Panel Regression CEE GDP
The economic growth in Central and Eastern European countries due to their integration into the European Economic Area is largely influenced by private debt.
16 shares1 citation todaySource ↗
Quant LetterNo. 115
130 items across 9 sections, as sent to readers on 9 October 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
Quantitative-finance and ML-for-finance preprints from arXiv.
35 items
The economic growth in Central and Eastern European countries due to their integration into the European Economic Area is largely influenced by private debt.
16 shares1 citation todaySource ↗
The paper explores the transition from interbank offered rates to risk-free rates, introducing a new method for pricing interest rate derivatives.
14 shares1 citation todaySource ↗
The potential of quantum logic in advancing artificial intelligence applications in financial modeling is discussed.
10 shares2 citations todaySource ↗
A new estimator for concave multi-asset propagator models is introduced, showing significant improvement in explanatory power when cross-impact is included.
8 shares1 citation todaySource ↗
A new statistical framework is developed for risk estimation, defining coherent risk estimators and providing a method for creating estimators with reliable financial and statistical properties.
6 shares2 citations todaySource ↗
FR-LUX is a new reinforcement learning framework that learns trading policies and remains stable across different market conditions, offering high average Sharpe ratio and excellent risk-return efficiency.
6 sharesSource ↗
The study shows that using negative edges in weighted signed network representations of financial markets can help reduce portfolio risk, performing on par with traditional models.
6 shares5 citations todaySource ↗
The research introduces an inverse portfolio optimization framework that can deduce latent investor preferences from observed portfolio allocations, offering a robust tool for preference inference and portfolio design.
6 sharesSource ↗
The paper explores the pricing and hedging of American options in a continuous time setting, proving the pricing-hedging duality and equating American options with European options in an expanded space.
6 sharesSource ↗
The article introduces an inverse portfolio optimization framework that can accurately recover transaction cost parameters and sublinear regret from observed portfolio allocations, even under unpredictable market conditions.
6 sharesSource ↗
The article discusses a portfolio optimization technique using Bayesian predictive synthesis, which merges various asset return prediction models to handle financial market uncertainty.
19 shares2 citations todaySource ↗
The article introduces predictive economics, a unique analytical approach in economics that combines machine learning, interpretability, and theoretical structure for better out-of-sample performance.
8 sharesSource ↗
The article proposes a model for the scientific peer review process, arguing that enabling authors to contest initial rejections can produce results closer to the ideal.
7 sharesSource ↗
The study shows that Italian firms' pricing and inflation expectations are significantly affected by natural gas price shocks, especially during the post-COVID period due to supply disruptions from Russia's Ukraine invasion.
5 sharesSource ↗
Research indicates that Benin's free cesarean section policy reduces infant mortality but increases maternal mortality, resulting in lower fertility and decreased maternal labor supply after birth.
5 sharesSource ↗
The study suggests that a nearly 100% renewable electricity sector-coupled energy system is technically feasible and economically viable, with power system flexibility impacting long-term pathways via price differentiation.
5 shares6 citations todaySource ↗
Research reveals that Benin's 2017 labor market reform, which lowered firing costs and allowed unlimited renewal of short-term contracts, led to increased formal employment, decreased informal employment, and higher wages.
5 sharesSource ↗
The research explores concept drift in non-life insurance pricing, offering an overview of methods, performance metrics, and a monitoring process to determine when model adjustments are required.
10 shares1 citation todaySource ↗
The research introduces a framework called DARL that combines DDPMs with DRL for portfolio management, improving its ability to withstand crises.
7 shares2 citations todaySource ↗
The research suggests a framework named DARL that merges DDPMs with DRL for portfolio management, increasing its resilience and robustness during crises.
7 shares2 citations todaySource ↗
The research presents Tail-Safe, a derivative hedging framework that blends reinforcement learning with a safety layer designed for financial constraints, ensuring robust forward invariance of the safe set under limited model mismatch.
6 sharesSource ↗
The research suggests the CSHT, a new architecture for financial time-series forecasting that considers the impact of financial news and sentiment on asset returns, providing robust generalisation across market regimes and clear attribution pathways.
5 shares3 citations todaySource ↗
The article investigates the impact of smart contract protocols on market dynamics, focusing on their influence on price drift, trade size, and market depth in coupled markets.
7 shares1 citation todaySource ↗
The research introduces a design framework for smart contract-based resource allocation, aiming to balance efficiency and fairness in decentralized systems, validated through tests and a real-world case study.
6 sharesSource ↗
The paper introduces a design framework for smart contract-based resource allocation, aiming to balance efficiency and fairness in decentralized systems, validated through tests and a real-world case study.
6 sharesSource ↗
The research combines structural theory with real-world validation to analyze the adoption of smart contracts under bounded risk, showing that while adoption choices are robust, their financial outcomes are fragile.
