---
title: Quant Letter No. 89: March 2025, Week 3
url: https://www.ml-quant.com/issues/2025-03-20/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2025-03-20
---


# Quant Letter No. 89: March 2025, Week 3

Sent 2025-03-20. 182 items.

## arXiv

### Finance

- __[NoArbitrage Conditions in Diffusion Market](http://arxiv.org/abs/2503.14078v1)__: The article explores conditions for no-arbitrage in one-dimensional diffusion markets, highlighting unexpected outcomes like the absence of unlimited profit with limited risk under certain conditions. (2025-03-18, shares: 20) · https://www.ml-quant.com/papers/arxiv/2503.14078/
- __[Upper Bounds for Bermudan Option Price](http://arxiv.org/abs/2503.13328v2)__: The research simplifies the dual problem in the symmetric case under the dispersion assumption, aiming to find a reliable, no-arbitrage limit on the price of a Bermudan option with two potential exercise dates. (2025-03-17, shares: 19) · https://www.ml-quant.com/papers/arxiv/2503.13328/
- __[Deep Hedging of Green PPAs](http://arxiv.org/abs/2503.13056v1)__: The paper introduces a 'deep hedging' approach using machine learning to develop hedging strategies in power markets, specifically for Green Power Purchase Agreements, which are subject to price and weather risks. (2025-03-17, shares: 17) · https://www.ml-quant.com/papers/arxiv/2503.13056/
- __[Quintic Volatility Model for Smile Dynamics](http://arxiv.org/abs/2503.14158v1)__: The study presents the two-factor Quintic Ornstein-Uhlenbeck model, showing its effectiveness in capturing the volatility surfaces of SPX and VIX and aligning with the skew-stickiness ratio across different maturities. (2025-03-18, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.14158/
- __[SVSDU Asset Price Dynamics](http://arxiv.org/abs/2503.14829v1)__: The SVSDU, a new financial model, is introduced to track winning and losing streaks in financial markets, using a deep neural network to solve the related complex equation. (2025-03-19, shares: 13) · https://www.ml-quant.com/papers/arxiv/2503.14829/
- __[HQNNFSP Time-Series Forecasting](http://arxiv.org/abs/2503.15403v1)__: The research investigates the use of hybrid quantum-classical methods for predicting financial trends, introducing a Quantum Neural Network (QNN) regressor and two hybrid optimization strategies. (2025-03-19, shares: 13) · https://www.ml-quant.com/papers/arxiv/2503.15403/
- __[Hierarchical Variance Portfolios](http://arxiv.org/abs/2503.12328v1)__: A new method for portfolio optimization is presented, utilizing hierarchical graph structures and the Schur complement method to decrease computational complexity while maintaining full covariance data. (2025-03-16, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.12328/
- __[Fundamental Pricing Adjustments](http://arxiv.org/abs/2503.14997v1)__: The article offers a detailed overview of derivative pricing adjustments, including XVA, within an Ito SDE/parabolic PDE framework, and explores certain meta-adjustments beyond XVA. (2025-03-19, shares: 12) · https://www.ml-quant.com/papers/arxiv/2503.14997/
- __[Tactical Asset Allocation with Regime Detection](http://arxiv.org/abs/2503.11499v1)__: The study introduces a new model that applies machine learning for regime modeling in tactical asset allocation, showing significant enhancements in portfolio performance. (2025-03-14, shares: 11) · https://www.ml-quant.com/papers/arxiv/2503.11499/

### Economics

- __[Collusive Pricing in Algorithmic Markets](http://arxiv.org/abs/2503.13950v1)__: The research finds that the GLS estimator remains reliable in multivariate regression even with heteroskedastic and autocorrelated errors. (2025-03-18, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.13950/
- __[Impact of Extreme Temperatures on Corporate Value](http://arxiv.org/abs/2503.14233v1)__: The study reveals that extreme temperatures significantly decrease the asset value of businesses, with state-owned and foreign-funded firms being more resilient. (2025-03-18, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.14233/
- __[GLS Estimator Properties in Multivariate Regression](http://arxiv.org/abs/2503.14233v1)__: Extreme temperatures negatively affect business asset values, but state-owned and foreign-funded firms are less impacted due to their resources and efficiency, according to the study. (2025-03-18, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.14233/
- __[Algorithmic Pricing Strategies in Competitive Markets](http://arxiv.org/abs/2503.11270v1)__: The study finds that Deep Reinforcement Learning algorithms are more effective in identifying collusion risks in pricing strategies, performing better than Tabular Q-learning. (2025-03-14, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.11270/
- __[Environmental Liability Insurance Impact on Carbon Emissions](http://arxiv.org/abs/2503.15445v1)__: Research shows environmental liability insurance can lower industrial carbon emissions, especially in developed industrial regions. (2025-03-19, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.15445/
- __[Crime Displacement Evidence from Police Crackdowns in Brazil](http://arxiv.org/abs/2503.15445v1)__: The same study confirms that environmental liability insurance can significantly cut down industrial carbon emissions in industrially advanced areas. (2025-03-19, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.15445/
- __[AI Technology Impact on Cross-Border Trade](http://arxiv.org/abs/2503.13571v1)__: Brazilian study reveals police blitzes lead to a 35% drop in violent crime, with effects lasting 2-3 days post-blitz. (2025-03-17, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.13571/
- __[AI Technology and Cross-Border Trade in Southeast Asia](http://arxiv.org/abs/2503.13529v1)__: Adoption of artificial intelligence boosts trade volumes in Southeast Asia, especially in areas with advanced tech infrastructure and supportive regulations. (2025-03-15, shares: 14) · https://www.ml-quant.com/papers/arxiv/2503.13529/

### Miscellaneous

- __[Volatility Forecasting for New Issues](http://arxiv.org/abs/2503.12648v1)__: The article presents a new method for predicting financial asset volatility using multiple sources of data, which performs better than models using only target data or combined source and target data. (2025-03-16, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.12648/
- __[Robust Deep Learning for FBSDEs](http://arxiv.org/abs/2503.13193v1)__: The paper introduces a new method for approximating complex mathematical equations, which proves to be more reliable than the standard method, even under challenging conditions. (2025-03-17, shares: 15) · https://www.ml-quant.com/papers/arxiv/2503.13193/
- __[Enhancing LightGCN with Causal Graph Convolution](http://dx.doi.org/10.1145/3677052.3698683)__: The study presents an improved version of the Light Graph Convolutional Network that learns over time, enhancing its performance in time-sensitive applications, especially in recommending financial products. (2025-03-18, shares: 13) · https://www.ml-quant.com/papers/doi/10-1145-3677052-3698683/

