Quant Letter: August 2023, Week 3
Quant Letter: August 2023, Week 3
Weekly quantitative finance newsletter
ArXiv
Finance
Essential Factors from Order Flow Data: A new model has been suggested to better predict stock trends and improve order execution by analyzing high-frequency order flow data in stock investment. (2023-08-16, shares: 7)
Portfolio Selection with Topological Analysis: A two-stage method using Topological Data Analysis for building a stock investment portfolio consistently outperforms traditional methods across various time periods. (2023-08-15, shares: 6)
Company Similarity using Language Models: Large language models can learn company profiles from SEC filings, accurately replicating GICS classifications and reflecting financial performance metrics. (2023-08-15, shares: 5)
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