---
title: Quant Letter No. 113: September 2025, Week 4
url: https://www.ml-quant.com/issues/2025-09-22/
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: 2025-09-22
---


# Quant Letter No. 113: September 2025, Week 4

Sent 2025-09-22. 108 items.

## arXiv

### Finance

- __[DeltaHedge: Options Optimization](http://arxiv.org/abs/2509.12753v1)__: Options Optimization: DeltaHedge, an AI-based framework that combines portfolio management with options trading, outperforms traditional strategies and improves risk-adjusted returns in various market conditions. (2025-09-16, shares: 19) · https://www.ml-quant.com/papers/arxiv/2509.12753/
- __[Myopic Portfolio Management](http://arxiv.org/abs/2509.12764v1)__: Myopic Optimization (MO) outperforms Reinforcement Learning (RL) in portfolio management, resulting in lower costs, increased profits, and reduced model risk. (2025-09-16, shares: 19) · https://www.ml-quant.com/papers/arxiv/2509.12764/
- __[Unbiased Rough Integrators in Markets](http://arxiv.org/abs/2509.14529v1)__: The paper highlights the limitations of rough path theory in modeling continuous non-semimartingale assets, suggesting that markets based on this theory are limited to the semimartingale paradigm. (2025-09-18, shares: 11) · https://www.ml-quant.com/papers/arxiv/2509.14529/
- __[Holdout Cross-Validation for Covariance Matrix](http://arxiv.org/abs/2509.13923v1)__: The research reveals that the optimal train-test split ratio for large covariance matrix estimation is proportional to the square root of the matrix dimension. (2025-09-17, shares: 11) · https://www.ml-quant.com/papers/arxiv/2509.13923/
- __[Income Disaster and Retirement](http://arxiv.org/abs/2509.12874v2)__: The study shows that the level of government income support significantly affects the retirement decisions of low-income individuals facing income disaster. (2025-09-16, shares: 10) · https://www.ml-quant.com/papers/arxiv/2509.12874/
- __[Timing for VWAP Prediction](http://arxiv.org/abs/2509.16137v1)__: The research indicates that adding timing data to machine learning models can enhance the prediction of volume-weighted average price (VWAP). (2025-09-19, shares: 9) · https://www.ml-quant.com/papers/arxiv/2509.16137/
- __[Regime-Aware RL for Portfolio Optimization](http://arxiv.org/abs/2509.14385v1)__: The study presents a new reinforcement learning framework for portfolio optimization, which performs well under financial stress and supports dynamic asset allocation. (2025-09-17, shares: 9) · https://www.ml-quant.com/papers/arxiv/2509.14385/
- __[Valuation of Exotic Options with DDPM](http://arxiv.org/abs/2509.13374v1)__: The paper proposes a new model for pricing exotic options and structured products, which is more profitable than traditional models but underestimates extreme risks. (2025-09-16, shares: 8) · https://www.ml-quant.com/papers/arxiv/2509.13374/
- __[Subadditivity of VaRs](http://dx.doi.org/10.1017/jpr.2025.31)__: The research reveals a new characteristic of value at risk (VaR), stating that its subadditivity holds for any confidence level only if the loss random variables are comonotonic. (2025-09-16, shares: 6) · https://www.ml-quant.com/papers/doi/10-1017-jpr-2025-31/
- __[Optimal Annuitization with Stochastic Mortality](http://arxiv.org/abs/2509.13091v1)__: The paper discusses the best time to convert retirement savings into a lifetime annuity, considering market and longevity risks, and demonstrates the effect of a health shock on annuitization timing through a numerical example. (2025-09-16, shares: 6) · https://www.ml-quant.com/papers/arxiv/2509.13091/

