---
title: Quant Letter No. 97: May 2025, Week 2
url: https://www.ml-quant.com/issues/2025-05-14/
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: 2025-05-14
---


# Quant Letter No. 97: May 2025, Week 2

Sent 2025-05-14. 144 items.

## arXiv

### Finance

- __[Loss-Rebalancing in Blockchains](http://arxiv.org/abs/2505.05113v2)__: A study reveals that constant block intervals in blockchain settings provide the best protection against arbitrage for Automated Market Makers' liquidity providers, using random walk theory. (2025-05-08, shares: 47) · https://www.ml-quant.com/papers/arxiv/2505.05113/
- __[FlowHFT: High-Frequency Trading](http://arxiv.org/abs/2505.05784v1)__: High-Frequency Trading: FlowHFT, a new imitation learning framework, outperforms traditional high-frequency trading models by learning from multiple expert models. (2025-05-09, shares: 26) · https://www.ml-quant.com/papers/arxiv/2505.05784/
- __[LLM Investing Strategies Evaluation](http://arxiv.org/abs/2505.07078v1)__: FINSABER, a backtesting framework, shows that Large Language Models' effectiveness in stock trading decreases over longer periods and larger symbol universes, emphasizing the need for trend detection and risk controls. (2025-05-11, shares: 19) · https://www.ml-quant.com/papers/arxiv/2505.07078/
- __[Bias of Resampled Backtests](http://arxiv.org/abs/2505.06383v1)__: A study finds that resampling techniques in backtests can cause bias in Sharpe Ratio estimates, suggesting a need for structure-preserving resampling methods. (2025-05-09, shares: 19) · https://www.ml-quant.com/papers/arxiv/2505.06383/
- __[NewsNet-SDF: Discount Factor Estimation](http://arxiv.org/abs/2505.06864v1)__: Discount Factor Estimation: NewsNet-SDF, a deep learning framework, successfully integrates pretrained language model embeddings with financial time series for asset pricing and risk assessment, outperforming traditional models. (2025-05-11, shares: 18) · https://www.ml-quant.com/papers/arxiv/2505.06864/
- __[Deep PDE Solvers](http://arxiv.org/abs/2505.05121v1)__: The study compares the effectiveness of two deep learning algorithms, the Deep Galerkin Method and the Time Deep Gradient Flow method, in solving PDEs for option pricing. (2025-05-08, shares: 16) · https://www.ml-quant.com/papers/arxiv/2505.05121/
- __[Excess Volatility Revisited](http://arxiv.org/abs/2505.07820v1)__: The Chiarella model is expanded to handle long-term value drifts, revealing excess volatility and bimodal mispricings in various assets. (2025-05-12, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.07820/
- __[Multi-Asset Portfolio Selection](http://arxiv.org/abs/2505.07537v1)__: The use of the soft actor-critic (SAC) algorithm in multi-asset portfolio selection is explored, showing superior performance in both simulated and real markets. (2025-05-12, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.07537/
- __[Grey Extension](http://arxiv.org/abs/2505.08623v1)__: The rough Bergomi model is extended by replacing the fractional Brownian motion with a generalised grey Brownian motion, improving SPX/VIX options calibration. (2025-05-13, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.08623/
- __[Tariff Wars Impact](http://dx.doi.org/10.11648/j.ajmse.20251001.12)__: The paper introduces an algorithm for creating fair trade relations based on a world trade model, aiming to prevent tariff wars and discussing the impact of tariff restrictions on trade prices and recession. (2025-05-08, shares: 13) · https://www.ml-quant.com/papers/doi/10-11648-j-ajmse-20251001-12/

