Report NEP-BIG-2020-08-31

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:

• Runshan Fu & Yan Huang & Param Vir Singh, 2020. "Crowd, Lending, Machine, and Bias," Papers 2008.04068, arXiv.org.
• Shafiullah Qureshi & Ba M. Chu & Fanny S. Demers, 2020. "Forecasting Canadian GDP growth using XGBoost," Carleton Economic Papers 20-14, Carleton University, Department of Economics, revised 24 Aug 2020.
• Steen Nielsen, 2020. "Management accounting and the idea of machine learning," Economics Working Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
• Juri Hinz & Igor Grigoryev & Alexander Novikov, 2020. "An Application of High-Dimensional Statistics to Predictive Modeling of Grade Variability," Research Paper Series 407, Quantitative Finance Research Centre, University of Technology, Sydney.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
• Linwei Hu & Jie Chen & Joel Vaughan & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair, 2020. "Supervised Machine Learning Techniques: An Overview with Applications to Banking," Papers 2008.04059, arXiv.org.
• Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application," Papers 2008.03600, arXiv.org, revised Nov 2021.
• von Essen, Emma & Jansson, Joakim, 2020. "Misogynistic and Xenophobic Hate Language Online: A Matter of Anonymity," Working Paper Series 1350, Research Institute of Industrial Economics.
• Omid Safarzadeh, 2020. "Generating Trading Signals by ML algorithms or time series ones?," Papers 2007.11098, arXiv.org.
• Oz Shy, 2020. "Alternative Methods for Studying Consumer Payment Choice," FRB Atlanta Working Paper 2020-8, Federal Reserve Bank of Atlanta.
• Jeremy Ferwerda & Nicholas Adams-Cohen & Kirk Bansak & Jennifer Fei & Duncan Lawrence & Jeremy M. Weinstein & Jens Hainmueller, 2020. "Leveraging the Power of Place: A Data-Driven Decision Helper to Improve the Location Decisions of Economic Immigrants," Papers 2007.13902, arXiv.org.
• Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.
• Monica Azqueta-Gavaldon & Gonzalo Azqueta-Gavaldon & Inigo Azqueta-Gavaldon & Andres Azqueta-Gavaldon, 2020. "Developing a real estate yield investment deviceusing granular data and machine learning," Papers 2008.02629, arXiv.org.
• Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
• Greyling, Talita & Rossouw, Stephanie & Adhikari, Tamanna, 2020. "A tale of three countries: How did Covid-19 lockdown impact happiness?," GLO Discussion Paper Series 584, Global Labor Organization (GLO).
• Xue-Zhong He & Shen Lin, 2019. "Reinforcement Learning in Limit Order Markets," Research Paper Series 403, Quantitative Finance Research Centre, University of Technology, Sydney.