Quant Letter: October 2024, Week-1

Weekly (65th Edition)

Oct 03, 2024

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Quantitative

SCFI Forecasting with Deep Learning: A deep learning model effectively uses Chinese commodity futures prices to predict the Shanghai Containerized Freight Index, according to a study. (2024-09-30, shares: 2.0)

Machine Learning Anomalies: Research indicates that return volatility and liquidity volatility, rather than mome…

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