Report NEP-BIG-2023-08-28

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:

• Andreas Kammerlander, 2022. "Economic Growth and Pollution in different Political Regimes," Discussion Paper Series 43, Department of International Economic Policy, University of Freiburg, revised Oct 2022.
• Tom Liu & Stefan Zohren, 2023. "Multi-Factor Inception: What to Do with All of These Features?," Papers 2307.13832, arXiv.org.
• Catherine E. A. Mulligan & Phil Godsiff, 2023. "Datalism and Data Monopolies in the Era of A.I.: A Research Agenda," Papers 2307.08049, arXiv.org.
• Valerio Capraro & Roberto Di Paolo & Veronica Pizziol, 2023. "Assessing Large Language Models' ability to predict how humans balance self-interest and the interest of others," Papers 2307.12776, arXiv.org, revised Feb 2024.
• Masanori Hirano & Kentaro Minami & Kentaro Imajo, 2023. "Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling," Papers 2307.13217, arXiv.org.
• Ambrois, Matteo & Butticè, Vincenzo & Caviggioli, Federico & Cerulli, Giovanni & Croce, Annalisa & De Marco, Antonio & Giordano, Andrea & Resce, Giuliano & Toschi, Laura & Ughetto, Elisa & Zinilli, An, 2023. "Using machine learning to map the European cleantech sector," EIF Working Paper Series 2023/91, European Investment Fund (EIF).
• Zhiyu Cao & Zihan Chen & Prerna Mishra & Hamed Amini & Zachary Feinstein, 2023. "Modeling Inverse Demand Function with Explainable Dual Neural Networks," Papers 2307.14322, arXiv.org, revised Oct 2023.
• Christopher Gerling & Stefan Lessmann, 2023. "Multimodal Document Analytics for Banking Process Automation," Papers 2307.11845, arXiv.org, revised Nov 2023.
• Maxime L. D. Nicolas & Adrien Desroziers & Fabio Caccioli & Tomaso Aste, 2023. "ESG Reputation Risk Matters: An Event Study Based on Social Media Data," Papers 2307.11571, arXiv.org.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023. "Deep Dynamic Factor Models," Working Papers 2023-08, Center for Research in Economics and Statistics.
• Mathias Valla & Xavier Milhaud & Anani Ayodélé Olympio, 2023. "Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies," Post-Print hal-03903047, HAL.
• V'elez Jim'enez & Rom'an Alberto & Lecuanda Ontiveros & Jos'e Manuel & Edgar Possani, 2023. "Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League," Papers 2307.13807, arXiv.org.
• Piasenti, Stefano & Valente, Marica & van Veldhuizen, Roel & Pfeifer, Gregor, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," IZA Discussion Papers 16324, Institute of Labor Economics (IZA).
• Yuanhao Gong, 2023. "Dynamic Large Language Models on Blockchains," Papers 2307.10549, arXiv.org.
• Bryan T. Kelly & Dacheng Xiu, 2023. "Financial Machine Learning," NBER Working Papers 31502, National Bureau of Economic Research, Inc.
• Anna Kerkhof & Valentin Reich, 2023. "Gender Stereotypes in User-Generated Content," CESifo Working Paper Series 10578, CESifo.
• Damian Ślusarczyk & Robert Ślepaczuk, 2023. "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers 2023-17, Faculty of Economic Sciences, University of Warsaw.
• Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2023. "Nighttime Light Pollution and Economic Activities: A Spatio-Temporal Model with Common Factors for US Counties," IZA Discussion Papers 16342, Institute of Labor Economics (IZA).
• Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
• Varun Sangwan & Vishesh Kumar Singh & Bibin Christopher V, 2023. "Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis," Papers 2307.07868, arXiv.org.
• Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha, 2023. "FinGPT: Democratizing Internet-scale Data for Financial Large Language Models," Papers 2307.10485, arXiv.org, revised Nov 2023.
• Tessa Bauman & Bruno Gav{s}perov & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar, 2023. "Deep Reinforcement Learning for Robust Goal-Based Wealth Management," Papers 2307.13501, arXiv.org.
• Josef Teichmann & Hanna Wutte, 2023. "Machine Learning-powered Pricing of the Multidimensional Passport Option," Papers 2307.14887, arXiv.org.
• Park, Youngjun & Han, Sumin, 2023. "Encoding Urban Trajectory As A Language: Deep Learning Insights For Human Mobility Pattern," OSF Preprints guf3z, Center for Open Science.
• Ivan Letteri, 2023. "VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning," Papers 2307.13422, arXiv.org, revised Aug 2023.