---
title: Quant Letter No. 122: December 2025, Week 2
url: https://www.ml-quant.com/issues/2025-12-14/
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: 2025-12-14
---


# Quant Letter No. 122: December 2025, Week 2

Sent 2025-12-14. 86 items.

## arXiv

### Finance

- __[RL for Financial Decisions](https://arxiv.org/abs/2512.10913v1)__: Reinforcement learning improves financial decision-making by simplifying complex investment problems, emphasizing clear explanations and strong reliability over complex algorithms. (2025-12-11, shares: 2) · https://www.ml-quant.com/papers/arxiv/2512.10913/
- __[Unified Risk-Neutral Pricing](https://arxiv.org/abs/2512.10823v1)__: The paper presents a new approach to pricing zero-coupon bonds that aligns them with equity options for more accurate interest rate modeling. (2025-12-11, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.10823/
- __[MeanVariance Portfolio Optimization with Jumps](https://arxiv.org/abs/2512.09224v1)__: This study uses Reinforcement Learning to solve the Mean-Variance Portfolio Optimization problem, creating a profitable investment strategy that adapts to changing preferences over time. (2025-12-10, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.09224/
- __[Local vs Global Balance in Finance](https://arxiv.org/abs/2512.10606v1)__: The study uses local balance shifts in signed networks to find better-performing assets in financial crises. (2025-12-11, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.10606/
- __[DeepSVM: Physics-Informed Volatility](https://arxiv.org/abs/2512.07162v1)__: Physics-Informed Volatility: DeepSVM is a machine learning model that accurately calibrates stochastic volatility without labels, but needs better regularization for derivatives. (2025-12-08, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.07162/
- __[DeepSVM: No-Labeled Pricing Model](https://arxiv.org/abs/2512.07162v1)__: No-Labeled Pricing Model: The article shows how single-qubit quantum learning can predict volatility time series, effectively capturing asymmetric volatility patterns. (2025-12-08, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.07162/

### Economics

- __[Multidimensional Sorting and Tech Change](https://arxiv.org/abs/2512.10853v1)__: The article explains how technological change influences income and sorting in multidimensional assignment models using U.S. data. (2025-12-11, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.10853/
- __[Capability Accumulation and Convergence](https://arxiv.org/abs/2512.10672v1)__: A dynamic model describes how economic complexity shifts from unconditional to conditional convergence as capability intensity increases, offering clear solutions for diversification. (2025-12-11, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.10672/
- __[Distributional Effects of Paid Queues](https://arxiv.org/abs/2512.10594v1)__: A fast-track queue system benefits high-income individuals while disadvantaging low-income ones, causing middle-income individuals to prefer the free queue despite potential payment for faster access. (2025-12-11, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.10594/
- __[Automated Corruption Index](https://arxiv.org/abs/2512.09652v1)__: An automated corruption index using Brazilian municipal audit reports is efficient and more reliable than manual methods in detecting corruption. (2025-12-10, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.09652/
- __[AI in Medical Decisions](https://arxiv.org/abs/2512.08424v1)__: AIgenerated explanations can improve decision-making when algorithms are right, but can mislead when they're wrong, highlighting a paradox in AI transparency for doctors. (2025-12-09, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.08424/
- __[Case Management in MDL](https://arxiv.org/abs/2512.08997v1)__: Lone Pine orders and bellwether trials in multidistrict litigation enhance case resolution by offering valuable evidence and insights, mitigating concerns about settlement pressures. (2025-12-08, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.08997/

