Sports Analytics Weekly by kubeia.io - 10/2023
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💰 Quantitative Finance
How to Deal With Missing Financial Data
quantpedia.com
The problem of missing financial data is widespread yet often overlooked. An interesting insight into the structure of missing financial data provides a novel research paper by authors Bryzgalova et al. (2022). Firstly, examining the dataset of the 45 most popular characteristics in asset pricing, the authors found that missing data is frequent among almost any characteristic and affects all kinds of firms – small, large, young, mature, profitable, or in financial distress. The requirement of multiple characteristics simultaneously makes the problem even worse. Moreover, the data is not missing randomly; missing values clusters both cross-sectionally and over time. This may lead to a selection bias, making most famous ad-hoc approaches like the median invalid. Last but not least, the returns depend on whether a firm has missing fundamentals. Stocks with a missing characteristic value have lower returns in comparison to their counterparts observing the same variable.
🤖 Machine Learning
Must read: the 100 most cited AI papers in 2022
zeta-alpha.com
Who Is publishing the most Impactful AI research right now? With the breakneck pace of innovation in AI, it is crucial to pick up some signal as soon as possible. No one has the time to read everything, but these 100 papers are sure to bend the road as to where our AI technology is going. The real test of impact of R&D teams is of course how the technology appears in products, and OpenAI shook the world by releasing ChatGPT at the end of November 2022, following fast on their March 2022 paper “Training language models to follow instructions with human feedback”. Such fast product adoption is rare, so to see a bit further, we look at a classic academic metric: the number of citations. A detailed analysis of the 100 most cited papers per year, for 2022, 2021, and 2020 allows us to draw some early conclusions. The United States and Google still dominate, and DeepMind has had a stellar year of success, but given its volume of output, OpenAI is really in a league of its own both in product impact, and in research that becomes quickly and broadly cited. The full top-100 list for 2022 is included below in this post.
🚀 Engineering
Maximizing Performance with Massively Parallel Hash Maps on GPUs
nvidia.com
This post walks through the fundamentals of hash maps and how their memory access patterns make them well suited for GPU acceleration. We will introduce cuCollections, a new open-source CUDA C++ library for concurrent data structures, including hash maps.