ML-Quant
Topics
The letter's papers by subject, with how much each topic has drawn every quarter since May 2023.
Crypto & DeFi
Crypto assets, DeFi, stablecoins and blockchain markets.
294 papers13 in the last year
LLMs & Text
Large language models, agents, sentiment and text as data in finance.
577 papers19 in the last year
Derivatives & Volatility
Option pricing, volatility models and forecasting, hedging and implied surfaces.
868 papers38 in the last year
Trading, Microstructure & Execution
Order books, market making, execution, high-frequency data and trading signals.
538 papers25 in the last year
Portfolio & Allocation
Portfolio construction, allocation, rebalancing and risk budgeting, from Markowitz to deep RL.
609 papers36 in the last year
Risk, Credit & Banking
Credit risk, default prediction, banking, systemic risk and risk measures.
363 papers41 in the last year
Asset Pricing & Factors
Factor models, anomalies, the cross-section of returns and what survives publication.
249 papers20 in the last year
Macro-Finance & Rates
Rates, the yield curve, monetary policy, inflation and macro-finance.
258 papers18 in the last year
Econometrics & Forecasting
Forecasting, time series, econometrics and nowcasting.
297 papers18 in the last year
ML & AI Methods
Machine-learning methods applied to finance: deep learning, boosting, RL and new architectures.
1,107 papers41 in the last year
Corporate Finance
Firms, governance, IPOs, M&A and corporate decisions.
169 papers8 in the last year
Other
Everything that doesn't fit the other topics: economics, policy and the odd surprise.
1,067 papers52 in the last year