### Miscellaneous

- __[Workflow is Key](https://arxiv.org/abs/2512.10121v1)__: The DeepNews Framework is designed to improve long-form financial writing by enhancing coherence and minimizing inaccuracies using advanced retrieval and planning techniques. (2025-12-10, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.10121/
- __[Understanding CS Interest](https://arxiv.org/abs/2512.08472v1)__: Research indicates that age affects students' interest in computer science more than gender, suggesting educational approaches should consider developmental changes to boost engagement. (2025-12-09, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.08472/
- __[LLMs Excel in CFA](https://arxiv.org/abs/2512.08270v1)__: An evaluation of reasoning models on CFA mock exams shows that models like Gemini 3.0 Pro and GPT-5 perform well, achieving high pass rates in professional testing. (2025-12-09, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.08270/
- __[AI Agent Usage Patterns](https://arxiv.org/abs/2512.07828v2)__: A study of AI agent use with the Comet browser reveals that personal productivity and learning are the main reasons users interact with these tools. (2025-12-08, shares: 0) · https://www.ml-quant.com/papers/arxiv/2512.07828/

### Historical Trending

- __[Investment and Insurance Strategies](https://arxiv.org/abs/1903.00631v2)__: An economic agent makes choices to maximize utility by adjusting consumption, investing in safe and risky assets, and insuring against losses on a depreciating good, using a strategy from the Hamilton-Jacobi-Bellman equation. (2019-03-02, shares: 1) · https://www.ml-quant.com/papers/arxiv/1903.00631/
- __[Impact of Bank Mergers in Japan](https://arxiv.org/abs/2512.06550v1)__: This study analyzes how the market responds to major bank mergers in Japan, finding significant positive abnormal returns and lasting effects, indicating that banks benefit from synergies after merging. (2025-12-06, shares: 1) · https://www.ml-quant.com/papers/arxiv/2512.06550/

## RePEc

### Finance

- __[Efficient Volatile KSE-30 Equity 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)__: The study employs machine learning to pinpoint assets affecting the decline in Pakistan's stock market and suggests a new method for optimizing KSE-30 portfolios. (2025-12-14, shares: 10) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Automated Trading for Emerging Market 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)__: Increasing algorithmic trading and passive investing are raising risks in emerging markets during downturns, leading to the creation of a new trading system aimed at loss prevention. (2025-12-14, shares: 9) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Risk Parity Optimization with Heavy-Tailed Returns](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)__: A new portfolio optimization method, based on risk parity and non-Gaussian return distributions, is proposed to improve stability and minimize turnover in volatile markets. (2025-12-14, shares: 9) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis via 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)__: Research indicates that Sharpe Ratio Minimae and Maximae strategies outperform traditional buy-and-hold approaches across global markets, supporting the Adaptive Market Hypothesis through observed profitability cycles. (2025-12-14, shares: 8) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Macroeconomic Expectations and Risk](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006037%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006037)__: The study finds that differences in macroeconomic expectations among investors impact financial risk premiums and stock returns based on consumption and productivity levels. (2025-12-14, shares: 5) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006037/
- __[Target Benefit Pension Strategies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0167668725000137%3Bh%3Drepec%3Aeee%3Ainsuma%3Av%3A121%3Ay%3A2025%3Ai%3Ac%3Ap%3A100-110)__: This paper discusses effective management strategies for target benefit pension plans, focusing on balancing risk and return through diverse asset allocation for stability. (2025-12-14, shares: 5) · https://www.ml-quant.com/papers/repec/eee-insuma-v-121-y-2025-i-c-p-100-110/
- __[Evaluating Trading Strategies](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)__: A new method in Window Data Envelopment Analysis connects decision-making units to enhance efficiency assessments, applied to foreign exchange and utility investments. (2025-12-14, shares: 5) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Early Exercise and Options Pricing](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmnsc.2023.00440%3Bh%3Drepec%3Ainm%3Aormnsc%3Av%3A71%3Ay%3A2025%3Ai%3A2%3Ap%3A1824-1845)__: The research shows that American put options often have less negative raw returns but worse delta-hedged returns than European puts due to early exercise considerations, affecting option profitability. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/inm-ormnsc-v-71-y-2025-i-2-p-1824-1845/
- __[LongTerm Investment Returns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2024.2401765%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A81%3Ay%3A2025%3Ai%3A1%3Ap%3A33-62)__: The study highlights the significance of sustainable return in long-term investments, differentiating return sequence risk from overall return risk, and stressing the importance of cash flow reinvestment. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-81-y-2025-i-1-p-33-62/

