Report NEP-FMK-2025-08-25

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Stefan Nagel, 2025. "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers 34104, National Bureau of Economic Research, Inc.
• Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025. "Enhancing Stock Price Forecasting with LSTM Networks: A Comparative Study of Classic and PSO-Optimized Models on S&P 500 Stocks," Post-Print hal-05177777, HAL.
• Maciej Wysocki & Pawe{l} Sakowski, 2025. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Papers 2508.14999, arXiv.org.
• Agarwal, Vikas & Arisoy, Yakup Eser & Trinh, Tri, 2025. "Eponymous hedge funds," CFR Working Papers 25-07, University of Cologne, Centre for Financial Research (CFR).
• Holm-Hadulla, Fédéric & Leombroni, Matteo, 2025. "Heterogeneous intermediaries in the transmission of central bank corporate bond purchases," Working Paper Series 3101, European Central Bank.
• Abiodun Finbarrs Oketunji, 2025. "Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index," Papers 2507.13391, arXiv.org.
• Joshua Aslett & Thomas Cantens & François Chastel & Emmanuel A Crown & Stuart Hamilton, 2025. "Generative Artificial Intelligence for Compliance Risk Analysis: Applications in Tax and Customs Administration," IMF Technical Notes and Manuals 2025/013, International Monetary Fund.
• Akash Deep & Chris Monico & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi, 2025. "Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach," Papers 2507.16701, arXiv.org.
• Syeda Tasnim Fabiha & Rubaiyat Jahan Mumu & Farzana Aktar & B M Mainul Hossain, 2025. "A Regression-Based Share Market Prediction Model for Bangladesh," Papers 2507.18643, arXiv.org.