### Economics

- __[LLM Adoption Impact](http://arxiv.org/abs/2509.15510v1)__: Large Language Models like ChatGPT have boosted earnings for workers in certain occupations without affecting unemployment rates, indicating they enhance income rather than replace jobs. (2025-09-19, shares: 19) · https://www.ml-quant.com/papers/arxiv/2509.15510/
- __[Human-Machine Skills Impact](http://arxiv.org/abs/2509.14057v2)__: A Monte Carlo simulation study suggests that combining human and machine skills is most effective for tasks requiring high generalization, but only if true augmentation is achieved; otherwise, it can be costly due to its dual skill structure. (2025-09-17, shares: 13) · https://www.ml-quant.com/papers/arxiv/2509.14057/
- __[Incomplete Round-Robin Tournaments Incentives](http://arxiv.org/abs/2509.13141v1)__: A simulation of the 2024/25 UEFA Champions League reform shows that the tournament format can greatly influence team behavior, with the new incomplete round-robin phase encouraging more offensive play. (2025-09-16, shares: 10) · https://www.ml-quant.com/papers/arxiv/2509.13141/
- __[ECB and Fed Interest Rate Shocks Spillovers](http://arxiv.org/abs/2509.13578v1)__: Research shows that European Central Bank interest rate hikes result in a depreciation of the Canadian dollar and a contraction in economic activity, mainly through international trade, while U.S. Federal Reserve shocks impact Canadian financial conditions more directly. (2025-09-16, shares: 8) · https://www.ml-quant.com/papers/arxiv/2509.13578/
- __[Public Sector Productivity Paradoxes](http://arxiv.org/abs/2509.14795v1)__: The article critically reviews the traditional method of measuring total factor productivity in the public sector, highlighting inconsistencies and advocating for a shift towards non-market valuation methods based on economic theory. (2025-09-18, shares: 8) · https://www.ml-quant.com/papers/arxiv/2509.14795/
- __[Deep Learning for Stochastic Economies](http://arxiv.org/abs/2509.13623v1)__: The paper presents a deep learning algorithm designed to estimate functional rational expectations equilibria in dynamic stochastic economies, demonstrating its effectiveness through three progressively complex economies. (2025-09-17, shares: 7) · https://www.ml-quant.com/papers/arxiv/2509.13623/
- __[Poverty and Electoral Integrity](http://arxiv.org/abs/2509.15343v1)__: The research suggests a U-shaped relationship between electoral integrity and poverty, supported by data from the 2016 U.S. Presidential election and the 2018 U.S. congressional election. (2025-09-18, shares: 6) · https://www.ml-quant.com/papers/arxiv/2509.15343/
- __[AI Impact on Employment](http://arxiv.org/abs/2509.15265v1)__: The article examines the impact of Generative AI on employment and the macroeconomy, noting significant but context-dependent productivity gains, and calls for more research into adoption dynamics and effects on expertise. (2025-09-18, shares: 6) · https://www.ml-quant.com/papers/arxiv/2509.15265/

### Miscellaneous

- __[AI Adoption for SME Growth](http://arxiv.org/abs/2509.14532v1)__: The report emphasizes the significant benefits of AI for SMEs, with 91% reporting increased revenue, and potential for reducing operational costs by 30% and saving over 20 hours monthly. (2025-09-18, shares: 8) · https://www.ml-quant.com/papers/arxiv/2509.14532/
- __[Historical Context in Financial News Forecasting](http://arxiv.org/abs/2509.12519v1)__: The study suggests using large language models to process financial news and small models to encode historical context, resulting in improved simulated investment performance. (2025-09-16, shares: 6) · https://www.ml-quant.com/papers/arxiv/2509.12519/

### Crypto & Blockchain

- __[Exclusive Ethereum Transactions: Dominant Source of Builder Revenues](http://arxiv.org/abs/2509.16052v1)__: Dominant Source of Builder Revenues: The study shows that exclusive transactions, found only in blocks from one builder, make up 84% of total fees paid by transactions in winning blocks on Ethereum's blockchain. This makes them the main source of builder revenues. (2025-09-19, shares: 12) · https://www.ml-quant.com/papers/arxiv/2509.16052/

