Printed from https://ideas.repec.org/n/nep-rmg/2025-03-17.html
Report NEP-RMG-2025-03-17
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Richard Gerlach & Antonio Naimoli & Giuseppe Storti, 2025, "Using quantile time series and historical simulation to forecast financial risk multiple steps ahead," Papers, arXiv.org, number 2502.20978, Feb, revised Mar 2025.
- Ying-Hui Shao & Yan-Hong Yang & Han-Xian Zhou & Wei-Xing Zhou, 2025, "Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets," Papers, arXiv.org, number 2503.01148, Mar, revised Jun 2025.
- Rath Minati & Date Hema, 2025, "Quantum Powered Credit Risk Assessment: A Novel Approach using hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis," Papers, arXiv.org, number 2502.07806, Feb.
- Paul McCloud, 2025, "The Relative Entropy of Expectation and Price," Papers, arXiv.org, number 2502.08613, Feb, revised Sep 2025.
- Junyi Guo & Xia Han & Hao Wang, 2025, "Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework," Papers, arXiv.org, number 2502.05474, Feb, revised Aug 2025.
- Mostapha Benhenda, 2025, "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents," Papers, arXiv.org, number 2502.07393, Feb.
- Jan Fialkowski & Christian Diem & Andr'as Borsos & Stefan Thurner, 2025, "A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk," Papers, arXiv.org, number 2502.17044, Feb.
- Isaak, Niklas & Jessen, Robin, 2024, "Moderation in higher-order earnings risk? Evidence from German cohorts," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1118, DOI: 10.4419/96973303.
- Xiangdong Liu & Sicheng Fu & Shaopeng Hong, 2025, "Forecasting realized volatility in the stock market: a path-dependent perspective," Papers, arXiv.org, number 2503.00851, Mar, revised Nov 2025.
- Pierre Azoulay & Wesley H. Greenblatt, 2025, "Does Peer Review Penalize Scientific Risk Taking? Evidence from NIH Grant Renewals," NBER Working Papers, National Bureau of Economic Research, Inc, number 33495, Feb.
- de Castro,Luciano & Frischtak,Claudio R. & Rodrigues,Arthur, 2023, "How to Deal with Exchange Rate Risk in Infrastructure and Other Long-Lived Projects," Policy Research Working Paper Series, The World Bank, number 10568, Sep.
- Marc-Arthur Diaye & André Lapidus & Christian Schmidt, 2024, "From Decision in Risk to Decision in Time - and Return: A Restatement of Probability Discounting," Post-Print, HAL, number hal-03256606, Oct, DOI: 10.4236/tel.2024.145101.
- Michael Pfarrhofer & Anna Stelzer, 2025, "Scenario Analysis with Multivariate Bayesian Machine Learning Models," Papers, arXiv.org, number 2502.08440, Feb, revised Nov 2025.
- Daniele Angelini & Fabrizio Di Sciorio, 2025, "Integrating the implied regularity into implied volatility models: A study on free arbitrage model," Papers, arXiv.org, number 2502.07518, Feb.
- Andrea Di Giovan Paolo & Jose Higueras, 2025, "Price Impact of Insurance," Papers, arXiv.org, number 2503.01780, Mar, revised Oct 2025.
- Moustapha Pemy & Na Zhang, 2025, "Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning," Papers, arXiv.org, number 2502.07868, Feb.