### Statistical

- __[News Sentiment and Stock Volatility](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)__: GPT-4's accurate news sentiment affects stock volatility, indicating that both positive and negative news impact intraday market actions. (2025-12-14, shares: 6) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Gamified Learning for AI Emotion](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2075-4698%2F15%2F3%2F54%2Fpdf%3Bh%3Drepec%3Agam%3Ajsoctx%3Av%3A15%3Ay%3A2025%3Ai%3A3%3Ap%3A54-%3Ad%3A1597256)__: The J-Plus app uses gamification to boost emotion recognition in speech, enhancing learning motivation and skills in journalism for users. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/gam-jsoctx-v-15-y-2025-i-3-p-54-d-1597256/
- __[Competition's Impact on Zero-Leverage Strategies](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)__: Higher product market competition leads firms to adopt zero-leverage strategies, especially during periods of high earnings volatility, highlighting the link between competition and financial risk management. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/

### Machine Learning

- __[Multiscale 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)__: A new machine learning technique offers better flexibility and accuracy for modeling complex time series, outperforming traditional methods in analyzing financial data during COVID-19. (2025-12-14, shares: 6) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Machine Learning for Tail Risk](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 advanced probabilistic deep learning frameworks are developed to improve Value at Risk and Expected Shortfall estimates, aiding financial institutions in better capital allocation. (2025-12-14, shares: 6) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Quantile Connectedness in Housing Markets](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 international housing market study finds that house price shocks mainly originate from the US market, indicating US interest rates impact global stability. (2025-12-14, shares: 5) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/
- __[Bond Volatility's Impact on Stock Forecasts](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)__: Research shows that long-term treasury bond futures improve the prediction of Chinese stock market volatility, providing economic benefits for investors. (2025-12-14, shares: 5) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Classifying Articles: Classical vs. Transformer](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11192-024-05217-7%3Bh%3Drepec%3Aspr%3Ascient%3Av%3A130%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s11192-024-05217-7)__: Classical vs. Transformer: BERT models excel in classifying journal articles by discipline, while GPT-3.5-turbo performs inconsistently across fields, especially in zero- and few-shot learning scenarios. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/spr-scient-v-130-y-2025-i-1-d-10-1007-s11192-024-05217-7/

### Deep Learning

- __[Polarized Anti-Abortion Narratives on Twitter](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41599-025-04568-7%3Bh%3Drepec%3Apal%3Apalcom%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1057_s41599-025-04568-7)__: The study examines anti-abortion groups on Twitter, highlighting their hate speech and the influence of conservative male and religious figures in Spanish-speaking areas. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/pal-palcom-v-12-y-2025-i-1-d-10-1057-s41599-025-04568-7/
- __[Challenges in New Fashion Demand Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3192%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A270-280)__: This paper explores the challenges in predicting demand for new fashion products and suggests using machine learning to improve accuracy as consumer preferences evolve. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-270-280/
- __[Machine Learning vs. Deep Learning in Oil Price Forecasting](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)__: The research evaluates deep learning and machine learning for forecasting oil prices during crises, finding that deep learning is more accurate for understanding long-term price trends. (2025-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/

