---
title: Quant Letter No. 79: December 2024, Week 3
url: https://www.ml-quant.com/issues/2024-12-18/
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: 2024-12-18
---


# Quant Letter No. 79: December 2024, Week 3

Sent 2024-12-18. 187 items.

## arXiv

### Finance

- __[OU Pairs Trading](http://arxiv.org/abs/2412.12458v1)__: A preliminary study shows that a pairs trading strategy using the Ornstein-Uhlenbeck process captures trends but underperforms due to non-stationary pairs and parameter tuning limitations. (2024-12-17, shares: 8) · https://www.ml-quant.com/papers/arxiv/2412.12458/
- __[Deep Covariance Forecasting](http://arxiv.org/abs/2412.09517v1)__: A new method for forecasting asset return covariance matrices using a Riemannian-geometry-aware deep learning framework outperforms traditional methods by considering the geometric properties of the matrices. (2024-12-12, shares: 8) · https://www.ml-quant.com/papers/arxiv/2412.09517/
- __[PolyModel Hedge Fund Portfolios](http://arxiv.org/abs/2412.11019v1)__: The use of machine learning and PolyModel feature selection in hedge fund investments improves returns and portfolio optimization, but also increases volatility, questioning the reliability of larger funds. (2024-12-15, shares: 6) · https://www.ml-quant.com/papers/arxiv/2412.11019/
- __[Deep Factor Residuals Trading](http://arxiv.org/abs/2412.11432v1)__: A replication of the Deep Learning Statistical Arbitrage methodology on recent U.S. equity data shows strong performance, suggesting potential overfitting, specific market conditions, or insufficient accounting for transaction costs and market impact. (2024-12-16, shares: 5) · https://www.ml-quant.com/papers/arxiv/2412.11432/
- __[Interbank Market Analysis](http://arxiv.org/abs/2412.10329v1)__: The research explores the interdependence of banks in financial networks, revealing that smaller banks withdrew from high-value trades during the financial crisis. (2024-12-13, shares: 5) · https://www.ml-quant.com/papers/arxiv/2412.10329/
- __[SP 00 Prediction](http://arxiv.org/abs/2412.11462v1)__: The study uses machine learning to predict S&P 500 trends, concluding that KNN is best for short-term predictions and XGBoost for long-term forecasts. (2024-12-16, shares: 5) · https://www.ml-quant.com/papers/arxiv/2412.11462/
- __[Market-Neutral Strategy](http://arxiv.org/abs/2412.12350v1)__: The report outlines a market-neutral investment strategy for NYSE equities, demonstrating superior performance with risk parity. (2024-12-16, shares: 4) · https://www.ml-quant.com/papers/arxiv/2412.12350/
- __[Complex Systems Distributions](http://arxiv.org/abs/2412.11601v1)__: The study introduces a statistical model to evaluate risk for rare events in complex systems, aiming to apply this model to financial markets. (2024-12-16, shares: 4) · https://www.ml-quant.com/papers/arxiv/2412.11601/
- __[AIEnhanced Factor Analysis](http://arxiv.org/abs/2412.12438v1)__: The project uses a blend of technical, market, and statistical factors with machine learning to predict stock market performance, emphasizing the benefits of merging financial expertise with computational tools. (2024-12-17, shares: 4) · https://www.ml-quant.com/papers/arxiv/2412.12438/

### Economics

- __[Multiplexing and Diffusion](http://arxiv.org/abs/2412.11957v1)__: The study finds that multiplex social and economic networks can slow the spread of simple information but can either hinder or boost the spread of complex information, affecting inequality in outcomes. (2024-12-16, shares: 13) · https://www.ml-quant.com/papers/arxiv/2412.11957/
- __[Gender Identity Evolution](http://arxiv.org/abs/2412.10959v1)__: The analysis suggests that nonbinary gender identity could become dominant due to its adaptability, using a game-based approach and a genetic learning algorithm to study evolutionary dynamics. (2024-12-14, shares: 8) · https://www.ml-quant.com/papers/arxiv/2412.10959/
- __[Youth Views on In-game Gambling](http://arxiv.org/abs/2412.09345v1)__: The report shows that Large Language Models can effectively identify patterns in digital games' gambling-like elements, but struggle with complex tasks. (2024-12-12, shares: 7) · https://www.ml-quant.com/papers/arxiv/2412.09345/
- __[Silver Monetization in Ming Dynasty](http://arxiv.org/abs/2412.10478v1)__: The article argues that silver monetization contributed to the Ming Dynasty's economic collapse by increasing wealth inequality and deflation. (2024-12-13, shares: 7) · https://www.ml-quant.com/papers/arxiv/2412.10478/
- __[Optimal Information Usage](http://arxiv.org/abs/2412.10564v1)__: The study creates a model to balance the use of beneficial information in competitive situations against the risk of getting caught. (2024-12-13, shares: 6) · https://www.ml-quant.com/papers/arxiv/2412.10564/
- __[Power-Law Wealth Distributions](http://arxiv.org/abs/2412.12393v1)__: The research uses a feedback loop model to explain the differences in wealth distribution in the US and Japan, based on crowd interactions. (2024-12-16, shares: 5) · https://www.ml-quant.com/papers/arxiv/2412.12393/
- __[Organizational Culture and Industry](http://arxiv.org/abs/2412.12752v1)__: The paper finds a positive correlation between a progressive organizational culture and the use of Industry 4.0 technologies in Swiss companies. (2024-12-17, shares: 4) · https://www.ml-quant.com/papers/arxiv/2412.12752/
- __[Digital Technologies and Performance](http://arxiv.org/abs/2412.12780v1)__: The study reveals that Swiss firms that are more open to digital technologies tend to use performance incentives more often. (2024-12-17, shares: 4) · https://www.ml-quant.com/papers/arxiv/2412.12780/

### Miscellaneous

- __[Polarization in Similarity](http://arxiv.org/abs/2412.10524v1)__: Research indicates that digital platform recommendation systems can create echo chambers, reinforcing existing beliefs and limiting exposure to differing views. (2024-12-13, shares: 13) · https://www.ml-quant.com/papers/arxiv/2412.10524/
- __[Prediction-Enhanced Monte Carlo](http://arxiv.org/abs/2412.11257v1)__: The Prediction-Enhanced Monte Carlo framework uses machine learning to enhance the efficiency of Monte Carlo simulations, especially in large, path-dependent problems. (2024-12-15, shares: 11) · https://www.ml-quant.com/papers/arxiv/2412.11257/
- __[FinGPT for Stock Prediction](http://arxiv.org/abs/2412.10823v1)__: A data-driven method that includes news spread, contextual data, and explicit instructions enhances the accuracy of large language models in predicting short-term stock price movements. (2024-12-14, shares: 10) · https://www.ml-quant.com/papers/arxiv/2412.10823/
- __[CostAware Portfolios](http://arxiv.org/abs/2412.11575v1)__: Research suggests portfolio models that include transaction costs, highlighting the importance of considering these costs when rebalancing a portfolio. (2024-12-16, shares: 6) · https://www.ml-quant.com/papers/arxiv/2412.11575/
- __[Integrative Market Sentiment Analysis](http://arxiv.org/abs/2412.10199v1)__: The combination of Convolutional Neural Networks and Gated Recurrent Units offers a comprehensive analysis of stock market sentiment and effective early warnings of future risks. (2024-12-13, shares: 3) · https://www.ml-quant.com/papers/arxiv/2412.10199/

