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Report NEP-FMK-2023-02-06
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:
- Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023, "Esg Investing: A Sentiment Analysis Approach," Working Papers, HAL, number halshs-03917335, Jan.
- Tanja Aue & Adam Jatowt & Michael Farber, 2022, "Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis," Papers, arXiv.org, number 2212.11765, Nov.
- Yuteng Cheng & Ryuichiro Izumi, 2023, "CBDC: Banking and Anonymity," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2023-002, Jan.
- Hayden Brown, 2023, "Long-Term Returns Estimation of Leveraged Indexes and ETFs," Papers, arXiv.org, number 2301.03186, Jan.
- Jiwon Kim & Moon-Ju Kang & KangHun Lee & HyungJun Moon & Bo-Kwan Jeon, 2023, "Deep Reinforcement Learning for Asset Allocation: Reward Clipping," Papers, arXiv.org, number 2301.05300, Jan.
- Thomas Wong & Mauricio Barahona, 2022, "Online learning techniques for prediction of temporal tabular datasets with regime changes," Papers, arXiv.org, number 2301.00790, Dec, revised Aug 2023.
- Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023, "Deep Learning And Technical Analysis In Cryptocurrency Market," Working Papers, HAL, number halshs-03917333, Jan.
- Fateme Shahabi Nejad & Mohammad Mehdi Ebadzadeh, 2023, "Stock market forecasting using DRAGAN and feature matching," Papers, arXiv.org, number 2301.05693, Jan.