Report NEP-BIG-2020-05-04

This is the archive for NEP-BIG, a report on new working papers in the area of Big Data. Tom Coupé issued this report. It is usually issued weekly.

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Other reports in NEP-BIG

The following items were announced in this report:

• Daria Dzyabura & Siham El Kihal & John R. Hauser & Marat Ibragimov, 2019. "Leveraging the Power of Images in Managing Product Return Rates," Working Papers w0259, New Economic School (NES).
• Christophe Croux & Julapa Jagtiani & Tarunsai Korivi & Milos Vulanovic, 2020. "Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform," Working Papers 20-15, Federal Reserve Bank of Philadelphia.
• Stefano Baruffaldi & Brigitte van Beuzekom & Hélène Dernis & Dietmar Harhoff & Nandan Rao & David Rosenfeld & Mariagrazia Squicciarini, 2020. "Identifying and measuring developments in artificial intelligence: Making the impossible possible," OECD Science, Technology and Industry Working Papers 2020/05, OECD Publishing.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020. "Neural Network pricing of American put options," Working Papers REM 2020/0122, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Schnaubelt, Matthias & Seifert, Oleg, 2020. "Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?," FAU Discussion Papers in Economics 04/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Daria Dzyabura & Renana Peres, 2019. "Visual Elicitation of Brand Perception," Working Papers w0260, New Economic School (NES).
• Marek Stelmach & Marcin Chlebus, 2020. "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers 2020-08, Faculty of Economic Sciences, University of Warsaw.
• Abraham,Facundo & Schmukler,Sergio L. & Tessada,Jose, 2019. "Using Big Data to Expand Financial Services : Benefits and Risks," Research and Policy Briefs 143463, The World Bank.
• Leonard Sabetti & Ronald Heijmans, 2020. "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers 681, DNB.
• Schnaubelt, Matthias, 2020. "Deep reinforcement learning for the optimal placement of cryptocurrency limit orders," FAU Discussion Papers in Economics 05/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Anastasia Bugaenko, 2020. "Empirical Study of Market Impact Conditional on Order-Flow Imbalance," Papers 2004.08290, arXiv.org, revised Apr 2020.
• Vadlamani Ravi & Vadlamani Madhav, 2020. "Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization," Papers 2004.11122, arXiv.org.
• Paul D McNelis & James Yetman, 2020. "Volatility spillovers and capital buffers among the G-SIBs," BIS Working Papers 856, Bank for International Settlements.
• -, 2020. "Análisis de la huella digital en América Latina y el Caribe: enseñanzas extraídas del uso de macrodatos (big data) para evaluar la economía digital," Documentos de Proyectos 45464, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
• Tam Tran-The, 2020. "Modeling Institutional Credit Risk with Financial News," Papers 2004.08204, arXiv.org.
• Weinand, Jann & Ried, Sabrina & Kleinebrahm, Max & McKenna, Russell & Fichtner, Wolf, 2020. "Identification of potential off-grid municipalities with 100% renewable energy supply," Working Paper Series in Production and Energy 40, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
• Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2020. "The Power of Narratives in Economic Forecasts," Finance and Economics Discussion Series 2020-001, Board of Governors of the Federal Reserve System (U.S.).
• Tarek A. Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020. "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-340, Boston University - Department of Economics.
• Luigi Bellomarini & Marco Benedetti & Andrea Gentili & Rosario Laurendi & Davide Magnanimi & Antonio Muci & Emanuel Sallinger, 2020. "COVID-19 and Company Knowledge Graphs: Assessing Golden Powers and Economic Impact of Selective Lockdown via AI Reasoning," Papers 2004.10119, arXiv.org.
• Pauline Affeldt & Tomaso Duso & Florian Szücs, 2020. "25 Years of European Merger Control," CESifo Working Paper Series 8213, CESifo.
• Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
• Takahiro Yabe & Yunchang Zhang & Satish Ukkusuri, 2020. "Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach," Papers 2004.11121, arXiv.org.