### Historical Trending

- __[Productivity Measurement with Large Language Models](http://arxiv.org/abs/2405.08030v4)__: Researchers have developed a method to label unstructured text, which was used to analyze clinical trials, showing that the number and type of trials have remained consistent since 2010, contradicting the perceived decrease in pharmaceutical research. (2024-05-12, shares: 27) · https://www.ml-quant.com/papers/arxiv/2405.08030/
- __[ChatGPT Research in Accounting and Finance](http://dx.doi.org/10.1016/j.accinf.2024.100715)__: The article reviews recent research on Large Language Models (LLMs) in accounting and finance, highlighting three main themes, suggesting areas for future research, and offering technical advice for researchers using LLMs. (2024-12-07, shares: 24) · https://www.ml-quant.com/papers/doi/10-1016-j-accinf-2024-100715/
- __[Portfolio Selection Game with Partial Information](http://arxiv.org/abs/2312.04045v4)__: The study investigates mean-variance portfolio selection under relative performance criteria, discovering that such criteria can cause a self-perpetuating decrease in investors' wealth, particularly when information is incomplete. (2023-12-07, shares: 23) · https://www.ml-quant.com/papers/arxiv/2312.04045/
- __[Soccer Skill Evaluation Model](http://arxiv.org/abs/2412.05911v1)__: The Soccer Factor Model (SFM) uses data from over 33,000 matches to accurately evaluate a soccer player's performance, separating individual skill from team strength. (2024-12-08, shares: 19) · https://www.ml-quant.com/papers/arxiv/2412.05911/
- __[Costefficient RLHF Data Construction](http://arxiv.org/abs/2409.18417v2)__: An auction mechanism is introduced to enhance cost-efficiency in fine-tuning large language models using Reinforcement Learning from Human Feedback, focusing on quality feedback and model performance. (2024-09-27, shares: 14) · https://www.ml-quant.com/papers/arxiv/2409.18417/
- __[Stochastic Control ML Algorithm](http://arxiv.org/abs/2411.08668v2)__: A machine learning algorithm is presented for solving complex stochastic control problems using a deep neural network, showing good convergence properties without depending on the Bellman equation. (2024-11-13, shares: 12) · https://www.ml-quant.com/papers/arxiv/2411.08668/

## SSRN

### Quantitative

- __[Bitcoin Price Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059523)__: The new model predicts Bitcoin's price based on factors like institutional adoption and supply shock, emphasizing the role of these factors in Bitcoin's price increase. (2024-12-16, shares: 415) · https://www.ml-quant.com/papers/ssrn/5059523/
- __[Monetary Policy Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5060006)__: The study reveals that companies with access to big data adjust their capital investment more in response to monetary policy shocks, especially if the data feedback loop is strong. (2024-12-16, shares: 6) · https://www.ml-quant.com/papers/ssrn/5060006/
- __[Cryptocurrency Arbitrage Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5055292)__: The paper offers advice on creating a high-frequency trading system that capitalizes on arbitrage opportunities in the cryptocurrency market. (2024-12-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5055292/
- __[Mutual Fund Liquidity Fees](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059805)__: A theoretical model indicates that liquidity management tools are essential in reducing redemption pressures and maintaining market stability, with liquidity fees increasing redemption incentives and exit risks. (2024-12-17, shares: 11) · https://www.ml-quant.com/papers/ssrn/5059805/
- __[Updating Online Reviews](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5053415)__: The study observes the review updating phenomenon where consumers alter their existing reviews, demonstrating that updates usually lessen the severity of the review ratings and content. (2024-12-12, shares: 130) · https://www.ml-quant.com/papers/ssrn/5053415/
- __[Portfolio Variable Selection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059973)__: Machine learning methods can choose predictors for optimal portfolio choice, improving portfolio performance and decreasing portfolio risk, leading to high Sharpe ratios. (2024-12-16, shares: 5) · https://www.ml-quant.com/papers/ssrn/5059973/
- __[Corporate ESG Narrative Transmission](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059974)__: The study uses Latent Dirichlet Allocation and the XGBoost algorithm to predict the link between the topics in ESG reports and the investment decisions of institutional investors, providing guidance for institutional investors and corporations. (2024-12-16, shares: 6) · https://www.ml-quant.com/papers/ssrn/5059974/
- __[Warranty Accuracy: Machine Learning vs Human Estimates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5056018)__: Machine Learning vs Human Estimates: Machine learning models have been found to be more accurate than human experts in predicting warranty provisions in accounting due to human errors like aggregation bias and historical cost anchoring. (2024-12-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/5056018/
- __[Data Optimization for Large-Scale Industries](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5058737)__: The article explores the use of machine learning models and cloud environments to optimize the processing of telemetry data in massively multiplayer gaming platforms. (2024-12-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/5058737/
- __[Enhanced Hybrid IDS for Zero-Day Attacks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5055229)__: A hybrid approach combining deep learning and machine learning is suggested for detecting common cyberattacks in computer network intrusion detection systems. (2024-12-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5055229/
- __[Topological Quality Using Persistence Matching Diagrams](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059197)__: The article suggests that the quality of a dataset for machine learning models can be gauged and the performance of a supervised learning model can be predicted using topological data analysis techniques. (2024-12-16, shares: 4) · https://www.ml-quant.com/papers/ssrn/5059197/
- __[FX Dealer Constraints and External Imbalances](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059440)__: The study examines the theory that changes in a country's external capital dependence can reprice currencies, using a new intermediary constraints index. (2024-12-16, shares: 13) · https://www.ml-quant.com/papers/ssrn/5059440/
- __[Stock Lending, Retail Trading, and Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5057995)__: The halt of the security relending service in China resulted in an overvaluation of shortable stocks and increased liquidity due to more retail trading. (2024-12-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/5057995/
- __[Creditor Rights and Corporate Investment in India](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5056284)__: The introduction of the Insolvency and Bankruptcy Code in India has improved investment efficiency and eased financial constraints, especially for business group-linked firms. (2024-12-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5056284/
- __[Active Flow Control for Confined Square Cylinder Wake](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059657)__: The article introduces a deep learning surrogate model-based reinforcement learning approach for active control of two-dimensional wake flow, which reduces computational costs while maintaining reliability. (2024-12-16, shares: 4) · https://www.ml-quant.com/papers/ssrn/5059657/
- __[Dynamic FX Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5047797)__: Dynamic foreign exchange hedging strategies, considering factors like trend and interest rate differential, can improve returns and manage risk better than static ones. (2024-12-05, shares: 41) · https://www.ml-quant.com/papers/ssrn/5047797/
- __[SP 00 Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013407)__: Simple volatility forecasts can stabilize volatility as effectively as complex models, enhancing stock market investment strategies. (2024-11-06, shares: 6) · https://www.ml-quant.com/papers/ssrn/5013407/
- __[Legal Challenges in AI](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5045155)__: The rise of AI-generated content online may corrupt data sets, potentially causing the failure of new AI models, suggesting reliance on pre-2022 data. (2024-12-05, shares: 44) · https://www.ml-quant.com/papers/ssrn/5045155/
- __[ML Forecasting for Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5045793)__: The MLAGRUPPO model, combining machine learning and attention mechanism, can improve stock risk prediction and intelligent investment decision-making. (2024-12-05, shares: 11) · https://www.ml-quant.com/papers/ssrn/5045793/
- __[Optimal Scaling in Computing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5042760)__: Machine learning can aid in predicting optimal scaling decisions for Azure Function Apps, reducing cold starts and improving resource use. (2024-12-03, shares: 7) · https://www.ml-quant.com/papers/ssrn/5042760/
- __[SoC Estimation for Batteries](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5045879)__: Comparing different estimation methods for Li-ion battery charge in electric vehicles can enhance Battery Management Systems, making them safer and more energy-efficient. (2024-12-06, shares: 5) · https://www.ml-quant.com/papers/ssrn/5045879/
- __[Mutual Fund Redemptions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5028307)__: Mutual fund investor redemptions can reduce the liquidity of their equity holdings, with investor sentiment and stock returns being factors that negatively affect liquidity. (2024-11-21, shares: 6) · https://www.ml-quant.com/papers/ssrn/5028307/
- __[Adversarial Attacks on Encrypted ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5060492)__: The article explores the susceptibility of encrypted machine learning models to attacks and suggests ways to improve data security and model reliability. (2024-06-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/5060492/
- __[Fundamental and Non-Fundamental Volatility in GCC Stock Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029371)__: The study analyzes the factors influencing stock price fluctuations in Gulf countries, focusing on the role of oil prices. (2024-10-21, shares: 2) · https://www.ml-quant.com/papers/ssrn/5029371/
- __[Frugal Machine Learning: Efficiency and Accessibility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012869)__: Efficiency and Accessibility: The paper provides an overview of frugal machine learning, techniques designed to make machine learning models more efficient and affordable. (2024-07-11, shares: 3) · https://www.ml-quant.com/papers/ssrn/5012869/
- __[Capital Structure and Financial Performance in Nigeria's Oil and Gas Sector](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5043826)__: The study investigates the link between capital structure and financial performance of Nigerian oil and gas companies over the past decade. (2024-12-04, shares: 7) · https://www.ml-quant.com/papers/ssrn/5043826/
- __[Theoretical Uncertainty and the Low-Carbon Transition](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5045204)__: The research questions traditional assumptions in Energy-Economy-Environment modeling, suggesting they may hide the varied effects of decarbonization policies. (2024-12-05, shares: 21) · https://www.ml-quant.com/papers/ssrn/5045204/
- __[Quantum Computing Threats to Encrypted ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5058511)__: The paper discusses the potential threats of quantum computing to encrypted machine learning systems, highlighting the need for quantum-resistant encryption. (2023-12-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5058511/
- __[AI for Proactive Data Quality Assurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5047707)__: The study introduces an AI-based framework for proactive data quality assurance, showing its effectiveness in enhancing data integrity and reliability. (2023-08-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/5047707/
- __[Improving Smart Learning with AI in Big Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5047034)__: The project creates an AI-powered system for SMART learning that uses advanced machine learning to analyze student data and predict course completion success. (2024-12-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/5047034/

