. (2024-11-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/5030271/
- __[Trend-Following Challenges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4990063)__: The article discusses the challenges of trendfollowing investment strategies, suggesting that replicating a broad index of such funds can help mitigate these issues, despite potential tracking errors. (2024-10-15, shares: 205) · https://www.ml-quant.com/papers/ssrn/4990063/
- __[Machine Learning in Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988124)__: The paper reviews the use of machine learning in portfolio management, discussing its limitations and potential future developments in areas like systematic trading strategies and portfolio optimization. (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 argues that significant investments in hedge funds can be justified due to their diversification benefits, with equity and event-driven hedge fund strategies offering the most advantages. (2024-10-14, shares: 7) · https://www.ml-quant.com/papers/ssrn/4987003/
- __[Strategic Trading in Securities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4991701)__: The study reveals that US banks are reluctant to sell underwater bonds at a discount, especially those that do not recognize unrealized losses in regulatory capital and those with low stock market valuations. (2024-10-18, shares: 6) · https://www.ml-quant.com/papers/ssrn/4991701/
- __[Large Language Models for Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988022)__: The article evaluates the performance of Large Language Models in forecasting stock market data, finding that while some models excel in stable environments, others are better suited for complex data scenarios. (2024-10-15, shares: 21) · https://www.ml-quant.com/papers/ssrn/4988022/
- __[Fund Flows: Prospectus vs. Ratings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989575)__: Prospectus vs. Ratings: Retail and institutional fund flows are primarily driven by sustainability statements in fund prospectuses, not external sustainability ratings, as per an analysis of over 23,000 equity mutual funds and ETFs. (2024-06-04, shares: 22) · https://www.ml-quant.com/papers/ssrn/4989575/
- __[Index Investing: Sentiment Spillover](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4978330)__: Sentiment Spillover: A study on index investing shows that sentiment spillover among index stocks results in higher prices, increased trading volume, and stronger negative price autocorrelation compared to non-index stocks. (2024-10-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/4978330/
- __[Private Game Equity Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5008488)__: Private video game companies that receive private equity investment perform better in terms of growth and returns than public markets and other private equity deals, based on an analysis of 540 private video game investment deals. (2024-11-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5008488/
- __[Hidden Liquidity on U.S. Exchanges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988855)__: Despite the aim for transparent trading, hidden orders account for up to 75% of the dollar volume traded for high-priced stocks, and an AI model can predict where these orders will likely appear. (2024-10-15, shares: 4) · https://www.ml-quant.com/papers/ssrn/4988855/
- __[Memory and Beliefs in Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013622)__: Sell-side stock analysts often over-recall distant historical events and under-recall them during crises, with past earnings and forecasts being overweighted and past positive events being selectively forgotten. (2024-11-04, shares: 7) · https://www.ml-quant.com/papers/ssrn/5013622/

## RePEc

### Finance

- __[Portfolio Optimization Clustering](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)__: A new investment strategy uses clustering to reduce asset selection and ranks them by Sharpe ratio, potentially outperforming traditional portfolios. (2024-11-27, shares: 21) · https://www.ml-quant.com/papers/repec/eee-ecosta-v-32-y-2024-i-c-p-1-16/
- __[SP 500 Low-Frequency Trading](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 superior algorithmic trading model has been developed, incorporating volume data and price indicators, outperforming benchmarks and previous models. (2024-11-27, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-11-p-501-d-1516347/
- __[Real Estate Stock Inflation Resilience](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F12%2F530%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A12%3Ap%3A530-%3Ad%3A1527108)__: The Fama-French seven-factor model effectively estimates returns on Indonesian property and real estate stocks, which can hedge inflation and interest rates. (2024-11-27, shares: 14) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-12-p-530-d-1527108/
- __[Portugal Mutual Fund Characteristics](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)__: A study on Portuguese mutual funds shows fund age negatively affects performance, expense ratios inversely affect domestic equity fund performance, and fund flows are key performance determinants. (2024-11-27, shares: 13) · https://www.ml-quant.com/papers/repec/eme-sefpps-sef-07-2023-0441/