### Crypto & Blockchain

- __[AGI Economic Rights](http://arxiv.org/abs/2503.14283v1)__: The emergence of Artificial General Intelligence (AGI) could disrupt economic and political structures, necessitating a new economic framework to ensure fair distribution of AGI-driven wealth. (2025-03-18, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.14283/
- __[Ethereum Staking Dynamics](http://arxiv.org/abs/2503.14385v1)__: Solo Ethereum stakers are more affected by changes in staking rewards than those using centralized exchanges, implying that reducing issuance could favor centralized entities. (2025-03-18, shares: 11) · https://www.ml-quant.com/papers/arxiv/2503.14385/
- __[DeFi Governance & Vote Delegation](http://arxiv.org/abs/2503.11940v1)__: Research on vote delegation in Decentralized Autonomous Organizations (DAOs) indicates that those with fewer votes and ties to venture capital firm a16z receive more vote delegations, suggesting reputation-based governance in DAOs. (2025-03-15, shares: 11) · https://www.ml-quant.com/papers/arxiv/2503.11940/

### Historical Trending

- __[Solvable Square-Root Price Impact](http://arxiv.org/abs/2502.17906v2)__: A new econophysics model unifies several empirical laws, including the square-root law of price impact, and shows that price dynamics remain diffusive under this law, with volatility having a long memory. (2025-02-25, shares: 248) · https://www.ml-quant.com/papers/arxiv/2502.17906/
- __[HighFrequency Trading Label Unbalance](http://arxiv.org/abs/2503.09988v1)__: A deep learning framework with methods for adjusting label imbalance has been effectively used to predict high-frequency returns in the Chinese futures market. (2025-03-13, shares: 20) · https://www.ml-quant.com/papers/arxiv/2503.09988/
- __[Public Environmental Regulation Support](http://arxiv.org/abs/2503.10821v1)__: Research on Germany's 2023 Heating Law found that providing detailed information about the policy didn't significantly influence adoption decisions or policy support, indicating that opposition to climate policy is due to fundamental preference differences, not information gaps. (2025-03-13, shares: 16) · https://www.ml-quant.com/papers/arxiv/2503.10821/

## SSRN

### Quantitative

- __[Bitcoin and Stock Portfolio Dynamics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5186948)__: Research indicates a long-term link between Bitcoin prices and the MSCI World Index, suggesting Bitcoin can boost global stock portfolio performance. (2025-03-20, shares: 5) · https://www.ml-quant.com/papers/ssrn/5186948/
- __[Tactical Asset Allocation with Regime Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5183762)__: A machine learning model is introduced in a paper that enhances tactical asset allocation by predicting future regimes and optimizing portfolio distributions. (2025-03-18, shares: 3) · https://www.ml-quant.com/papers/ssrn/5183762/
- __[Gas Options Pricing in Blockchain](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180204)__: A data-driven method for pricing blockchain transaction fee derivatives is proposed in a study, offering better fee volatility capture than other models. (2025-03-15, shares: 4) · https://www.ml-quant.com/papers/ssrn/5180204/
- __[Robust Image Recognition Network](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5186712)__: ViTSGMM, an image recognition network, is presented in a paper, improving performance on limited labeled data and addressing a data leakage issue in the STL10 dataset. (2025-03-20, shares: 7) · https://www.ml-quant.com/papers/ssrn/5186712/
- __[Liquidity-Inventory Decelerator for Policy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180451)__: A study reveals that liquidity constraints and inventory dynamics impact monetary policy transmission, with firms having tighter liquidity constraints adjusting their inventory-to-sales ratio less. (2025-03-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5180451/
- __[Quantum Machine Learning for Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180119)__: Research shows that Quantum Machine Learning provides better financial forecasting accuracy and cybersecurity resilience than traditional models. (2025-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5180119/
- __[Enhanced Financial Sentiment Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5181105)__: A new methodology for financial sentiment analysis using large language models is proposed in a study, with the GPT-3-based OPT model outperforming others in predicting stock market returns. (2025-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5181105/
- __[Airline Crew Recovery](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180044)__: The article proposes a solution that uses optimization and machine learning to fix disrupted airline crew schedules, considering aircraft recovery plans and passenger disruption costs. (2025-03-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5180044/
- __[Hopfield Hamiltonian Solutions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5181899)__: The research uses transformations to create a new set of eigenstates for the Hopfield Hamiltonian, using the direct product of two types of elementary excitations' Fock states. (2025-03-17, shares: 4) · https://www.ml-quant.com/papers/ssrn/5181899/
- __[Best T20 World Cup Players](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180123)__: The study uses a data analytics framework and machine learning to identify the best cricket players from the T20 World Cup 2022, improving decision-making in cricket analytics. (2025-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5180123/
- __[Energy Bill Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5183320)__: The research develops predictive solutions using machine learning to forecast electricity prices, focusing on affordability and the influence of economic policies. (2025-03-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/5183320/
- __[Intra-industry Information Transfers](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178189)__: The study finds that investor uncertainty overreaction is more pronounced in put options and during economic recessions in intraindustry information diffusion processes. (2025-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5178189/
- __[Alumni Networks and Financial Leverage](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5179138)__: The paper reveals that the chairman’s alumni network can increase financial leverage and contribute to firm value in China. (2025-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5179138/
- __[Dynamic Building Properties](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5179872)__: The research shows that building height affects the natural frequency in predicting buildings' dynamic properties using machine learning, with taller buildings having a lower frequency. (2025-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5179872/
- __[Diversifying Stock with CRUTs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185645)__: The study suggests that combining charitable remainder unitrusts with tax-aware strategies can help investors diversify low-basis stock and increase after-tax wealth, integrating philanthropy and investment management. (2025-03-18, shares: 3) · https://www.ml-quant.com/papers/ssrn/5185645/
- __[Index Concentration Implications for Active Investors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5150910)__: The article discusses how the growth of large tech stocks can affect smart beta factor indices, but these effects can be lessened with diversified strategies and risk control. (2025-02-24, shares: 228) · https://www.ml-quant.com/papers/ssrn/5150910/
- __[Inflation Data for Gold and Treasury Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5151557)__: The piece examines the intricate relationship between inflation and the value of gold and treasury bonds, influenced by factors such as market sentiment and monetary policy. (2025-02-25, shares: 57) · https://www.ml-quant.com/papers/ssrn/5151557/
- __[Risk Management Mistakes with Correlation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5155665)__: The article points out common errors in using Pearson's correlation in risk management, offering counterexamples and R code for clarity. (2025-02-26, shares: 81) · https://www.ml-quant.com/papers/ssrn/5155665/
- __[Limit Order Book Simulation with Neural Hawkes Process](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152207)__: The paper suggests an event-driven Limit Order Book model using a Neural Hawkes process to understand the dynamic relationships in financial markets. (2025-02-25, shares: 26) · https://www.ml-quant.com/papers/ssrn/5152207/
- __[European Knock-In Barrier Options Bid-Ask Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5156258)__: The article introduces a new method to calculate bid-ask prices of European knock-in barrier options, taking into account market liquidity. (2025-02-26, shares: 17) · https://www.ml-quant.com/papers/ssrn/5156258/
- __[Trade Credit Default and Macroeconomic Shocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5153753)__: The study investigates the role of trade-credit default in the transmission of macro shocks, introducing two new mechanisms - a markup effect and an insurance effect. (2025-02-25, shares: 20) · https://www.ml-quant.com/papers/ssrn/5153753/
- __[Stock Returns Prediction with Technical Indicators](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5173702)__: The paper presents a method that combines semiparametric partially additive time series models with technical indicators to enhance the prediction of stock returns. (2025-03-11, shares: 26) · https://www.ml-quant.com/papers/ssrn/5173702/
- __[Corruption and Innovation Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5153635)__: A study using machine learning reveals that corruption greatly hampers innovation and economic growth by reducing profits and devaluing patents. (2025-02-25, shares: 13) · https://www.ml-quant.com/papers/ssrn/5153635/
- __[Fake Reviews Detection on Amazon](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5156231)__: A new study suggests using a Graph Neural Network model to detect fake reviews on ecommerce platforms, improving detection accuracy by about 10%. (2025-02-26, shares: 42) · https://www.ml-quant.com/papers/ssrn/5156231/
- __[Micro Data GDP Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5151633)__: Using individual accounting earnings from corporate financial reports can provide more accurate GDP forecasts, according to a new micro-forecasting approach. (2025-02-25, shares: 22) · https://www.ml-quant.com/papers/ssrn/5151633/
- __[USIndia Tariffs Trade Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5155287)__: President Trump's reciprocal tariffs policy could disrupt India's export sectors, increase consumer costs, and affect financial markets, potentially harming US-India trade relations. (2025-02-26, shares: 51) · https://www.ml-quant.com/papers/ssrn/5155287/
- __[Mutual Fund Flows and Paper Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5148627)__: A study by Li, Tibay, and Wang suggests that investor flows in prime money market funds can significantly impact the pricing and issuance in the primary markets for commercial paper. (2025-02-26, shares: 30) · https://www.ml-quant.com/papers/ssrn/5148627/
- __[Fault-Tolerant Load Balancing in Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152209)__: Traditional load balancing methods have limitations in adjusting to fluctuating workloads and unexpected system failures, affecting performance in real-time financial analytics. (2025-02-25, shares: 15) · https://www.ml-quant.com/papers/ssrn/5152209/
- __[AI and Human Skills Demand](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5153230)__: AI roles demand more complementary skills like resilience, agility, and analytical thinking, which command a significant wage premium, as per an analysis of 12 million US online job vacancies. (2025-02-25, shares: 97) · https://www.ml-quant.com/papers/ssrn/5153230/
- __[PBubbles, Q-Bubbles, and Risk Premia](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152455)__: A new model links two types of bubbles to an equity's risk premium, showing that both bubbles are significant and crucial in understanding equity risk premium. (2025-02-25, shares: 27) · https://www.ml-quant.com/papers/ssrn/5152455/