### Financial

- __[Investor Response to Exchange Rate Shocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5053211)__: Monetary policy changes cause a shift in asset allocation, with wealthier individuals more likely to invest in risky securities, according to a study on household finance in open economies. (2024-12-12, shares: 5) · https://www.ml-quant.com/papers/ssrn/5053211/
- __[Index Inclusion and Corporate Actions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5054349)__: Inclusion in a stock index increases market attention, influencing company investments and stock-based management pay, with companies investing more to minimize shareholder losses and reduce management compensation risk. (2024-12-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5054349/
- __[Portfolio Optimization with GOPALS](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5057384)__: The traditional method for portfolio optimization is prone to errors, resulting in suboptimal portfolios, and current techniques fail to fully address these issues. (2024-12-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5057384/
- __[Investor Types & Asset Price Comovement](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5057505)__: The study suggests that asset price comovement can significantly change if an investor type expands their investment universe due to an external shock. (2024-12-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5057505/
- __[Bitcoin Price Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5053931)__: The research introduces a CNNLSTM model with various indicators for better Bitcoin price prediction, indicating potential for stable Bitcoin investment. (2024-12-13, shares: 3) · https://www.ml-quant.com/papers/ssrn/5053931/
- __[Generative AI in Financial Info Processing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5053905)__: The paper shows that nearly half of retail investors use generative AI for financial information processing, with more advanced investors utilizing it more effectively. (2024-12-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5053905/
- __[Iterated Combination Method for Risk Measure Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5059002)__: The study introduces an innovative technique, iterative combination, for forecasting Value-at-Risk and Expected Shortfall, proving it to be more effective than traditional methods. (2024-12-16, shares: 10) · https://www.ml-quant.com/papers/ssrn/5059002/
- __[Formula Investing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5043197)__: The research compares four investment strategies, finding that none consistently outperforms the others and that their effectiveness has declined since 2000. (2024-12-03, shares: 570) · https://www.ml-quant.com/papers/ssrn/5043197/
- __[Regulation CDO](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029178)__: The article explains how the Recourse Rule made top-rated ABS CDO tranches more attractive to BHCs during the 2007-2009 crisis, resulting in higher average estimated debt guarantees. (2024-11-21, shares: 62) · https://www.ml-quant.com/papers/ssrn/5029178/
- __[Stock Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5031755)__: The study uses over a thousand machine learning models to predict stock returns, finding that design choices significantly affect predictions, with nonstandard error being 59% higher than standard error. (2024-11-23, shares: 12) · https://www.ml-quant.com/papers/ssrn/5031755/
- __[Sturm-Liouville Theory](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5047749)__: The paper introduces a new approach to applying SturmLiouville theory in quantitative finance, offering innovative methods for spectral decomposition and new applications for credit risk modeling, interest rate derivatives, and portfolio optimization. (2024-12-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/5047749/
- __[Portfolio Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5046369)__: The research suggests a portfolio optimization method that effectively uses information about the top 500 U.S. stocks, resulting in more stable weights and consistently better performance than value-weighted portfolios. (2023-03-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/5046369/
- __[Corporate Debt](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5045732)__: The study examines the factors influencing active debt management for global firms, finding significant variation in prepayment across bonds and loans and decreased effectiveness of debt refinancing in tight global credit conditions. (2024-12-06, shares: 14) · https://www.ml-quant.com/papers/ssrn/5045732/
- __[Memory in Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013622)__: The paper investigates how memory affects the belief formation of financial market participants, finding significant recall distortions in consensus earnings forecasts of sell-side stock analysts, with analysts over-recalling distant historical episodes and selectively forgetting past positive events. (2024-11-04, shares: 7) · https://www.ml-quant.com/papers/ssrn/5013622/
- __[Market Beta Assessment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013093)__: A novel method for comparing market beta estimates to unobserved true betas is introduced, applicable to any beta estimate and requiring few assumptions about the true asset pricing model. (2024-11-07, shares: 5) · https://www.ml-quant.com/papers/ssrn/5013093/
- __[Ethereum ETFs and Institutional Adoption](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5049389)__: The 2024 approval of Ethereum exchange-traded funds is a pivotal moment for institutional involvement in digital assets, potentially improving market liquidity, attracting institutional capital, and changing views on cryptocurrency as an asset class. (2024-12-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5049389/
- __[Event-Driven Connectedness Timing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5050777)__: A study of nearly 900 oil-related events from 1987 to 2022 shows that geopolitical events consistently cause more volatility in energy commodities than economic or natural events. (2024-12-10, shares: 7) · https://www.ml-quant.com/papers/ssrn/5050777/
- __[DCCS Model Dynamics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5029708)__: The Dynamic Covenant Capital Structure model integrates Debt/EBITDA covenants into capital structure decisions, providing insights into how covenants influence corporate finance policies and helping firms optimize leverage and financial flexibility. (2024-10-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/5029708/
- __[Hybrid Model Calibration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5030161)__: The calibration of cross asset hybrid models for valuing and simulating exposure of complex financial instruments is explored, with a focus on understanding volatilities and correlations of interest and exchange rates. (2024-11-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/5030161/
- __[Gold in Decision-Making](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012566)__: An educational framework is proposed for studying gold's role in economic theory, focusing on its functions as a safe-haven asset, store of value, alternative to fiat currency, and its relationship with inflation and market volatility. (2024-11-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/5012566/
- __[Overconfidence and Trading Volume](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5028494)__: A study finds a strong positive correlation between investor overconfidence and trading volume, indicating that overconfident investors tend to trade more, even when advised otherwise. (2024-11-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/5028494/
- __[Fraud and Financial Health](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5049576)__: Accounting fraud significantly exacerbates financial distress among individuals exposed to it, with uninformed financial decisions made prior to fraud revelation increasing individuals' financial distress post revelation. (2024-12-10, shares: 17) · https://www.ml-quant.com/papers/ssrn/5049576/