### Economics

- __[LLMs in Market Experiments](http://arxiv.org/abs/2505.07457v1)__: Large Language Models (LLMs) have potential in mimicking human behavior in economic markets, but need more research for improved diversity and accuracy. (2025-05-12, shares: 21) · https://www.ml-quant.com/papers/arxiv/2505.07457/
- __[Signature Decomposition for Trading](http://arxiv.org/abs/2505.05332v1)__: A new pairs trading strategy using path signature techniques enhances futures trading by providing better interpretability, robustness, and returns. (2025-05-08, shares: 17) · https://www.ml-quant.com/papers/arxiv/2505.05332/
- __[Inflation's Impact on Unemployment](http://arxiv.org/abs/2505.05757v1)__: Inflation driven by supply increases unemployment risks for vulnerable workers, emphasizing the need for inflation control for fair labor market growth. (2025-05-09, shares: 16) · https://www.ml-quant.com/papers/arxiv/2505.05757/
- __[GenAI Effects on Entrepreneurship](http://arxiv.org/abs/2505.05523v1)__: A literature review identifies five key themes in the impact of Generative AI on entrepreneurship, calling for more broad-scale research and effective regulations. (2025-05-08, shares: 16) · https://www.ml-quant.com/papers/arxiv/2505.05523/
- __[Coffee Value Chain in Davao del Sur](http://arxiv.org/abs/2505.05797v1)__: Research on Davao del Sur's coffee value chain dynamics reveals that trust, risk, and transaction costs influence key interactions, and a balanced system benefiting all can be achieved with adjustments to demand, pricing, trust, and risk attitudes. (2025-05-09, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.05797/
- __[Optimal Market Choices for Coffee Farmers](http://arxiv.org/abs/2505.06323v1)__: A study on Sultan Kudarat's coffee farmers' profits shows positive annual profit from selling all dried cherries, but negative profit from producing and selling all green coffee beans due to extra costs and minimal price differences. (2025-05-09, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.06323/
- __[Smart Meter Adoption for Energy Efficiency](http://arxiv.org/abs/2505.05596v1)__: A study on smart meter adoption in the US shows that federal funding and state legislative actions positively impact adoption and energy efficiency savings, emphasizing the need for multi-level governance in policy integration. (2025-05-08, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.05596/
- __[Big Data in Entrepreneurship](http://dx.doi.org/10.1515/9783111085722-019)__: The chapter highlights the potential of using large-scale data in entrepreneurship and innovation research, suggesting that machine-learning models and big data can create precision measurements and 'digital doubles' for virtual experimentation. (2025-05-13, shares: 13) · https://www.ml-quant.com/papers/doi/10-1515-9783111085722-019/

### Miscellaneous

- __[Efficient Leverage Estimator](http://arxiv.org/abs/2505.08654v1)__: The article introduces a new method for estimating the leverage effect using high-frequency data, offering two new estimators that simplify the process and increase noise resistance, as confirmed by simulations and empirical analyses. (2025-05-13, shares: 16) · https://www.ml-quant.com/papers/arxiv/2505.08654/
- __[Transfer Learning for Curves](http://arxiv.org/abs/2505.07676v1)__: The paper proposes a framework for transferring learning of discount curves across different fixed-income product classes, enhancing kernel ridge regression and introducing a term that promotes curve smoothness, resulting in improved extrapolation performance and tighter confidence intervals. (2025-05-12, shares: 15) · https://www.ml-quant.com/papers/arxiv/2505.07676/
- __[Economic Facts by LLMs](http://arxiv.org/abs/2505.08662v1)__: The research investigates the use of hidden states in large language models to estimate and fill in economic and financial statistics, showing that a simple linear model trained on these hidden states performs better than the models' text outputs and requires minimal labelled examples for training. (2025-05-13, shares: 11) · https://www.ml-quant.com/papers/arxiv/2505.08662/

### Crypto & Blockchain

- __[Unified Asymptotic Theory for ACD Models](http://arxiv.org/abs/2505.06190v1)__: The research applies a unified asymptotic theory to high-frequency cryptocurrency ETF trading data, revealing infinite-mean durations for all five cryptocurrencies studied. (2025-05-09, shares: 18) · https://www.ml-quant.com/papers/arxiv/2505.06190/
- __[DeFi Liquidation Risk Modeling with Reflection Principle](http://arxiv.org/abs/2505.08100v1)__: The article introduces an analytical method for calculating the collateral liquidation probability in DeFi stablecoin single-collateral lending, improving risk assessment efficiency. (2025-05-12, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.08100/
- __[Efficient Risk Assessment in DeFi Platforms](http://arxiv.org/abs/2505.08100v1)__: The paper suggests a lightweight, exact solution for computing the collateral liquidation probability in DeFi stablecoin single-collateral lending, offering a more efficient alternative to complex simulations. (2025-05-12, shares: 14) · https://www.ml-quant.com/papers/arxiv/2505.08100/

### Historical Trending

- __[Risksensitive RL with Convex Scoring Functions](http://arxiv.org/abs/2505.04553v1)__: The article presents a reinforcement learning framework for managing risk objectives. This is achieved through a specialized Actor-Critic algorithm and an auxiliary variable sampling method. The effectiveness of this approach is confirmed through simulation experiments in statistical arbitrage trading. (2025-05-07, shares: 19) · https://www.ml-quant.com/papers/arxiv/2505.04553/

