Report NEP-BIG-2023-09-25

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:

• Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
• Kian Tehranian, 2023. "Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?," Papers 2308.16200, arXiv.org.
• Kristoffer Andersson & Cornelis W. Oosterlee, 2023. "D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options," Papers 2308.10556, arXiv.org, revised Sep 2023.
• Gilberto Boaretto & Marcelo C. Medeiros, 2023. "Forecasting inflation using disaggregates and machine learning," Papers 2308.11173, arXiv.org.
• Harsimrat Kaeley & Ye QIAO & Nader BAGHERZADEH, 0000. "Support for Stock Trend Prediction Using Transformers and Sentiment Analysis," Proceedings of Economics and Finance Conferences 13815878, International Institute of Social and Economic Sciences.
• Alexey Zaytsev & Maria Kovaleva & Alex Natekin & Evgeni Vorsin & Valerii Smirnov & Georgii Smirnov & Oleg Sidorshin & Alexander Senin & Alexander Dudin & Dmitry Berestnev, 2023. "Designing an attack-defense game: how to increase robustness of financial transaction models via a competition," Papers 2308.11406, arXiv.org, revised Sep 2024.
• Hansen, Sakina & Loftus, Joshua, 2023. "Model-agnostic auditing: a lost cause?," LSE Research Online Documents on Economics 120114, London School of Economics and Political Science, LSE Library.
• Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong, 2023. "Learning to Learn Financial Networks for Optimising Momentum Strategies," Papers 2308.12212, arXiv.org.
• Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah, 2023. "Retail Demand Forecasting: A Comparative Study for Multivariate Time Series," Papers 2308.11939, arXiv.org.
• Melissa Dell & Jacob Carlson & Tom Bryan & Emily Silcock & Abhishek Arora & Zejiang Shen & Luca D'Amico-Wong & Quan Le & Pablo Querubin & Leander Heldring, 2023. "American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers," Papers 2308.12477, arXiv.org.
• Zhang, Yuhan & Mekonnen, Shimelse, 2023. "Decode China's Economic Engagement in Africa: Evolving Policies, Investment and Trade Trends, and Implications," EconStor Preprints 275677, ZBW - Leibniz Information Centre for Economics.
• S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla, 2023. "Effects of Daily News Sentiment on Stock Price Forecasting," Papers 2308.08549, arXiv.org.
• Andres Alonso-Robisco & Jose Manuel Carbo, 2023. "Analysis of CBDC Narrative OF Central Banks using Large Language Models," Working Papers 2321, Banco de España.
• Anuar Assamidanov, 2023. "Discrimination and Constraints: Evidence from The Voice," Papers 2308.11922, arXiv.org.
• HyeonJun Kim, 2023. "Do We Price Happiness? Evidence from Korean Stock Market," Papers 2308.10039, arXiv.org.
• Andrés Azqueta-Gavaldón & Marina Diakonova & Corinna Ghirelli & Javier J. Pérez, 2023. "Sources of economic policy uncertainty in the euro area: a ready-to-use database," Occasional Papers 2315, Banco de España.
• Rick Steinert & Saskia Altmann, 2023. "Linking microblogging sentiments to stock price movement: An application of GPT-4," Papers 2308.16771, arXiv.org.
• Tim Matthies & Thomas Lohden & Stephan Leible & Jun-Patrick Raabe, 2023. "To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis," Papers 2308.09968, arXiv.org.
• Peiheng Gao & Ning Sun & Xuefeng Wang & Chen Yang & Riv{c}ardas Zitikis, 2023. "NLP-based detection of systematic anomalies among the narratives of consumer complaints," Papers 2308.11138, arXiv.org, revised Mar 2024.