### Historical Trending

- __[Predicting VIX Trends with ML](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)__: Machine learning can better predict the VIX by using jobless claims, improving trading strategies related to market volatility. (2024-08-23, shares: 12) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Deep Learning vs. Traditional Models in Bank Stock Predictions](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)__: Standard machine learning models are more effective than deep learning in forecasting stock price directions for major Eurozone banks due to dataset constraints. (2024-03-21, shares: 7) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[Work Need Satisfaction Scale for Gig Workers](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)__: A revised Work Need Satisfaction Scale is necessary for gig workers in the EU, as traditional satisfaction factors don't capture their unique work experiences. (2024-02-23, shares: 2) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/
- __[AI Resource Management in Cloud DevOps](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)__: Artificial intelligence can improve resource management in cloud computing, enhancing DevOps efficiency by addressing traditional limitations in dynamic settings. (2024-06-28, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[Profile of Young Informal Workers in Pre-Pandemic 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 examines young informal workers in the EU, revealing their traits and motivations to understand how Covid-19 affected youth labor market informality. (2024-06-04, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[EGovernance and Citizen Engagement](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)__: A systematic review of 72 articles on e-governance reveals its evolution, effectiveness in citizen engagement, and areas needing further research. (2024-05-23, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Dark Patterns in Retail Investment](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rivisteweb.it%2Fdownload%2Farticle%2F10.1435%2F115112%3Bh%3Drepec%3Amul%3Ajqmthn%3Adoi%3A10.1435%2F115112%3Ay%3A2024%3Ai%3A3%3Ap%3A499-531)__: The article explores dark patterns that exploit retail investors online and suggests using behavioral science and AI to create effective regulations. (2024-11-25, shares: 1) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Determinants of Bank Performance](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)__: This literature review on bank performance determinants stresses the need for more research, especially due to influences like COVID-19 and digital changes in banking. (2023-08-06, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[AI Capability's Impact on Firm Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10796-023-10460-z%3Bh%3Drepec%3Aspr%3Ainfosf%3Av%3A26%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10796-023-10460-z)__: The study looks into how AI capabilities affect company performance, emphasizing the importance of a data-driven culture and proposing future research directions. (2024-05-09, shares: 1) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Social Media Insights for Climate Policy](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)__: Research underscores the role of communication in tackling climate change, using machine learning to analyze social media for developing net-zero policies. (2023-01-25, shares: 1) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/

## Papers with code

### Trending

- __[DeepCode: Doc-to-Code Synthesis](https://github.com/HKUDS/DeepCode)__: Doc-to-Code Synthesis: DeepCode is an autonomous framework that improves the process of turning documents into code, surpassing human experts with its advanced optimization techniques. (2025-12-10, shares: 11739)
- __[GRAPE: Positional Encoding Framework](https://github.com/model-architectures/GRAPE)__: Positional Encoding Framework: GRAPE is a new framework for positional encoding that combines rotations and logit biases to enhance the performance of existing methods like RoPE and ALiBi. (2025-12-10, shares: 39)

### Rising

- __[Textto-3D Reinforcement Learning](https://github.com/Ivan-Tang-3D/3DGen-R1)__: ARDR1 is a groundbreaking model that uses reinforcement learning to generate 3D content from text, featuring new reward systems and optimization methods. (2025-12-12, shares: 38)
- __[Procedural Terrain Diffusion](https://github.com/xandergos/terrain-diffusion)__: Terrain Diffusion leverages diffusion models and InfiniteDiffusion to produce realistic, infinitely expandable environments that can be accessed quickly. (2025-12-11, shares: 22)

## GitHub

### Finance

- __[Automated Trading with Real-Time Data](https://github.com/rburkholder/trade-frame)__: A library that automates trading ideas with DTN IQFeed and Interactive Brokers, also supporting Alpaca, Phemex, and Telegram alerts. (2016-07-24, shares: 617)
- __[Language Model Evaluation Framework](https://github.com/UKGovernmentBEIS/inspect_ai)__: A framework created to assess and evaluate large language models effectively. (2023-11-14, shares: 1574)
- __[Python Derivatives Pricing Implementation](https://github.com/federicomariamassari/willowtree)__: A Python tool that implements a willow tree lattice method for pricing financial derivatives. (2017-10-06, shares: 314)
- __[LangGraphGemini AI Equity Evaluator](https://github.com/rgoerwit/ai-investment-agent)__: An AI-based tool named LangGraphGemini used for evaluating U.S. stock equities. (2025-11-30, shares: 27)
- __[High-Performance Financial Charting Library](https://github.com/alihaskar/pycharting)__: An open-source Python library for financial data visualization with technical indicators, utilizing FastAPI and uPlot. (2025-12-02, shares: 71)