## SSRN

### Quantitative

- __[Topological Data Analysis in Computer Vision](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5253718)__: The article explores the use of topological data analysis in computer vision research to create a generalized feature engineering framework. (2025-05-14, shares: 5) · https://www.ml-quant.com/papers/ssrn/5253718/
- __[Machine Learning for GDP Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5251604)__: The study finds that machine learning models can effectively forecast U.S. GDP, especially during economic volatility. (2025-05-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5251604/
- __[Maximizing Education Investment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248333)__: The paper highlights the gap between academic training and practical AI skills, suggesting improvements for higher education models. (2025-05-09, shares: 4) · https://www.ml-quant.com/papers/ssrn/5248333/
- __[ERM and Forex Derivatives](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5251713)__: The research shows that firms with advanced enterprise risk management are more likely to use currency derivatives for foreign exchange rate hedging. (2025-05-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5251713/
- __[Inflation Uncertainty Amplification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5250963)__: The study suggests that aggressive policy responses can manage macroeconomic effects of uncertainty shocks during low inflation cycles. (2025-05-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5250963/
- __[Quantum and DNA Computing in School Hacks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5253358)__: The article examines the potential impact of emerging computing paradigms like quantum and DNA computing on the digitization of education. (2025-05-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5253358/
- __[Multimodal AI for Inclusive Disabilities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5251186)__: The paper discusses the use of multimodal AI in assistive devices for disability inclusion, and the ethical considerations involved. (2025-05-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5251186/
- __[AI in Economic Forecasting Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5247014)__: The SWOT analysis of AI in economic forecasting shows its ability to handle complex data and improve predictions, but also reveals its transparency issues and high data requirements. (2025-05-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/5247014/
- __[IronBased Fenton Catalysts Prep](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5249395)__: A study suggests using iron-based catalysts prepared by pyrolysis for resource utilization, with machine learning predicting catalyst performance and analyzing key factors. (2025-05-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5249395/
- __[Customer Review Sentiment Tool](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5249094)__: A new web-based tool uses transformer-based models to analyze customer review sentiment and create summaries, paving the way for future sentiment analysis tool improvements. (2025-05-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5249094/
- __[Digital Signatures in BIMs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248778)__: A research paper suggests using digital signatures for object-level authentication in Building Information Models (BIMs), addressing the need for better data integrity and trust in the construction industry. (2025-05-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5248778/
- __[Offshore Wind Power Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5254054)__: The Informer, a new deep learning algorithm, is used for ultra-short-term offshore wind power prediction, effectively extracting features and capturing sequence dependency from long time-series data. (2025-05-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5254054/
- __[ESIPT Mechanisms in TFAQ](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248870)__: A study on ESIPT regulation in trifluoroanthraquinone derivatives provides insights for designing new WOLED materials, revealing dual fluorescence and ambipolar properties in some derivatives. (2025-05-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5248870/
- __[Incremental Category Discovery](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5249738)__: A Decoupled Likelihood Modeling framework is proposed to address class imbalance in Incremental Generalized Category Discovery, showing strong scalability in large-scale class settings. (2025-05-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5249738/
- __[Quantum and DNA Computing for School Cyberattacks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5253362)__: The paper discusses the potential of quantum computing and DNA computing to improve predictive analytics in cybersecurity for educational institutions, suggesting a hybrid quantum-DNA forecasting framework. (2025-05-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5253362/
- __[Economic Crises Prediction with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237256)__: The research uses machine learning to predict national financial crises, with the Balanced Random Forest model proving most effective. (2025-04-30, shares: 7) · https://www.ml-quant.com/papers/ssrn/5237256/
- __[Market Inefficiencies in Solana Tokens](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239105)__: The study highlights risks and inefficiencies in the Solana token market, advocating for better transparency and regulation. (2025-05-01, shares: 8) · https://www.ml-quant.com/papers/ssrn/5239105/
- __[ML for Option Exercise Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241260)__: The paper uses machine learning to predict the exercise of American call options, outperforming traditional methods. (2025-04-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5241260/
- __[AI in Financial Risk Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243241)__: The article explores the use of artificial intelligence in improving financial risk management in financial institutions. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243241/
- __[ESG Impact on Pension Fund Strategy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241943)__: The research suggests pension funds can promote ESG goals without major portfolio changes, but warns of potential overreach without proper accountability. (2025-04-30, shares: 5) · https://www.ml-quant.com/papers/ssrn/5241943/
- __[ML in Wealth Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5249044)__: The study discusses the transformation of the wealth management industry through machine learning and cloud computing, improving competitiveness and efficiency. (2021-12-17, shares: 2) · https://www.ml-quant.com/papers/ssrn/5249044/
- __[AI and ML in Future SOA Trends](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5236155)__: The paper explores the future of Service-Oriented Architecture, enhanced by AI and Machine Learning for better automation, system optimization, and customer experience. (2025-04-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5236155/
- __[TESSGAIA: Exoplanet Transit Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239979)__: Exoplanet Transit Detection: TESSGAIA is a new system that combines data from Gaia and TESS to effectively identify exoplanet transits, with a 90% success rate for Neptune-sized planets. (2025-04-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/5239979/
- __[SSR Calculation in Quadratic Rough Heston](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239929)__: The quadratic rough Heston model, improved with Gatheral 2022's hybrid scheme and finite difference methodology, offers reliable skew-stickiness ratio values and fits to SPX and VIX volatility smiles. (2025-05-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/5239929/
- __[Data Preprocessing for Intrusion Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241031)__: The study highlights the role of data preprocessing in improving the efficiency of machine learning algorithms for network intrusion detection. (2024-12-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5241031/
- __[RealTime PV Power Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241274)__: The XGBoost model, using historical weather and PV output data, offers more precise ultrashort-term PV power predictions than the SVR model, contributing to grid stability. (2025-03-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5241274/
- __[Global Skyscraper Determinants](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5236250)__: Autocratic governance and inter-city competition significantly impact skyscraper development, with autocratic nations more likely to have taller skyscrapers. (2025-04-30, shares: 5) · https://www.ml-quant.com/papers/ssrn/5236250/
- __[AI for Specialty Insurance Analytics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238912)__: The creation of AI solutions for specific insurance predictions is vital due to industry consolidation and the rise of InsurTech startups, with gaps in domain knowledge and machine learning guidance. (2023-12-25, shares: 2) · https://www.ml-quant.com/papers/ssrn/5238912/
- __[Short-Term Rental Price Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243654)__: A custom artificial neural network model using data from Airbnb, AirDNA, and the Federal Reserve accurately predicts short-term rental prices, highlighting key features like guest capacity and review count. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243654/
- __[ML for Cyber-Attack Prevention in Cloud](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237733)__: Machine learning methods can improve cybersecurity in IoT systems and cloud computing in Colombia, with various algorithms assessed for their ability to detect and counter cyber threats. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5237733/

