Report NEP-BIG-2022-09-19

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:

• R. Maria del Rio-Chanona & Alejandro Hermida-Carrillo & Melody Sepahpour-Fard & Luning Sun & Renata Topinkova & Ljubica Nedelkoska, 2022. "Mental health concerns prelude the Great Resignation: Evidence from Social Media," Papers 2208.07926, arXiv.org.
• Angelopoulos, Anastasios N. & Bates, Stephen & Candes, Emmanuel J. & Jordan, Michael I. & Lei, Lihua, 2022. "Learn Then Test: Calibrating Predictive Algorithms to Achieve Risk Control," Research Papers 4030, Stanford University, Graduate School of Business.
• Boyi Jin, 2022. "An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm," Papers 2208.10707, arXiv.org, revised Aug 2022.
• Zhongze Cai & Hanzhao Wang & Kalyan Talluri & Xiaocheng Li, 2022. "Deep Learning for Choice Modeling," Papers 2208.09325, arXiv.org.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2022. "pystacked: Stacking generalization and machine learning in Stata," Papers 2208.10896, arXiv.org, revised Mar 2023.
• Po-Yi Liu & Chi-Hua Wang & Henghsiu Tsai, 2022. "Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing," Papers 2208.09372, arXiv.org, revised Sep 2022.
• Paz, Hellen & Maia, Mateus & Moraes, Fernando & Lustosa, Ricardo & Costa, Lilia & Macêdo, Samuel & Barreto, Marcos E. & Ara, Anderson, 2020. "Local processing of massive databases with R: a national analysis of a Brazilian social programme," LSE Research Online Documents on Economics 115770, London School of Economics and Political Science, LSE Library.
• Yang, Bill Huajian, 2022. "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper 114188, University Library of Munich, Germany, revised 18 Jul 2022.
• Brunori, Paolo & Salas Rojo, Pedro & Verne, Paolo, 2022. "Estimating inequality with missing incomes," LSE Research Online Documents on Economics 115932, London School of Economics and Political Science, LSE Library.
• Daniel Stempel & Johannes Zahner, 2022. "DSGE Models and Machine Learning: An Application to Monetary Policy in the Euro Area," MAGKS Papers on Economics 202232, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Daniel Poh & Stephen Roberts & Stefan Zohren, 2022. "Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity," Papers 2208.09968, arXiv.org, revised Feb 2023.
• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202213, University of California at Riverside, Department of Economics.
• Daphne Cornelisse & Thomas Rood & Mateusz Malinowski & Yoram Bachrach & Tal Kachman, 2022. "Neural Payoff Machines: Predicting Fair and Stable Payoff Allocations Among Team Members," Papers 2208.08798, arXiv.org.