Technology and Innovation Community

Most talked AI/ML Research papers released in August 2025:

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Anthropic has released a new report on Context Engineering.

Here are the top key insights:

• Context Is Finite

  • Context windows have limits; long inputs degrade performance.

  • Avoid "context rot" by curating only high-signal content.

  • Practice token economy-more ≠ better.

• Beyond Prompt Engineering

  • Manage the whole context lifecycle, not just prompts.

  • Includes system prompts, tools, history, data, runtime signals.

• Clear, Minimal System Prompts

  • Avoid brittle logic and vagueness.

  • Use structured formats (Markdown, XML).

  • Focus on minimal sufficient specification.

• Efficient Tools by Design

  • Tools should be unambiguous, compact, well-scoped.

  • Reduce overlap; maintain clear agent-tool contracts.

• Few, Canonical Examples

  • Pick a small, diverse set of representative examples.

  • Avoid overloading with edge cases.

• Just-in-Time Retrieval

  • Pull in data on demand, like human memory.

  • Use lightweight refs (paths, queries, links), not full loads.

• Hybrid Retrieval Strategy

  • Pre-load key data for speed; fetch dynamically for flexibility.

  • Example: load core files upfront, explore rest as needed.

• Long-Horizon Agent Behavior

  • Enable agents to work over hours, days, sessions.

  • Techniques: compaction, structured notes, sub-agents.

• Progressive Disclosure

  • Let agents discover information step-by-step.

  • Context refines through exploration and interaction.

• Iterative Context Curation

  • Treat context engineering as continuous improvement.

  • Use failure feedback to refine what's included and how

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in October 2025:

1. Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenario

2. Robust Exploratory Stopping under Ambiguity in Reinforcement Learning
3. Deep Signature and Neural RDE Methods for Path-Dependent Portfolio Optimization
4. Attention Factors for Statistical Arbitrage
5. Crisis-Aware Regime-Conditioned Diffusion with CVaR Allocation
6. Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
7. Deep Learning-Based Trading Strategy for Index ETFs Using LSTM and GARCH Under Market Uncertainty
8. A Topological Approach to Parameterizing Deep Hedging Networks
9. A three-step machine learning approach to predict market bubbles with financial news
10. The Invisible Handshake: Tacit Collusion between Adaptive Market Agents
11. Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
12. FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
13. Trading with the Devil: Risk and Return in Foundation Model Strategies
14. Feature-driven reinforcement learning for photovoltaic in continuous intraday trading
15. A Meta Reinforcement Learning Approach to Goals-Based Wealth Management
16. Estimating Industry Betas via Machine Learning: Promises and Pitfalls of Multi-Output Predictions
17. FinCARE: Financial Causal Analysis with Reasoning and Evidence
18. Fusing Narrative Semantics for Financial Volatility Forecasting
19. Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
20. Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
21. News-Aware Direct Reinforcement Trading for Financial Markets
22. Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing
23. Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading
24. Chronologically Consistent Generative AI
25. Special Conference Calls
26. Aligning Multilingual News for Stock Return Prediction
27. 3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
28. Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
29. Aligning Language Models with Investor and Market Behavior for Financial Recommendations
30. ATLAS: Adaptive Trading with LLM Agents Through Dynamic Prompt Optimization and Multi-Agent Coordination
31. Comparing LLMs for Sentiment Analysis in Financial Market News

 

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Adding one more research paper from the backend of October:

Continuous Autoregressive Language Model

pdf

-Todor

------------------------------
Todor Kostov
Director
------------------------------

Original Message:
Sent: 01-11-2025 09:55
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in October 2025:

1. Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenario

2. Robust Exploratory Stopping under Ambiguity in Reinforcement Learning
3. Deep Signature and Neural RDE Methods for Path-Dependent Portfolio Optimization
4. Attention Factors for Statistical Arbitrage
5. Crisis-Aware Regime-Conditioned Diffusion with CVaR Allocation
6. Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
7. Deep Learning-Based Trading Strategy for Index ETFs Using LSTM and GARCH Under Market Uncertainty
8. A Topological Approach to Parameterizing Deep Hedging Networks
9. A three-step machine learning approach to predict market bubbles with financial news
10. The Invisible Handshake: Tacit Collusion between Adaptive Market Agents
11. Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
12. FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
13. Trading with the Devil: Risk and Return in Foundation Model Strategies
14. Feature-driven reinforcement learning for photovoltaic in continuous intraday trading
15. A Meta Reinforcement Learning Approach to Goals-Based Wealth Management
16. Estimating Industry Betas via Machine Learning: Promises and Pitfalls of Multi-Output Predictions
17. FinCARE: Financial Causal Analysis with Reasoning and Evidence
18. Fusing Narrative Semantics for Financial Volatility Forecasting
19. Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
20. Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
21. News-Aware Direct Reinforcement Trading for Financial Markets
22. Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing
23. Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading
24. Chronologically Consistent Generative AI
25. Special Conference Calls
26. Aligning Multilingual News for Stock Return Prediction
27. 3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
28. Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
29. Aligning Language Models with Investor and Market Behavior for Financial Recommendations
30. ATLAS: Adaptive Trading with LLM Agents Through Dynamic Prompt Optimization and Multi-Agent Coordination
31. Comparing LLMs for Sentiment Analysis in Financial Market News

 

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in Mid November 2025:

1. The Growth and Performance of Artificial Intelligence in Asset Management
2. When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
3. Active Machine Learning Based Trading and Mutual Fund Performance
4. Deep reinforcement learning for optimal trading with partial information
5. JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
6. ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
7. Natural-gas storage modelling by deep reinforcement learning
8. Misaligned by Design: Incentive Failures in Machine Learning
9. An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing
10. Deep Neural Operator Learning for Probabilistic Models
11. A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
12. Outbidding and Outbluffing Elite Humans: Mastering Liar's Poker via Self-Play and Reinforcement Learning
13. A Simpler Look At Complexity
14. Clustering-Based Stock Classification: A Data-Driven Framework For Investment
15. Deep Learning in Asset Management: Architectures, Applications, and Challenges
16. Reinforcement Learning for Asset and Portfolio Management
17. Support Vector Machines for Asset Allocation and Tactical Signal Generation
18. Source-Optimal Training is Transfer-Suboptimal

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

One additional paper from November on ML.

"Evolution Strategies at the Hyperscale"

PDF

------------------------------
Todor Kostov
Director
------------------------------

Original Message:
Sent: 15-11-2025 11:22
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in Mid November 2025:

1. The Growth and Performance of Artificial Intelligence in Asset Management
2. When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
3. Active Machine Learning Based Trading and Mutual Fund Performance
4. Deep reinforcement learning for optimal trading with partial information
5. JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
6. ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
7. Natural-gas storage modelling by deep reinforcement learning
8. Misaligned by Design: Incentive Failures in Machine Learning
9. An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing
10. Deep Neural Operator Learning for Probabilistic Models
11. A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
12. Outbidding and Outbluffing Elite Humans: Mastering Liar's Poker via Self-Play and Reinforcement Learning
13. A Simpler Look At Complexity
14. Clustering-Based Stock Classification: A Data-Driven Framework For Investment
15. Deep Learning in Asset Management: Architectures, Applications, and Challenges
16. Reinforcement Learning for Asset and Portfolio Management
17. Support Vector Machines for Asset Allocation and Tactical Signal Generation
18. Source-Optimal Training is Transfer-Suboptimal

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in November-December 2025:

1. Agentic Artificial Intelligence in Finance: A Comprehensive Survey
2. Re(Visiting) Time Series Foundation Models in Finance
3. Integrating reinforcement learning into financial time series forecasting models
4. Asset Class Rotation Strategy and its Performance Improvement based on AI-based Reinforcement Learning Engine
5. What Drives the Performance of Machine Learning Factor Strategies?
6. Learning Firm Characteristics for Asset Management
7. Human Edge, Machine Limits: AI-Human Competition in Financial Markets
8. DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks
9. Learning to Hedge Swaptions
10. Differential ML with a Difference
11. Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions
12. Sector Level Equity Returns Predictability with Machine Learning and Market Contagion Measure
13. Limits To (Machine) Learning (Bryan Kelly et al)
14. Efficient Performance Evaluation of AI and ML
15. FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction
16. Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
17. AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
18. Does Machine Learning Really Help to Select Mutual Funds with Positive Alpha?
19. Text Sentiment about Monetary Policy
20. Let Tables Talk: Auditing and Enhancing Corporate Narratives with LLMs
21. A BERT-based Denoising Framework for Inter-Company Similarity Analysis Using 10-K Reports
22. Event-Contrastive Embeddings for Disclosure-Driven Equity Signals: A Theoretical Framework for Robust, Real-Time Signal Generation
23. Human Capital Assessment via Large Language Models alignment
24. From Numbers to Words: Breaking Down Institutional Beliefs
25. The Value of Stock Analysis in News
26. Lie to Me: Video-Based Detection of ESG Washing
27. Representations of Investor Beliefs
28. Generative AI for Analysts
29. Measuring Price Effects of Multilingual Global News with Large Language Models
30. Fear Cautions, Anger Commands: Information in Managerial Vocal Emotion

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in December 2025-January 2026:

 

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in January-February 2026:

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Adding one recent paper from Feb.

Multi-agent cooperation through in-context co-player inference

------------------------------
Todor Kostov
Director
------------------------------

Original Message:
Sent: 07-02-2026 11:12
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in January-February 2026:

1. Machine Learning (Deep) Application to Portfolio Allocation
2. Beyond Visual Realism: Toward Reliable Financial Time Series Generation
3. Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
4. Identifying Factor Importance in Empirical Asset Pricing by Interpretable Machine Learning
5. The History of Mathematics in Artificial Intelligence
6. Deep Learning Techniques in Financial Market Risk Management under the FRTB Framework
7. The Complete Mathematics of Transformers: A Rigorous Treatment with Full Derivations, Proofs, and Theoretical Foundations
8. Adaptive Benign Overfitting (ABO): Overparameterized RLS for Online Learning in Non-stationary Time-series
9. Alpha Discovery via Grammar-Guided Learning and Search
10. Diverse Approaches to Optimal Execution Schedule Generation
11. Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
12. MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
13. Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
14. Learning in the Dark: Size-Based Execution Priority in Dark Pools under Reinforcement Learning
15. Compute, Complexity, and the Scaling Laws of Return Predictability
16. Forecasting Stock Volatility with News Headlines: A Text-Mining Approach
17. BERT for Stock Trading: Can Large Language Models Predict Long-Term Stock Price Movements?
18. The Economic Logic of Large Language Models
19. One News, Two Markets: LLM-Derived Sentiment and Trading Volume
20. Forecasting Stock Volatility with News Headlines: A Text-Mining Approach
21. UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos
22. Do Anecdotes Matter? Exploring the Beige Book through Textual Analysis from 1970 to 2025
23. The Use of AI in 10-K Filings: An Empirical Analysis of S&P 500 Reports
24. Price Discovery Within Earnings Calls

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Most talked AI/ML Research papers released in February 2026:

------------------------------
Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
------------------------------

Original Message:
Sent: 18-09-2025 10:37
From: Carlos Salas
Subject: AI/ML RESEARCH UPDATE

Most talked AI/ML Research papers released in August 2025:

1. Linear and Nonlinear Econometric Models Against Machine Learning Models: Realized Volatility Prediction
2. Centaur Trading: Human-machine integration in stock market prediction
3. Prospects of Imitating Trading Agents in the Stock Market
4. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
5. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
6. Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing
7. Modern Machine Learning Tools in Finance: A Critical Perspective
8. Financial Time Series Trend Prediction using Sequential Deep Learning Networks
9. Neural Operators in Finance: Mathematical Framework and Applications
10. A Knowledge-Driven Deep Learning System for Enhancing Dividend Investment via CNN Forecasting and IRR-based Exit Strategies
11. Deep Learning for Solving Economic Models
12. Deep Learning Option Pricing with Market Implied Volatility Surfaces
13. Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
14. Automated Trading System for Straddle-Option Based on Deep Q-Learning
15. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
16. Agentic AI and the Future of Institutional Asset Management

Feel free to comment on any of them.

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Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
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