### Historical Trending

- __[Finance Task Consistency](http://arxiv.org/abs/2503.16974v4)__: The research evaluates the reliability of Large Language Models in finance and accounting studies, showing they are highly consistent and can surpass human experts in this aspect. (2025-03-21, shares: 35) · https://www.ml-quant.com/papers/arxiv/2503.16974/
- __[Financial Trading-R1](http://arxiv.org/abs/2509.11420v1)__: The article presents Trading-R1, a finance-focused AI model that aligns with trading principles, showing it offers better risk-adjusted returns and fewer drawdowns than other models. (2025-09-14, shares: 35) · https://www.ml-quant.com/papers/arxiv/2509.11420/
- __[EMDLOT Default Prediction](http://arxiv.org/abs/2509.10802v1)__: The study introduces EMDLOT, a new framework for predicting multi-class bond defaults in China's bond market, which outperforms traditional and deep learning models by combining numerical and textual data. (2025-09-13, shares: 12) · https://www.ml-quant.com/papers/arxiv/2509.10802/
- __[Harvey's Impact on Construction Labor](http://arxiv.org/abs/2509.11501v1)__: The research measures the effect of Hurricane Harvey on Texas' construction industry wages and employment, showing a significant wage increase and a steady rise in employment post-disaster. (2025-09-15, shares: 12) · https://www.ml-quant.com/papers/arxiv/2509.11501/
- __[Human vs. Robot Delivery](http://arxiv.org/abs/2509.11562v1)__: The article examines consumer preference between human and robot service in last-mile delivery, finding that product privacy sensitivity, product value, and environmental complexity significantly influence consumer choice. (2025-09-15, shares: 11) · https://www.ml-quant.com/papers/arxiv/2509.11562/

## RePEc

### Finance

- __[Enhanced Emerging Market Portfolio Performance](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, but a new Automated Adaptive Trading System could help stabilize emerging markets during these times. (2025-09-22, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Volatile KSE-30 Equities Allocation](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 assets causing downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization plan for effective asset allocation. (2025-09-22, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Risk Parity 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)__: Using expected shortfall as the risk measure in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market turmoil, and enhance risk-adjusted returns considering fat-tailed returns. (2025-09-22, 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 Sharpe Ratio Minimae and Maximae trading strategies are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis. (2025-09-22, 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 window analysis method for assessing decision-making units' efficiency over time, using the Whale Optimization Algorithm, and applies it to foreign exchange strategies and utility companies in the Ho Chi Minh City Stock Exchange. (2025-09-22, 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. (2025-09-22, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Predictions with Missing Patterns](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 better analysis of missing patterns in data, offering faster and more accurate predictions by minimizing data imputation. (2025-09-22, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Strategy for Equity Premium Prediction](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 improving equity premium prediction, outperforming previous methods. (2025-09-22, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition and Zero-Leverage](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)__: Research shows that increased product market competition (PMC) prompts firms to adopt zero-leverage (ZL) strategies, especially those with higher earnings volatility, emphasizing the influence of earnings volatility on capital structure decisions. (2025-09-22, 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 Risk Management](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 paper reassesses the impact of news sentiment on stock return volatility, demonstrating that accurately measured news sentiment significantly influences intraday stock return volatility, with GPT-4 classification outperforming RavenPack. (2025-09-22, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic ML for Estimating Production Technologies](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 to prevent overfitting in Data Envelopment Analysis (DEA), providing a useful tool for scenarios requiring generalization and showing strong performance in high-dimensional settings. (2025-09-22, 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)__: Machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities. (2025-09-22, 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)__: Two new probabilistic deep learning frameworks have been proposed for estimating financial risk measures, aiding in better capital allocation in financial institutions. (2025-09-22, 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 can accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts, particularly those of 10 years. (2025-09-22, 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 efficiency and accuracy in the Lot Streaming and Scheduling Problem with stochastic product arrival times. (2025-09-22, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese 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 analyzing and modeling complex time series, providing an alternative to the Box-Jenkins methodology. (2025-09-22, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and 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 create a monetary policy frictions index, revealing that these frictions significantly impact the nonperforming loans of Chinese commercial banks. (2025-09-22, 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 to study the international housing market, finding that the US market is the main source of systematic shocks and its interest rate is the most influential global factor. (2025-09-22, 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: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises. (2025-09-22, 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 MFF-CPPM, a new model tested in China's largest carbon trading market, has shown superior accuracy and flexibility in predicting carbon trading prices compared to standard models. (2025-09-22, 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 machine learning approach to predict the CBOE Volatility Index, highlighting the importance of weekly jobless claim data for investment and risk management strategies. (2024-03-28, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[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 study reveals that traditional machine learning models outperform deep learning models in predicting stock price direction in the Eurozone banking sector. (2024-08-10, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact](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 paper suggests that AI capability directly influences firm performance, with a data-driven culture and AI infrastructure playing significant roles. (2024-01-22, 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](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 article emphasizes the role of communication and a holistic approach in addressing climate change, using machine learning to analyze social media discussions on the topic. (2023-02-17, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Dark Patterns in Retail](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 research investigates the problem of dark patterns in retail investment, suggesting the use of behavioral sciences and AI to improve regulation and protect investors. (2024-08-22, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Understanding 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. (2024-04-21, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Intelligent 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. (2024-08-19, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance Initiatives 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 concerning long-term sustainability and impact. (2024-05-02, 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, proposing new research areas, particularly around digital transformation, artificial intelligence, and FinTechs. (2023-06-04, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Work Need Satisfaction Scale 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 the scale's adaptation to better understand online platform work and improve worker satisfaction and well-being. (2024-04-14, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Machine learning