## RePEc

### Finance

- __[Optimal Portfolio Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500237%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A05n06%3An%3As0219024924500237)__: The article presents a method for optimizing financial portfolios in markets with unpredictable volatility, using an approximation method and controlling errors with utility function expansion. (2024-12-18, shares: 17) · https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-05n06-n-s0219024924500237/
- __[Wealth Bias in Sin Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41260-024-00360-5%3Bh%3Drepec%3Apal%3Aassmgt%3Av%3A25%3Ay%3A2024%3Ai%3A7%3Ad%3A10.1057_s41260-024-00360-5)__: The research reveals a correlation between the wealth of European societies and their investment in sin stocks, with wealthier Northern European countries yielding higher returns and familiarity leading to less rejection of sin stocks. (2024-12-18, shares: 16) · https://www.ml-quant.com/papers/repec/pal-assmgt-v-25-y-2024-i-7-d-10-1057-s41260-024-00360-5/
- __[Solution Uniqueness in Portfolio](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500195%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A05n06%3An%3As0219024924500195)__: The paper discusses the lack of solution uniqueness in mean-deviation portfolio optimization, suggesting that uniqueness cannot be expected in cooperative investment and proposing a resolution based on law-invariance. (2024-12-18, shares: 13) · https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-05n06-n-s0219024924500195/
- __[Portfolio Optimization with Transfer Entropy](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924005763%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A96%3Ay%3A2024%3Ai%3Apa%3As1057521924005763)__: The study incorporates transfer entropy into portfolio optimization to account for asset dependencies, showing that this method can effectively manage portfolio stability and provide a strong alternative to traditional risk measures. (2024-12-18, shares: 11) · https://www.ml-quant.com/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005763/

### Statistical

- __[Equity Premium Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2409278%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A10%3Ap%3A1445-1461)__: Machine learning methods show strong in-sample forecasting for equity premium but struggle to beat the historical average benchmark out-of-sample due to small datasets and low signal-to-noise ratio. (2024-12-18, shares: 28) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-10-p-1445-1461/
- __[Predicting Stock Market Crises](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F12%2F554%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A12%3Ap%3A554-%3Ad%3A1540423)__: Extreme gradient boosting (XGBoost) is the best machine learning algorithm for predicting African stock market crises, with historical stock prices and exchange rates as key predictors. (2024-12-18, shares: 22) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-12-p-554-d-1540423/
- __[Factors Affecting Investor Decision](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FS1571-038620240000034006%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aisetez%3As1571-038620240000034006)__: A study found that the decision to sell government retail bonds and the hold period are greatly influenced by their comparative return performance against other investments, as shown by logistic regression analysis and decision tree classification. (2024-12-18, shares: 21) · https://www.ml-quant.com/papers/repec/eme-isetez-s1571-038620240000034006/
- __[Green Finance in Economic Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524005900%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A209%3Ay%3A2024%3Ai%3Ac%3As0040162524005900)__: The research assesses the effectiveness of different machine learning models in economic forecasting, highlighting the deep multi-layer perceptron model as the most accurate and adaptable, and the decision tree as the best with bootstrap bagging technique. (2024-12-18, shares: 18) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-209-y-2024-i-c-s0040162524005900/
- __[Systemic Risk in FinTech and Traditional Institutions](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2024.2358940%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A18%3Ap%3A2157-2190)__: The research applies machine learning to study systemic risk factors in FinTech and traditional financial institutions, revealing that feature importance changes with market conditions and macroeconomic variables significantly influence systemic risk. (2024-12-18, shares: 14) · https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-18-p-2157-2190/
- __[Corporate Governance in Financial Distress in China](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927538X24003019%3Bh%3Drepec%3Aeee%3Apacfin%3Av%3A88%3Ay%3A2024%3Ai%3Ac%3As0927538x24003019)__: The research uses the LightGBM machine learning method to study the effect of corporate governance indicators on financial distress in Chinese public firms, identifying institutional ownership, managerial ownership, and executive compensation disparity as key indicators. (2024-12-18, shares: 13) · https://www.ml-quant.com/papers/repec/eee-pacfin-v-88-y-2024-i-c-s0927538x24003019/
- __[Digital Platform Capabilities in Data Value Unlocking](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0925527324002913%3Bh%3Drepec%3Aeee%3Aproeco%3Av%3A278%3Ay%3A2024%3Ai%3Ac%3As0925527324002913)__: The research identifies data integration, data analytics, and data productization as crucial digital platform capabilities, explaining their role in unlocking data value and promoting digital servitization in digital enterprises. (2024-12-18, shares: 11) · https://www.ml-quant.com/papers/repec/eee-proeco-v-278-y-2024-i-c-s0925527324002913/

