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Report NEP-FMK-2025-10-13
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:
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2025, "Bond-Stock Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 34323, Oct.
- Ava C. Blake & Nivika A. Gandhi & Anurag R. Jakkula, 2025, "Improving S&P 500 Volatility Forecasting through Regime-Switching Methods," Papers, arXiv.org, number 2510.03236, Sep.
- Qingyuan Han, 2025, "Equity Market Price Changes Are Predictable: A Natural Science Approach," Papers, arXiv.org, number 2510.01542, Oct.
- Sid Ghatak & Arman Khaledian & Navid Parvini & Nariman Khaledian, 2025, "Increase Alpha: Performance and Risk of an AI-Driven Trading Framework," Papers, arXiv.org, number 2509.16707, Sep, revised Oct 2025.
- Yanran Wu & Xinlei Zhang & Quanyi Xu & Qianxin Yang & Chao Zhang, 2025, "Predicting Credit Spreads and Ratings with Machine Learning: The Role of Non-Financial Data," Papers, arXiv.org, number 2509.19042, Sep.
- Lokesh Antony Kadiyala & Amir Mirzaeinia, 2025, "Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs," Papers, arXiv.org, number 2510.01203, Sep.
- Georgy Milyushkov, 2025, "Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?," Papers, arXiv.org, number 2510.01446, Oct.
- Mark Paddrik & Carlos Ramirez, 2025, "Treasury Tri-party Repo Pricing," Working Papers, Office of Financial Research, US Department of the Treasury, number 25-07, Sep.
- Barrow, Daisy, 2025, "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 92.
- Aadi Singhi, 2025, "An Adaptive Multi Agent Bitcoin Trading System," Papers, arXiv.org, number 2510.08068, Oct, revised Nov 2025.
- Pankaj K Agarwal & H K Pradhan & Konark Saxena, 2025, "Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India," Papers, arXiv.org, number 2510.02741, Oct.