### Financial

- __[Index Effect in Corporate Bonds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5181327)__: Investment funds' rise in the corporate bond market has led to more index-driven bond trading, improving liquidity during index closing times. (2025-03-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/5181327/
- __[Cross-Asset Trend Factor for Bonds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5181153)__: XTREND, a proposed cross-asset trend factor, uses machine learning to predict corporate bond returns using equity market data, showing resilience in various market conditions. (2025-03-16, shares: 4) · https://www.ml-quant.com/papers/ssrn/5181153/
- __[CAPM Review](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185853)__: The Capital Asset Pricing Model (CAPM) is being challenged, with alternative models suggested for emerging economies and smaller companies to enhance financial market valuation and risk investments. (2025-03-19, shares: 3) · https://www.ml-quant.com/papers/ssrn/5185853/
- __[Wealth Attraction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5180370)__: The Wealth Attraction Law posits that wealth acquisition is not just through effort or capital but also personal ability, scarcity, and social recognition, as shown by successful entrepreneurs' case studies. (2025-03-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5180370/
- __[Financial Intermediary Risk and Hedge Funds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5182451)__: Hedge fund returns are strongly influenced by the covariation between fund returns and equity capital ratio shocks of key financial intermediaries, with high-exposure portfolios outperforming low-exposure ones. (2025-03-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/5182451/
- __[Capital Gain Integration in Valuation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178507)__: The gain of capital concept, accounting for biases in forecasting, investor perceptions, and firm characteristics, is introduced to enhance traditional discounted cash flow models and better determine firm valuations. (2025-03-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5178507/
- __[AWACC for Capital-Intensive Industries](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5179813)__: The Alaali WACC model refines the traditional Weighted Average Cost of Capital by including firm-specific risk factors, industry leverage constraints, and macroeconomic volatility adjustments, offering a more accurate approach to corporate financial planning. (2025-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5179813/
- __[Timevarying predictability in EU bond market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185475)__: The LASSO method effectively predicts European sovereign bond market returns, except for German bonds. (2025-03-19, shares: 3) · https://www.ml-quant.com/papers/ssrn/5185475/
- __[Violent conflict and lending across borders](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5183576)__: Violent conflicts reduce cross-border lending but increase financing for military and dual-use industries. (2025-03-18, shares: 4) · https://www.ml-quant.com/papers/ssrn/5183576/
- __[Rethinking stock market indices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178309)__: Stock indices with maximal sample selection provide more accurate future economic predictions than randomly selected stocks. (2025-03-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5178309/
- __[Alaali Cost of Capital Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5179477)__: The ACCM offers a dynamic, multifactor approach to estimating capital costs, improving on traditional models. (2025-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5179477/
- __[Big data in relationship banking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178356)__: A credit market competition model suggests that Big Data screening can reduce bank profits and increase consumer surplus. (2025-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5178356/
- __[Gold prices and electricity rates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5179817)__: Inflation and exchange rate fluctuations significantly affect gold prices and electricity rates, while geopolitical risks have a minor direct impact. (2025-03-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/5179817/
- __[hour trading systems and challenges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5181265)__: The paper explores the challenges and potential solutions for implementing 24-hour trading on major exchanges. (2025-03-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/5181265/
- __[Information imperfections in CRE pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5186511)__: The paper examines methods for estimating the discount rate for an income approach to value, highlighting the usefulness of asset pricing models. (2025-03-19, shares: 2) · https://www.ml-quant.com/papers/ssrn/5186511/
- __[Trade Rhetoric & Insider Sales](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5156207)__: Companies using anti-short selling language in their filings are more likely to have insider sales, which often precede stock price drops and future accounting restatements. (2025-02-26, shares: 107) · https://www.ml-quant.com/papers/ssrn/5156207/
- __[Empirical Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5150205)__: Incorporating machine learning into empirical asset pricing can enhance understanding of financial markets and improve predictive performance. (2025-02-23, shares: 11) · https://www.ml-quant.com/papers/ssrn/5150205/
- __[Government Spending & Industry Stars](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5148873)__: Companies frequently awarded government contracts experience large abnormal returns and steady market share growth, leading to increased profitability and industry prominence. (2025-02-01, shares: 231) · https://www.ml-quant.com/papers/ssrn/5148873/
- __[Uniswap v4](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152215)__: Uniswap v4 protocol's new feature, a hook, allows for more customized liquidity pool designs but also imposes certain implementation constraints. (2025-02-25, shares: 90) · https://www.ml-quant.com/papers/ssrn/5152215/
- __[Stablecoin Bill](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5156227)__: A proposed bill might permit stablecoins to be offered without federal deposit insurance protections, potentially heightening the risk of systemic crises during a stablecoin run. (2025-02-26, shares: 184) · https://www.ml-quant.com/papers/ssrn/5156227/
- __[Deforestation Risk Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5155518)__: The new Corporate Deforestation Exposure metric shows that companies with high deforestation risk significantly underperform and suffer negative returns after the EU Deforestation Regulation agreement. (2025-02-26, shares: 60) · https://www.ml-quant.com/papers/ssrn/5155518/
- __[Hedge Fund Risk Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5151327)__: Banks demand lower haircuts from hedge funds with more bargaining power in secured lending, potentially increasing the risk of insufficient haircuts based on standard value-at-risk models. (2025-02-25, shares: 17) · https://www.ml-quant.com/papers/ssrn/5151327/