### Historical Trending

- __[QGuided Stepwise Search](http://arxiv.org/abs/2502.02584v1)__: QLASS is a new method for language agents that enhances performance in complex tasks through generating annotations in a stepwise manner, even with limited supervision. (2025-02-04, shares: 189) · https://www.ml-quant.com/papers/arxiv/2502.02584/
- __[Foundations for Conformal Prediction](https://arxiv.org/abs/2502.02561)__: The Risk-Averse Calibration algorithm improves decision-making in risk-sensitive areas like medicine by linking prediction uncertainty to risk-averse decision-making, ensuring safety while maximizing utility. (2025-02-04, shares: 20) · https://www.ml-quant.com/papers/arxiv/2502.02561/
- __[Learning RoPEs with STRING](https://arxiv.org/abs/2502.02562)__: STRING, an upgrade of Rotary Position Encodings, offers exact translation invariance and reduced computational footprint, enhancing performance in robotics and object detection. (2025-02-04, shares: 13) · https://www.ml-quant.com/papers/arxiv/2502.02562/
- __[Particle Trajectory Learning](https://arxiv.org/abs/2502.02558)__: PoLAr-MAE uses self-supervised learning to analyze complex data from Liquid Argon Time Projection Chambers, achieving high performance with less labeled data compared to supervised methods. (2025-02-04, shares: 13) · https://www.ml-quant.com/papers/arxiv/2502.02558/
- __[LoRA-X: Cross-Model Adaptation](https://arxiv.org/abs/2501.16559)__: Cross-Model Adaptation: LoRA-X enables the transfer of parameters across models without requiring original or synthetic training data, making the fine-tuning process easier for large foundation models. (2025-01-27, shares: 13) · https://www.ml-quant.com/papers/arxiv/2501.16559/
- __[Articulate Anymesh: 3D Object Modeling](https://arxiv.org/abs/2502.02590)__: 3D Object Modeling: Articulate Anymesh is a new system that transforms any 3D mesh into a movable object, broadening the scope of 3D modeling and assisting in robotic manipulation training. (2025-02-04, shares: 10) · https://www.ml-quant.com/papers/arxiv/2502.02590/
- __[SeedVR: Video Restoration with Diffusion Transformer](https://arxiv.org/abs/2501.01320)__: Video Restoration with Diffusion Transformer: SeedVR, a diffusion transformer, excels at restoring real-world videos of any length and resolution, surpassing other methods in preserving quality and retrieving details from damaged videos. (2025-01-02, shares: 8) · https://www.ml-quant.com/papers/arxiv/2501.01320/
- __[Hierarchical Sparse Bayesian Model for Microbiome Analysis](https://arxiv.org/abs/2502.02552v1)__: A hierarchical Bayesian multitask learning model has been developed for multi-task binary classification, showing superior results in predicting human health from microbiome profiles, even with varied datasets. (2025-02-04, shares: 8) · https://www.ml-quant.com/papers/arxiv/2502.02552/
- __[Mosaic3D: Dataset for 3D Segmentation](https://arxiv.org/abs/2502.02548)__: Dataset for 3D Segmentation: Mosaic3D, a new data generation and training system, has been launched for understanding 3D scenes, achieving top results in 3D semantic and instance segmentation tasks. (2025-02-04, shares: 7) · https://www.ml-quant.com/papers/arxiv/2502.02548/
- __[COCONut-PanCap: Panoptic Segmentation and Captions](https://arxiv.org/abs/2502.02589)__: Panoptic Segmentation and Captions: The COCONut-PanCap dataset, featuring advanced panoptic masks and detailed captions, improves panoptic segmentation and image captioning, setting a new standard for evaluating models in multi-modal learning. (2025-02-04, shares: 6) · https://www.ml-quant.com/papers/arxiv/2502.02589/

