Technology and Innovation Community

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

Feel free to comment on any of them.

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Carlos Salas
Portfolio Manager & Freelance Investment Research Consultant
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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

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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

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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
------------------------------