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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. 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:
- Stefan Nagel, 2025, "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 34104, Aug.
- 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, number hal-05177777, Jul, DOI: 10.5539/ijef.v17n8p87.
- Maciej Wysocki & Pawe{l} Sakowski, 2025, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Papers, arXiv.org, number 2508.14999, Aug.
- Agarwal, Vikas & Arisoy, Yakup Eser & Trinh, Tri, 2025, "Eponymous hedge funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-07.
- Holm-Hadulla, Fédéric & Leombroni, Matteo, 2025, "Heterogeneous intermediaries in the transmission of central bank corporate bond purchases," Working Paper Series, European Central Bank, number 3101, Aug.
- Abiodun Finbarrs Oketunji, 2025, "Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index," Papers, arXiv.org, number 2507.13391, Jul.
- 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, International Monetary Fund, number 2025/013, Aug.
- 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, arXiv.org, number 2507.16701, Jul.
- Syeda Tasnim Fabiha & Rubaiyat Jahan Mumu & Farzana Aktar & B M Mainul Hossain, 2025, "A Regression-Based Share Market Prediction Model for Bangladesh," Papers, arXiv.org, number 2507.18643, Jul.