### Statistical

- __[Stock Market Index 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 article talks about the application of the DLWR-LSTM model to enhance the precision of stock index predictions in the Shanghai Stock Exchange, keeping an accuracy rate of about 1% irrespective of time series changes. (2024-11-27, shares: 15) · https://www.ml-quant.com/papers/repec/eee-finlet-v-68-y-2024-i-c-s1544612324008511/

### Machine Learning

- __[Algorithmic Trading Strategies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10532-x%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A5%3Ad%3A10.1007_s10614-023-10532-x)__: Trading algorithms, both symmetric and asymmetric, are tested on stablecoin markets using machine learning to determine profit margins, with the asymmetric algorithm performing better in unbalanced markets. (2024-11-27, shares: 31) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-5-d-10-1007-s10614-023-10532-x/
- __[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 is used to analyze the probability of default in financial institutions, finding that markets with more competition are better at managing systemic risks. (2024-11-27, shares: 24) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-3-d-10-1007-s10614-023-10514-z/
- __[Forecasting Volatility Models](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)__: The effectiveness of machine learning models in predicting global stock market volatility is assessed, with simpler models proving more effective for creating volatility-timing portfolios. (2024-11-27, shares: 22) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000598/
- __[Data Preparation for ML in Data Warehouses](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 article explores the similarities between data preparation for machine learning and data warehouses, suggesting the possibility of an automated system to expand data warehouse architecture. (2024-11-27, 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 is used to analyze corporate disclosures, revealing a connection between machine-identified risk factors and investor pricing behavior, with most risk factors reducing return volatility. (2024-11-27, shares: 19) · https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-17-p-2032-2058/
- __[China Business Cycle Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-024-10549-w%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A5%3Ad%3A10.1007_s10614-024-10549-w)__: The study uses machine learning to predict China's business cycle using various indicators, with Logistic Regression being the most successful. (2024-11-27, shares: 18) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-5-d-10-1007-s10614-024-10549-w/
- __[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 using machine learning, effectively predicts stock market returns, especially during periods of high uncertainty and sentiment. (2024-11-27, shares: 18) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000367/
- __[Machine Learning in US Bank Stress Testing](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 use of machine learning models, specifically Random Forest and Adaptive Lasso, improves risk analysis during stress tests by accurately predicting key banking variables. (2024-11-27, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004083/
- __[Public Debt Welfare Impact](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)__: Machine learning is used to study the impact of public debt issuance on macroeconomic equilibrium and wealth distribution, with the income channel having the most significant effect on welfare changes. (2024-11-27, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finlet-v-69-y-2024-i-pa-s1544612324011930/
- __[Naïve Bayes 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 Naive Bayes Classifier machine learning algorithm is used to categorize emails as spam or not, with the decision maker choosing error tolerance based on two different Laplace values. (2024-11-27, shares: 16) · https://www.ml-quant.com/papers/repec/spr-aodasc-v-11-y-2024-i-6-d-10-1007-s40745-023-00479-z/

### Deep Learning

- __[DeepVol: High-Frequency Forecasting](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)__: High-Frequency Forecasting: The study introduces DeepVol, a model using Dilated Causal Convolutions, which effectively uses high-frequency data to predict next-day market volatility. (2024-11-27, 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 Pointwise Convolutional Autoencoder and Shapley Additive Explanations for index tracking, outperforming other stock selection strategies in various financial markets. (2024-11-27, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004198/

### Historical Trending

- __[Data and Creativity in Marketing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F306250%2F1%2FMRSG_2023_6_14-20.pdf%3Bh%3Drepec%3Azbw%3Ahsgmrs%3A306250)__: The article discusses the profound influence of artificial intelligence on marketing, highlighting the importance of combining data and creativity for the future of the industry. (2023-02-10, shares: 2) · https://www.ml-quant.com/papers/repec/zbw-hsgmrs-306250/