- __[Bybit Crypto Security Evaluation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5156185)__: The 2025 Bybit hack highlights the need for better security measures in the cryptocurrency industry due to ongoing vulnerabilities. (2025-02-26, shares: 46) · https://www.ml-quant.com/papers/ssrn/5156185/
- __[Visual Saliency in Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5149911)__: Eye-tracking technology study suggests that highlighting investment fees can shift investor focus from past performance to lower-fee funds. (2025-02-24, shares: 52) · https://www.ml-quant.com/papers/ssrn/5149911/
- __[Disciplining Factor Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152019)__: A new evaluation method shows that many factor models fail to consistently price their factors, except for the Fama-French 5-factor model. (2025-02-25, shares: 21) · https://www.ml-quant.com/papers/ssrn/5152019/
- __[Redundant Factors](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5152029)__: Spanned factors, previously considered redundant, are found to be significant in explaining equity risk premiums, challenging the prevailing view. (2025-02-25, shares: 20) · https://www.ml-quant.com/papers/ssrn/5152029/
- __[International Information Flow Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5148781)__: Interruptions in international information flow can harm domestic market liquidity and fairness, making stocks more prone to manipulative trading. (2025-02-25, shares: 11) · https://www.ml-quant.com/papers/ssrn/5148781/
- __[Unfair Meme Coin System](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5149323)__: The emergence of meme coins poses risks such as market manipulation and regulatory arbitrage, and may be used for financial exploitation without stricter regulation. (2025-02-25, shares: 16) · https://www.ml-quant.com/papers/ssrn/5149323/
- __[Governance Risks in WLF](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5153571)__: The 2025 Bybit hack has led to increased scrutiny of cryptocurrency platforms, especially DeFi projects, due to governance and structural risks. (2025-02-25, shares: 26) · https://www.ml-quant.com/papers/ssrn/5153571/
- __[Dynamic Asset Allocation using RL](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185432)__: A reinforcement learning model for asset allocation surpasses both Modern Portfolio Theory and an equally-weighted portfolio in terms of total return and Sharpe ratio. (2025-01-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5185432/

## RePEc

### Finance

- __[Automated Trading System for EM Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-025-00754-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A11%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1186_s40854-025-00754-3)__: The rise of algorithmic trading and passive investing has caused issues during market downturns like the COVID-19 pandemic and Russia-Ukraine conflict, but a new Automated Adaptive Trading System could stabilize emerging markets in such times. (2025-03-20, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Efficient Volatile KSE-30 Equities Identification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43069-025-00421-4%3Bh%3Drepec%3Aspr%3Asnopef%3Av%3A6%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s43069-025-00421-4)__: Machine learning has been used to pinpoint the assets causing downward trends in the Pakistan Stock Exchange, with a proposed scheme aiming to optimally allocate these assets in a portfolio. (2025-03-20, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Dynamic Correlations in Risk Parity Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjtsa.12792%3Bh%3Drepec%3Abla%3Ajtsera%3Av%3A46%3Ay%3A2025%3Ai%3A2%3Ap%3A353-377)__: Risk parity portfolio optimization using expected shortfall as a risk measure is less affected by volatility shocks when considering fat-tailed returns, potentially improving risk-adjusted returns and reducing drawdowns during market stress. (2025-03-20, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Farchive.conscientiabeam.com%2Findex.php%2F29%2Farticle%2Fview%2F4102%2F8464%3Bh%3Drepec%3Apkp%3Ateafle%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ap%3A120-142%3Aid%3A4102)__: The research finds that trading strategies based on the Sharpe Ratio are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis. (2025-03-20, shares: 15) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Novel Window Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10528-7%3Bh%3Drepec%3Akap%3Acompec%3Av%3A65%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10614-023-10528-7)__: The study introduces a new method for assessing decision-making units' efficiency over time, using the Whale Optimization Algorithm, and applies it to forex investment strategies and utility firms in the Ho Chi Minh City Stock Exchange. (2025-03-20, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Monitoring Poverty in Lebanon](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Froiw.12708%3Bh%3Drepec%3Abla%3Arevinw%3Av%3A71%3Ay%3A2025%3Ai%3A1%3An%3Ae12708)__: The paper uses a new data augmentation technique to study poverty in the Middle East and North Africa, specifically Lebanon, using alternative data sources when traditional income data is scarce or unavailable. (2025-03-20, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Incomplete Data Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fijds.2022.9016%3Bh%3Drepec%3Ainm%3Aorijds%3Av%3A4%3Ay%3A2025%3Ai%3A1%3Ap%3A85-99)__: The blockwise reduced modeling (BRM) method is introduced for analyzing incomplete data sets, showing improved predictive performance for both linear and nonlinear models. (2025-03-20, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[NMDIS Strategy for Equity Premium](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435)__: A new machine learning strategy, momentum-determined indicator-switching (N-MDIS), is proposed for better equity premium prediction, outperforming existing strategies. (2025-03-20, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[PMC and Earnings Volatility on ZL Policies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F18%2F2%2F73%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A18%3Ay%3A2025%3Ai%3A2%3Ap%3A73-%3Ad%3A1582023)__: The study suggests that firms are more likely to adopt zero-leverage policies as product market competition increases, especially those with higher earnings volatility. (2025-03-20, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[News Sentiment Impact on Investment Risk](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006086%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006086)__: The impact of both negative and positive news sentiment on stock return volatility is reevaluated, showing significant effects on intraday stock return volatility. (2025-03-20, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic ML for Production Technologies Estimation](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0377221724008993%3Bh%3Drepec%3Aeee%3Aejores%3Av%3A323%3Ay%3A2025%3Ai%3A1%3Ap%3A224-240)__: A version of Stochastic Gradient Boosting is proposed for estimating production possibility sets in Data Envelopment Analysis (DEA), reducing overfitting and showing competitive performance. (2025-03-20, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/

