Report NEP-BIG-2022-01-17

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:

• Gabriel Loumeau & Christian Stettler, 2021. "Fiscal Autonomy and Self-Determination," CESifo Working Paper Series 9445, CESifo.
• Dafei Yin & Jing Li & Gaosheng Wu, 2021. "Solving the Data Sparsity Problem in Predicting the Success of the Startups with Machine Learning Methods," Papers 2112.07985, arXiv.org.
• Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
• Qinkai Chen & Christian-Yann Robert, 2021. "Multivariate Realized Volatility Forecasting with Graph Neural Network," Papers 2112.09015, arXiv.org, revised Dec 2021.
• Carlo Perroni & Kimberley Ann Scharf & Oleksandr Talavera & Linh Vi, 2021. "Does Online Salience Predict Charitable Giving? Evidence from SMS Text Donations," CESifo Working Paper Series 9436, CESifo.
• Jean-Sébastien Lacam & David Salvetat, 2021. "Big data and Smart data: two interdependent and synergistic digital policies within a virtuous data exploitation loop," Post-Print hal-03434863, HAL.
• Draca, Mirko & Schwarz, Carlo, 2021. "How Polarized are Citizens? Measuring Ideology from the Ground-Up," QAPEC Discussion Papers 07, Quantitative and Analytical Political Economy Research Centre.
• Lai Xinglin, 2021. "Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest," Papers 2111.15320, arXiv.org, revised Mar 2022.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers 2319, Cowles Foundation for Research in Economics, Yale University.
• Montobbio, Fabio & Staccioli, Jacopo & Virgillito, Maria Enrica & Vivarelli, Marco, 2021. "Labour-Saving Automation and Occupational Exposure: A Text-Similarity Measure," IZA Discussion Papers 14879, Institute of Labor Economics (IZA).
• Aparna Keshaviah & Cindy Hu & Robert P. Lennon & Robbie Fraleigh & Lauren J. Van Scoy & Bethany L. Snyder & Erin L. Miller & William A. Calo & Aleksandra E. Zgierska & Christopher Griffin, "undated". "Developing and Testing an Automated Qualitative Assistant (AQUA) to Support Qualitative Analysis," Mathematica Policy Research Reports 27c5dbf3e4a04466902d35724, Mathematica Policy Research.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021. "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series 21-90, Swiss Finance Institute.
• Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org, revised Aug 2024.
• Wei Cao & Yun He & Wenjun Wang & Weidong Zhu & Yves Demazeau, 2021. "Ensemble methods for credit scoring of Chinese peer-to-peer loans," Post-Print hal-03434348, HAL.
• Schmidt, Lorenz & Odening, Martin & Ritter, Matthias, 2021. "Estimation of the weather-yield nexus with Artificial Neural Networks," Land, Farm & Agribusiness Management Department 316598, Harper Adams University, Land, Farm & Agribusiness Management Department.
• Hu, Junjie & Härdle, Wolfgang, 2021. "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers 2021-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Domonkos F. Vamossy & Rolf Skog, 2021. "EmTract: Extracting Emotions from Social Media," Papers 2112.03868, arXiv.org, revised Jun 2023.
• Maximilien Germain & Huyên Pham & Xavier Warin, 2021. "A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection," Working Papers hal-03498263, HAL.
• Linyi Yang & Jiazheng Li & Ruihai Dong & Yue Zhang & Barry Smyth, 2022. "NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting," Papers 2201.01770, arXiv.org.
• Xiao-Yang Liu & Jingyang Rui & Jiechao Gao & Liuqing Yang & Hongyang Yang & Zhaoran Wang & Christina Dan Wang & Jian Guo, 2021. "FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance," Papers 2112.06753, arXiv.org, revised Mar 2022.
• Jiequn Han & Yucheng Yang & Weinan E, 2021. "DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks," Papers 2112.14377, arXiv.org, revised Feb 2022.
• Anthony Coache & Sebastian Jaimungal, 2021. "Reinforcement Learning with Dynamic Convex Risk Measures," Papers 2112.13414, arXiv.org, revised Nov 2022.
• Igor Halperin & Jiayu Liu & Xiao Zhang, 2022. "Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations," Papers 2201.01874, arXiv.org.
• Yiheng Sun & Tian Lu & Cong Wang & Yuan Li & Huaiyu Fu & Jingran Dong & Yunjie Xu, 2021. "TransBoost: A Boosting-Tree Kernel Transfer Learning Algorithm for Improving Financial Inclusion," Papers 2112.02365, arXiv.org, revised Dec 2021.
• Schmidt, Lorenz & Odening, Martin & Ritter, Matthias, 2021. "Estimation of the weather-yield nexus with Artificial Neural Networks," Agri-Tech Economics Papers 316598, Harper Adams University, Land, Farm & Agribusiness Management Department.
• Andrew Butler & Roy Kwon, 2021. "Efficient differentiable quadratic programming layers: an ADMM approach," Papers 2112.07464, arXiv.org.
• Anas Aboutaoufik, 2021. "Big data in Morocco's transport and logistics sector," Post-Print halshs-03266969, HAL.
• Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
• Xiao Huang, 2021. "Lassoed Boosting and Linear Prediction in the Equities Market," Papers 2112.08934, arXiv.org, revised May 2024.
• Du, Qianqian & Mieno, Taro & Bullock, David & Edge, Brittani, 2021. "Economically Optimal Nitrogen Side-dressing Based on Vegetation Indices from Satellite Images Through On-farm Experiments," Land, Farm & Agribusiness Management Department 316596, Harper Adams University, Land, Farm & Agribusiness Management Department.
• Li, Shiyuan & Hao, Miao, 2021. "Can Artificial Intelligence Reduce Regional Inequality? Evidence from China," MPRA Paper 110973, University Library of Munich, Germany.
• Rangel González Erick & Llamosas-Rosas Irving, 2021. "Observing the Evolution of the Informal Sector from Space: A Municipal Approach 2013-2020," Working Papers 2021-18, Banco de México.
• Kieran Wood & Sven Giegerich & Stephen Roberts & Stefan Zohren, 2021. "Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture," Papers 2112.08534, arXiv.org, revised Nov 2022.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022. ""An application of deep learning for exchange rate forecasting"," IREA Working Papers 202201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2022.