## Machine learning

### Recently Published

- __[Vision Encoder Pre-training](https://arxiv.org/abs/2411.14402)__: The article presents AIMV2, a method for training large-scale vision encoders using both images and text, which excels in multimodal image understanding and vision benchmarks. (2024-11-21, shares: 182) · https://www.ml-quant.com/papers/arxiv/2411.14402/
- __[OminiControl Transformer](https://arxiv.org/abs/2411.15098)__: OminiControl, a new framework that incorporates image conditions into pre-trained Diffusion Transformer models, is introduced, surpassing existing models in conditional generation tasks. (2024-11-22, shares: 158) · https://www.ml-quant.com/papers/arxiv/2411.15098/
- __[Marco-o1 Reasoning Models](https://arxiv.org/abs/2411.14405)__: The research investigates the OpenAI o1 model's ability, enhanced by Chain-of-Thought fine-tuning and innovative reasoning strategies, to adapt to wider domains lacking clear standards. (2024-11-21, shares: 97) · https://www.ml-quant.com/papers/arxiv/2411.14405/
- __[Humanoid Locomotion with PIM](https://arxiv.org/abs/2411.14386)__: The article introduces the Perceptive Internal Model (PIM), a method that uses elevation maps for stable humanoid robot movement across different terrains and sensor setups. (2024-11-21, shares: 86) · https://www.ml-quant.com/papers/arxiv/2411.14386/
- __[Insight-V Visual Reasoning](https://arxiv.org/abs/2411.14432)__: The paper introduces Insight-V, a system that improves the reasoning abilities of large language models by generating extensive reasoning paths and integrating a multi-agent system for better visual reasoning performance. (2024-11-21, shares: 62) · https://www.ml-quant.com/papers/arxiv/2411.14432/
- __[Efficient Structured Generation for LLM](https://arxiv.org/abs/2411.15100)__: The article introduces XGrammar, a structure generation engine that significantly speeds up context-free grammar execution in large language models. (2024-11-22, shares: 34) · https://www.ml-quant.com/papers/arxiv/2411.15100/
- __[Challenges in Hardware Export Controls](https://arxiv.org/abs/2411.14425)__: The study reveals how Chinese companies like Tencent are bypassing U.S. export controls to use semiconductors in advanced AI models. (2024-11-21, shares: 33) · https://www.ml-quant.com/papers/arxiv/2411.14425/
- __[Automated 3D Material Generation](https://arxiv.org/abs/2411.15138)__: Material Anything is a new framework that creates physically-based materials for 3D objects, adaptable to various lighting conditions. (2024-11-22, shares: 31) · https://www.ml-quant.com/papers/arxiv/2411.15138/
- __[Training-Free Image Editing](https://arxiv.org/abs/2411.14430)__: The research introduces a method to identify crucial layers in Diffusion Transformer models, improving image editing and inversion methods. (2024-11-21, shares: 21) · https://www.ml-quant.com/papers/arxiv/2411.14430/
- __[Molecule Generation](https://arxiv.org/abs/2411.16644)__: The study presents FlowMol-CTMC, a model that outperforms others in 3D small molecule generation with fewer learnable parameters. (2024-11-25, shares: 19) · https://www.ml-quant.com/papers/arxiv/2411.16644/

