Report NEP-BIG-2020-07-20

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:

• Daniel Nepelski & Maciej Sobolewski, 2020. "Estimating investments in General Purpose Technologies. The case of AI Investments in Europe," JRC Research Reports JRC118953, Joint Research Centre.
• de Cornière, Alexandre & Taylor, Greg, 2022. "Data and Competition: a Simple Framework with Applications to Mergers and Market Structure," CEPR Discussion Papers 14446, C.E.P.R. Discussion Papers.
• Veronica Leoni & Jan Olof William Nilsson, 2020. "Dynamic pricing and revenues of Airbnb listings: estimating heterogeneous causal effects," DEA Working Papers 92, Universitat de les Illes Balears, Departament d'Economía Aplicada.
• Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
• Colin van Noordt & Gianluca Misuraca & Marzia Mortati & Francesca Rizzo & Tjerk Timan, 2020. "AI Watch - Artificial Intelligence for the public sector: Report of the "1st Peer Learning Workshop on the use and impact of AI in public services", Brussels 11-12 February 2020," JRC Research Reports JRC120315, Joint Research Centre.
• Nishanth Dikkala & Greg Lewis & Lester Mackey & Vasilis Syrgkanis, 2020. "Minimax Estimation of Conditional Moment Models," Papers 2006.07201, arXiv.org.
• Edward J. Oughton & Jatin Mathur, 2020. "Predicting cell phone adoption metrics using satellite imagery," Papers 2006.07311, arXiv.org, revised Jun 2021.
• Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi, 2020. "Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access)," CARF F-Series CARF-F-479, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Jason Hartford & Victor Veitch & Dhanya Sridhar & Kevin Leyton-Brown, 2020. "Valid Causal Inference with (Some) Invalid Instruments," Papers 2006.11386, arXiv.org.
• Mariya Brussevich & Ms. Era Dabla-Norris & Christine Kamunge & Pooja Karnane & Salma Khalid & Ms. Kalpana Kochhar, 2018. "Gender, Technology, and the Future of Work," IMF Staff Discussion Notes 2018/007, International Monetary Fund.
• Rickard Nyman & Paul Ormerod, 2020. "Text as data: a machine learning-based approach to measuring uncertainty," Papers 2006.06457, arXiv.org.
• Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damages," Working Papers 2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Stephany, Fabian, 2020. "It's Not Only Size That Matters: Trust and E-Government Success in Europe," SocArXiv cqfhr, Center for Open Science.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020. "Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers," CEPR Discussion Papers 14288, C.E.P.R. Discussion Papers.
• Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2020. "Belief Distortions and Macroeconomic Fluctuations," NBER Working Papers 27406, National Bureau of Economic Research, Inc.
• Michael Karpe, 2020. "An overall view of key problems in algorithmic trading and recent progress," Papers 2006.05515, arXiv.org.
• Viladecans-Marsal, Elisabet & Garcia-Lopez, Miquel-Angel & Arribas-Bel, Daniel, 2020. "Building(s and) cities: Delineating urban areas with a machine learning algorithm," CEPR Discussion Papers 14450, C.E.P.R. Discussion Papers.
• Chendi Ni & Yuying Li & Peter Forsyth & Ray Carroll, 2020. "Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target," Papers 2006.15384, arXiv.org.
• Christoph Lakner & Daniel Gerszon Mahler & Mario Negre & Espen Beer Prydz, 2020. "How Much Does Reducing Inequality Matter for Global Poverty?," Global Poverty Monitoring Technical Note Series 13, The World Bank.
• Rey, Alexey (Рэй, Алексей) & Shagarov, Dmitriy (Шагаров, Дмитрий) & Andronova, Ekaterina (Андронова, Екатерина) & Molchanova, Glafira (Молчанова, Глафира), 2020. "Collusion detection on public procurement in Russia [Обнаружение Сговора На Государственных Закупках В России]," Working Papers 032048, Russian Presidential Academy of National Economy and Public Administration.
• Fornaro, Paolo, 2020. "Nowcasting Industrial Production Using Uncoventional Data Sources," ETLA Working Papers 80, The Research Institute of the Finnish Economy.
• Parisa Golbayani & Ionuc{t} Florescu & Rupak Chatterjee, 2020. "A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees," Papers 2007.06617, arXiv.org.
• Antonio Briola & Jeremy Turiel & Tomaso Aste, 2020. "Deep Learning modeling of Limit Order Book: a comparative perspective," Papers 2007.07319, arXiv.org, revised Oct 2020.
• Künn, Steffen & Seel, Christian & Zegners, Dainis, 2020. "Cognitive Performance in the Home Office - Evidence from Professional Chess," Research Memorandum 021, Maastricht University, Graduate School of Business and Economics (GSBE).
• Revathi Bhuvaneswari & Antonio Segalini, 2020. "Determining Secondary Attributes for Credit Evaluation in P2P Lending," Papers 2006.13921, arXiv.org.
• Paul Friedrich & Josef Teichmann, 2020. "Deep Investing in Kyle's Single Period Model," Papers 2006.13889, arXiv.org.
• Paloviita, Maritta & Haavio, Markus & Jalasjoki, Pirkka & Kilponen, Juha & Vänni, Ilona, 2020. "Reading between the lines : Using text analysis to estimate the loss function of the ECB," Research Discussion Papers 12/2020, Bank of Finland.
• Giavazzi, Francesco & Lemoli, Giacomo & Rubera, Gaia & Iglhaut, Felix, 2020. "Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter," CEPR Discussion Papers 14455, C.E.P.R. Discussion Papers.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," EconStor Preprints 219336, ZBW - Leibniz Information Centre for Economics.
• Jacques Bughin, 2020. "How Firms will affect the Future of Work," Working Papers TIMES² 2020-035, ULB -- Universite Libre de Bruxelles.
• Dingel, Jonathan & Miscio, Antonio & Davis, Donald R, 2020. "Cities, Lights, and Skills in Developing Economies," CEPR Discussion Papers 14434, C.E.P.R. Discussion Papers.