Report NEP-BIG-2021-08-16

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:

• Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Papers 2107.13866, arXiv.org.
• Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu, 2021. "Economic Recession Prediction Using Deep Neural Network," Papers 2107.10980, arXiv.org.
• Eghbal Rahimikia & Stefan Zohren & Ser-Huang Poon, 2021. "Realised Volatility Forecasting: Machine Learning via Financial Word Embedding," Papers 2108.00480, arXiv.org, revised Nov 2024.
• Yang Bai & Kuntara Pukthuanthong, 2021. "Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency," Papers 2108.02283, arXiv.org.
• Fabio Zambuto & Simona Arcuti & Roberto Sabatini & Daniele Zambuto, 2021. "Application of classification algorithms for the assessment of confirmation to quality remarks," Questioni di Economia e Finanza (Occasional Papers) 631, Bank of Italy, Economic Research and International Relations Area.
• Yunze Li & Yanan Xie & Chen Yu & Fangxing Yu & Bo Jiang & Matloob Khushi, 2021. "Feature importance recap and stacking models for forex price prediction," Papers 2107.14092, arXiv.org.
• Marta Bernardini & Paolo Massaro & Francesca Pepe & Francesco Tocco, 2021. "The market notices published by the Italian Stock Exchange: a machine learning approach for the selection of the relevant ones," Questioni di Economia e Finanza (Occasional Papers) 632, Bank of Italy, Economic Research and International Relations Area.
• Matthieu Garcin & Samuel Stéphan, 2023. "Credit scoring using neural networks and SURE posterior probability calibration," Working Papers hal-03286760, HAL.
• Hanol Lee & Jong-Wha Lee, 2021. "Why East Asian students perform better in mathematics than their peers: An investigation using a machine learning approach," CAMA Working Papers 2021-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hugo Couture & Dalibor Stevanovic, 2021. "Analyse du marché du travail à l’aide des données de Google Trends," CIRANO Project Reports 2021rp-15, CIRANO.
• Ronald Richman & Mario V. Wuthrich, 2021. "LocalGLMnet: interpretable deep learning for tabular data," Papers 2107.11059, arXiv.org.
• Peter Akioyamen & Yi Zhou Tang & Hussien Hussien, 2021. "A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets," Papers 2108.05801, arXiv.org.
• Zhaolu Dong & Shan Huang & Simiao Ma & Yining Qian, 2021. "Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning," Papers 2108.01758, arXiv.org.
• Nils Köbis & Jean-François Bonnefon & Iyad Rahwan, 2021. "Bad machines corrupt good morals," Post-Print hal-03292360, HAL.
• Luna Yue Huang & Solomon M. Hsiang & Marco Gonzalez-Navarro, 2021. "Using Satellite Imagery and Deep Learning to Evaluate the Impact of Anti-Poverty Programs," NBER Working Papers 29105, National Bureau of Economic Research, Inc.
• Jaime D. Acevedo-Viloria & Luisa Roa & Soji Adeshina & Cesar Charalla Olazo & Andr'es Rodr'iguez-Rey & Jose Alberto Ramos & Alejandro Correa-Bahnsen, 2021. "Relational Graph Neural Networks for Fraud Detection in a Super-App environment," Papers 2107.13673, arXiv.org, revised Jul 2021.
• Mohammad Rafiqul Islam & Masud Alam & Munshi Naser .Ibne Afzal & Sakila Alam, 2021. "Nighttime Light Intensity and Child Health Outcomes in Bangladesh," Papers 2108.00926, arXiv.org, revised Sep 2022.
• Susan von Struensee, 2021. "The Role of Social Movements, Coalitions, and Workers in Resisting Harmful Artificial Intelligence and Contributing to the Development of Responsible AI," Papers 2107.14052, arXiv.org.
• Qinkai Chen & Christian-Yann Robert, 2021. "Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data," Papers 2107.10941, arXiv.org, revised Dec 2021.
• Ruf, Johannes & Wang, Weiguan, 2022. "Hedging with linear regressions and neural networks," LSE Research Online Documents on Economics 107811, London School of Economics and Political Science, LSE Library.
• Parle, Conor, 2021. "The financial market impact of ECB monetary policy press conferences - a text based approach," Research Technical Papers 4/RT/21, Central Bank of Ireland.
• Francesca Biagini & Lukas Gonon & Thomas Reitsam, 2021. "Neural network approximation for superhedging prices," Papers 2107.14113, arXiv.org.
• Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep equal risk pricing of financial derivatives with non-translation invariant risk measures," Papers 2107.11340, arXiv.org.
• Genz, Sabrina & Gregory, Terry & Janser, Markus & Lehmer, Florian & Matthes, Britta, 2021. "How Do Workers Adjust When Firms Adopt New Technologies?," IZA Discussion Papers 14626, Institute of Labor Economics (IZA).
• Chaoran Cui & Xiaojie Li & Juan Du & Chunyun Zhang & Xiushan Nie & Meng Wang & Yilong Yin, 2021. "Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction," Papers 2107.14033, arXiv.org, revised Mar 2022.
• David Friederich & Lynn H. Kaack & Alexandra Luccioni & Bjarne Steffen, 2021. "Automated Identification of Climate Risk Disclosures in Annual Corporate Reports," Papers 2108.01415, arXiv.org.
• Filip Premik, 2021. "Estimating the effects of universal transfers: new ML approach and application to labor supply reaction to child benefits," GRAPE Working Papers 54, GRAPE Group for Research in Applied Economics.
• Zhijun Chen & Chongwoo Choe & Jiajia Cong & Noriaki Matsushima, 2021. "Data-driven mergers and personalization," ISER Discussion Paper 1108r, Institute of Social and Economic Research, Osaka University, revised Aug 2021.
• Bachir El Murr & Genane Youness & Hala Gharib & Mayssaa Daher, 2021. "Financial literacy and individual success: Lebanese framework modeling," Post-Print hal-03295623, HAL.
• Serzo, Aiken Larisa O., 2020. "Cross-border Data Regulation for Digital Platforms: Data Privacy and Security," Discussion Papers DP 2020-47, Philippine Institute for Development Studies.