### Machine Learning

- __[Machine Learning for M&A Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521925000201%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A99%3Ay%3A2025%3Ai%3Ac%3As1057521925000201)__: A study found that machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities using 60 variables. (2025-03-20, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Deep Learning for Market Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135)__: New probabilistic deep learning frameworks have been proposed for estimating financial risk measures, outperforming existing methods and aiding in more effective capital allocation. (2025-03-20, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3215%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A547-555)__: Machine learning methods can enhance the prediction accuracy of Chinese stock market volatility using the volatility of long-term treasury bond contracts, especially those with a 10-year maturity. (2025-03-20, shares: 24) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Lot Streaming and Scheduling](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F24725854.2023.2294816%3Bh%3Drepec%3Ataf%3Auiiexx%3Av%3A57%3Ay%3A2025%3Ai%3A4%3Ap%3A408-422)__: The article proposes a new algorithm and machine learning model to enhance efficiency and accuracy in the Lot Streaming and Scheduling Problem (LSSP) with unpredictable product arrival times. (2025-03-20, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese Financial Markets](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110)__: The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling. (2025-03-20, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and Nonperforming Loans](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS106294082400278X%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A76%3Ay%3A2025%3Ai%3Ac%3As106294082400278x)__: The study uses machine learning to analyze the impact of a monetary policy frictions index on commercial banks' nonperforming loans, advocating for more transparency in monetary policy transmission. (2025-03-20, shares: 12) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/
- __[Housing Market Connectedness](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0261560625000014%3Bh%3Drepec%3Aeee%3Ajimfin%3Av%3A152%3Ay%3A2025%3Ai%3Ac%3As0261560625000014)__: The research uses machine learning and quantile connectedness models to study the global influence of the US housing market and its interest rates, emphasizing their significant impact on international housing market spillovers. (2025-03-20, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: Machine Learning vs. Deep Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-023-05400-8%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A345%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10479-023-05400-8)__: Machine Learning vs. Deep Learning: Research shows deep learning methods outperform traditional machine learning in predicting oil prices, especially during crises. (2025-03-20, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/
- __[Multifrequency Data Fusion Model for Carbon Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3198%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A436-458)__: The newly introduced MFF-CPPM model in China has demonstrated higher accuracy and flexibility in predicting carbon trading prices compared to current models. (2025-03-20, shares: 10) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-436-458/

### Historical Trending

- __[Predicting VIX Trends](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2439458%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A12%3Ap%3A1857-1873)__: The article discusses a study that uses machine learning to predict the CBOE Volatility Index, highlighting weekly jobless claim data as a significant factor. (2024-04-20, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Eurozone Banks Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.icfm.ro%2FRePEc%2Fvls%2Fvls_pdf%2Fvol28i4p29-42.pdf%3Bh%3Drepec%3Avls%3Afinstu%3Av%3A28%3Ay%3A2024%3Ai%3A4%3Ap%3A29-42)__: The paper concludes that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices. (2024-08-07, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact on Firm Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10796-023-10460-z%3Bh%3Drepec%3Aspr%3Ainfosf%3Av%3A26%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10796-023-10460-z)__: The study indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure playing key roles. (2024-10-04, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Social Media Climate Discussions](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS0027950124000073%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Anierev%3Av%3A266%3Ay%3A2023%3Ai%3A%3Ap%3A22-29_3)__: The research stresses the need for communication and a comprehensive approach to address climate change, using machine learning to analyze climate change discussions on social media. (2023-10-10, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Retail Investing Dark Patterns](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rivisteweb.it%2Fdownload%2Farticle%2F10.1435%2F115112%3Bh%3Drepec%3Amul%3Ajqmthn%3Adoi%3A10.1435%2F115112%3Ay%3A2024%3Ai%3A3%3Ap%3A499-531)__: The article investigates the issue of dark patterns in retail investment, focusing on the use of behavioral sciences and AI to improve regulation and safeguard investors. (2024-03-07, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Young Informal Workers in the EU](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fjses-2024-0010%3Bh%3Drepec%3Avrs%3Ajsesro%3Av%3A13%3Ay%3A2024%3Ai%3A2%3Ap%3A82-97%3An%3A1005)__: The study profiles young informal workers in the EU27 pre-pandemic, aiming to inform future research on Covid-19's impact on youth labor market informality. (2024-07-27, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Resource Management in Cloud Computing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fnewjaigs.com%2Findex.php%2FJAIGS%2Farticle%2Fview%2F262%3Bh%3Drepec%3Adas%3Anjaigs%3Av%3A6%3Ay%3A2024%3Ai%3A1%3Ap%3A397-408%3Aid%3A262)__: The paper discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-06-13, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance and Citizen Participation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fpublishing.globalcsrc.org%2Fojs%2Findex.php%2Fsbsee%2Farticle%2Fview%2F3089%2F1770%3Bh%3Drepec%3Asrc%3Asbseec%3Av%3A6%3Ay%3A2024%3Ai%3A3%3Ap%3A317-336)__: The review investigates the link between e-governance initiatives and citizen participation, highlighting e-governance evolution and knowledge gaps, especially in terms of sustainability and impact. (2024-07-21, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fapi.eurokd.com%2FUploads%2FArticle%2F704%2FNCAF.2023.09.03.pdf%3Bh%3Drepec%3Abco%3Ancafaa%3A%3Av%3A9%3Ay%3A2023%3Ap%3A26-41)__: The paper analyzes literature on factors affecting banks' performance, suggesting new research areas, particularly around digital transformation, artificial intelligence, and FinTechs. (2023-06-10, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Online Gig Work Satisfaction Scale](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjppc.ro%2Findex.php%2Fjppc%2Farticle%2Fdownload%2F868%2F470%3Bh%3Drepec%3Acta%3Ajcppxx%3A4241)__: The study explores the Work Need Satisfaction Scale's factor structure among online gig workers, indicating a need to modify the scale to better reflect online work nuances and inform interventions and platform designs. (2024-09-25, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Papers with code

