Report NEP-BIG-2021-05-24

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:

• Ghysels, Eric & Babii, Andrii & Chen, Xi & Kumar, Rohit, 2020. "Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice," CEPR Discussion Papers 15418, C.E.P.R. Discussion Papers.
• Gambacorta, Leonardo & Huang, Yiping & Li, Zhenhua & Qiu, Han & Chen, Shu, 2020. "Data vs collateral," CEPR Discussion Papers 15262, C.E.P.R. Discussion Papers.
• Gobillon, Laurent & Combes, Pierre-Philippe & Zylberberg, Yanos, 2020. "Urban economics in a historical perspective: Recovering data with machine learning," CEPR Discussion Papers 15308, C.E.P.R. Discussion Papers.
• Philippe Baumard, 2019. "Quand l’intelligence artificielle théorisera les organisations," Post-Print hal-03218196, HAL.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
• Petra Posedel v{S}imovi'c & Davor Horvatic & Edward W. Sun, 2021. "Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression," Papers 2105.07671, arXiv.org, revised Jul 2021.
• Rhodes, Andrew & Johnson, Justin & Wildenbeest, Matthijs, 2020. "Platform Design When Sellers Use Pricing Algorithms," CEPR Discussion Papers 15504, C.E.P.R. Discussion Papers.
• Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
• M. Elshendy & A. Fronzetti Colladon & E. Battistoni & P. A. Gloor, 2021. "Using four different online media sources to forecast the crude oil price," Papers 2105.09154, arXiv.org.
• Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020. "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers 15314, C.E.P.R. Discussion Papers.
• Mohsen Asgari & Hossein Khasteh, 2021. "Profitable Strategy Design for Trades on Cryptocurrency Markets with Machine Learning Techniques," Papers 2105.06827, arXiv.org, revised Jun 2022.
• Goutham Gopalakrishna, 2021. "ALIENs and Continuous Time Economies," Swiss Finance Institute Research Paper Series 21-34, Swiss Finance Institute.
• Haoran Wang & Shi Yu, 2021. "Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning," Papers 2105.09264, arXiv.org.
• Assad, Stephanie & Calvano, Emilio & Calzolari, Giacomo & Clark, Robert & Ershov, Daniel & Johnson, Justin & Pastorello, Sergio & Rhodes, Andrew & XU, Lei & Wildenbeest, Matthijs & Denicolò, Vincenzo, 2021. "Autonomous algorithmic collusion: Economic research and policy implications," TSE Working Papers 21-1210, Toulouse School of Economics (TSE).
• Lechtenberg, Sandra & Hellingrath, Bernd, 2021. "Applications of artificial intelligence in supply chain management: Identification of main research fields and greatest industry interests," ERCIS Working Papers 37, University of Münster, European Research Center for Information Systems (ERCIS).
• Maliar, Serguei, 2020. "Deep Learning Classification: Modeling Discrete Labor Choice," CEPR Discussion Papers 15346, C.E.P.R. Discussion Papers.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Hodler, Roland & Lechner, Michael & Raschky, Paul, 2020. "Reassessing the Resource Curse using Causal Machine Learning," CEPR Discussion Papers 15272, C.E.P.R. Discussion Papers.
• Desmet, Klaus & Obradovich, Nick & Martín, Ignacio & Ortuño-Ortin, Ignacio & Awad, Edmond & Cebrían, Manuel & Cuevas Rumin, Ruben & Rahwan, Iyad & Cuevas Rumin, Angel, 2020. "Expanding the Measurement of Culture with a Sample of Two Billion Humans," CEPR Discussion Papers 15315, C.E.P.R. Discussion Papers.
• A Fronzetti Colladon & B Guardabascio & R Innarella, 2021. "Using social network and semantic analysis to analyze online travel forums and forecast tourism demand," Papers 2105.07727, arXiv.org.
• Gries, Thomas & Naudé, Wim, 2021. "The Race of Man and Machine: Implications of Technology When Abilities and Demand Constraints Matter," IZA Discussion Papers 14341, Institute of Labor Economics (IZA).
• Köbis, Nils & Bonnefon, Jean-François & Rahwan, Iyad, 2021. "Bad machines corrupt good morals," TSE Working Papers 21-1212, Toulouse School of Economics (TSE).
• Adams-Prassl, Abigail & Balgova, Maria & Qian, Matthias, 2020. "Flexible Work Arrangements in Low Wage Jobs: Evidence from Job Vacancy Data," CEPR Discussion Papers 15263, C.E.P.R. Discussion Papers.
• Valencia Caicedo, Felipe & Riano, Juan Felipe, 2020. "Collateral Damage: The Legacy of the Secret War in Laos," CEPR Discussion Papers 15349, C.E.P.R. Discussion Papers.
• Kang, J. & Reiner, D., 2021. "Identifying residential consumption patterns using data-mining techniques: A large-scale study of smart meter data in Chengdu, China," Cambridge Working Papers in Economics 2143, Faculty of Economics, University of Cambridge.