### Financial

- __[Mutual Fund Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5246088)__: A new model for assessing global mutual funds' financial performance has been validated using data from 35 countries over 34 years, considering factors like risk size, diversification, and liquidity. (2025-05-08, shares: 4) · https://www.ml-quant.com/papers/ssrn/5246088/
- __[Interest Rates vs Stock Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5251618)__: A study reveals a strong negative correlation between expected inflation sensitivity and firm growth, with low inflation sensitivity firms experiencing high, sustained growth. (2025-05-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5251618/
- __[Risk Sharing with Recursive Utility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5247951)__: A proposed model allows optimal risk sharing in dynamic settings with diverse preferences, introducing a new traded security as an endogenous variable. (2025-05-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/5247951/
- __[Ambiguity in Insurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5250219)__: Price movements in catastrophe bonds can be predicted by ambiguity preference in economic outlook and natural disasters, especially during crises and geopolitical conflicts. (2025-05-11, shares: 3) · https://www.ml-quant.com/papers/ssrn/5250219/
- __[Internal Carbon Price Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5252987)__: The adoption of internal carbon pricing (ICP) decreases future profitability and stock returns but increases firm valuation, showing investor value in sustainability commitment. (2025-05-13, shares: 3) · https://www.ml-quant.com/papers/ssrn/5252987/
- __[Optimal Risk Sharing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5250824)__: A new model for optimal risk sharing introduces a new endogenous variable, allowing for diverse agents and results not possible in the standard model. (2025-05-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5250824/
- __[CO Derivatives in Italian Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5247995)__: A study on the Italian CO2-emission allowances derivatives market details its characteristics, risk hedging and investment uses, market development, and price dynamics. (2025-05-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5247995/
- __[DualRisk Valuation Framework](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5254172)__: The research proposes a dual-risk valuation model that separates market risk and expectation error, improving upon traditional cash flow models. (2025-05-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5254172/
- __[Multi-Market Coupling Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5250225)__: The paper presents a model that predicts day-ahead electricity prices in Central Western Europe by incorporating Flow-Based Market Coupling into a residual demand framework. (2025-05-11, shares: 3) · https://www.ml-quant.com/papers/ssrn/5250225/
- __[Hierarchical Risk Clustering vs Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5247627)__: The paper warns that hierarchical risk clustering strategies in portfolio allocation can be affected by inaccuracies in the covariance matrix. (2025-05-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/5247627/
- __[New Perspective on DCF Valuation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5252774)__: The paper introduces a dual-risk framework that divides systematic risk into external market-based cost and internal belief-driven valuation, improving traditional cash flow valuation methods. (2025-05-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5252774/
- __[Exploration of Central Limit Theorem](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248728)__: The document explores the Central Limit Theorem, detailing its evolution and applications in various fields. (2025-05-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5248728/
- __[Global Uncertainty and Oil Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5253321)__: The study examines the relationship between the Global Economic Policy Uncertainty Index and WTI crude oil prices from 1997 to 2024. (2025-05-13, shares: 3) · https://www.ml-quant.com/papers/ssrn/5253321/
- __[Global Study of Internal Carbon Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5252571)__: The paper investigates the factors influencing the adoption of internal carbon pricing among publicly listed firms in 54 countries. (2025-05-13, shares: 3) · https://www.ml-quant.com/papers/ssrn/5252571/
- __[NEXUS Token: Finance Mechanism](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5251839)__: Finance Mechanism: The thesis presents NEXUS3, a cryptocurrency governed by an auditable DAO framework, offering a legal alternative to traditional financial systems. (2025-05-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5251839/
