Machine Learning & Quant Finance

Machine Learning & Quant Finance

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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: April 2025, Week-5
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Quant Letter: April 2025, Week-5

Weekly (89th Edition)

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Dr. Derek Snow
Apr 30, 2025
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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: April 2025, Week-5
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ArXiv

Finance

Clustering Orders for Trading Strategies: ClusterLOB is a new method for grouping individual market events in financial markets, aiding in understanding market structure and participant behavior, and developing effective trading signals. (2025-04-29, shares: 26)

Nash Allocation for Systemic Risk: The study introduces a Nash allocation rule, b…

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