### Historical Trending

- __[Efficient Video Generation](https://arxiv.org/abs/2411.13552)__: The article discusses Reducio-DiT, a technique that encodes videos into a compressed format, enabling the creation of high-resolution videos with limited GPU resources. (2024-11-20, shares: 83) · https://www.ml-quant.com/papers/arxiv/2411.13552/
- __[Learned Similarities for Retrieval](https://arxiv.org/abs/2407.15462)__: The paper introduces Mixture-of-Logits (MoL), a method that enhances the performance of recommendation systems and language models by approximating similarity functions, reducing latency by up to 66 times. (2024-07-22, shares: 81) · https://www.ml-quant.com/papers/arxiv/2407.15462/
- __[Model Alignment with Prospect Theory](https://arxiv.org/abs/2402.01306)__: The study presents KTO, a new method that uses a Kahneman-Tversky model to align language models with human feedback, performing better than preference-based methods by learning from a binary signal of output desirability. (2024-02-02, shares: 71) · https://www.ml-quant.com/papers/arxiv/2402.01306/
- __[Memory and Reasoning in LLMs](https://arxiv.org/abs/2411.13504)__: The article presents a new approach for Large Language Models that divides the process into memory recall and reasoning, enhancing model performance and interpretability. (2024-11-20, shares: 63) · https://www.ml-quant.com/papers/arxiv/2411.13504/
- __[Basic Syntax Unsupervised Concatenation](https://arxiv.org/abs/2305.01626)__: The paper discusses spontaneous concatenation in convolutional neural networks trained on acoustic recordings, offering a potential neural method for modeling syntax from raw acoustic inputs. (2023-05-02, shares: 53) · https://www.ml-quant.com/papers/arxiv/2305.01626/
- __[MaGS 3D Object Reconstruction](https://arxiv.org/abs/2406.01593)__: The research presents the Mesh-adsorbed Gaussian Splatting method for 3D reconstruction, combining 3D Gaussians and meshes for improved performance. (2024-06-03, shares: 42) · https://www.ml-quant.com/papers/arxiv/2406.01593/
- __[Coarse Correspondences in MLLMs](https://arxiv.org/pdf/2408.00754.pdf)__: The study introduces Coarse Correspondences, a method that improves Multimodal Language Models' spatial-temporal reasoning using 2D images, enhancing performance without task-specific fine-tuning. (2024-08-01, shares: 41) · https://www.ml-quant.com/papers/arxiv/2408.00754/

## Papers with code

### Trending

- __[Unpacking DPO and PPO](https://github.com/allenai/open-instruct)__: The article discusses how the use of high-quality preference data can significantly enhance instruction adherence and honesty by up to eightfold. (2024-11-24, shares: 1435)
- __[SageAttention2](https://github.com/thu-ml/SageAttention)__: The piece proposes a method to refine Q and V, which can improve the precision of attention with INT4 QK and FP8 PV. (2024-11-22, shares: 523)
- __[EchoMimicV2](https://github.com/antgroup/echomimic_v2)__: The article highlights recent developments in human animation, which use audio pose or movement maps conditions to produce superior quality animations. (2024-11-24, shares: 446)
- __[Improved Timestamp Accuracy](https://github.com/nyrahealth/crisperwhisper)__: The Whisper speech recognition model has improved its word-level timestamp precision by making adjustments to the tokenizer. (2024-11-24, shares: 371)
- __[Synthesizing Scientific Literature](https://github.com/akariasai/openscholar)__: The synthesis of an expanding body of literature is vital for the advancement of science. (2024-11-24, shares: 235)
- __[AnchorAttention: BFloat16](https://github.com/haonan3/anchorcontext)__: BFloat16: The AnchorAttention method has been created to address numerical problems caused by BFloat16, improve long-context capabilities, and speed up training. (2024-11-22, shares: 135)

### Rising

- __[AGIArena MARS: Large Model Training](https://github.com/AGI-Arena/MARS)__: Large Model Training: Despite progress in variance reduction algorithms for stochastic optimization, their application in training deep neural networks and large language models has not been widely successful. (2024-11-24, shares: 121)
- __[nethermanpro TransVIP: Speech Translation](https://github.com/nethermanpro/transvip)__: Speech Translation: There is increasing research interest in end-to-end speech-to-speech translation, a process that directly translates spoken language from one form to another. (2024-11-21, shares: 109)
- __[aiolalab WhisperNER: Named Entity Recognition](https://github.com/aiola-lab/whisper-ner)__: Named Entity Recognition: The article presents WhisperNER, a new model that simultaneously transcribes speech and recognizes entities within it. (2024-11-22, shares: 97)
- __[MPLSandbox](https://github.com/Ablustrund/MPLSandbox)__: MPLSandbox is a sandbox for multiple programming languages, providing detailed feedback from compiler and analysis tools for Large Language Models. (2024-11-24, shares: 93)
- __[FlipSketch](https://github.com/hmrishavbandy/flipsketch)__: Sketch animations are a powerful tool for visual storytelling, used in everything from simple flipbook drawings to professional studio work. (2024-11-25, shares: 89)
- __[Awaker2](https://github.com/metabrainagi/awaker)__: The study of Multimodal Large Language Models is growing, as more advanced models are required to manage diverse text and visual tasks in practical applications. (2024-11-21, shares: 21)