### Trending

- __[Optimizing Instruction in Large Language Models](https://github.com/emcie-co/parlant)__: The article presents Attentive Reasoning Queries (ARQs), a new method that improves instruction-following in Large Language Models through the use of specific reasoning blueprints. (2025-03-17, shares: 1843)
- __[Training LLMs to Reason with Search Engines](https://github.com/petergriffinjin/search-r1)__: The article highlights the need for large language models to effectively gather external knowledge and up-to-date information for better reasoning and text generation. (2025-03-17, shares: 1086)
- __[Empowering LMMs with Strong Reasoning](https://github.com/tidedra/lmm-r1)__: The article explores the difficulties in enhancing reasoning in Large Multimodal Models due to the intricate relationship between visual perception and logical reasoning, particularly in compact 3B-parameter structures. (2025-03-15, shares: 532)
- __[qihoo360 LightR1](https://github.com/qihoo360/light-r1)__: The LightR1 series proves the efficiency of training longCOT models from scratch, showcasing excellence in SFT data and releasing top-notch models from RL. (2025-03-18, shares: 441)
- __[generteam GENERator](https://github.com/generteam/generator)__: Recent progress in genomic language models underscores their capability in decoding DNA sequences. (2025-03-17, shares: 372)
- __[prseth Neural Fields](https://github.com/prs-eth/thera)__: A novel technique is presented for creating neural fields, enabling points to be queried with an adjustable Gaussian PSF, guaranteeing accurate antialiasing at any chosen output resolution. (2025-03-17, shares: 301)

### Rising

- __[Block Diffusion Interpolating Models](https://github.com/kuleshov-group/bd3lms)__: Diffusion language models offer advantages such as parallelized generation and controllability, but face challenges with likelihood modeling and are limited to fixed-length generation. (2025-03-17, shares: 298)
- __[ReasonGraph Reasoning Paths Visualization](https://github.com/ZongqianLi/ReasonGraph)__: The complexity of Large Language Models (LLMs) and lack of effective visualization tools make their reasoning processes hard to analyze. (2025-03-18, shares: 280)
- __[LLMAD: Algorithm Design Platform](https://github.com/optima-cityu/llm4ad)__: Algorithm Design Platform: LLM4AD is a newly developed Python platform specifically designed for algorithm design using large language models. (2025-03-15, shares: 250)
- __[ELIZA Chatbot on Time Sharing System](https://github.com/rupertl/eliza-ctss)__: The world's first chatbot's entire stack, compatible with Unix-like operating systems, is now open source and was developed on the first timesharing system. (2025-03-17, shares: 220)
- __[Reinforcement Learning Beats Fine-Tuning](https://github.com/xiaomi-research/r1-aqa)__: Reinforcement learning has been shown to improve the reasoning abilities of large language models and is increasingly used in visual multimodal tasks. (2025-03-18, shares: 143)
- __[OLMo 2 Model Architecture Recipe](https://github.com/allenai/OLMo-core)__: The updated model architecture and training recipe provide enhanced training stability and per-token efficiency. (2025-03-17, shares: 138)
- __[Slim Attention: Reduce Context Memory](https://github.com/openmachine-ai/transformer-tricks)__: Reduce Context Memory: For Whisper models and similar encoder-decoder transformers, slim attention reduces context memory by 8x, accelerating token generation by 5x for a batch size of 64. (2025-03-17, shares: 110)

## GitHub

### Finance

- __[AI Data Indexing Framework](https://github.com/cocoindex-io/cocoindex)__: A new ETL framework has been created to index data for AI systems like RAG, with features such as real-time updates and custom logic support. (2025-03-03, shares: 288)
- __[OrderBook Visualization](https://github.com/Elenchev/order-book-heatmap)__: The OrderBook Heatmap project uses live data from the Binance WS API to visualize the limit order book and time sales log, but needs more development for all market conditions. (2021-03-08, shares: 414)
- __[Autonomous Research Agent Training](https://github.com/dCaples/AutoDidact)__: Researchagent LLMs can be trained independently on custom data using reinforcement learning and self-verification techniques. (2025-03-08, shares: 430)
- __[Quantitative Finance Intro](https://github.com/Barca0412/Introduction-to-Quantitative-Finance)__: A beginner's guide to quantitative investment has been compiled, including an open-source tutorial on multi-factor stock quantitative framework. (2023-08-04, shares: 484)
- __[Automation Scripts 2025](https://github.com/tg12/2025-trading-automation-scripts)__: Trading automation scripts are being planned for release in the year 2025. (2025-03-06, shares: 9)

### Trending

- __[Gen AI Doc Prep](https://github.com/docling-project/docling)__: The article emphasizes the need for proper documentation in the development of general artificial intelligence. (2024-07-09, shares: 23974)
- __[Automating Chromium with Pydoll](https://github.com/autoscrape-labs/pydoll)__: The piece introduces Pydoll, a Python-supporting library for automating chromium-based browsers and web scraping. (2024-10-27, shares: 2849)
- __[CVPR 2025 VGGT Transformer](https://github.com/facebookresearch/vggt)__: The article previews a discussion on the VGGT Visual Geometry Grounded Transformer at the upcoming CVPR 2025 conference. (2025-02-18, shares: 1905)
- __[Startup CTO Handbook](https://github.com/ZachGoldberg/Startup-CTO-Handbook)__: The article provides a review of The Startup CTO's Handbook, a guide for software engineering team leaders on leadership, management, and technical aspects. (2023-10-13, shares: 12828)
- __[AI Eng Task Agent](https://github.com/smallcloudai/refact)__: The piece highlights an AI agent that can manage engineering tasks from beginning to end, integrating with developers' tools and refining until successful outcomes are reached. (2023-04-19, shares: 1822)