## GitHub

### Finance

- __[QFM](https://github.com/quantscious/finmlkit)__: A new open-source financial machine learning library, utilizing Numba, has been created for quick processing of trades and advanced quantitative research. (2024-10-04, shares: 33)
- __[FC](https://github.com/firecrawl/firecrawl)__: A new Web Data API for AI has been launched, enabling websites to be transformed into LLM-ready markdown or structured data. (2024-04-15, shares: 57460)
- __[IFMPMCP](https://github.com/imbenrabi/Financial-Modeling-Prep-MCP-Server)__: The Model Context Protocol (MCP) has been introduced for Financial Modeling Prep, facilitating AI assistants to access and analyze financial data and market insights. (2025-05-22, shares: 49)
- __[SEC](https://github.com/sadighian/crypto-rl)__: A new toolkit for Deep Reinforcement Learning has been developed, allowing the recording, replaying of cryptocurrency limit order book data, and training of a DDQN agent. (2018-06-21, shares: 924)
- __[KLF](https://github.com/kruskal-labs/toolfront)__: A novel system for data retrieval for AI agents has been developed. (2025-06-11, shares: 751)

### Trending

- __[RAG with LEANN](https://github.com/yichuan-w/LEANN)__: LEANN has launched a RAG application that saves storage space and maintains privacy on personal devices. (2025-06-09, shares: 2654)
- __[winfuncopcode: GUI App and Toolkit](https://github.com/winfunc/opcode)__: GUI App and Toolkit: The Claude Code Toolkit is a GUI app that enables the creation and management of custom agents and secure sessions. (2025-06-19, shares: 16413)
- __[TencentCloudADPyoutuagent: Powerful Agent Framework](https://github.com/TencentCloudADP/youtu-agent)__: Powerful Agent Framework: An agent framework is available that provides advanced features using open-source models. (2025-08-21, shares: 2952)
- __[anthropicsclaudecookbooks: Using Claude](https://github.com/anthropics/claude-cookbooks)__: Using Claude: Various notebooks and recipes show innovative and efficient ways to use the Claude platform. (2023-08-15, shares: 20038)
- __[DigitalPlatDevFreeDomain: Free Domain](https://github.com/DigitalPlatDev/FreeDomain)__: Free Domain: DigitalPlat FreeDomain provides free domain services to all its users. (2024-05-30, shares: 98688)

## News

### Quantitative

- __[JSCC Yen Swaps Cleared](https://www.hedgeweek.com/hedge-funds-score-cftc-win-as-jscc-cleared-to-handle-yen-swaps-for-us-clients/)__: The Commodity Futures Trading Commission (CFTC) has allowed Japan Securities Clearing Corp (JSCC) to clear yen-denominated interest rate swaps for US clients, benefiting hedge funds. (2025-09-16, shares: 6)
- __[Hedge Funds Bullish Oil](https://www.hedgeweek.com/hedge-funds-boost-bullish-oil-bets-as-geopolitical-risks-reprice-crude/)__: Hedge funds have rapidly increased optimistic investments in crude oil due to escalating geopolitical conflicts in the Middle East and Eastern Europe. (2025-09-22, shares: 5)
- __[Jain Global Hires BlackRock PM](https://www.hedgeweek.com/jain-global-adds-blackrock-veteran-as-pm/)__: Jain Global, a hedge fund owned by Bobby Jain, has bolstered its investment team by appointing ex-BlackRock partner and specialist, Joseph Kansao, as a Portfolio Manager. (2025-09-18, shares: 3)
- __[SEC Delays Hedge Fund Rules](https://www.hedgeweek.com/sec-delays-hedge-fund-disclosure-rules-until-2026/)__: The US SEC has postponed new hedge fund disclosure requirements until October 2026. (2025-09-18, shares: 3)
- __[kWeek Trading Firm Internship](https://www.efinancialcareers.com/news/high-frequency-trading-internship)__: Getting an internship in electronic trading market making or high-frequency trading is difficult. (2025-09-16, shares: 3)
- __[Little Harbor Short Fund Launch](https://www.hedgeweek.com/little-harbor-launches-multi-manager-short-fund/)__: Little Harbor Advisors is launching a multi-manager short-only hedge fund targeting financials, real estate, private equity, and solar energy. (2025-09-18, shares: 3)
- __[AlphaQuest Loss](https://www.hedgeweek.com/alphaquest-suffers-11-4-ytd-loss/)__: AlphaQuest, a quantitative hedge fund, reported an 11.4% decrease in 2025 until the end of August. (2025-09-18, shares: 2)

