Report NEP-BIG-2022-07-11

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:

• Chowdhury, Farhat & Link, Albert & van Hasselt, Martijn, 2022. "The Spatial Distribution of Public Support for AI Research," UNCG Economics Working Papers 22-4, University of North Carolina at Greensboro, Department of Economics.
• Marc Andreas Schmitt, 2022. "Deep Learning in Business Analytics: A Clash of Expectations and Reality," Papers 2205.09337, arXiv.org.
• Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series 62, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Nicole Koenigstein, 2022. "Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment," Papers 2205.01639, arXiv.org.
• Ziyu Wang & Yuhao Zhou & Jun Zhu, 2022. "Fast Instrument Learning with Faster Rates," Papers 2205.10772, arXiv.org, revised Oct 2022.
• Xuxin Mao & Janine Boshoff & Garry Young & Hande Kucuk, 2021. "Applying Machine Learning to Detect Outliers in Alternative Data Sources. A universal methodology framework for scanner and web-scraped data sources," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-12, Economic Statistics Centre of Excellence (ESCoE).
• Raphael P. B. Piovezan & Pedro Paulo de Andrade Junior, 2022. "Machine learning method for return direction forecasting of Exchange Traded Funds using classification and regression models," Papers 2205.12746, arXiv.org, revised Jun 2022.
• George Kapetanios & Fotis Papailias, 2022. "Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-15, Economic Statistics Centre of Excellence (ESCoE).
• German Rodikov & Nino Antulov-Fantulin, 2022. "Volatility-inspired $\sigma$-LSTM cell," Papers 2205.07022, arXiv.org.
• Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.
• Syed Abul, Basher & Perry, Sadorsky, 2022. "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper 113293, University Library of Munich, Germany.
• Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
• Chowdhury, Farhat & Link, Albert & van Hasselt, Martijn, 2022. "Public Support for Research in Artificial Intelligence: A Descriptive Study of U.S. Department of Defense SBIR Projects," UNCG Economics Working Papers 22-3, University of North Carolina at Greensboro, Department of Economics.
• Elizabeth Gallagher & India Kerle & Cath Sleeman & George Richardson, 2022. "A New Approach to Building a Skills Taxonomy," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-16, Economic Statistics Centre of Excellence (ESCoE).
• Oksana Bashchenko, 2022. "Bitcoin Price Factors: Natural Language Processing Approach," Swiss Finance Institute Research Paper Series 22-48, Swiss Finance Institute.
• Nicolas Boursin & Carl Remlinger & Joseph Mikael & Carol Anne Hargreaves, 2022. "Deep Generators on Commodity Markets; application to Deep Hedging," Papers 2205.13942, arXiv.org.
• Surbhi Bhatia & Manish K. Singh, 2022. "Fifty years since Altman (1968): Performance of financial distress prediction models," Working Papers 12, xKDR.
• Oleksii Romanko & Mary O'Mahony, 2022. "The Use of Online Job Sites for Measuring Skills and Labour Market Trends: A Review," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-19, Economic Statistics Centre of Excellence (ESCoE).
• George Kapetanios & Fotis Papailias, 2022. "A Quality Assessment Framework for Maintaining & Publishing New Indicators," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-18, Economic Statistics Centre of Excellence (ESCoE).