## News

### Quantitative

- __[Machine Learning vs Humans](https://news.google.com/rss/articles/CBMiowFBVV95cUxNeW5takFTTU03SXNNTUpJaUdzZEhrZUV0eV8xbU1qVEJ1Uk1acEl2M0hCNC1tek53alR4Q2stTkw3aHNSeERBRUtZT0Myd21WSkl0a1diS1lHSjZvWlFFNDVOV2JPQ3VwcEMyU3VGaW1oWWpnbjJkUWpiVmhGU2ZrNFRKLVc4c3F1bXZXTEc3LWw4WEFoU09ILW9oQ3hneUtVQzdJ?oc=5)__: BizTech Magazine explores the debate on the effectiveness of machine learning versus human analysts in quantitative strategies. (2025-03-18, shares: 10)
- __[Boundary Creek Returns Capital](https://www.hedgeweek.com/credit-hedge-fund-boundary-creek-returns-some-client-capital-following-losses/)__: Boundary Creek Advisors, a New York hedge fund, returns part of its capital to investors following three years of losses, according to Bloomberg. (2025-03-20, shares: 8)
- __[Putin Approves Hedge Fund Deal](https://www.hedgeweek.com/putin-grants-us-hedge-fund-approval-for-russian-securities-deal/)__: Russian President Putin allows US hedge fund 683 Capital Partners to buy Russian corporate securities from select foreign investors, a rare move amid geopolitical tensions, reports Reuters. (2025-03-18, shares: 5)
- __[FalconX Trades SOL Futures](https://www.hedgeweek.com/falconx-executes-first-ever-cme-group-sol-futures-trade-with-stonex/)__: FalconX executes the first block trade of CME Group's Solana futures product with StoneX, marking a milestone in cryptocurrency derivatives trading. (2025-03-17, shares: 5)
- __[Winton Launches Equity Fund](https://www.hedgeweek.com/winton-launches-trend-enhanced-global-equity-ucits-fund/)__: Winton, a London-based quant hedge fund, launches a new fund combining systematic trend-following and passive equity exposure, reports CityWire. (2025-03-20, shares: 5)
- __[Veteran's hedge fund comeback](https://www.hedgeweek.com/hedge-fund-veteran-makes-comeback-with-olympus-peak-partnership/)__: Richard Perry, a veteran hedge fund manager, is rejoining the industry as a partner at Olympus Peak Management, a distressed credit specialist firm, after closing Perry Capital nearly ten years ago. (2025-03-19, shares: 4)
- __[Polymer Capital expands in Japan](https://www.hedgeweek.com/polymer-capital-expands-japan-focus-with-two-new-hedge-funds/)__: Polymer Capital Management, a Hong Kong-based hedge fund with $4bn in assets, plans to launch two Japan-focused funds this year to cater to increasing investor demand. (2025-03-19, shares: 4)
- __[Hedge funds cut equity exposure](https://www.hedgeweek.com/hedge-funds-had-cut-equity-exposure-ahead-of-sell-offs-says-barclays/)__: The recent market downturn that pushed the S&P 500 into correction territory was not due to hedge funds exiting equity positions, as per a Barclays client note cited by MarketWatch. (2025-03-20, shares: 4)
- __[HFR updates crypto fund classification](https://www.hedgeweek.com/hfr-expands-crypto-hedge-fund-classification-system/)__: Hedge fund analysis firm HFR has launched an expanded strategy classification system for hedge funds and alternative investment products in the cryptocurrency and blockchain sector, featuring 11 specialised substrategies. (2025-03-20, shares: 4)
- __[AI fund for market neutrality](https://www.hedgeweek.com/this-fund-is-finding-its-edge-through-ai-powered-market-neutrality/)__: Regents Gate Capital, co-founded by Joshua White, Yi-Sung Y, and Dane Vrabac, has incorporated artificial intelligence into a traditional market-neutral approach, offering a unique investment proposition in the hedge fund industry. (2025-03-19, shares: 3)

### Miscellaneous

- __[Hedge Funds Triumph](https://www.hedgeweek.com/hedge-funds-score-16-2bn-in-tesla-short-selling-profits-amid-stock-plunge/)__: Hedge funds have potentially earned $16.2bn from Tesla's 50% stock price drop in the past three months. (2025-03-18, shares: 3)
- __[Digital Asset Fund Drain](https://www.hedgeweek.com/digital-asset-fund-outflows-continue-for-fifth-straight-week/)__: Digital asset investment products saw a fifth week of outflows, totaling $1.7bn and bringing the total to $6.4bn. (2025-03-19, shares: 3)
- __[TT International Debuts Credit Plan](https://www.hedgeweek.com/tt-international-launches-tt-credit-opportunities-strategy-on-irish-ucits-platform/)__: TT International has launched the TT Credit Opportunities Strategy on its Irish UCITS platform after a merger from a Luxembourg UCITS. (2025-03-17, shares: 3)
- __[Rio Tinto Rejects Palliser Capitals](https://www.hedgeweek.com/rio-tintos-dismisses-palliser-capitals-dual-listed-structure-challenge/)__: Rio Tinto has asked shareholders to reject Palliser Capital's proposal to review its listings, maintaining its commitment to a dual-listed structure. (2025-03-19, shares: 2)
- __[Dubai Funds Surge](https://www.hedgeweek.com/dubai-based-funds-rise-by-50/)__: The number of hedge funds in Dubai increased by 50% in 2024, with 75 funds now based in the city. (2025-03-14, shares: 2)
- __[Bridgewater Fund Rises 11%](https://www.hedgeweek.com/bridgewaters-flagship-macro-fund-up-11-3-amid-volatile-markets/)__: Bridgewater Associates' Pure Alpha II fund has grown by 11.3% this year, attributed to market instability from Trump's trade policies. (2025-03-19, shares: 2)
- __[Side Hustle for Hedge Fund](https://www.efinancialcareers.com/news/quant-side-hustle)__: Participation in quant competitions could lead to profitable side jobs or internships at Jane Street. (2025-03-20, shares: 2)
- __[UBS Shuts Trading Unit](https://www.hedgeweek.com/ubs-closes-outsourced-trading-unit/)__: UBS Group AG is closing its outsourced trading desk, a major Wall Street entity, to refocus its global markets strategy. (2025-03-19, shares: 2)
- __[Robeco Active Quant Focus](https://news.google.com/rss/articles/CBMi3AFBVV95cUxPeUQwamJ3eS1BQV9zbERvUDM4M1pFNzFOSTEzQkhZY0wta1o3SlRRQXFVbXdZX2tRZnpmMU9TbDIxMEk0SDlIbXZ6bjdVelFIaFZsbEYyMzh2Mk51OTVsRnJLS1pXZXdzaGxrZy11QVhOQmQ3RC1SeUhRNV9LVWMtd1JmQU9ZcWV0VFF2ZWJTcjl1aHNIUks4UTlXQXhlUTFnSHhfSFNYMkMxdXYyM3lIekI2cW5lUkRvTHI4LVhyVkYxTHpHTUtfWGNKdnh6RlBjVVZmVUp0Y1NGaGVL?oc=5)__: Robeco Active Quant is targeting predictable outcomes in institutional investing. (2025-03-17, shares: 2)
- __[FTX Liquidates 1%](https://www.hedgeweek.com/ftx-liquidated-1-5bn-in-3ac-assets-weeks-before-hedge-funds-collapse/)__: Court documents show FTX liquidated $1.53bn of Three Arrows Capital's assets two weeks before its 2022 collapse, contradicting claims that market conditions caused the failure. (2025-03-17, shares: 2)

