Report NEP-FMK-2023-02-06
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FMK
The following items were announced in this report:
- Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023. "Esg Investing: A Sentiment Analysis Approach," Working Papers halshs-03917335, HAL.
- Tanja Aue & Adam Jatowt & Michael Farber, 2022. "Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis," Papers 2212.11765, arXiv.org.
- Yuteng Cheng & Ryuichiro Izumi, 2023. "CBDC: Banking and Anonymity," Wesleyan Economics Working Papers 2023-002, Wesleyan University, Department of Economics.
- Hayden Brown, 2023. "Long-Term Returns Estimation of Leveraged Indexes and ETFs," Papers 2301.03186, arXiv.org.
- Jiwon Kim & Moon-Ju Kang & KangHun Lee & HyungJun Moon & Bo-Kwan Jeon, 2023. "Deep Reinforcement Learning for Asset Allocation: Reward Clipping," Papers 2301.05300, arXiv.org.
- Thomas Wong & Mauricio Barahona, 2022. "Online learning techniques for prediction of temporal tabular datasets with regime changes," Papers 2301.00790, arXiv.org, revised Aug 2023.
- Stéphane Goutte & Viet Hoang Le & Fei Liu & Hans-Jörg Mettenheim, Von, 2023. "Deep Learning And Technical Analysis In Cryptocurrency Market," Working Papers halshs-03917333, HAL.
- Fateme Shahabi Nejad & Mohammad Mehdi Ebadzadeh, 2023. "Stock market forecasting using DRAGAN and feature matching," Papers 2301.05693, arXiv.org.