This is a summary of links featured on Quantocracy on Monday, 07/10/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Selected ML Papers from ICML 2023 [Gautier Marti]This blog post serves as a summary and exploration of ~100 papers, providing insights into the key trends presented at ICML 2023. The papers can be categorized into several sub-fields, including Graph Neural Networks and Transformers, Large Language Models, Optimal Transport, Time Series Analysis, Causality, Clustering, PCA and Autoencoders, as well as a few miscellaneous topics. Graph Neural
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Covered Call Strategies Uncovered [Finominal]Covered call strategies aim to offer index-like returns with lower volatility and higher yields They have underperformed their benchmarks significantly over longer periods They are tools for market timing, but that is difficult to execute successfully INTRODUCTION JP Morgan has been a late-comer to the ETF industry, but achieved remarkable success in the actively-managed ETF space as it manages