Report NEP-BIG-2021-12-06

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:

• Emanuel Kohlscheen, 2021. "What does machine learning say about the drivers of inflation?," BIS Working Papers 980, Bank for International Settlements.
• Giacomo De Giorgi & Matthew Harding & Gabriel Vasconcelos, 2021. "Predicting Mortality from Credit Reports," Papers 2111.03662, arXiv.org.
• Chaeshick Chung & Sukjin Park, 2021. "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers 2108, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Kaur, Karman & Prasad, Narayan & Prasad, Narayan, 2021. "Modelling Input Energy Used in Wheat Production in India Using Artificial Neural Network," 2021 Conference, August 17-31, 2021, Virtual 315051, International Association of Agricultural Economists.
• Jelle Barkema & Borislava Mircheva & Mr. Mico Mrkaic & Yuanchen Yang, 2021. "License to Spill: How Do We Discuss Spillovers in Article IV Staff Reports," IMF Working Papers 2021/134, International Monetary Fund.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
• Saiz, Lorena & Ashwin, Julian & Kalamara, Eleni, 2021. "Nowcasting euro area GDP with news sentiment: a tale of two crises," Working Paper Series 2616, European Central Bank.
• Jaydip Sen & Abhishek Dutta & Sidra Mehtab, 2021. "Stock Portfolio Optimization Using a Deep Learning LSTM Model," Papers 2111.04709, arXiv.org.
• Klaus-Peter Hellwig, 2021. "Predicting Fiscal Crises: A Machine Learning Approach," IMF Working Papers 2021/150, International Monetary Fund.
• Mao Guan & Xiao-Yang Liu, 2021. "Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach," Papers 2111.03995, arXiv.org, revised Dec 2021.
• Joan Calzada & Nestor Duch-Brown & Ricard Gil, 2021. "Do search engines increase concentration in media markets?," UB School of Economics Working Papers 2021/415, University of Barcelona School of Economics.
• Mizuho Kida & Simon Paetzold, 2021. "The Impact of Gray-Listing on Capital Flows: An Analysis Using Machine Learning," IMF Working Papers 2021/153, International Monetary Fund.
• Mr. Anton Korinek & Mr. Martin Schindler & Joseph Stiglitz, 2021. "Technological Progress, Artificial Intelligence, and Inclusive Growth," IMF Working Papers 2021/166, International Monetary Fund.
• Gareth Anderson & Paolo Galang & Mr. Andrea Gamba & Leandro Medina & Tianxiao Zheng, 2021. "How Have IMF Priorities Evolved? A Text Mining Approach," IMF Working Papers 2021/159, International Monetary Fund.
• Songqiao Han & Hailiang Huang & Jiangwei Liu & Shengsheng Xiao, 2021. "American Hate Crime Trends Prediction with Event Extraction," Papers 2111.04951, arXiv.org.
• Jakob Mokander, 2021. "On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?," Papers 2111.04165, arXiv.org.
• Montobbio, Fabio & Staccioli, Jacopo & Virgillito, Maria Enrica & Vivarelli, Marco, 2021. "Labour-saving automation and occupational exposure: a text-similarity measure," GLO Discussion Paper Series 987, Global Labor Organization (GLO).
• Benjamin Meindl & Morgan R. Frank & Joana Mendonc{c}a, 2021. "Exposure of occupations to technologies of the fourth industrial revolution," Papers 2110.13317, arXiv.org.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
• Anton Angelgardt & Elena S. Gorbunova & Maria Chumakova, 2021. "An Assessment Of Trust In Artificial Intelligent Agents: Tool Development," HSE Working papers WP BRP 128/PSY/2021, National Research University Higher School of Economics.
• Corredera, Alberto, 2022. "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS 33693, Universidad Carlos III de Madrid. Departamento de Estadística.
• Alexander Kell, 2021. "Modelling the transition to a low-carbon energy supply," Papers 2111.00987, arXiv.org.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021. "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers 950 JEL classification: C, University of Oxford, Department of Economics.
• Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo, 2021. "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance," Papers 2111.05188, arXiv.org.
• Anders Nõu & Darya Lapitskaya & Mustafa Hakan Eratalay & Rajesh Sharma, 2021. "Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 135, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Aleksandra Parteka & Joanna Wolszczak-Derlacz & Dagmara Nikulin, 2021. "How digital technology affects working conditions in globally fragmented production chains: evidence from Europe," GUT FME Working Paper Series A 66, Faculty of Management and Economics, Gdansk University of Technology.
• Simon B chler, Maximilian v. Ehrlich, 2021. "Quantifying Land Use Regulation and its Determinants - Ease of Residential Development across Swiss Municipalities," Diskussionsschriften credresearchpaper32, Universitaet Bern, Departement Volkswirtschaft - CRED.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
• Brandon Buell & Reda Cherif & Carissa Chen & Karl Walentin & Jiawen Tang & Nils Wendt, 2021. "Impact of COVID-19: Nowcasting and Big Data to Track Economic Activity in Sub-Saharan Africa," IMF Working Papers 2021/124, International Monetary Fund.