## GitHub

### Finance

- __[Python Probabilistic ML Book](https://github.com/probml/pyprobml)__: The article shares Python code to apply the probabilistic machine learning concepts from Kevin Murphy's book. (2016-08-17, shares: 6552)
- __[LLMs in Finance AI Agents](https://github.com/hananedupouy/LLMs-in-Finance)__: The article explores the use of AI agents in Generative AI, specifically in the field of finance and LLMs. (2024-05-21, shares: 200)
- __[Fastest Deep RL Library](https://github.com/rl-tools/rl-tools)__: The article presents the quickest library for executing Deep Reinforcement Learning. (2023-11-11, shares: 347)
- __[HtmlRAG: HTML vs Plain Text](https://github.com/plageon/HtmlRAG)__: HTML vs Plain Text: The article advocates for HtmlRAG HTML over plain text for better retrieval results in RAG systems. (2024-08-28, shares: 182)
- __[Opensource Data Extraction Platform](https://github.com/DocumindHQ/documind)__: The article introduces an open-source platform that utilizes AI to pull structured data from documents. (2024-11-17, shares: 906)

### Trending

- __[PayloadCMS Framework](https://github.com/payloadcms/payload)__: Payload is a new open-source framework that uses Next.js and TypeScript to provide a backend and admin panel for app development or as a headless CMS. (2021-01-05, shares: 27958)
- __[Awesome LLM Agents](https://github.com/kaushikb11/awesome-llm-agents)__: The article presents a selection of notable LLM agents. (2023-04-04, shares: 515)
- __[Bbot Internet Scanner](https://github.com/blacklanternsecurity/bbot)__: The article introduces a new internet scanner tool specifically designed for hackers. (2022-03-12, shares: 6787)
- __[Llama Implementation](https://github.com/bkitano/llama-from-scratch)__: The piece provides a guide on how to use Llama to implement a paper from scratch without any complications. (2023-08-05, shares: 523)
- __[MATCC Stock Prediction](https://github.com/caozhiy/MATCC)__: MATCC introduces a new technique for precise stock price prediction, taking into account market trends and cross-time correlations. (2024-05-18, shares: 13)