### Machine Learning

- __[Machine Learning in Credit Scoring](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0361368224000278%3Bh%3Drepec%3Aeee%3Aaosoci%3Av%3A113%3Ay%3A2024%3Ai%3Ac%3As0361368224000278)__: Research in a Chinese internet company shows machine learning credit scoring models prioritize data trails over default risk, reducing human experts' role to machine learning facilitators. (2024-12-18, shares: 43) · https://www.ml-quant.com/papers/repec/eee-aosoci-v-113-y-2024-i-c-s0361368224000278/
- __[Pricing Volatility Swaps with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2305643%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A9%3Ap%3A1287-1300)__: The study introduces machine learning methods for pricing capped volatility swaps using unique data sets, also useful as a validation tool for external swap prices. (2024-12-18, shares: 32) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-9-p-1287-1300/
- __[Machine Learning Clustering in Finance](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fanale.steconomiceuoradea.ro%2Fen%2Fwp-content%2Fuploads%2F2024%2F11%2FAUOES.July_.2024.33.pdf%3Bh%3Drepec%3Aora%3Ajournl%3Av%3A33%3Ay%3A2024%3Ai%3A1%3Ap%3A330-336)__: The article reviews machine learning clustering techniques used in financial markets and stock investing, emphasizing their potential to improve processes and reduce human errors, but also acknowledging their limitations. (2024-12-18, shares: 27) · https://www.ml-quant.com/papers/repec/ora-journl-v-33-y-2024-i-1-p-330-336/
- __[Automated Web Content Filtering](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rsisinternational.org%2Fjournals%2Fijrias%2Fdigital-library%2Fvolume-9-issue-11%2F51-60.pdf%3Bh%3Drepec%3Abjf%3Ajournl%3Av%3A9%3Ay%3A2024%3Ai%3A11%3Ap%3A51-60)__: A machine learning system was created to filter and block inappropriate web content, capable of sending real-time alerts to guardians, logging objectionable content, and working in private browsing modes. (2024-12-18, shares: 24) · https://www.ml-quant.com/papers/repec/bjf-journl-v-9-y-2024-i-11-p-51-60/
- __[Hybrid Machine Learning for Stock Volatility Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924006434%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A96%3Ay%3A2024%3Ai%3Apb%3As1057521924006434)__: A study uses machine learning to analyze stock market volatility, finding the RF-LASSO model to be the most effective predictor. (2024-12-18, shares: 24) · https://www.ml-quant.com/papers/repec/eee-finana-v-96-y-2024-i-pb-s1057521924006434/
- __[Country Equity Returns: Insights from ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924005015%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A96%3Ay%3A2024%3Ai%3Apa%3As1057521924005015)__: Insights from ML: Machine learning is used to study fluctuations in country equity returns, revealing significant predictability and a varying sparse factor structure. (2024-12-18, shares: 15) · https://www.ml-quant.com/papers/repec/eee-finana-v-96-y-2024-i-pa-s1057521924005015/
- __[Early Detection of Child Violence with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0190740924005048%3Bh%3Drepec%3Aeee%3Acysrev%3Av%3A166%3Ay%3A2024%3Ai%3Ac%3As0190740924005048)__: A paper uses machine learning to predict child abuse in Argentina, suggesting these models could help identify at-risk households early. (2024-12-18, shares: 10) · https://www.ml-quant.com/papers/repec/eee-cysrev-v-166-y-2024-i-c-s0190740924005048/
- __[Stock Price Reaction to Managerial Soft Info](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F15427560.2023.2214262%3Bh%3Drepec%3Ataf%3Ahbhfxx%3Av%3A25%3Ay%3A2024%3Ai%3A4%3Ap%3A481-495)__: A study uses unsupervised machine learning to analyze the effect of spontaneous information shared during conference calls on company stock prices. (2024-12-18, shares: 9) · https://www.ml-quant.com/papers/repec/taf-hbhfxx-v-25-y-2024-i-4-p-481-495/

### Deep Learning

- __[Predicting Salmon Prices with Deep Learning and Sentiment Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS2405851324000576%3Bh%3Drepec%3Aeee%3Ajocoma%3Av%3A36%3Ay%3A2024%3Ai%3Ac%3As2405851324000576)__: The article discusses a study that uses deep learning models and sentiment analysis to predict salmon prices. The study found that the accuracy of predictions improved when sentiment scores from salmon-related news were included. The hybrid CNN-LSTM model performed the best in these predictions. (2024-12-18, shares: 19) · https://www.ml-quant.com/papers/repec/eee-jocoma-v-36-y-2024-i-c-s2405851324000576/

### Historical Trending

- __[Impact of Innovation News on Illiquid Stocks](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FEJIM-07-2022-0387%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aejimpp%3Aejim-07-2022-0387)__: The study finds that news on product innovations significantly influences the return of illiquid stocks, unlike other innovation-related news. Only news about significant corporate announcements positively impacts these returns, as determined through machine learning and expert analysis. (2023-10-02, shares: 5) · https://www.ml-quant.com/papers/repec/eme-ejimpp-ejim-07-2022-0387/

## Machine learning

### Recently Published

- __[CAPD: Portrait Avatars](https://arxiv.org/abs/2412.12093)__: Portrait Avatars: CAP4D is a method that uses a unique model to create and animate realistic 4D portrait avatars from any number of reference images in real time. (2024-12-16, shares: 228) · https://www.ml-quant.com/papers/arxiv/2412.12093/
- __[Temporal Gaussian Video Hierarchy](http://dx.doi.org/10.1145/3687919)__: The paper introduces Temporal Gaussian Hierarchy, a new 4D representation that efficiently models long volumetric videos, reducing the number of Gaussian primitives and maintaining constant GPU memory usage. (2024-12-12, shares: 135) · https://www.ml-quant.com/papers/doi/10-1145-3687919/
- __[Stereo4D: Learning Motion from Videos](https://arxiv.org/abs/2412.09621)__: Learning Motion from Videos: The authors have developed a system that mines high-quality 4D reconstructions from internet videos, allowing for the prediction of structure and 3D motion from real-world image pairs. (2024-12-12, shares: 38) · https://www.ml-quant.com/papers/arxiv/2412.09621/
- __[GenEx: Explorable World](https://arxiv.org/abs/2412.09624)__: Explorable World: GenEx is a system that plans complex world exploration, guided by its generative imagination about the surrounding environments, enabling AI agents to perform complex tasks. (2024-12-12, shares: 25) · https://www.ml-quant.com/papers/arxiv/2412.09624/
- __[FeatGS: Visual Foundation Models](https://arxiv.org/abs/2412.09606)__: Visual Foundation Models: Feat2GS is a framework that extracts 3D Gaussians attributes from unposed images, allowing for the probing of 3D awareness for geometry and texture through novel view synthesis. (2024-12-12, shares: 22) · https://www.ml-quant.com/papers/arxiv/2412.09606/
- __[Causal Diffusion Transformers](https://arxiv.org/abs/2412.12095)__: The article discusses Causal Diffusion, a framework that enhances diffusion models' performance and allows a seamless shift between autoregressive and diffusion generation modes, achieving top results on the ImageNet generation benchmark. (2024-12-16, shares: 20) · https://www.ml-quant.com/papers/arxiv/2412.12095/
- __[Spectral Image Tokenizer](https://arxiv.org/abs/2412.09607)__: The paper suggests a novel method for tokenizing images for autoregressive transformer-based image generation, using a discrete wavelet transform for a coarse-to-fine representation, offering benefits like improved next-token prediction and the ability to reconstruct varying resolution images. (2024-12-12, shares: 20) · https://www.ml-quant.com/papers/arxiv/2412.09607/
- __[MaxInfoRL](https://arxiv.org/abs/2412.12098)__: The research introduces MaxInfoRL, a reinforcement learning framework that balances exploration by directing it towards informative transitions, demonstrating superior performance in challenging exploration problems and complex visual control tasks. (2024-12-16, shares: 14) · https://www.ml-quant.com/papers/arxiv/2412.12098/
- __[PanSplat](https://arxiv.org/abs/2412.12096)__: The paper introduces PanSplat, a feed-forward method for wide-baseline panorama view synthesis supporting up to 4K resolution, featuring a unique spherical 3D Gaussian pyramid with a Fibonacci lattice arrangement for improved image quality and reduced information redundancy. (2024-12-16, shares: 14) · https://www.ml-quant.com/papers/arxiv/2412.12096/
- __[Apollo](https://arxiv.org/abs/2412.10360)__: The study explores the mechanisms behind video understanding in Large Multimodal Models (LMMs), showing that smaller models' design and training decisions effectively transfer to larger models, and introduces Apollo, a family of LMMs that excel across different model sizes. (2024-12-13, shares: 14) · https://www.ml-quant.com/papers/arxiv/2412.10360/

