Report NEP-FMK-2023-05-29
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:
- Li Rong Wang & Hsuan Fu & Xiuyi Fan, 2023. "Stock Price Predictability and the Business Cycle via Machine Learning," Papers 2304.09937, arXiv.org.
- Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers 202310, University of Pretoria, Department of Economics.
- Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
- Sungwoo Kang & Jong-Kook Kim, 2023. "Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis," Papers 2304.14870, arXiv.org, revised Apr 2024.
- Michael Kopp, 2023. "The impact of the AI revolution on asset management," Papers 2304.10212, arXiv.org, revised Apr 2023.
- Aayush Shah & Mann Doshi & Meet Parekh & Nirmit Deliwala & Pramila M. Chawan, 2023. "Identifying Trades Using Technical Analysis and ML/DL Models," Papers 2304.09936, arXiv.org.
- Philippe Goulet Coulombe & Maximilian Gobel, 2023. "Maximally Machine-Learnable Portfolios," Working Papers 23-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2023.