## News

### Quantitative

- __[Blue Riband TS One](https://www.hedgeweek.com/long-short-manager-blue-riband-selects-ts-one-for-portfolio-risk-management/)__: Blue Riband Group has selected TS Imagine's Risk Module and Portfolio Risk Management for its global long-short equity investment management. (2024-11-21, shares: 12)
- __[Trading Technologies Cboe options access](https://www.hedgeweek.com/trading-technologies-to-offer-clients-access-to-cboe-equity-index-options/)__: Trading Technologies International is set to offer access to Cboe equity index options, marking its entry into the equity options trading market. (2024-11-26, shares: 12)
- __[Marshall Wace machine learning bond pricing](https://www.hedgeweek.com/marshall-wace-leverages-machine-learning-for-real-time-bond-pricing/)__: Marshall Wace, a UK-based hedge fund, has incorporated Bloomberg's machine learning-powered real-time pricing data service, IBVAL Front Office, to enhance its systematic credit strategies. (2024-11-25, shares: 7)
- __[Cboe cashsettled bitcoin options launch](https://www.hedgeweek.com/cboe-to-launch-first-cash-settled-spot-bitcoin-options/)__: Cboe Global Markets is set to launch the first cash-settled index options linked to the price of spot bitcoin on December 2. (2024-11-26, shares: 6)
- __[ExBrookfield chief Moreira Salles firm join](https://www.hedgeweek.com/ex-brookfield-hedge-fund-chief-joins-moreira-salles-family-investment-firm/)__: Jason Siegel, ex-head of Brookfield Asset Management’s multi-strategy hedge fund platform, has moved to BW Gestão de Investimentos, the investment office of Brazil’s billionaire Moreira Salles family. (2024-11-26, shares: 5)
- __[Gatemore Urges YouGov Sale](https://www.hedgeweek.com/activist-gatemore-pushes-for-sale-of-market-researcher-yougov/)__: Gatemore Capital Management is pushing market research firm YouGov to start a sale process to boost shareholder value. (2024-11-22, shares: 5)
- __[US Hedge Funds Invest in Chinese ADRs](https://www.hedgeweek.com/us-hedge-funds-ramp-up-chinese-adr-investments/)__: US hedge funds such as Appaloosa Management and Scion Asset Management have upped their stakes in US-listed Chinese firms like JD.com and GDS Holdings. (2024-11-22, shares: 4)
- __[Top Quant Course = High Salaries](https://www.efinancialcareers.com/news/best-course-for-quant-jobs-in-finance-princeton-mfe)__: Princeton University is attracting a growing number of students interested in studying quantitative finance. (2024-11-26, shares: 3)
- __[Heidrick Struggles Appoints European Partner](https://www.hedgeweek.com/heidrick-struggles-appoints-new-partner-in-european-hedge-fund-and-wealth-management-division/)__: Heidrick & Struggles, an executive search firm, has named Daniel Aghdami as a Partner to oversee the firm's European financial clients. (2024-11-21, shares: 3)
- __[Quantitative Fixed Income Traders in Demand](https://www.efinancialcareers.com/news/quantitative-fixed-income-traders)__: The article explores the trend of people frequently shopping for the same individuals. (2024-11-25, shares: 3)

### Miscellaneous

- __[Trump Picks Hedge Fund Exec for Treasury Secretary](https://www.hedgeweek.com/donald-trump-picks-brilliant-hedge-fund-exec-as-treasury-secretary/)__: Donald Trump has nominated Scott Bessent, founder of Key Square Group, to be the Treasury Secretary, responsible for US fiscal policy and economic strategy. (2024-11-25, shares: 2)
- __[Agecroft Adds Wang in Hong Kong](https://www.hedgeweek.com/agecroft-adds-veteran-wang-in-new-hong-kong-office/)__: Agecroft Partners is expanding its Asian operations with a new Hong Kong office, managed by Jerry Wang, to handle capital introduction services. (2024-11-22, shares: 2)
- __[Hedge Fund GCQ Targets Japan's Cloud Software](https://www.hedgeweek.com/hedge-fund-gcq-eyes-japans-cloud-software-sector-for-next-big-win/)__: GCQ Funds Management, a Sydney-based hedge fund, is targeting Japan's growing cloud accounting market for its next major growth opportunity. (2024-11-25, shares: 2)
- __[US Investigates JPMorgan's Iran Hedge Fund Connection](https://www.hedgeweek.com/us-investigates-jpmorgans-connection-to-iranian-oil-traders-hedge-fund/)__: The US Treasury Department is investigating JPMorgan Chase's dealings with a hedge fund allegedly connected to Iranian oil trader Hossein Shamkhani. (2024-11-25, shares: 2)
- __[TopQuartile Alternative Investment Managers Stand Up](https://www.barrons.com/advisor/articles/alternative-investment-benchmarking-preqin-2291ba81)__: The growth of the global alternative investments market and the rise of private capital firms have created a need for standardised benchmarks. (2024-11-25, shares: 2)
- __[Decline in Hedge Fund Diversity](https://www.hedgeweek.com/hedge-fund-diversity-and-inclusion-score-at-four-year-low-says-reboot-report/)__: Employee views on diversity and inclusion initiatives at hedge funds are at their lowest in four years. (2024-11-26, shares: 2)
- __[Hedge Funds Move to Materials](https://www.hedgeweek.com/hedge-funds-pull-the-plug-on-power-and-pile-into-materials/)__: Global hedge funds are quickly offloading US electric and water utility stocks and investing more in US materials stocks. (2024-11-26, shares: 2)
- __[Man Group's Difficult Year](https://www.hedgeweek.com/man-groups-trend-tracker-facing-one-of-its-toughest-years-on-record/)__: Despite a historic stock market rally this year, Man Group’s AHL Trend Alternative Fund is facing some of its worst returns. (2024-11-21, shares: 1)
- __[Balyasny's AI Beats OpenAI](https://www.efinancialcareers.com/news/balyasny-s-arcane-new-llm-enhancer-is-outperforming-open-ai)__: From RAG to riches narrates a story of substantial financial achievement. (2024-11-26, shares: 1)
- __[Hwang Sentenced for Archegos Crash](https://www.hedgeweek.com/hwang-sentenced-to-18-years-for-archegos-collapse/)__: Ex-billionaire investor Sung Kook Bill Hwang has received an 18-year prison sentence for masterminding one of the biggest financial frauds in US history. (2024-11-21, shares: 1)

