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Report NEP-FMK-2025-02-10
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:
- Keon Vin Park, 2025, "Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach," Papers, arXiv.org, number 2501.12074, Jan, revised Jan 2025.
- Konstantinos-Leonidas Bisdoulis, 2024, "Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM," Papers, arXiv.org, number 2501.07580, Dec.
- António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025, "Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0366, Jan.
- Jesús Villota, 2025, "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers, CEMFI, number wp2025_2501, Jan.
- Yuxi Hong, 2025, "Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure," Papers, arXiv.org, number 2501.09760, Jan.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-08, Jan.
- Di Wu, 2025, "Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets," Papers, arXiv.org, number 2501.09911, Jan.
- Aaron J. Black & Julian F Kölbel, 2024, "Pricing Differentiated Funds: The Puzzle of ESG Fund Fees," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-109, Dec.