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Report NEP-FMK-2020-03-09
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Daniel Barth & Juha Joenvaara & Mikko Kauppila & Russ Wermers, 2020, "The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think," Working Papers, Office of Financial Research, US Department of the Treasury, number 20-01, Feb, revised 08 Mar 2021.
- Daniel Barth & Laurel Hammond & Phillip Monin, 2020, "Leverage and Risk in Hedge Funds," Working Papers, Office of Financial Research, US Department of the Treasury, number 20-02, Feb.
- Soroush Ghazi & Mark Schneider, 2020, "An Empirical Study of the Sentiment Capital Asset Pricing Model," Working Papers, Chapman University, Economic Science Institute, number 20-08.
- Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning for Asset Bubbles Detection," Papers, arXiv.org, number 2002.06405, Feb.
- Masaya Abe & Kei Nakagawa, 2020, "Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management," Papers, arXiv.org, number 2002.06975, Feb.
- Evgeny Ponomarev & Ivan Oseledets & Andrzej Cichocki, 2020, "Using Reinforcement Learning in the Algorithmic Trading Problem," Papers, arXiv.org, number 2002.11523, Feb.
- Tianping Zhang & Yuanqi Li & Yifei Jin & Jian Li, 2020, "AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment," Papers, arXiv.org, number 2002.08245, Feb, revised Apr 2020.
- Tesi Aliaj & Aris Anagnostopoulos & Stefano Piersanti, 2020, "Firms Default Prediction with Machine Learning," Papers, arXiv.org, number 2002.11705, Feb.
- Chi Chen & Li Zhao & Wei Cao & Jiang Bian & Chunxiao Xing, 2020, "Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction," Papers, arXiv.org, number 2002.06878, Feb.
- G. Thomas Kingsley & Travis D. Nesmith & Anna L. Paulson & Todd Prono, 2019, "Central Clearing and Systemic Liquidity Risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2019-12, Dec, DOI: 10.21033/wp-2019-12.