Report NEP-FMK-2025-02-10

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Keon Vin Park, 2025. "Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach," Papers 2501.12074, arXiv.org, revised Jan 2025.
• Konstantinos-Leonidas Bisdoulis, 2024. "Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM," Papers 2501.07580, arXiv.org.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025. "Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants," Working Papers REM 2025/0366, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Jesús Villota, 2025. "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers wp2025_2501, CEMFI.
• Yuxi Hong, 2025. "Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure," Papers 2501.09760, arXiv.org.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," Swiss Finance Institute Research Paper Series 25-08, Swiss Finance Institute.
• Di Wu, 2025. "Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets," Papers 2501.09911, arXiv.org.
• Aaron J. Black & Julian F Kölbel, 2024. "The Puzzle of ESG Fund Fees," Swiss Finance Institute Research Paper Series 24-109, Swiss Finance Institute.