Report NEP-BIG-2020-09-14

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:

• Francis X. Diebold, 2020. ""Big Data" and its Origins," Papers 2008.05835, arXiv.org, revised Jan 2021.
• Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
• Hinterlang, Natascha, 2020. "Predicting monetary policy using artificial neural networks," Discussion Papers 44/2020, Deutsche Bundesbank.
• Joel da Costa & Tim Gebbie, 2020. "Learning low-frequency temporal patterns for quantitative trading," Papers 2008.09481, arXiv.org.
• Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca, 2020. "Image Processing Tools for Financial Time Series Classification," Papers 2008.06042, arXiv.org, revised Aug 2020.
• Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020. "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia 1130, Banco de la Republica de Colombia.
• Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
• Jiequn Han & Ruimeng Hu & Jihao Long, 2020. "Convergence of Deep Fictitious Play for Stochastic Differential Games," Papers 2008.05519, arXiv.org, revised Mar 2021.
• Nik Dawson & Sacha Molitorisz & Marian-Andrei Rizoiu & Peter Fray, 2020. "Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020," Papers 2008.12459, arXiv.org, revised Feb 2021.
• Jason Abaluck & Leila Agha & David C. Chan Jr & Daniel Singer & Diana Zhu, 2020. "Fixing Misallocation with Guidelines: Awareness vs. Adherence," NBER Working Papers 27467, National Bureau of Economic Research, Inc.
• Xiao Li & Weili Wu, 2020. "A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction," Papers 2008.09667, arXiv.org.
• Linyu Zheng & Hongmei He, 2020. "Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA," Papers 2008.11788, arXiv.org.
• Kamwoo Lee & Jeanine Braithwaite, 2020. "High-Resolution Poverty Maps in Sub-Saharan Africa," Papers 2009.00544, arXiv.org, revised May 2021.
• Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
• Zezheng Zhang & Matloob Khushi, 2020. "GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading," Papers 2008.09471, arXiv.org.
• Wim Naudé & Ricardo Vinuesa, 2020. "Data, global development, and COVID-19: Lessons and consequences," WIDER Working Paper Series wp-2020-109, World Institute for Development Economic Research (UNU-WIDER).
• Aiusha Sangadiev & Rodrigo Rivera-Castro & Kirill Stepanov & Andrey Poddubny & Kirill Bubenchikov & Nikita Bekezin & Polina Pilyugina & Evgeny Burnaev, 2020. "DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data," Papers 2008.12152, arXiv.org.
• Konstantin T. Matchev & Prasanth Shyamsundar, 2020. "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers 2009.00131, arXiv.org.
• Künn, Steffen & Seel, Christian & Zegners, Dainis, 2020. "Cognitive Performance in the Home Office - Evidence from Professional Chess," IZA Discussion Papers 13491, Institute of Labor Economics (IZA).
• Kibrom A. Abay Author-Name: Luca Tiberti Author-Name: Tsega G. Mezgebo Author-Name: Meron Endale, 2020. "Can Urbanization Improve Household Welfare? Evidence from Ethiopia," Working Papers PMMA 2020-02, PEP-PMMA.
• Ned Augenblick & Jonathan T. Kolstad & Ziad Obermeyer & Ao Wang, 2020. "Group Testing in a Pandemic: The Role of Frequent Testing, Correlated Risk, and Machine Learning," NBER Working Papers 27457, National Bureau of Economic Research, Inc.
• Ashley Davey & Harry Zheng, 2020. "Deep Learning for Constrained Utility Maximisation," Papers 2008.11757, arXiv.org, revised Aug 2021.
• Manuel José Cepeda E. & Guillermo Otálora L., 2020. "Modernización de la administración de justicia a través de la inteligencia artificial," Informes de Investigación 18369, Fedesarrollo.