## Podcasts

### Quantitative

- __[Democracy Investment Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16163838-chris-browne-on-democracy-driven-investment-strategies-global-market-shifts-and-emerging-opportunities-in-democratic-regions.mp3)__: Chris Browne highlights the advantages of investing in democratic nations, emphasizing the potential opportunities in the Eurozone due to the current geopolitical landscape. (2024-11-25, shares: 9)
- __[Global Asset Defense](https://traffic.megaphone.fm/TIFM3847413294.mp3?updated=1732008763)__: Joel Nagel shares insights on asset protection strategies, including the use of trusts, second passports, dual citizenship, and strategic debt usage. (2024-11-22, shares: 5)
- __[Geopolitical Trilemmas](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16140636-marco-papic-on-geopolitical-trilemmas-fiscal-policies-impact-and-navigating-investment-challenges.mp3)__: Marco Papic explores how fiscal policies and international tensions influence financial markets, the effects of larger deficits and economic stimulus on bond yields and inflation, and Trump's policies' impact on global markets. (2024-11-21, shares: 5)
- __[Dollar Dominance Deconstructed](https://audioboom.com/posts/8611266)__: The podcast explores the possibility of the US Federal Reserve cutting rates again in December, the effect of a strong dollar on Europe and Japan, and the market's indifference to China's policy support announcement. (2024-11-21, shares: 4)
- __[AI Wealth Gap Implications](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16164065-pierre-ferragu-on-ai-wealth-gap-implications-industry-shifts-and-chip-market-competition-dynamics.mp3)__: Pierre Ferragu discusses the potential of AI to increase the wealth gap, the US's dominance in AI design and manufacturing, and the competition in the chip market. (2024-11-26, shares: 4)

### Related

- __Disrupting Sports Media__: The second episode of a sports business series explores the changing ways fans consume sports content and the conflict between traditional broadcasters and tech platforms. (2024-11-22, shares: 3)
- __[Is The Trump Trade Over?](https://macrovoices.podbean.com/e/macrovoices-455-daniel-lacalle-is-the-trump-trade-over/)__: Daniel Lacalle discusses the Trump Trade, its current status, and future market predictions on MacroVoices. (2024-11-21, shares: 2)
- __[AB Testing on Social Media](https://dataskeptic.com/blog/episodes/2024/networks-for-ab-testing)__: Wentao Su talks about improving AB testing on social media through network science and developing algorithms to enhance user experience and advertiser performance. (2024-11-25, shares: 2)
- __[IBKRs ForecastEx Platform](https://interactive-brokers-podcast.podbean.com/e/the-power-of-prediction-inside-ibkr-s-innovative-forecastex-platform/)__: Andrew Wilkinson and Jose Torres present ForecastEx, a prediction platform by Interactive Brokers designed to aid investors in making profitable decisions. (2024-11-26, shares: 2)
- __[Global Oil Outlook 2025-2026](https://atanyrate.podbean.com/e/global-commodities-oil-outlook-20252026-promises-made-promises-kept/)__: Trump's energy agenda aims to combat inflation by reducing energy prices, potentially affecting oil prices and international relations with oil-exporting nations. (2024-11-22, shares: 2)