### Miscellaneous

- __[MFA urges SEC on shortselling](https://www.hedgeweek.com/mfa-pushes-sec-to-ease-short-selling-restrictions-on-public-offerings/)__: The Managed Funds Association is urging the SEC to alter regulations restricting hedge funds' involvement in public offerings after shorting the same stock. (2025-09-17, shares: 2)
- __[Ex-Goldman Sachs MD joins high-paying data firm](https://www.efinancialcareers.com/news/an-ex-md-behind-goldman-sachs-secret-sauce-is-now-building-ai-agents-at-a-data-firm-with-crazy-pay)__: From SecDB to Databricks explores the shift or comparison between two data management platforms. (2025-09-18, shares: 1)
- __[NY trading firm pays 1 million](https://www.efinancialcareers.com/news/new-york-trading-firm-paid-1-09m-per-head-in-an-office-that-made-an-10m-loss)__: Five Rings' London branch has seen a substantial decline in performance over the previous year. (2025-09-19, shares: 1)
- __[US court supports Elliott affiliate in Citgo battle](https://www.hedgeweek.com/us-court-backs-elliott-affiliate-in-battle-for-citgo-parent/)__: A US court has backed Elliott Investment Management's bid to purchase Citgo Petroleum’s parent company, PDV Holding, via a court-directed share auction. (2025-09-19, shares: 1)
- __[LSEG REDI Launch](https://www.hedgeweek.com/lseg-da-launches-redi-on-workspace/)__: LSEG DampA has integrated REDI into Workspace, enhancing execution management on its main platform for investor's frontoffice workflows. (2025-09-19, shares: 1)
- __[Schonfeld Hires Tech](https://www.efinancialcareers.com/news/hedge-fund-schonfeld-lost-senior-technologists-hired-some-new-ones)__: Schonfeld is currently undergoing organizational changes. (2025-09-18, shares: 1)
- __[Digital Assets Fund Growth](https://www.hedgeweek.com/digital-assets-funds-see-3-3bn-in-weekly-inflows/)__: Digital asset products saw $3.3bn inflows, increasing AuM to $239bn, nearing August's record due to improved bitcoin and ether sentiments, according to CoinShares' report. (2025-09-17, shares: 1)
- __[Optiver Raises UK Pay](https://www.efinancialcareers.com/news/hft-optiver-uk-pay)__: The Dutch market maker has reported a successful business year. (2025-09-17, shares: 1)

