Report NEP-BIG-2021-10-25

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:

• Marcel Wieting & Geza Sapi, 2021. "Algorithms in the Marketplace: An Empirical Analysis of Automated Pricing in E-Commerce," Working Papers 21-06, NET Institute.
• Marozzi, Armando, 2021. "The ECB's tracker: nowcasting the press conferences of the ECB," Working Paper Series 2609, European Central Bank.
• Gan, Tianqi, 2021. "How Parental Educational Investments Respond to Changes in Ability Belief: An Application of Big Data Techniques in Education," 2021 Annual Meeting, August 1-3, Austin, Texas 313988, Agricultural and Applied Economics Association.
• Yufei Wu & Mahmoud Mahfouz & Daniele Magazzeni & Manuela Veloso, 2021. "How Robust are Limit Order Book Representations under Data Perturbation?," Papers 2110.04752, arXiv.org.
• Aur'elien Sallin, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Papers 2110.08807, arXiv.org, revised Feb 2022.
• Yektansani, Kiana & Azizi, SeyedSoroosh, 2021. "Using Machine Learning to Predict Consumers’ Environmental Attitudes and Beliefs," 2021 Annual Meeting, August 1-3, Austin, Texas 313902, Agricultural and Applied Economics Association.
• Zachary Garfield & Ryan Schacht & Emily Post & Dominique Ingram & Andrea Uehling & Shane Macfarlan, 2021. "The content and structure of reputation domains across human societies: a view from the evolutionary social sciences," Post-Print hal-03368986, HAL.
• Sallin, Aurelién, 2021. "Estimating returns to special education: combining machine learning and text analysis to address confounding," Economics Working Paper Series 2109, University of St. Gallen, School of Economics and Political Science.
• Curtis Nybo, 2021. "Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks," Papers 2110.09489, arXiv.org.
• Leland Bybee & Bryan T. Kelly & Asaf Manela & Dacheng Xiu, 2021. "Business News and Business Cycles," NBER Working Papers 29344, National Bureau of Economic Research, Inc.
• Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara, 2021. "Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis," Bank of Japan Working Paper Series 21-E-12, Bank of Japan.
• Davin Chor & Bingjing Li, 2021. "Illuminating the Effects of the US-China Tariff War on China's Economy," NBER Working Papers 29349, National Bureau of Economic Research, Inc.
• Zhu, Di & Liu, Yu & Yao, Xin & Fischer, Manfred M., 2021. "Spatial regression graph convolutional neural networks: A deep learning paradigm for spatial multivariate distributions," Working Papers in Regional Science 2021/02, WU Vienna University of Economics and Business.
• Johansson, Anders C. & Zhu, Zhen, 2021. "Reputational Assets and Social Media Marketing Activeness: Empirical Insights from China," Stockholm School of Economics Asia Working Paper Series 2021-53, Stockholm School of Economics, Stockholm China Economic Research Institute.
• Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
• Erik Heilmann & Janosch Henze & Heike Wetzel, 2021. "Machine learning in energy forecasts with an application to high frequency electricity consumption data," MAGKS Papers on Economics 202135, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Susana Martínez-Restrepo & Lina Tafur & Juan G. Ocio & Caroline Brethenoux & Patrick Furey & Orlando Rivera, 2021. "Análisis de narrativas en línea sobre el empoderamiento de las mujeres sobrevivientes de las violencias basadas en género en Colombia con procesamiento de lenguaje natural," Informes de Investigación 19664, Fedesarrollo.