## X / Twitter

### Quantitative

- __[Newsletter Summary on Quant Investing Research](https://twitter.com/quantseeker/status/1861403475130658846)__: The new weekly newsletter discussing recent research on quantitative investing, including bonds, crypto, currencies, equities, and machine learning, is now out. (2024-11-26, shares: 5)
- __[IQ and Investment Performance](https://twitter.com/quantseeker/status/1860758566245732425)__: A study using Finnish military draft cognitive tests indicates a correlation between high IQ scores and superior stock market trading performance in later life. (2024-11-24, shares: 2)
- __[MoiraiMoE: Time Series Prediction with Sparse Mixture of Experts](https://twitter.com/carlcarrie/status/1859746449900306694)__: Time Series Prediction with Sparse Mixture of Experts: Article 3: MoiraiMoE employs a projection layer and a sparse mixture of experts in Transformers to predict and model various time series patterns, eliminating the need for human-defined heuristics. (2024-11-21, shares: 2)
- __[Hidden Costs of Passive Investing](https://twitter.com/HanauerMatthias/status/1861390893753761894)__: The increase in passive investing may lead to index frontrunning, resulting in unseen expenses for investors. (2024-11-26, shares: 1)
- __[Enhancing Momentum Strategies](https://twitter.com/quantseeker/status/1861165412303675482)__: Combining free cash flow yields with momentum signals can improve investment strategies, increasing Sharpe ratios and decreasing drawdowns. (2024-11-25, shares: 1)
- __[Impact of ML Model Design on Strategy Returns](https://twitter.com/HanauerMatthias/status/1861035054820098366)__: A study of 1056 machine learning models reveals how design choices such as algorithm, target feature, and training affect strategy returns. (2024-11-25, shares: 1)

### Miscellaneous

- __[FReT Multistepahead Forecasts](https://twitter.com/carlcarrie/status/1860399112190935186)__: FReT uses recurrent topology to create sophisticated predictions of unseen timeseries data. (2024-11-23, shares: 1)
- __[Interviews with Hedge Fund Managers](https://twitter.com/quantseeker/status/1860306722096595393)__: Opalesque is recognized for conducting in-depth interviews with hedge fund managers. (2024-11-23, shares: 1)
- __[Opalesque Interviews Hedge Fund Managers](https://twitter.com/quantseeker/status/1860290179841269877)__: Opalesque is renowned for its top-notch interviews with hedge fund managers. (2024-11-23, shares: 1)
- __[Bluesky.social](https://twitter.com/carlcarrie/status/1861623034852921439)__: The author shares their experience visiting the social platform, bluesky, and provides a link to the site. (2024-11-27, shares: 0)
- __[Ridge regression notes](https://twitter.com/quantseeker/status/1771213059987509559)__: The author provides lecture notes on ridge regressions and lasso elastic net, with a link for more details. (2024-11-23, shares: 0)
- __[GPTwrappers value](https://twitter.com/carlcarrie/status/1860139905902608594)__: The article explores the importance of GPT wrappers in supply chain management, especially for LLM-driven apps. (2024-11-23, shares: 0)

## Reddit

### Quantitative

- __[Sigma Layoffs](https://www.reddit.com/r/quant/comments/1gxapjn/two_sigmas_new_coceos_layoff_200_employees/)__:  (2024-11-22, shares: 447)

### Rising

- __[MT5 Quant Server Tutorial](https://www.reddit.com/r/algotrading/comments/1gxhs35/chapter_02_of_the_metatrader5_quant_server_with/)__:  (2024-11-22, shares: 61)