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Report NEP-FMK-2025-01-27
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:
- Shasha Yu & Qinchen Zhang & Yuwei Zhao, 2024, "S&P 500 Trend Prediction," Papers, arXiv.org, number 2412.11462, Dec.
- Jiajun Gu & Zichen Yang & Xintong Lin & Sixun Chen & YuTing Lu, 2024, "AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics," Papers, arXiv.org, number 2412.12438, Dec.
- Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2024, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," NBER Working Papers, National Bureau of Economic Research, Inc, number 33211, Nov.
- Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025, "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0365, Jan.
- Gang Huang & Xiaohua Zhou & Qingyang Song, 2024, "A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market," Papers, arXiv.org, number 2412.18563, Dec, revised Feb 2025.
- Akash Deep & Abootaleb Shirvani & Chris Monico & Svetlozar Rachev & Frank J. Fabozzi, 2024, "Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading," Papers, arXiv.org, number 2412.15448, Dec, revised Feb 2025.
- Adair Morse & Parinitha R. Sastry, 2024, "The Economics of Net Zero Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 33148, Nov.
- Yilie Huang & Yanwei Jia & Xun Yu Zhou, 2024, "Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study," Papers, arXiv.org, number 2412.16175, Dec, revised Aug 2025.
- Olamilekan Shobayo & Sidikat Adeyemi-Longe & Olusogo Popoola & Bayode Ogunleye, 2024, "Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach," Papers, arXiv.org, number 2412.06837, Dec.
- Lin William Cong & Ke Tang & Danxia Xie & Weiyi Zhao, 2024, "FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 33173, Nov.
- Yixuan Liang & Yuncong Liu & Neng Wang & Hongyang Yang & Boyu Zhang & Christina Dan Wang, 2024, "FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs," Papers, arXiv.org, number 2412.10823, Dec, revised Jun 2025.
- Laura Chioda & Paul Gertler & Sean Higgins & Paolina C. Medina, 2024, "FinTech Lending to Borrowers with No Credit History," NBER Working Papers, National Bureau of Economic Research, Inc, number 33208, Nov.
- Siqiao Zhao & Dan Wang & Raphael Douady, 2024, "PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning," Papers, arXiv.org, number 2412.11019, Dec.
- Zong Ke & Yuchen Yin, 2024, "Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms," Papers, arXiv.org, number 2412.06193, Dec, revised Aug 2025.