5 sharesSource ↗
The paper presents an optimization framework that merges dynamic Negative Binomial demand modeling with smart contract adoption, offering guidance for balancing inventory costs, service levels, and implementation expenses in high-variance demand scenarios.
5 sharesSource ↗
The AI Productivity Index (APEX) is a new tool for evaluating the economic impact of AI models in sectors like investment banking, consulting, law, and healthcare.
64 shares10 citations todaySource ↗
A new online algorithm enhances the accuracy and speed of electricity price forecasting, performing better than other benchmarks in a study of the German day-ahead market.
29 shares5 citations todaySource ↗
The article discusses the influence of neoliberalism on labor unions in Turkey and Egypt, emphasizing the role of authoritarianism and suppression of dissenting unions in neoliberal restructuring.
26 shares11 citations todaySource ↗
The Santa Fe model, a tool for analyzing the stochastic dynamics of the limit order book, is reevaluated using kinetic theory, revealing a mistake in the original scaling law for the diffusion constant.
24 sharesSource ↗
A new evaluation method shows that efficiency gains from major airline mergers are negated by increased coordination, especially in later mergers.
17 shares2 citations todaySource ↗
A study using machine learning and PISA 2022 data identifies language, digital device access, socioeconomic status, and school quality as key factors affecting student performance in Latin America.
15 shares1 citation todaySource ↗
A study reveals a cognitive efficiency gap favoring private schools in Latin America, with home resources, school climate, and work intensity being key efficiency determinants.
15 sharesSource ↗
A study identifies household resources, gender, homework, school size, and teaching quality as key factors influencing student academic resilience in Latin America, using machine learning and PISA 2022 data.
14 sharesSource ↗
Economics working papers from RePEc's NEP field reports.
30 items
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 such periods.
27 sharesSource ↗
Machine learning has been used to identify assets causing downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization scheme for efficient asset allocation.
25 sharesSource ↗
A new risk parity portfolio optimization method using expected shortfall as the risk measure can reduce portfolio turnover during market turmoil and enhance risk-adjusted returns.
16 sharesSource ↗
The research finds that trading strategies based on Sharpe Ratio consistently yield better results than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis.
15 sharesSource ↗
The study introduces a new window analysis method using the Whale Optimization Algorithm to identify stable trading strategies and companies, avoiding local extremes in decision-making units.
11 sharesSource ↗
The paper uses a new data augmentation technique to analyze poverty in the Middle East and North Africa, highlighting the significance of alternative data sources for poverty analysis using Lebanese data.
10 sharesSource ↗
The blockwise reduced modeling (BRM) method, which minimizes data imputation by pretraining models, is introduced for analyzing blockwise missing patterns in data, outperforming existing benchmarks.
20 sharesSource ↗
A new machine learning strategy, momentum-determined indicator-switching (N-MDIS), is proposed for better equity premium prediction, proving more accurate than previous methods.
19 sharesSource ↗
A study finds that increased product market competition (PMC) leads to more firms adopting zero-leverage (ZL) strategies, particularly those with higher earnings volatility.
18 sharesSource ↗
A reevaluation of the impact of news sentiment on stock return volatility shows that accurate news sentiment measurement significantly affects intraday stock return volatility, with GPT-4 outperforming RavenPack.
16 sharesSource ↗
An adaptation of Stochastic Gradient Boosting is proposed to prevent overfitting in Data Envelopment Analysis (DEA), providing a useful tool for high-dimensional settings where generalization is crucial.
16 sharesSource ↗
A study found that machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities.
28 sharesSource ↗
New probabilistic deep learning frameworks have been proposed for estimating financial risk measures, improving capital allocation for financial institutions.
27 sharesSource ↗
Machine learning methods can accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts, outperforming traditional models.
24 sharesSource ↗
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.
16 sharesSource ↗
The paper introduces a new machine learning technique for analyzing and modeling complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling.
13 sharesSource ↗
The study uses machine learning to analyze the impact of a monetary policy frictions index on commercial banks' nonperforming loans, advocating for more information transparency in monetary policy transmission.
12 sharesSource ↗
The research uses machine learning and quantile connectedness models to study the global influence of the US housing market and its interest rates, emphasizing their significant impact on international housing market spillovers.
10 sharesSource ↗
ML vs. DL: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises.
31 sharesSource ↗
The newly introduced MFF-CPPM model in China has shown higher accuracy and flexibility in predicting carbon trading prices compared to standard models.
10 sharesSource ↗
The article discusses a study that uses machine learning to predict the CBOE Volatility Index, with weekly jobless claim data as a key factor.
23 sharesSource ↗
The study reveals that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices.