## Podcasts

### Quantitative

- __[Rami Krispin Forecasting](https://storage.buzzsprout.com/j38hdeuef4z7be73fpy93a5u08qx?.jpg=)__: Apple data scientist Rami Krispin shares his experiences in forecasting and data science, his contributions to the field, and the future of time series forecasting in a podcast. (2025-03-18, shares: 12)
- __[Ideate Capital](https://shows.acast.com/the-alternative-data-podcast/episodes/the-ideate-capital-episode)__: In a March 2025 podcast, Tom Liu, Founder of Ideate Capital, talks about the increasing use of alternative data in the corporate sector and its growing relationship with AI. (2025-03-15, shares: 11)
- __[Quant Finance Resume Crafting](https://www.cqfinstitute.org/content/careers-talk-crafting-high-impact-quant-finance-resume)__: Brian Cullinan, a consultant at Capital Markets Recruitment, offers advice on creating an effective resume for quant finance professionals in a webinar. (2025-03-19, shares: 9)
- __[Endowment Investment Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16785461-beyond-market-cap-endowment-investing-strategies-with-meb-faber.mp3)__: Meb Faber, founder of Cambria Investment Management, discusses the current state of the US stock market and introduces Cambria's endowment-style ETF E&DW in a podcast. (2025-03-16, shares: 8)
- __[US Rates Update](https://atanyrate.podbean.com/e/us-rates-loonie-tunes/)__: In a March 2025 podcast, Srini Ramaswamy and Ipek Ozil discuss the latest trends in US rates markets. (2025-03-18, shares: 7)

### Related

- __[Criminal Networks Revealed](https://dataskeptic.com/blog/episodes/2025/criminal-networks)__: Justin Wang Ngai Yeung explores how network science and machine learning can help law enforcement identify key figures in criminal organizations and improve intervention strategies. (2025-03-17, shares: 7)
- __[Credit Investors and Recession](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD2968182187.mp3?updated=1742248970)__: Lotfi Karoui discusses the increasing yield in corporate bonds and its impact on the economic outlook and global credit market opportunities. (2025-03-18, shares: 6)
- __[Navigating Volatile Markets](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16785463-navigating-volatile-markets-through-income-with-jay-hatfield.mp3)__: Jay Hatfield shares income-focused investing strategies that can endure economic uncertainty, challenges conventional wisdom on tariffs, and predicts a drop in the 10-year Treasury. (2025-03-20, shares: 6)
- __[Economic Insights](https://macrohive.libsyn.com/ep-259-thanos-papasavvas-on-trumps-unsurprising-geopolitical-shock)__: Thanos, of ABP Invest, shares his career experiences and insights on the Russia-Ukraine conflict, Trump vs EU, and US-China relations. (2025-03-14, shares: 5)
- __[Index PrePositioning](https://markethuddle.com/podcast/index-rebalancing-fallout-guest-peter-haynes/)__: Kevin and Peter Haynes discuss the changing landscape of index rebalancing and its effects on hedge funds, including significant losses due to prepositioning before index events. (2025-03-18, shares: 5)

## X / Twitter

### Quantitative

- __[Investing Research](https://x.com/quantseeker/status/1902070645984522368)__: Recent investment research focuses on areas including cryptocurrency, overnight stock returns, factor exposures, quantile regressions, and the impact of macro regimes on asset allocation. (2025-03-18, shares: 2)
- __[Winton Portable Alpha UCITS](https://x.com/quantseeker/status/1901943015582654874)__: Winton has introduced a new UCITS product, MSCI World Trend, with a standard fee of 0.8. (2025-03-18, shares: 2)
- __[Trend Following with Commodities](https://x.com/quantseeker/status/1900896816159170929)__: Trend following and commodities are the most effective hedges against inflation, according to recent surveys. (2025-03-15, shares: 2)

### Miscellaneous

- __[ReSolve Multiasset Carry Research](https://x.com/choffstein/status/1901641490041856054)__: The ReSolve team has published new research comparing multiasset carry in Liquid and Extended trading universes. (2025-03-17, shares: 1)
- __[Repo Insights](https://x.com/quantseeker/status/1902279434888962139)__: An interesting and valuable repository has been shared for public use. (2025-03-19, shares: 0)
- __[Useful Repo Info](https://x.com/quantseeker/status/1901244432986370356)__: A practical and beneficial repository has been introduced to the audience. (2025-03-16, shares: 0)
- __[Great Books](https://x.com/quantseeker/status/1900484728567828978)__: Three top-rated books have been spotlighted for readers. (2025-03-14, shares: 0)

## Reddit

### Quantitative

- __[Global Macro Recommendations](https://www.reddit.com/r/quant/comments/1jc1k1i/reading_recommendations_for_systematic_global/)__:  (2025-03-15, shares: 39)

### Rising

- __[Volatility Strategy](https://www.reddit.com/r/algotrading/comments/1jakp6o/earnings_announcement_implied_volatility_strategy/)__:  (2025-03-13, shares: 93)
- __[Developer Role Tips](https://www.reddit.com/r/quantfinance/comments/1jb7zte/how_to_crack_quant_developer_roles/)__:  (2025-03-14, shares: 45)
- __[Bloomberg Terminal](https://www.reddit.com/r/quant/comments/1jc44z4/bloomberg_terminal/)__:  (2025-03-15, shares: 134)
- __[Trading Algorithm](https://www.reddit.com/r/quant/comments/1jb8s6s/legislators_trading_algo_20152025_cagr_2025/)__:  (2025-03-14, shares: 114)
- __[Macroeconomics & Markets](https://www.reddit.com/r/quant/comments/1jao0qf/advice_on_building_an_understanding_of/)__:  (2025-03-13, shares: 32)