Report NEP-BIG-2022-08-08

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-BIG

The following items were announced in this report:

• Mario Gonzalez & Raul Cruz Tadle, 2022. "Monetary policy press releases: an international comparison," BIS Working Papers 1023, Bank for International Settlements.
• Angelica Salvi del Pero & Peter Wyckoff & Ann Vourc'h, 2022. "Using Artificial Intelligence in the workplace: What are the main ethical risks?," OECD Social, Employment and Migration Working Papers 273, OECD Publishing.
• Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2022. "The Exports of Knowledge Intensive Services. A Complex Metric Approach," MPRA Paper 113348, University Library of Munich, Germany.
• Fengyu Han & Yue Wang, 2022. "Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks," Papers 2206.12528, arXiv.org, revised Jul 2022.
• Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
• Fatih Ozhamaratli & Paolo Barucca, 2022. "Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement," Papers 2206.05835, arXiv.org.
• Hannah Gampe & Christopher Griffin, 2022. "Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity," Papers 2206.07132, arXiv.org.
• Yiqi Deng & Siu Ming Yiu, 2022. "Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News," Papers 2206.14452, arXiv.org.
• Konstantin Gorgen & Abdolreza Nazemi & Melanie Schienle, 2022. "Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates," Papers 2206.06026, arXiv.org.
• Boyang You & Kerry Papps, 2022. "A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching," Papers 2206.06116, arXiv.org.
• Ajay K. Agrawal & Joshua S. Gans & Avi Goldfarb, 2022. "Prediction Machines, Insurance, and Protection: An Alternative Perspective on AI's Role in Production," NBER Working Papers 30177, National Bureau of Economic Research, Inc.
• Massaro, Alessandro & Magaletti, Nicola & Cosoli, Gabriele & Giardinelli, Vito O. M. & Leogrande, Angelo, 2022. "The Prediction of Diabetes," MPRA Paper 113372, University Library of Munich, Germany.
• Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022. "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers 22-29, Bank of Canada.
• Mathieu Rosenbaum & Jianfei Zhang, 2022. "On the universality of the volatility formation process: when machine learning and rough volatility agree," Papers 2206.14114, arXiv.org.
• Mueller, H. & Rauh, C. & Ruggieri, A., 2022. "Dynamic Early Warning and Action Model," Cambridge Working Papers in Economics 2236, Faculty of Economics, University of Cambridge.
• Zitao Song & Xuyang Jin & Chenliang Li, 2022. "Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading," Papers 2206.05910, arXiv.org.
• Frensi Zejnullahu & Maurice Moser & Joerg Osterrieder, 2022. "Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network," Papers 2206.14267, arXiv.org.
• Luyao Zhang & Tianyu Wu & Saad Lahrichi & Carlos-Gustavo Salas-Flores & Jiayi Li, 2022. "A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics," Papers 2206.14932, arXiv.org.
• Ana Aguilar & Fernando Pérez-Cervantes, 2022. "Communication, monetary policy, and financial markets in Mexico," BIS Working Papers 1025, Bank for International Settlements.