13 sharesSource ↗
The research indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure playing crucial roles.
5 sharesSource ↗
The article emphasizes the need for communication and a comprehensive approach to address climate change, using machine learning to analyze social media discussions on the subject.
4 sharesSource ↗
The study investigates the issue of deceptive tactics in the retail investment sector, suggesting the use of behavioral sciences and AI for better regulation and investor protection.
2 sharesSource ↗
The study profiles young informal workers in the EU27 pre-pandemic, aiming to understand their situation and contribute to future research on the impact of Covid-19 on youth informality in the labour market.
2 sharesSource ↗
The paper discusses how artificial intelligence can enhance resource management in cloud environments, improving the performance and efficiency of DevOps workflows.
2 sharesSource ↗
The review explores the relationship between e-governance initiatives and citizen participation, highlighting the evolution of e-governance and identifying knowledge gaps, especially regarding the sustainability and impact of these initiatives.
2 sharesSource ↗
The paper reviews literature on the factors influencing banks' performance, discussing main approaches and suggesting new research avenues, particularly in the context of digital transformation, artificial intelligence, and FinTechs.
1 sharesSource ↗
The study analyzes the Work Need Satisfaction Scale among online gig workers, suggesting the scale needs adaptation to better reflect the nuances of online platform work and inform interventions and platform designs that promote worker well-being.
1 sharesSource ↗
The general machine-learning papers the letter carried in 2023-25.
9 items
Q-Guided Search: QLASS system enhances language agents' performance by offering step-by-step guidance, improving decision-making in complex tasks.
189 shares19 citations todaySource ↗
Platinum benchmarks are introduced to test the reliability of large language models, showing their struggle with simple tasks like basic math problems.
57 shares54 citations todaySource ↗
ML-Compatible Platform: ToddlerBot, an affordable, open-source humanoid robot, is launched for scalable policy learning and research in robotics and AI.
53 shares21 citations todaySource ↗
MAETok, an autoencoder, enhances high-resolution image synthesis by learning a semantically rich latent space, setting a new standard on ImageNet generation with just 128 tokens.
38 shares94 citations todaySource ↗
NutWorld is a new framework that turns single-camera videos into 3D Gaussian representations, enhancing video quality and allowing for real-time use.
30 shares8 citations todaySource ↗
UAEval4RAG is a new evaluation system for retrieval-augmented generation systems, designed to test how well they manage unanswerable queries.
29 shares10 citations todaySource ↗
A new gradient descent algorithm with stochastic elements is proposed to improve the speed and efficiency of finding global optimizers in nonconvex optimization problems.
28 shares6 citations todaySource ↗
BFS-Prover is a new framework that shows how Best-First Tree Search can be effectively used in large-scale theorem proving tasks when properly scaled.
26 shares92 citations todaySource ↗
The paper explores the dynamics of gradient descent in deep linear networks, examining the impact of network width and hyperparameter transfer, and showing faster training dynamics for power law structured data.
26 shares17 citations todaySource ↗
Repositories the letter featured.
10 items
ML Framework: The article talks about a universally accessible open-source framework for machine learning.
191,918 shares
GenAI Agent: TimeCopilot, a GenAI Forecasting Agent, is discussed for its ability to forecast and detect anomalies across sectors through an API.
201 shares
Market Data Server: The article presents a local server that offers real-time and historical cryptocurrency data through HTTP and WebSocket APIs.
284 shares
Training Data: The piece investigates the generation of large-scale synthetic data for training and evaluating models.
580 shares
Return Analysis: The article explores fitting different SciPy probability distributions to asset returns and their subsequent ranking.
6 shares
The article explores a high-speed coding CLI with browser integration, multi-agent theming, and reasoning control, compatible with agents from various providers including OpenAI and Claude Gemini.
1,885 shares
Transformer LLM: The article delves into the topic of a transformer-based Language Model (LLM).
2,771 shares
The article provides insights into the passive radar code for the KrakenSDR.
206 shares
The article talks about the development of a Claude Code mirror, an open-source transfer service that provides unified access to various subscriptions and supports cost-effective sharing.
3,791 shares
Program Evolution: The article investigates ShinkaEvolve's strategy for open-ended and sample-efficient program evolution.
468 shares
Industry news: funds, hiring, markets and regulation.
20 items
Temple Capital has expanded its team by appointing Valerie Schaber as Director and Martin Boczek as Head of Capital Formation.
6 shares
WorldQuant's International Quant Championship has seen a record 80,000 university entrants this year, double from last year, due to AI advancements.
5 shares
EDL Capital, led by Edouard de Langlade, is set to achieve its strongest annual result with a 29.9% return year-to-date through September.
4 shares
Digital asset investment products experienced a record $5.95bn inflow last week due to weak employment data and concerns over US government stability.
