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This study examines the effects of Trump-era tariffs on financial market efficiency by applying multifractal detrended fluctuation analysis to the return and absolute return time series of six major financial assets: the S\&P 500, SSEC,…

Statistical Finance · Quantitative Finance 2026-02-03 Tetsuya Takaishi

This paper assesses the global employment and trade effects of renewed tariff escalation following the reintroduction of the United States' America First strategy in 2025. Using a multiregional input-output (MRIO) framework integrated with…

General Economics · Economics 2025-12-15 Michelena Gabriel , Ernst Christoph , Pablo Bertin

As more and more data being created every day, all of it can help take better decisions with data analysis. It is not different from data generated in financial markets. Here we examine the process of how the global economy is affected by…

Statistical Finance · Quantitative Finance 2021-01-12 Ujwal Kandi , Sasikanth Gujjula , Venkatesh Buddha , V S Bhagavan

This study examines the effects of macroeconomic policies on financial markets using a novel approach that combines Machine Learning (ML) techniques and causal inference. It focuses on the effect of interest rate changes made by the US…

Statistical Finance · Quantitative Finance 2024-04-12 Anoop Kumar , Suresh Dodda , Navin Kamuni , Rajeev Kumar Arora

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Statistical Finance · Quantitative Finance 2026-02-12 Ambedkar Dukkipati , Kawin Mayilvaghanan , Naveen Kumar Pallekonda , Sai Prakash Hadnoor , Ranga Shaarad Ayyagari

In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward neural net-works. The period of…

Statistical Finance · Quantitative Finance 2020-09-14 Somayeh Kokabisaghi , Mohammadesmaeil Ezazi , Reza Tehrani , Nourmohammad Yaghoubi

There certainly is little or no doubt that politicians, sometimes consciously and sometimes not, exert a significant impact on stock markets. The evolving volatility over the Republican Donald Trump's surprise victory in the US presidential…

General Finance · Quantitative Finance 2017-01-10 Jamal Bouoiyour , Refk Selmi

I show that house prices can be modeled using machine learning (kNN and tree-bagging) and a small dataset composed of macro-economic factors (MEF), including an inflation metric (CPI), US treasury rates (10-yr), Gross Domestic Product…

Statistical Finance · Quantitative Finance 2025-05-16 Nicolas Houlié

The study of US-China relations has always been a crucial topic in our economic development [4][5][7], and the US presidential election plays an integral role in shaping these relations. The presidential election is held every four years,…

General Economics · Economics 2023-04-25 Junjie Zhao

We use multi-class machine learning classifiers to identify the stocks that outperform or underperform other stocks. The resulting long-short portfolios achieve annual Sharpe ratios of 1.67 (value-weighted) and 3.35 (equal-weighted), with…

General Finance · Quantitative Finance 2025-07-24 Yang Bai , Kuntara Pukthuanthong

This paper analyzes the intersection of presidential authority and cryptocurrency markets during Donald J. Trump's second term (2025-2029). We examine developments from 2024 through October 2025, focusing on how executive influence, family…

General Finance · Quantitative Finance 2025-12-04 Habib Badawi

Russia's attack on Ukraine on Thursday 24 February 2022 hitched financial markets and the increased geopolitical crisis. In this paper, we select some main economic indexes, such as Gold, Oil (WTI), NDAQ, and known currency which are…

Statistical Finance · Quantitative Finance 2022-03-04 Javad T. Firouzjaee , Pouriya Khaliliyan

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

This study investigates the emotional rhythms and behavioral mechanisms of dominant political leaders in strategic decision-making. Using the Trump administration's 125 percent tariff hike on China as a case, it adopts a Multimodal…

Computers and Society · Computer Science 2025-05-23 Wei Meng

In recent years, machine learning has become prevalent in numerous tasks, including algorithmic trading. Stock market traders utilize machine learning models to predict the market's behavior and execute an investment strategy accordingly.…

Trading and Market Microstructure · Quantitative Finance 2021-09-03 Elior Nehemya , Yael Mathov , Asaf Shabtai , Yuval Elovici

The first 100 days of Donald Trump second presidential term (January 20th - April 30th, 2025) featured policy actions with potential market repercussions, constituting a well-suited case study of a concentrated policy scenario. Here, we…

We develop a model in which country-specific tariffs shape trade flows, prices, and welfare in a global economy with one homogeneous good. Trade flows form a Directed Acyclic Graph (DAG), and tariffs influence not only market outcomes but…

Theoretical Economics · Economics 2025-04-08 Paolo Pin

We explore the competitive effects of reaction time of automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction matching. A large body of research…

Trading and Market Microstructure · Quantitative Finance 2020-12-01 Henry Hanifan , John Cartlidge

Active labor market policies are widely used by the Swiss government, enrolling over half of all unemployed individuals. This paper evaluates the effectiveness of Swiss programs in improving employment and earnings outcomes using causal…

General Economics · Economics 2025-05-13 Federica Mascolo , Nora Bearth , Fabian Muny , Michael Lechner , Jana Mareckova
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