## Podcasts

### Quantitative

- __[Managed Futures](https://resolve-gestalt-university.captivate.fm/episode/managed-futures-why-now-positioning-energy-de-dollarization-and-portfolio-blind-spots)__: Gordillo, Philbrick, and Butler explore the potential advantages of managed futures in the current economic climate, emphasizing diversification and their ability to add value in different market situations. (2025-09-18, shares: 14)
- __[AI in Finance](https://www.buzzsprout.com/803279/episodes/17847306-the-current-state-of-ai-in-finance-and-business.mp3)__: The article explores the role of AI in finance, emphasizing its efficiency in automating tasks but warns against making it the primary focus of a business. (2025-09-16, shares: 12)
- __[Investable](https://traffic.megaphone.fm/NBNK4151224370.mp3?updated=1758170356)__: Dr. Erikson's book Investable critically analyzes how pandemics are turned into investment opportunities by international bankers and investors, raising ethical concerns. (2025-09-20, shares: 9)
- __[EM Fixed Income](https://atanyrate.podbean.com/e/at-any-rate-%e2%80%93-em-fixed-income-em-credit-where-credit-s-due/)__: Goulden, Ramsey, Hong, and Mejabi discuss the impact of the Fed cut on Emerging Markets and share insights from a conference in London. (2025-09-18, shares: 8)
- __[The Forgotten Hedge](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17852837-the-forgotten-hedge-brandon-thor-on-gold-sovereignty-and-beating-wall-street-s-game.mp3)__: Brandon Thor, in a LeadLag Live episode, discusses the lack of gold in modern portfolios and advocates for its role in wealth protection. (2025-09-18, shares: 7)

### Related

- __[Portfolio Protection Collar Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17872993-collar-strategies-protecting-downside-while-keeping-upside-alive.mp3)__: Traders Greg and Eric explain the collar strategy for risk management in trading, using Apple and Nvidia as examples. (2025-09-19, shares: 6)
- __[Plundering Black America](https://traffic.megaphone.fm/NBNK2614828759.mp3?updated=1758257563)__: Dr. J Calvin Schermerhorn's book examines the racial wealth gap in America through the experiences of seven Black families. (2025-09-21, shares: 6)
- __[Rates Inflation Outlook](https://atanyrate.podbean.com/e/global-rates-monthly-inflation-outlook-1758205945/)__: US and European Rates strategists, Phoebe White and Frida Infante, discuss August inflation data and future inflation market predictions in a 2025 podcast. (2025-09-18, shares: 6)
- __[AGIX ETF: AI Unicorn Pre-IPO Exposure](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/17852841-access-the-ai-revolution-how-agix-gives-investors-pre-ipo-exposure-to-ai-unicorns.mp3)__: AI Unicorn Pre-IPO Exposure: Derek Yan from KraneShares explains how the AGIX ETF is changing AI investing by providing exposure to private AI companies in a webinar. (2025-09-18, shares: 6)
- __[Commodities: Fed Cutting Cycle Outcomes](https://atanyrate.podbean.com/e/global-commodities-at-any-rate-party-like-a-semiquincentenarian/)__: Fed Cutting Cycle Outcomes: Natasha Kaneva and Greg Shearer analyze the impact of previous and current Fed cutting cycles on commodity performance. (2025-09-22, shares: 5)

## X / Twitter

### Miscellaneous

- __[Investing Research Roundup](https://x.com/quantseeker/status/1968038366621909314)__: The latest investing research roundup discusses topics including the impact of news sentiment on commodity returns, volatility decay in leveraged ETFs, post-FOMC drift in option returns, and predictions for commodity option returns. (2025-09-16, shares: 3)

## Reddit

### Quantitative

- __[SIG Quant Strategy Intern Interview](https://www.reddit.com/r/quantfinance/comments/1nhaaid/sig_quant_strategy_developer_intern_phone/)__:  (2025-09-15, shares: 4)

### Rising

- __[Quant Strategy Developer Interview](https://www.reddit.com/r/quantfinance/comments/1nhxbzn/sig_quantitative_strategy_developer_interview/)__:  (2025-09-15, shares: 3)
- __[HRT Swe Python Interview](https://www.reddit.com/r/quantfinance/comments/1ni4k6d/hrt_first_round_interview_swe_python/)__:  (2025-09-16, shares: 1)
- __[Laid Off Quant Researcher](https://www.reddit.com/r/quant/comments/1nh8swe/laid_off_quant_researcher/)__:  (2025-09-15, shares: 102)
- __[Rejected After Good Interview](https://www.reddit.com/r/quantfinance/comments/1ni0gwu/rejected_after_a_really_good_interview/)__:  (2025-09-15, shares: 36)
- __[HFT Swe Position](https://www.reddit.com/r/quant/comments/1ni457m/swe_at_hft/)__:  (2025-09-16, shares: 23)