### Historical Trending

- __[Robot Motion Generation Review](https://arxiv.org/abs/2410.12172)__: The paper reviews 50 years of robotics research, discussing the evolution of methods for generating robot motion and the potential for integrating different techniques. (2024-10-16, shares: 139) · https://www.ml-quant.com/papers/arxiv/2410.12172/
- __[FlashRNN: Hardware-Optimized](https://arxiv.org/abs/2412.07752)__: Hardware-Optimized: The article introduces FlashRNN, a hardware-optimized version of traditional RNNs, which improves speed and processing capabilities for sequence modeling, outperforming existing models. (2024-12-10, shares: 120) · https://www.ml-quant.com/papers/arxiv/2412.07752/
- __[FlowEdit: Text-Based Editing](https://arxiv.org/abs/2412.08629)__: Text-Based Editing: The study presents FlowEdit, a new text-based editing method for pre-trained text-to-image models, which outperforms the inversion approach by offering superior results at a lower transport cost. (2024-12-11, shares: 52) · https://www.ml-quant.com/papers/arxiv/2412.08629/
- __[ObjectMate: Object Insertion Recurrence](https://arxiv.org/abs/2412.08645)__: Object Insertion Recurrence: The article introduces ObjectMate, a method for creating photorealistic compositions without altering the object's identity, eliminating the need for tuning. (2024-12-11, shares: 40) · https://www.ml-quant.com/papers/arxiv/2412.08645/
- __[Efficient Online Reinforcement Learning](https://arxiv.org/abs/2412.07762)__: The study introduces Warm-start RL (WSRL), a method for improving reinforcement learning initializations without offline data, leading to faster learning and better performance. (2024-12-10, shares: 37) · https://www.ml-quant.com/papers/arxiv/2412.07762/
- __[Length Optimization in Conformal Prediction](https://arxiv.org/abs/2406.18814)__: The research presents Conformal Prediction with Length-Optimization (CPL), a framework that creates optimal prediction sets while maintaining conditional validity under different covariate shifts. (2024-06-27, shares: 33) · https://www.ml-quant.com/papers/arxiv/2406.18814/
- __[Concept Bottleneck Language Models](https://arxiv.org/abs/2411.06090)__: The paper presents Concept Bottleneck Protein Language Models (CB-pLM), a generative language model that provides control and interpretability in protein generation tasks without affecting performance. (2024-11-09, shares: 24) · https://www.ml-quant.com/papers/arxiv/2411.06090/

## Papers with code

### Trending

- __[Byte Latent Transformer for Language Modeling](https://github.com/facebookresearch/blt)__: The article presents Byte Latent Transformer (BLT), a new language model that offers efficient and robust performance at byte-level. (2024-12-18, shares: 812)
- __[Language Modeling in Semantic Space](https://github.com/facebookresearch/large_concept_model)__: The paper introduces a new architecture that works on a 'concept', a higher-level semantic representation. (2024-12-17, shares: 310)
- __[Replicating OpenAI's O1 Model for Coding](https://github.com/adam-bjtu/o1-coder)__: The report explores O1CODER, a replication of OpenAI's o1 model, designed specifically for coding tasks. (2024-12-13, shares: 212)
- __[Gaze Target Estimation with Learned Encoders](https://github.com/fkryan/gazelle)__: The article discusses gaze target estimation, a method to predict where a person is looking in a scene. (2024-12-15, shares: 132)

### Rising

- __[BoN Jailbreaking: High Attack Success Rates](https://github.com/jplhughes/bon-jailbreaking)__: High Attack Success Rates: The BoN Jailbreaking method successfully attacks closed-source language models like GPT4o and Claude 3.5 Sonnet. (2024-12-17, shares: 131)
- __[LLMs as Judges: Evaluation Methods](https://github.com/cshaitao/awesome-llms-as-judges)__: Evaluation Methods: The article critically analyzes the shortcomings of LLM judges and explores potential future improvements. (2024-12-13, shares: 117)
- __[SaT Universal Sentence Segmentation](https://github.com/facebookresearch/large_concept_model)__: A new model, Segment any Text (SaT), is introduced to address a specific issue. (2024-12-15, shares: 108)
- __[Lyra Speech-Centric Framework](https://github.com/dvlab-research/Lyra)__: The development of Multimodal Large Language Models (MLLMs) is crucial for a more versatile and efficient AI. (2024-12-18, shares: 101)
- __[Evolved Universal Transformer Memory](https://github.com/sakanaai/evo-memory)__: Earlier methods propose cost reduction in modern foundation models by selectively removing context parts while preserving original performance. (2024-12-15, shares: 89)

## GitHub

### Finance

- __[Answers for Exercises in Financial ML](https://github.com/boyboi86/AFML)__: A detailed solution guide for the exercises in Dr Marco Lopez de Parodo's book 'Advances in Financial Machine Learning'. (2020-05-28, shares: 631)
- __[Stocks Portfolio Tracker](https://github.com/PaulSquires/TradeTracker)__: A portfolio tracker for stocks, futures, and options with potential integration of Interactive Brokers IBKR TWS API. (2023-03-21, shares: 58)
- __[AI Jupyter Notebook](https://github.com/alishobeiri/thread)__: An AI-powered Jupyter Notebook capable of generating and editing code, fixing errors, and interacting with data. (2024-05-21, shares: 1074)
- __[FilterNet Time Series Forecasting](https://github.com/aikunyi/FilterNet)__: The official implementation of the 'FilterNet: Harnessing Frequency Filters for Time Series Forecasting' research paper. (2024-11-03, shares: 102)
- __[Ready Datasets for ML](https://github.com/huggingface/datasets)__: A hub offering ready-to-use datasets for machine learning models and efficient data manipulation tools. (2020-03-26, shares: 19348)

### Trending

- __[StackBlitz Bolt](https://github.com/stackblitz-labs/bolt.diy)__: The article explores the use of LLM in quickly editing and deploying full-stack web applications. (2024-10-13, shares: 5582)
- __[Thammo4uva Tradier Wrapper](https://github.com/thammo4/uvatradier)__: The article presents a Python wrapper specifically designed for the Tradier brokerage API. (2023-07-24, shares: 19)
- __[HashiCorp Nomad Orchestrator](https://github.com/hashicorp/nomad)__: The article details Nomad, a versatile workload orchestrator that can deploy different types of applications, integrated with Consul and Vault. (2015-06-01, shares: 15031)
- __[VRCAR VMD Python](https://github.com/vrcarva/vmdpy)__: The article discusses the application of Variational Mode Decomposition (VMD) using Python. (2019-03-22, shares: 349)
- __[Google OR Tools](https://github.com/google/or-tools)__: The article gives a comprehensive overview of the Operations Research tools provided by Google. (2015-02-21, shares: 11354)

