Quant Letter: March 2024, Week-1

Weekly (36th Edition)

Some updates — This week we scanned through a record of 12 different sources and analysed over 3,450 papers, software, blogs, tweets, and linkedIn posts to deliver 80 relevant links. We now have 5,200 subscribers. Thanks for the support.

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Inflation Model: The article presents a new model for predicting inflation volatility, claiming superior performance over traditional methods. (2024-02-29, shares: 20.0)

Intraday Volatility Prediction: The paper proposes a new method for predicting intraday volatility in financial data using Ito semimartingale models and a Two-side Projected-PCA procedure. (2024-03-05, shares: 2.0)

Banking Stability Prediction: The research uses the CAMELS framework and machine learning to assess the performance of major banks in top GDP countries, with the aim of predicting future performance. (2024-03-04, shares: 2.0)

Seeking Alpha: Investment Advice: Investment advice from Seeking Alpha offers timely and relevant information for savvy investors, impacting immediate market returns and 90-day drift returns. (2024-03-04, shares: 3.0)