### Trending

- __[KaijuEngine: Game Engine in Go](https://github.com/KaijuEngine/kaiju)__: Game Engine in Go: A game engine built with Go and Vulkan allows for flexible 2D and 3D game development, complete with an integrated editor. (2023-11-17, shares: 3482)
- __[Claude Toolkit: AI Workflow](https://github.com/applied-artificial-intelligence/claude-code-toolkit)__: AI Workflow: Claude Code offers optimized commands and workflows to boost teamwork and adaptability in coding projects. (2025-11-23, shares: 11)
- __[BERTTopic: Topic Modeling](https://github.com/MaartenGr/BERTopic)__: Topic Modeling: BERT and cTFIDF techniques are used to create clearer topics for better understanding and interpretation of information. (2020-09-22, shares: 7237)
- __[Hacker News Capsule: LLM Analysis](https://github.com/karpathy/hn-time-capsule)__: LLM Analysis: A study examines Hacker News discussions from a decade ago, utilizing large language models to analyze trends and insights. (2025-12-10, shares: 232)
- __[NubsKrawlrus: Kafka in Rust](https://github.com/nubskr/walrus)__: Kafka in Rust: A Rust-based solution provides a high-performance alternative to Kafka, aimed at improving data processing efficiency. (2025-09-17, shares: 1114)

## Podcasts

### Quantitative

- __[Risk Management Insights by Todd Rapp](http://macroriskadvisors.com/#8232ab634b78f5f40c48c6a6251e5bab)__: Todd Rapp discusses how his early experiences in equity options at Goldman Sachs shape his current strategies for risk management and portfolio construction in a changing market. (2025-12-09, shares: 10)
- __[BlackRock's Post-COVID Portfolio](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/jeff-rosenberg)__: Jeff Rosenberg from BlackRock explores the effects of recent inflation trends on portfolio strategies, focusing on changes in bond-equity correlations and the increasing significance of liquid alternatives. (2025-12-10, shares: 9)
- __[Navigating Market Uncertainty](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/si378-when-prices-stop-making-sense-ft-mark-rzepczynski)__: Alan and Mark delve into the challenges of making investment decisions during uncertainty, particularly in relation to the Federal Reserve's actions and the shifting landscape of systematic investing. (2025-12-13, shares: 8)
- __[Political Risk in Asset Pricing](http://macroriskadvisors.com/#7f4cc01a1c42401752b3d1d70fe7c74a)__: Mark Rosenberg highlights the importance of quantifying political risk as a market variable, stressing the role of governance and social stability in assessing asset pricing. (2025-12-12, shares: 7)
- __[Ken Tropin: Global Macro Pioneer](https://macrohive.libsyn.com/ep-338-ken-tropin-on-talent-recruitment-fed-risks-and-biggest-underpriced-trade)__: Global Macro Pioneer: Ken Tropin reflects on his long career in the macro investment field, emphasizing his leadership in alternative investment strategies at Graham Capital Management. (2025-12-12, shares: 6)

### Related

- __Rethinking Risk: Rick Rieder__: Rick Rieder: Rick Rieder talks about market trends, cash flow, interest rate predictions, and investment strategies in today’s economy. (2025-12-12, shares: 6)
- __[Investment Outlook](https://audioboom.com/posts/8817632)__: The article examines the future of global markets, focusing on AI investments, government debt, and differing forecasts for 2026. (2025-12-11, shares: 5)
- __[Internet Growth in Emerging Markets](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/18339684-emerging-markets-brendan-ahern-on-internet-growth-and-single-stock-etfs.mp3)__: Brendan Ahern outlines how technology and new business models are reshaping emerging markets and provides investment advice. (2025-12-11, shares: 5)
- __[Navigating Yields: TRSY](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/18325642-the-new-cash-strategy-how-trsy-helps-investors-navigate-today-s-yield-landscape.mp3)__: TRSY: Aram Babikian explains the benefits of using TRSY for cash management, highlighting its liquidity and tax advantages over traditional cash options. (2025-12-09, shares: 4)
- __[Jacob Shapiro Podcast: Geopolitics & Markets](https://podcasts.apple.com/us/podcast/the-jacob-shapiro-podcast/id1618811454)__: Geopolitics & Markets: The Jacob Shapiro Podcast discusses global politics and economics, covering sectors like markets, cryptocurrency, and commodities in a biweekly format. (2025-12-14, shares: 3)