## News

### Quantitative

- __[Subjectivity in AI Predictions](https://news.google.com/rss/articles/CBMiwgFBVV95cUxObkZVRjIwVDVSVl9rMHNXUUFqVDg5S196Q2ZKQmhWQkUzZlhXY1d2UjdWM0ZJd1UxU2g2RzJrcXpKVFBGZ0NNR285bFFFUjBjTmtqalUxdW04bDdxY3FFeGhneUdwbU9tSlZrdVQ3b3FuUzQ4YmRlMVBYSGhtcGFWaHo3Rmk1bU14ZUppLTFoQ21tMEhSSnBfMkJQQnAyS1RaN215UDN6Uk1XTE9uZE92VFNjMklhVWIzTTRtWGQwaEUtQQ?oc=5)__: The Machine Learning Times article explores the difficulty of incorporating subjectivity in AI's predictive value for quantitative analysis. (2024-12-14, shares: 10)
- __[Quant Capital Closure](https://www.hedgeweek.com/quant-seven-eight-capital-winding-down-following-investor-withdraws/)__: Business Insider reports that Seven Eight Capital, a quantitative hedge fund, is closing due to substantial investor withdrawals. (2024-12-12, shares: 7)
- __[Hedge Funds Cut Bearish Bets](https://www.hedgeweek.com/hedge-funds-reduce-bearish-bets-on-five-year-treasury-futures-ahead-of-year-end/)__: According to CFTC data, hedge funds and leveraged investors have minimized their negative positions on US five-year Treasury futures to the lowest since July. (2024-12-16, shares: 7)
- __[Quant Hilbert merges with Liberty AI](https://www.hedgeweek.com/quant-hilbert-integrates-liberty-ai/)__: Following its recent acquisition, Hilbert Group AB has incorporated Liberty Road Capital's advanced AI technology into its trading and analytics system. (2024-12-16, shares: 6)
- __[UConn Changes Hedge Fund](https://www.hedgeweek.com/uconn-swaps-hedge-funds-for-cost-efficient-buffer-etfs/)__: BNN Bloomberg reports that the University of Connecticut's endowment is transitioning from hedge funds to buffer ETFs for a more cost-effective risk management approach in its $634m portfolio. (2024-12-17, shares: 5)
- __[Statar Capital's Return](https://www.hedgeweek.com/statar-capital-makes-strong-comeback-amid-volatile-energy-market/)__: Statar Capital, a Miami-based hedge fund managed by Ron Ozer, has recovered from a 13% loss in Q2 with a 23% increase by mid-December. (2024-12-17, shares: 4)
- __[Digital Assets Funds Expand](https://www.hedgeweek.com/digital-asset-funds-mark-10th-week-of-consecutive-growth/)__: Digital asset investment products experienced $3.2bn inflows last week, pushing the year-to-date total to $44.5bn, a fourfold increase from any previous year, says CoinShares. (2024-12-18, shares: 4)
- __[Hedge Funds Favor Ether](https://www.hedgeweek.com/hedge-funds-bet-big-on-stagnating-ether-shorts/)__: Hedge funds have reached a record high in short positions on ether futures at the Chicago Mercantile Exchange, with contracts hitting an all-time high of 6349, reports BeinCrypto. (2024-12-16, shares: 3)
- __[Marshall Wace Ventures to Abu Dhabi](https://www.hedgeweek.com/marshall-wace-opens-abu-dhabi-office/)__: Marshall Wace, a London-based hedge fund managing $69bn in assets, has expanded its operations to Abu Dhabi, joining the increasing number of finance firms in the UAE. (2024-12-12, shares: 3)
- __[New Hedge Fund Launches Decrease](https://www.hedgeweek.com/new-hedge-fund-launches-to-hit-24-year-low/)__: The number of new hedge fund launches is expected to hit a 24-year low, with only 123 funds launched globally by the end of September this year, according to Reuters. (2024-12-13, shares: 3)

### Miscellaneous

- __[Third Point Options](https://www.hedgeweek.com/third-point-explores-strategic-options-amid-activist-pressure/)__: Third Point hedge fund is exploring strategic options to address the significant discount between its share price and asset value due to pressure from activist investors. (2024-12-13, shares: 3)
- __[British Founder Sentenced](https://www.hedgeweek.com/british-hedge-fund-founder-shah-gets-12-year-sentence-over-1-3bn-cum-ex-fraud/)__: Sanjay Shah, founder of Solo Capital Partners, has been sentenced to 12 years in prison by a Danish court for a £1.3bn tax fraud scheme. (2024-12-13, shares: 3)
- __[Two Seas Capital Appointments](https://www.hedgeweek.com/two-seas-capital-appoints-managing-director-and-head-of-research/)__: Two Seas Capital has appointed Altaf Mackeen as Managing Director and Head of Research, effective from 1 January 2025. (2024-12-13, shares: 3)
- __[Magellan PM Resigns](https://www.hedgeweek.com/magellan-pm-jumps-ship-a-month-before-launch/)__: Portfolio Manager Britney Lam has left Dubai-based hedge fund firm Magellan Capital just before its anticipated $700m launch. (2024-12-18, shares: 3)
- __[Citadel Hires Elliott PM](https://www.hedgeweek.com/citadel-hires-second-elliott-portfolio-manager/)__: Citadel has hired a second Portfolio Manager from Elliott Investment Management, suggesting a possible shift towards activist strategies. (2024-12-18, shares: 3)
- __[MFA Calls for Form PF Deadline Extension](https://www.hedgeweek.com/mfa-wants-sec-and-ctc-to-extend-form-pf-compliance-deadline/)__: The MFA and three other trade associations have requested the SEC and CFTC to delay the compliance deadline for the revised Form PF requirements by six months. (2024-12-17, shares: 3)
- __[Tech Jobs in Hedge Funds: Demand High, Pay Low](https://www.efinancialcareers.com/news/hedge-fund-hybrid-jobs-remote-work)__: Demand High, Pay Low: The popularity of hybrid roles in hedge funds is decreasing. (2024-12-16, shares: 2)
- __[Brazilian Hedge Funds Outperforming](https://www.hedgeweek.com/brazilian-hedge-funds-outperform-for-a-third-month/)__: In November, Brazilian hedge funds, which usually oppose local markets, experienced substantial profits due to fiscal worries causing market instability. (2024-12-17, shares: 2)
- __[Point72s Asia Trading Head Moves to Hong Kong Quant Fund](https://www.efinancialcareers.com/news/point72-s-asia-systematic-trading-head-joins-quant-fund-in-hong-kong)__: The article From Cubist to Qube lacks additional information. (2024-12-13, shares: 2)
- __[Gasoline Boosts Energy Bets for Hedge Funds](https://www.hedgeweek.com/gasoline-fuelling-bullish-hedge-fund-energy-bets/)__: Speculators are growing more hopeful about gasoline futures due to low costs and possible supply limitations in the coming year. (2024-12-16, shares: 2)

