Report NEP-BIG-2023-02-27

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:

• Morgane Laouenan & Palaash Bhargava & Jean-Benoît Eyméoud & Olivier Gergaud & Guillaume Plique & Etienne Wasmer, 2022. "A cross-verified database of notable people, 3500BC-2018AD," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03930666, HAL.
• Jan Pruser & Florian Huber, 2023. "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers 2301.13604, arXiv.org, revised Sep 2023.
• Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami, 2023. "A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs," Papers 2301.10869, arXiv.org, revised Feb 2023.
• Marta Crispino & Vincenzo Mariani, 2023. "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers) 746, Bank of Italy, Economic Research and International Relations Area.
• Ezzedine Ghlamallah & Christos Alexakis & Michael Dowling & Anke Piepenbrink, 2021. "The topics of Islamic economics and finance research," Post-Print hal-03511406, HAL.
• Békés, Gábor & Ottaviano, Gianmarco I. P., 2022. "Cultural homophily and collaboration in superstar teams," LSE Research Online Documents on Economics 117993, London School of Economics and Political Science, LSE Library.
• Moreira, Hugo, 2023. "Governing knowledge and technology: European approach to artificial intelligence," SocArXiv 59fbk, Center for Open Science.
• Gero Junike & Solveig Flaig & Ralf Werner, 2023. "Validation of machine learning based scenario generators," Papers 2301.12719, arXiv.org, revised Dec 2024.
• Kyung, Heekwon & Lee, Jun, 2021. "Directions and Implications of the United States' Artificial Intelligence Strategy," i-KIET Issues and Analysis 21/9, Korea Institute for Industrial Economics and Trade.
• Kazuki Amagai & Tomoya Suzuki, 2023. "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers 2301.12346, arXiv.org.
• Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong, 2023. "Machine Learning with High-Cardinality Categorical Features in Actuarial Applications," Papers 2301.12710, arXiv.org.
• Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023. "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers 34837, University of Essex, Essex Business School.
• Jonathan Leslie, 2023. "?Seeing? the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers 2023-003 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Andrew Na & Justin Wan, 2023. "Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks," Papers 2301.08232, arXiv.org.
• de Cornière, Alexandre & Taylor, Greg, 2023. "Data and Competition: A Simple Framework," TSE Working Papers 23-1404, Toulouse School of Economics (TSE), revised Aug 2024.
• Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2023. "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series WP012023, School of Economics, University of Queensland, Australia.
• Mr. Anil Ari & Gabor Pula & Liyang Sun, 2022. "Structural Reforms and Economic Growth: A Machine Learning Approach," IMF Working Papers 2022/184, International Monetary Fund.
• Xiaohong Chen & Zhengling Qi & Runzhe Wan, 2023. "STEEL: Singularity-aware Reinforcement Learning," Papers 2301.13152, arXiv.org, revised Jun 2024.
• Morgane Laouenan & Palaash Bhargava & Jean-Benoît Eyméoud & Olivier Gergaud & Guillaume Plique & Etienne Wasmer, 2022. "A cross-verified database of notable people, 3500BC-2018AD," Post-Print hal-03930666, HAL.
• Nhu Khoa Nguyen & Thierry Delahaut & Emanuela Boros & Antoine Doucet & Gael Lejeune, 2023. "Contextualizing Emerging Trends in Financial News Articles," Papers 2301.11318, arXiv.org.
• John J. Horton, 2023. "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," Papers 2301.07543, arXiv.org.