- __[Model Complexity in Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241880)__: Complex algorithms in global models outperform regional models in cross-sectional asset pricing, contradicting previous studies favoring regional methods. (2025-05-05, shares: 5) · https://www.ml-quant.com/papers/ssrn/5241880/
- __[Volatility in Continuous Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243102)__: Cryptocurrencies, unlike stock markets, show a flat volatility profile due to the lack of restricted trading hours. (2025-05-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5243102/
- __[Numerical Finance Methods](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239141)__: The article analyzes advanced numerical techniques in finance, discussing their uses, limitations, and challenges like computational complexity and model risk. (2025-05-02, shares: 3) · https://www.ml-quant.com/papers/ssrn/5239141/
- __[AGNOSTIC: Quantitative Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242085)__: Quantitative Finance: The AGNOSTIC tool, free from assumptions or parametric models, is designed to help tackle dimensionality and overfitting issues in Quantitative Finance. (2025-05-05, shares: 4) · https://www.ml-quant.com/papers/ssrn/5242085/
- __[Share Repurchase and Corporate Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240973)__: Legalizing stock repurchases enhances equity capital access and investment, indicating that buyback restrictions could hinder efficient capital distribution. (2025-05-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/5240973/
- __[Expected Returns in Stock Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244033)__: A few stocks significantly impact the performance of cross-sectional asset pricing anomalies, implying that a large part of the returns may be due to mispricing. (2025-05-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/5244033/
- __[Municipal Bond Auctions and Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248851)__: In municipal bond auctions, dealers bid higher when expecting to acquire new clients, resulting in lower winning yields and broader trading networks. (2025-05-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5248851/
- __[Network Basket Loan](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5240418)__: The article introduces the Network Basket Loan, a financial tool aimed at funding socially beneficial projects and preventing market failures related to social and partial selection. (2025-04-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/5240418/
- __[Human Capital Diversity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239857)__: The research investigates the impact of venture capital partners' diverse human capital on investment choices, startup success, and innovation, with partners of varied backgrounds leading unique, high-risk investments. (2025-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/5239857/
- __[REIT Return Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5250691)__: The paper presents and analyzes six REIT return factors, demonstrating that these factors outperform general equity asset pricing factors and behave differently across economic conditions. (2025-04-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/5250691/
- __[Unit Roots in G7 Countries](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238504)__: The study reassesses the stability of 40 macroeconomic variables across the G7 economies, finding strong evidence of mean reversion in the U.S. and significant variations between countries. (2025-05-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5238504/
- __[ARXNAVIS: Blockchain for Mobility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242267)__: Blockchain for Mobility: ARXNAVIS combines six smart-contract protocols, proven through simulations, to achieve fiscal sustainability through Asset-Backed Digital Currency treasuries and a cryptocurrency-based interchange fee mechanism. (2025-05-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5242267/
- __[Neural Network in Asset Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237873)__: The paper uses Fourier series expansion on the average asset return function, shedding light on the equity premium puzzle and demonstrating how alpha represents the long-term historical dependence of covariance risk. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5237873/
- __[Order Flows and Stock Prices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238514)__: The research analyzes a large external asset purchase program, discovering that stock prices can be influenced by external order flows even if they don't provide information about future cash flows. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5238514/
- __[Venue Participation in China Bonds Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5248810)__: The article explores bond trading activity and transaction cost differences between Over-the-Counter and Central Limit Order Book venues in China's interbank government bonds market, showing how market structure and trading mechanism impact asset liquidity. (2025-05-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/5248810/