## Podcasts

### Quantitative

- __[Fabio Ruggeri: Market Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16256348-fabio-ruggeri-on-modern-market-strategies-options-trading-evolution-and-democratizing-data-analysis-tools.mp3)__: Market Strategies: The podcast explores the transition from traditional to technical data in market strategies, the evolution of options trading, and MenthorQ's tools for complex options data analysis. (2024-12-12, shares: 27)
- __[AI and Machine Learning](https://www.cqfinstitute.org/content/ai-and-machine-learning-quant-finance-conference)__: The CQF Institute will host an AI and Machine Learning in Quant Finance Conference on 17th September 2025, with speaker and agenda details pending. (2024-12-18, shares: 17)
- __[Seth Cogswell: Legacy Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16273809-seth-cogswell-on-family-legacy-strategies-etf-launch-insights-and-efficient-growth-tactics.mp3)__: Legacy Strategies: Seth Cogswell from Running Oak Capital discusses his investment strategy aimed at maximizing earnings growth and minimizing large drawdowns, and the principles behind the Running Oaks ETF RUINN launch. (2024-12-14, shares: 13)
- __[Spreadbites: Credit Trends](https://atanyrate.podbean.com/e/speadbites-food-for-credit-market-thought-as-we-head-into-the-holidays/)__: Credit Trends: The Spreadbites podcast discusses key trends in credit markets, featuring insights from Stephen Dulake, Daniel Lamy, Nelson Jantzen, and Samantha Azzarello. (2024-12-13, shares: 9)
- __[Matthias Hanauer: Value Investing](https://traffic.megaphone.fm/TIFM9077919022.mp3?updated=1734048258)__: Value Investing: Matthias Hanauer discusses the complexities of value investing, the influence of various factors, the potential of emerging markets and small cap stocks, and the integration of machine learning in investment strategies. (2024-12-13, shares: 9)

### Related

- __[AI Warfare & Autonomous Weapons](https://datascienceathome.podbean.com/e/autonomous-weapons-and-ai-warfare-ep-275/)__: The Data Science at Home podcast discusses the use of AI in the military, including autonomous drones and surveillance tech, and the ethical concerns surrounding these advancements. (2024-12-16, shares: 8)
- __[Global Trade & Security in a Trump World](https://macrohive.libsyn.com/ep-246-tomasz-nadrowski-on-navigating-global-chaos)__: In the Tyranny Today podcast, Tomasz from Amvest Capital discusses global trade, security, and the potential outcomes of the Russia-Ukraine conflict. (2024-12-13, shares: 7)
- __[Modernizing Risk Management in Finance](https://garpcast.libsyn.com/modernizing-risk-management-in-todays-competitive-landscape)__: Martim Rocha and Luis Jesus from SAS discuss on how financial institutions can use AI, cloud, and integration to improve risk management in a volatile market. (2024-12-18, shares: 6)
- __[Scaling AI Systems Like OpenAI](https://datascienceathome.podbean.com/e/8-proven-strategies-to-scale-your-ai-systems-like-openai-%f0%9f%9a-ep-274/)__: The Data Science at Home podcast explores how top AI companies like OpenAI scale their systems to handle millions of requests per minute. (2024-12-13, shares: 6)
- __[Global FX Strategy Update](https://atanyrate.podbean.com/e/global-fx-central-bank-central-1734122548/)__: The Global FX Strategy team at JPMorgan Chase discusses key market events and previews the upcoming week's economic calendar. (2024-12-13, shares: 5)

## X / Twitter

### Quantitative

- __[Statistical Arbitrage Review](https://twitter.com/quantseeker/status/1868310715075104912)__: The article reviews research on statistical arbitrage in various financial markets like equities, fixed income, and commodities. (2024-12-16, shares: 5)
- __[Human Intuition in ML](https://twitter.com/quantseeker/status/1805660714192822459)__: The article emphasizes the role of human intuition in the successful application of machine learning, outlining nine common scenarios. (2024-12-13, shares: 4)
- __[Synergizing Mean Reversion with TrendFollowing](https://twitter.com/QuantiveAlpha/status/1867421381782384752)__: The article investigates the advantages of combining mean reversion and trend-following strategies in a portfolio, with a focus on risk management. (2024-12-13, shares: 3)
- __[Fresh Research on Investing](https://twitter.com/quantseeker/status/1869099974707093946)__: The article provides a weekly summary of new research in the fields of investing and trading. (2024-12-17, shares: 1)
- __[News Sentiment for Stock Returns Prediction](https://twitter.com/quantseeker/status/1868441925889733059)__: The blog post explores the impact of news sentiment on stock returns, presenting research findings, testing a sentiment-based signal, and providing insights for investors. (2024-12-15, shares: 1)

### Miscellaneous

- __[Large Language Models for Time Series](https://twitter.com/carlcarrie/status/1868364408587801048)__: The article explores the potential of using large language models as a basis for time series models. (2024-12-15, shares: 1)
- __[Insider Trades and Stock Alphas](https://twitter.com/quantseeker/status/1869339882352480765)__: The paper examines a vast dataset of global insider trades, generating a collective signal for each stock using different insider trade indicators. (2024-12-18, shares: 0)
- __[Curated Investing Research](https://twitter.com/quantseeker/status/1868310718732468533)__: The author offers a free weekly summary of the most recent investment research. (2024-12-15, shares: 0)
- __[Entropy Perspectives](https://twitter.com/carlcarrie/status/1868130718871933247)__: The article discusses the concept of entropy and the various ways it has been defined over the years. (2024-12-15, shares: 0)
- __[PostEarnings Drift in Political Presidencies](https://twitter.com/quantseeker/status/1867188603253555461)__: The study shows a notable difference in post-earnings announcement drift during Republican and Democratic presidencies, suggesting it's due to investors' biased expectations of tax cuts. (2024-12-12, shares: 0)

## Reddit

### Quantitative

- __[Return Comparison](https://www.reddit.com/r/quant/comments/1hdk47i/simple_return_vs_log_return/)__:  (2024-12-13, shares: 91)
- __[Rate Options](https://www.reddit.com/r/quant/comments/1hfu8z0/interest_rate_options/)__:  (2024-12-16, shares: 20)
- __[Volatility Query](https://www.reddit.com/r/quant/comments/1hddpp8/technical_question_abput_volatility_computation/)__:  (2024-12-13, shares: 13)
- __[Masters Decision](https://www.reddit.com/r/quantfinance/comments/1hbzm82/second_masters_vs_fulltime/)__:  (2024-12-11, shares: 12)
- __[Low Latency Importance](https://www.reddit.com/r/quant/comments/1hbrqoa/why_is_low_latency_so_important_for_automated/)__:  (2024-12-11, shares: 70)

### Rising

- __[ETF Market Making](https://www.reddit.com/r/quant/comments/1hfgyt9/anyone_know_the_economics_of_etf_market_making_it/)__:  (2024-12-16, shares: 101)
- __[MT5 Quant Server Tutorial](https://www.reddit.com/r/algotrading/comments/1hdl5ze/chapter_04_of_the_metatrader5_quant_server_with/)__:  (2024-12-13, shares: 48)
- __[Hudson River Trading Interview](https://www.reddit.com/r/quantfinance/comments/1hevpev/hudson_river_trading_interview_problem/)__:  (2024-12-15, shares: 19)
- __[First Job After University](https://www.reddit.com/r/quantfinance/comments/1hdcw59/first_job_out_of_uni/)__:  (2024-12-13, shares: 17)
- __[Alternatives to yfinance](https://www.reddit.com/r/algotrading/comments/1hdyr0w/alternatives_to_yfinance/)__:  (2024-12-14, shares: 69)