Report NEP-BIG-2023-09-11

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:

• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023. "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series 23-60, Swiss Finance Institute.
• Tohid Atashbar, 2023. "How Nations Become Fragile: An AI-Augmented Bird’s-Eye View (with a Case Study of South Sudan)," IMF Working Papers 2023/167, International Monetary Fund.
• Karapanagiotis, Pantelis & Liebald, Marius, 2023. "Entity matching with similarity encoding: A supervised learning recommendation framework for linking (big) data," SAFE Working Paper Series 398, Leibniz Institute for Financial Research SAFE.
• Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu, 2023. "DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data," Papers 2308.03704, arXiv.org.
• Borgschulte, Mark & Guenzel, Marius & Liu, Canyao & Malmendier, Ulrike, 2023. "CEO Stress, Aging, and Death," IZA Discussion Papers 16366, Institute of Labor Economics (IZA).
• Dhruv Desai & Ashmita Dhiman & Tushar Sharma & Deepika Sharma & Dhagash Mehta & Stefano Pasquali, 2023. "Quantifying Outlierness of Funds from their Categories using Supervised Similarity," Papers 2308.06882, arXiv.org.
• Item repec:fip:fedkrr:96511 is not listed on IDEAS anymore

• John V. Colias & Stella Park & Elizabeth Horn, 2023. "Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming," Papers 2308.07830, arXiv.org.
• Suss, Joel & Kemeny, Thomas & Connor, Dylan Shane, 2023. "GEOWEALTH: spatial wealth inequality data for the United States, 1960-2020," LSE Research Online Documents on Economics 119980, London School of Economics and Political Science, LSE Library.
• Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2023. "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects," Papers 2308.01419, arXiv.org.
• Michael G. Mueller-Smith & Benjamin Pyle & Caroline Walker, 2023. "Estimating the Impact of the Age of Criminal Majority: Decomposing Multiple Treatments in a Regression Discontinuity Framework," NBER Working Papers 31523, National Bureau of Economic Research, Inc.
• Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," Working Papers 2023-11, Faculty of Economics and Statistics, Universität Innsbruck.
• Valter T. Yoshida Jr & Alan de Genaro & Rafael Schiozer & Toni R. E. dos Santos, 2023. "A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?," Working Papers Series 582, Central Bank of Brazil, Research Department.
• Ioannis Papageorgiou & Ioannis Kontoyiannis, 2023. "The Bayesian Context Trees State Space Model for time series modelling and forecasting," Papers 2308.00913, arXiv.org, revised Oct 2023.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
• Xianhua Peng & Chenyin Gong & Xue Dong He, 2023. "Reinforcement Learning for Financial Index Tracking," Papers 2308.02820, arXiv.org.