## 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)__: A new Automated Adaptive Trading System may help stabilize emerging markets during downturns, addressing issues caused by the rise of algorithmic trading and passive investing. (2025-05-14, 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 utilized to identify assets driving downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization strategy for effective asset allocation. (2025-05-14, 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)__: Accounting for fat-tailed returns in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market instability, and enhance risk-adjusted returns. (2025-05-14, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis & Sharpe Ratio Strategies](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 Sharpe Ratio Minimae and Maximae trading strategies are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis. (2025-05-14, 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 for HFT](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 window analysis method for assessing decision-making units' efficiency, using the Whale Optimization Algorithm to identify stable trading strategies and companies. (2025-05-14, 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 Data-Deprived 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. (2025-05-14, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Predictions](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, improving predictive performance for both linear and nonlinear models. (2025-05-14, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Strategy](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 to increase the accuracy of equity premium prediction, outperforming existing strategies. (2025-05-14, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition](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)__: A study reveals that increased product market competition (PMC) encourages firms to adopt zero-leverage (ZL) strategies, particularly those with high earnings volatility. (2025-05-14, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[News Sentiment Impact](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)__: A reevaluation of the role of news sentiment shows that accurately measured sentiment significantly impacts intraday stock return volatility. (2025-05-14, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic ML Approach](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 suggested for estimating production possibility sets in Data Envelopment Analysis (DEA), reducing overfitting and aiding in scenarios requiring generalization. (2025-05-14, 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](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 reveals that machine learning models are more successful than traditional methods in predicting Chinese corporate mergers and acquisitions using 60 explanatory variables. (2025-05-14, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail 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 introduced for estimating Value at Risk and Expected Shortfall measures, providing financial institutions with improved capital allocation methods. (2025-05-14, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility in China](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 have been found to enhance the accuracy of stock market volatility forecasts in China by utilizing the volatility of long-term treasury bond contracts. (2025-05-14, 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 improve the efficiency and accuracy of the Lot Streaming and Scheduling Problem with stochastic product arrival times. (2025-05-14, 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 modeling complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling. (2025-05-14, 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 financial news and machine learning to create a monetary policy frictions index, showing a significant positive impact on the nonperforming loans of Chinese commercial banks. (2025-05-14, 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 quantile connectedness models and machine learning to study the global influence of the US housing market and its interest rates on international housing market. (2025-05-14, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: ML vs. DL](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)__: ML vs. DL: Research shows deep learning methods outperform traditional machine learning in predicting oil prices, especially during crises. (2025-05-14, 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 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 standard models. (2025-05-14, 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 study uses machine learning to predict the VIX, highlighting weekly jobless claim data as a significant factor in market volatility. (2024-05-15, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Stock Price Prediction Eurozone](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)__: Traditional machine learning models outperform deep learning models in predicting stock price direction in the Eurozone banking sector, according to the study. (2024-08-02, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability 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 research indicates that AI capability directly affects firm performance, with a data-driven culture mediating this effect and AI infrastructure being vital. (2024-03-03, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Climate Discussions Social Media](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 study emphasizes the role of communication and a comprehensive approach in addressing climate change, using machine learning to analyze social media discussions on the subject. (2023-09-12, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Dark Patterns Retail Investing](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 paper investigates the use of dark patterns in retail investment, focusing on the application of behavioral sciences and AI to improve regulation and safeguard investors. (2024-04-16, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Young Workers in the EU: Pre-Pandemic Dynamics](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)__: Pre-Pandemic Dynamics: The research profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth employment informality. (2024-10-09, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[AI for 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 article discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-02-04, 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, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness. (2024-12-07, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants: Review and Future Research](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)__: Review and Future Research: The paper analyzes literature on factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the COVID-19 pandemic. (2023-02-19, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Work Need Satisfaction in Online Gig Work](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 tests the Work Need Satisfaction Scale's (WNSS) suitability for online gig workers, suggesting modifications to the scale to better reflect the specifics of online platform work. (2024-09-16, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## GitHub