## Blogs

### Quantitative

- __[VRP Performance Update](https://stockviz.substack.com/p/volatility-as-beta-21f)__: The VRP beta benchmark for options has delivered a 20% annual return over eight months, even with market ups and downs. (2025-12-13, shares: 7)
- __[VRP Benchmark Results](https://stockviz.substack.com/p/volatility-as-beta-21f)__: The article summarizes stock market trends for the week, focusing on country ETFs and fixed income investments. (2025-12-13, shares: 7)
- __[VRP Insights](https://stockviz.substack.com/p/volatility-as-beta-21f)__: Research shows that high childcare costs influence families' decisions about planning and having children. (2025-12-13, shares: 7)
- __[Latest VRP Trading](https://stockviz.substack.com/p/volatility-as-beta-21f)__: Analyzing daily profit and loss charts shows how tariffs and foreign investor exits affect market performance. (2025-12-13, shares: 7)
- __[Childcare Costs & Fertility Study](https://stockviz.substack.com/p/volatility-as-beta-21f)__: Keeping a short volatility trading position has been consistently profitable during this time period. (2025-12-13, shares: 7)

### Related

- __[Volatility as Beta](https://stockviz.substack.com/p/volatility-as-beta-21f)__: The VRP benchmark for option trading is performing well, aiming for a 20% annual growth rate after eight months, even during market fluctuations. (2025-12-13, shares: 7)
- __[VRP Strategy Update](https://stockviz.substack.com/p/volatility-as-beta-21f)__: This week's market roundup explores diverse investment areas like country ETFs, fixed income, currencies, and commodities. (2025-12-13, shares: 7)
- __[VRP's 20% CAGR](https://stockviz.substack.com/p/volatility-as-beta-21f)__: A research paper highlights how the costs of childcare affect parents' decisions about having kids. (2025-12-13, shares: 7)
- __[Short Volatility Success](https://stockviz.substack.com/p/volatility-as-beta-21f)__: The VRP benchmark remains effective in helping traders with options, despite some recent market ups and downs. (2025-12-13, shares: 7)
- __[Childcare Costs & Fertility](https://stockviz.substack.com/p/volatility-as-beta-21f)__: Recent updates show that shorting volatility has been a profitable strategy in today's trading conditions. (2025-12-13, shares: 7)

## X / Twitter

### Quantitative

- __[FX Anomalies and Currency Risk Premia Resource](https://x.com/quantseeker/status/1999568085485814069)__: CurrencyFactors.com is a new website that provides detailed historical data on 11 currency factors, catering to those interested in foreign exchange anomalies and currency risk. (2025-12-12, shares: 2)

### Miscellaneous

- __[Quant Crises](https://x.com/investingidiocy/status/1999388228101505065)__: The article explains the market crises of 2025, caused by quantitative trading strategies. It outlines how these strategies led to instability and the effects on the financial markets. (2025-12-12, shares: 1)

## Reddit

### Quantitative

- __[Orderbook Imbalance](https://www.reddit.com/r/algotrading/comments/1pgsphr/algo_only_based_on_orderbook_imbalance_could_it/)__:  (2025-12-07, shares: 45)

### Rising

- __[Python Quant Interviews](https://www.reddit.com/r/quantfinance/comments/1phognh/python_quant_dev_interviews_at_hedgeprop_funds/)__:  (2025-12-08, shares: 3)