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Report NEP-FMK-2023-07-10
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:
- Barry Quinn, 2023, "Explaining AI in Finance: Past, Present, Prospects," Papers, arXiv.org, number 2306.02773, Jun.
- Taeisha Nundlall & Terence L Van Zyl, 2023, "Machine Learning for Socially Responsible Portfolio Optimisation," Papers, arXiv.org, number 2305.12364, May.
- Harsimrat Kaeley & Ye Qiao & Nader Bagherzadeh, 2023, "Support for Stock Trend Prediction Using Transformers and Sentiment Analysis," Papers, arXiv.org, number 2305.14368, May.
- Ben Moews, 2023, "On random number generators and practical market efficiency," Papers, arXiv.org, number 2305.17419, May, revised Jul 2023.
- Hong Guo & Jianwu Lin & Fanlin Huang, 2023, "Market Making with Deep Reinforcement Learning from Limit Order Books," Papers, arXiv.org, number 2305.15821, May.
- David Ardia & Keven Bluteau, 2023, "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers, arXiv.org, number 2306.02148, Jun.
- Noam Ben-Ze'ev, 2023, "Drivers of Flows-Performance Sensitivity in Mutual Funds," Bank of Israel Working Papers, Bank of Israel, number 2023.06, May.
- Aadhitya A & Rajapriya R & Vineetha R S & Anurag M Bagde, 2023, "Predicting Stock Market Time-Series Data using CNN-LSTM Neural Network Model," Papers, arXiv.org, number 2305.14378, May.
- Yuze Lu & Hailong Zhang & Qiwen Guo, 2023, "Stock and market index prediction using Informer network," Papers, arXiv.org, number 2305.14382, May.
- KANAGUCHI Takehisa & KAWAKAMI Takehito & HASEBE Akira & OGAWA Yoshiya, 2023, "The Overview and Risks of Fund Finance," Bank of Japan Review Series, Bank of Japan, number 23-E-5, Jun.
- Reza Nematirad & Amin Ahmadisharaf & Ali Lashgari, 2023, "Forecasting the Performance of US Stock Market Indices During COVID-19: RF vs LSTM," Papers, arXiv.org, number 2306.03620, Jun.
- Jaydip Sen & Aditya Jaiswal & Anshuman Pathak & Atish Kumar Majee & Kushagra Kumar & Manas Kumar Sarkar & Soubhik Maji, 2023, "A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market," Papers, arXiv.org, number 2305.17523, May.