### Finance

- __[Paper2Code: Automating Code Generation](https://github.com/going-doer/Paper2Code)__: Automating Code Generation: Paper2Code is a new tool that can automatically generate code from machine learning scientific papers. (2025-04-25, shares: 1572)
- __[EasyStreamingIndicators: Python Library for Analysis](https://github.com/mr-easy/streaming_indicators)__: Python Library for Analysis: The article introduces a new Python library that can calculate technical analysis indicators on live data. (2023-05-12, shares: 115)
- __[WebRLPlayground: Interactive RL Algorithm Demo](https://github.com/awjuliani/web-rl-playground)__: Interactive RL Algorithm Demo: The piece presents a web-based demo of basic tabular Reinforcement Learning algorithms in a simple grid world scenario. (2025-04-25, shares: 32)
- __[ArkFlow: Rust Stream Processing Engine](https://github.com/arkflow-rs/arkflow)__: Rust Stream Processing Engine: The article discusses a high-performance data stream processing engine built in Rust, supporting various data sources and processors. (2025-03-01, shares: 896)
- __[ChatLog: Use Your Own Chat Data](https://github.com/sjzar/chatlog)__: Use Your Own Chat Data: The piece introduces a chat log tool that enables users to easily use their own chat data. (2025-03-07, shares: 4195)

### Trending

- __[ScriptsNotebooks for Medium](https://github.com/erykml/medium_articles)__: The article shares a collection of scripts and notebooks used in the author's Medium posts. (2018-10-28, shares: 467)
- __[RealWorld ML System Design](https://github.com/themanojdesai/genai-llm-ml-case-studies)__: The article reviews 500 case studies of real-world machine learning system designs from 100 companies, with a focus on GenAI. (2025-03-08, shares: 868)
- __[Horizontal Scaling PostgreSQL](https://github.com/pgdogdev/pgdog)__: The article explains how to horizontally scale PostgreSQL using automatic sharding. (2024-12-27, shares: 1362)
- __[ContextGem: LLM Extraction](https://github.com/shcherbak-ai/contextgem)__: LLM Extraction: The article presents ContextGem, a tool designed to easily extract LLM from documents. (2024-10-11, shares: 305)
- __[Microsoft Playwright: Web Testing](https://github.com/microsoft/playwright)__: Web Testing: The article introduces Playwright, a framework for web testing and automation that supports Chromium, Firefox, and WebKit through a single API. (2019-11-15, shares: 72492)

## News

### Quantitative

- __[Future of ML in Finance](https://news.google.com/rss/articles/CBMipAFBVV95cUxORmdDaDFhOE9hLXdjX1UtZHpUZXJGaGI5eXB2Nnhua1pPVjQ2cURRZ1RjNWFYbjJqd3FHWmtKRHY3X2F5bmxsb1NLOUFycUNvYjF6ZmNicTZEdEVuc0t0WXZGa01Lc3JiTDgzQmVmdjF3MzJFZWdfbGQtMHFSSURxQ0w3RXMxdThxRThoVnR1U1pnVXA4aWpIMkY5bHc2UG9ZUVBmaQ?oc=5)__: Rebellion Research explores the potential impact of machine learning on the future of quantitative finance. (2025-05-12, shares: 14)
- __[Hedge Fund Alpha](https://www.hedgeweek.com/hedge-fund-alpha-prospects-strong-but-macro-uncertainty-demands-caution-says-ubp/)__: UBPs Alternative Investment Solutions group forecasts a favorable climate for hedge fund strategies in 2025, but emphasizes the importance of robust risk management. (2025-05-09, shares: 11)
- __[Modest Gains in April](https://www.hedgeweek.com/hedge-funds-saw-modest-gains-in-april-says-ssc-globeop/)__: The SSampC GlobeOp Hedge Fund Performance Index shows slight improvements for hedge funds in April, with a significant rise in the Capital Movement Index. (2025-05-14, shares: 7)
- __[ExViking CIO's Debut](https://www.hedgeweek.com/ex-viking-cios-avantyr-capital-set-for-1bn-plus-debut/)__: Avantyr Capital Partners, under the leadership of former Viking Global Investors CIO Ning Jin, is expected to surpass 1bn in assets at its inception, making it one of the biggest hedge fund launches of the year, says Bloomberg. (2025-05-14, shares: 5)
- __[Dubai Quant Talent Internship](https://www.hedgeweek.com/qube-research-launches-dubai-internship-to-scout-next-gen-quant-talent/)__: Qube Research & Technologies has initiated a new internship program in Dubai to attract talent in quantitative research development and trading. (2025-05-12, shares: 5)
- __[Hedge Fund Managers Move to Non-Equity](https://www.hedgeweek.com/new-hedge-fund-managers-pivot-to-non-equity-strategies-amid-fee-pressures/)__: New hedge fund managers are offering better terms and lower fees for investors, except for non-equity strategies, due to fundraising challenges. (2025-05-13, shares: 3)
- __[Hedge Funds Target Financials, Consumers](https://www.hedgeweek.com/hedge-funds-zero-in-on-financials-and-consumer-names-as-tech-shorting-cools/)__: In April, hedge funds moved their shorting activity from tech stocks to consumer and financial stocks due to macroeconomic issues and trade friction. (2025-05-12, shares: 2)
- __[Gramercy Partner Departs EM Hedge Fund](https://www.hedgeweek.com/gramercy-partner-departs-after-decade-at-em-hedge-fund/)__: Matt Maloney has departed from Gramercy Funds Management, an emerging markets-focused hedge fund, after ten years. (2025-05-09, shares: 2)
- __[Eisler Capital Bids Farewell to Ex-Millennium PM](https://www.efinancialcareers.com/news/hedge-fund-eisler-capital-said-goodbye-to-its-ex-millennium-systematic-pm)__: Eisler has dismissed its leading equities systematic portfolio manager. (2025-05-12, shares: 2)