4 shares
Faisal Syed and his team have transferred their hedge fund strategy from Fir Tree Partners to Lighthouse Group after Fir Tree decided to return external capital to investors.
4 shares
TMX Group has acquired US-based investment research provider Verity to boost its global data services through TMX Datalinx.
4 shares
Credit Suisse's staff are highly regarded in the electronic trading sector.
4 shares
Parameta Solutions, a TP ICAP Group division, has launched an upgraded real-time OTC oil market data service for a quicker, clearer global market view.
4 shares
Jericho Capital, led by Josh Resnick, made significant gains in tech stocks like AppLovin, Oracle, and Nvidia in 2025, according to Institutional Investor.
3 shares
Calamos and Aksia have expanded their AC Private Markets partnership with the Calamos Aksia Hedged Strategies Fund, providing access to a diversified portfolio of hedge fund managers.
3 shares
Davidson Kempner Capital Management LP has purchased $1.4bn in nonperforming loans from Abu Dhabi Commercial Bank PJSC, marking its second major distressed debt deal with the bank.
2 shares
The annual Hedgeweek® Funds of the Future event for emerging and established hedge funds is happening today at Convene 237 Park Ave, New York.
2 shares
London-based hedge fund, High Ground Investment Management, has seen a significant increase in performance this year with its global equities fund up 26.7% year-to-date.
2 shares
Denmark’s tax authority, SKAT, has lost a $1.9bn lawsuit against hedge fund manager Sanjay Shah and his defunct firm Solo Capital over cumex dividend tax schemes.
2 shares
Donald Pepper, co-CEO Head of Multi-Strategy at Trium Capital, discusses the current market euphoria and the low institutional allocations to hedge funds in the latest instalment of Alternative Views.
2 shares
Goldman Sachs reports that systematic hedge funds have had their worst start to a month in nearly two years, with daily losses in the first week of October.
2 shares
Macro hedge funds were heavily involved in yen trading on Monday, mostly squaring up bullish positions rather than making new bearish bets, according to Nomura International and Citigroup.
2 shares
ETF Accelerator alumni are highly sought after in the buy-side of the market.
1 shares
There is a growing trend of top students preferring careers in financial services.
1 shares
Millennium Management, a New York-based hedge fund, has taken a £35m short position in Metlen Energy & Metals, two months after the company's debut on the London Stock Exchange.
1 shares
Episodes on markets, quant methods and economics.
9 items
Tobias Carlisle talks about the current valuation landscape, small cap investment challenges, and the connection between Warren Buffett's investment philosophy and Sun Tzu's teachings in a podcast.
12 shares
In a podcast, Khagendra Gupta and Ipek Ozil explore the factors influencing €STR/SOFR cross currency bases.
11 shares
Alex Shahidi discusses the shortcomings of traditional portfolio construction and emphasizes the need for diversification and risk parity in a podcast.
9 shares
Greg Jensen and Eric Hale explain the fundamentals of smart options trading, including the right time to buy long options and the risks associated with naked calls, in a webinar.
9 shares
Richard Duncan's book, The Money Revolution, suggests a strategy for the US to invest in future industries and technologies to maintain geopolitical dominance and generate wealth.
7 shares
Will Rind advises maintaining steady payouts amidst rate cuts by diversifying investments in passthrough securities within the HIPS ETF.
7 shares
Morgan Housel emphasizes that investing is more about human behavior than financial principles, discussing the psychological aspects of wealth and happiness.
6 shares
In a repeated article, Housel again highlights the role of human behavior in investing and the complexities of wealth and happiness.
6 shares
Arindam Sandilya and Patrick Locke analyze the impact of the US government shutdown on the dollar and the upcoming Japan LDP election on JPY.
6 shares
Posts from quant and economics blogs and newsletters.
2 items
The options market, previously controlled by expert institutional investors, has seen a rise in involvement from individual investors lately.
2 shares
The author discusses their acceptance into several prestigious Mathematical Finance programs, including those at Columbia, NYU, NCSU, and Nanyang Business School in Singapore.
1 shares
Posts from quant researchers on X.
5 items
Gold, Bitcoin, Equities, FX: The Weekly Research Recap discusses topics like the comparison between gold and Bitcoin, using news sentiment for trading equities and FX, and enhancing equity momentum with machine learning.
6 shares
RavenPack has published five research papers utilizing their sentiment data across different asset classes such as equities, FX, and credit.
2 shares
The piece emphasizes the significance of grasping momentum in finance through analyzing past returns.
0 shares
The article explores OpenAI's aggressive and innovative growth strategy in the tech industry.
0 shares
The article suggests a potential collapse of the AI market, making it a recommended read for the weekend.
0 shares
Threads from r/quant, r/algotrading and friends.
10 items
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264 shares