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Report NEP-FMK-2021-04-05
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:
- Vasconcelos Costa, André, 2021, "Rising Stocks during Lockdown Economic Recessions: Explaining the Phenomenon," MPRA Paper, University Library of Munich, Germany, number 106710, Mar.
- Guillaume Ouellet Leblanc & Jean-Sébastien Fontaine & Ryan Shotlander, 2021, "What cured the TSX Equity index after COVID-19?," Staff Analytical Notes, Bank of Canada, number 2021-3, Mar, DOI: 10.34989/san-2021-3.
- Apostolos Chalkis & Emmanouil Christoforou & Theodore Dalamagkas & Ioannis Z. Emiris, 2021, "Modeling of crisis periods in stock markets," Papers, arXiv.org, number 2103.13294, Mar.
- Mukul Jaggi & Priyanka Mandal & Shreya Narang & Usman Naseem & Matloob Khushi, 2021, "Text Mining of Stocktwits Data for Predicting Stock Prices," Papers, arXiv.org, number 2103.16388, Mar.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021, "Can Machine Learning Help to Select Portfolios of Mutual Funds?," Working Papers, Barcelona School of Economics, number 1245, Mar.
- Huanming Zhang & Zhengyong Jiang & Jionglong Su, 2021, "A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management," Papers, arXiv.org, number 2103.11455, Mar.
- Pier Francesco Procacci & Tomaso Aste, 2021, "Portfolio Optimization with Sparse Multivariate Modelling," Papers, arXiv.org, number 2103.15232, Mar.
- Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
- Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021, "Deep Hedging of Derivatives Using Reinforcement Learning," Papers, arXiv.org, number 2103.16409, Mar.
- Hans Genberg & Özer Karagedikli, 2021, "Machine Learning and Central Banks: Ready for Prime Time?," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp43, Mar.
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2021, "Asymmetric Information and Corporate Lending: Evidence from SMEs Bond Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2105, revised Mar 2021.
- Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021, "Deep Learning for Exotic Option Valuation," Papers, arXiv.org, number 2103.12551, Mar, revised Sep 2021.
- Neifar, Malika, 2021, "Suisse stock return, Macro Factors, and Efficient Market Hypothesis: evidence from ARDL model," MPRA Paper, University Library of Munich, Germany, number 105717, Jan.
- Neifar, Malika, 2021, "Multivariate Causality between Stock price index and Macro variables: evidence from Canadian stock market," MPRA Paper, University Library of Munich, Germany, number 105715, Jan.