## Podcasts

### Quantitative

- __[Credit Risk & Trade Wars](https://garpcast.libsyn.com/tariffs-trade-wars-and-the-credit-risk-reckoning)__: Michael Crumpler and Jon Hilsenrath discuss the effects of tariffs on credit risk and the necessary strategic responses in a volatile trade environment in a podcast. (2025-05-12, shares: 16)
- __[Hidden Wealth & Private Life Insurance](https://resolve-gestalt-university.captivate.fm/episode/riccardo-gambineri-and-frank-seneco-podcast-may-2025-descript)__: Rodrigo Gordillo, Riccardo Gambineri, and Frank Seneco discuss the role of private placement life insurance in wealth planning, asset protection, and tax deferral on ReSolve Riffs. (2025-05-09, shares: 9)
- __[Global FX & Trade Deals](https://atanyrate.podbean.com/e/global-fx-historic-trade-deals-and-take-aways-for-currencies/)__: Meera Chandan and others discuss the evolution of the USDAsia view following record volatility, central bank meetings, and the impact of the USUK trade deal on FX. (2025-05-09, shares: 7)
- __[US Rates & Fed Meetings](https://atanyrate.podbean.com/e/us-rates-%e2%80%93-deal-or-no-deal/)__: Phoebe White, Teresa Ho, and Ipek Ozil predict a fall in Treasury yields due to potential labor market deterioration following the recent Fed meeting and tariff announcements. (2025-05-09, shares: 7)
- __[Mastering MLP Investments](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17136587-pipeline-powerhouses-mastering-mlp-investments.mp3)__: Jay Hatfield discusses the investment potential of Master Limited Partnerships, emphasizing their resilience during energy price volatility and their role in global natural gas infrastructure trends. (2025-05-13, shares: 5)

### Related

- __[Stocks Rebound After Tariff News](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD6196097612.mp3?updated=1747149212)__: Goldman Sachs strategists predict a positive future for US stocks and investors following a rebound after tariff announcements. (2025-05-13, shares: 4)
- __[Gold Prices Predicted to Hit $6000](https://atanyrate.podbean.com/e/global-commodities-hypothetically-of-course-redirecting-just-05-of-foreign-us-asset-holdings-to-gold-could-drive-prices-to-6000/)__: JPMorgan Chase's commodities research heads suggest that foreign investors reassessing US assets could boost gold prices. (2025-05-09, shares: 3)
- __[Private Placement Life Insurance for Families](https://resolve-gestalt-university.captivate.fm/episode/riccardo-gambineri-and-frank-seneco-podcast-may-2025-descript)__: High net worth individuals and family offices can use private placement life insurance and offshore strategies for tax efficiency, asset protection, and estate planning. (2025-05-10, shares: 3)
- __[TCW's Katie Koch on Managing $200B](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD3962242868.mp3?updated=1746740683)__: TCW Group CEO, Katie Koch, shares her experience leading the asset manager through a period of significant change in the fixed income market. (2025-05-09, shares: 3)
- __[European Rates Market Update](https://atanyrate.podbean.com/e/global-rates-european-rates-market-round-up/)__: JPMorgan Chase strategists analyze the effects of dedollarisation on Euro government and swap markets, and recent central bank meetings in the UK and Scandinavia. (2025-05-09, shares: 3)