Report NEP-BIG-2023-10-16

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-BIG

The following items were announced in this report:

• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023. "pystacked and ddml: machine learning for prediction and causal inference in Stata," UK Stata Conference 2023 12, Stata Users Group.
• Paul Bilokon & Oleksandr Bilokon & Saeed Amen, 2023. "A compendium of data sources for data science, machine learning, and artificial intelligence," Papers 2309.05682, arXiv.org.
• Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," BIS Working Papers 1122, Bank for International Settlements.
• Caravaggio, Nicola & Resce, Giuliano, 2023. "Enhancing Healthcare Cost Forecasting: A Machine Learning Model for Resource Allocation in Heterogeneous Regions," Economics & Statistics Discussion Papers esdp23090, University of Molise, Department of Economics.
• Mario Mitsuo Akita & Everton Josue da Silva, 2023. "Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets," Papers 2309.06538, arXiv.org.
• Johan Brannlund & Helen Lao & Maureen MacIsaac & Jing Yang, 2023. "Predicting Changes in Canadian Housing Markets with Machine Learning," Discussion Papers 2023-21, Bank of Canada.
• Kumar, Rishabh & Koshiyama, Adriano & da Costa, Kleyton & Kingsman, Nigel & Tewarrie, Marvin & Kazim, Emre & Roy, Arunita & Treleaven, Philip & Lovell, Zac, 2023. "Deep learning model fragility and implications for financial stability and regulation," Bank of England working papers 1038, Bank of England.
• Gianluca Fabiani & Nikolaos Evangelou & Tianqi Cui & Juan M. Bello-Rivas & Cristina P. Martin-Linares & Constantinos Siettos & Ioannis G. Kevrekidis, 2023. "Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points," Papers 2309.14334, arXiv.org.
• Udit Gupta, 2023. "GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models," Papers 2309.03079, arXiv.org.
• Zhou, Yunzhe & Qi, Zhengling & Shi, Chengchun & Li, Lexin, 2023. "Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach," LSE Research Online Documents on Economics 118233, London School of Economics and Political Science, LSE Library.
• Foozhan Ataiefard & Hadi Hemmati, 2023. "Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents," Papers 2309.14615, arXiv.org.
• Britta Rude, 2023. "Ending Statelessness for Displaced Children: Impact on Early Childhood Education," ifo Working Paper Series 401, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Pietro Sancassani, 2023. "Topic Salience and Political Polarization: Evidence from the German “PISA shock”," ifo Working Paper Series 402, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Giovanni Cerulli, 2023. "A Review of Machine Learning Commands in Stata: Performance and Usability Evaluation," UK Stata Conference 2023 08, Stata Users Group.
• Joachim Wagner, 2023. "Big Data Analytics and Exports - Evidence for Manufacturing Firms from 27 EU Countries," Working Paper Series in Economics 421, University of Lüneburg, Institute of Economics.
• Tae-Hwy Lee & Ekaterina Seregina, 2023. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202310, University of California at Riverside, Department of Economics.
• Gadat, Sébastien & Villeneuve, Stéphane, 2023. "Parsimonious Wasserstein Text-mining," TSE Working Papers 23-1471, Toulouse School of Economics (TSE).
• Cappelletti, Matilde & Giuffrida, Leonardo M. & Heaton, Sohvi & Siegel, Donald S., 2023. "Strategic management in public procurement: The role of dynamic capabilities in equity and efficiency," ZEW Discussion Papers 23-035, ZEW - Leibniz Centre for European Economic Research.
• Fantazzini, Dean & Xiao, Yufeng, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper 118435, University Library of Munich, Germany.
• Peer Nagy & Sascha Frey & Silvia Sapora & Kang Li & Anisoara Calinescu & Stefan Zohren & Jakob Foerster, 2023. "Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network," Papers 2309.00638, arXiv.org.
• Mihnea Constantinescu, 2023. "Sparse Warcasting," IHEID Working Papers 15-2023, Economics Section, The Graduate Institute of International Studies, revised 02 Oct 2023.
• Zunaidah Sulong & Mohammad Abdullah & Emmanuel J. A. Abakah & David Adeabah & Simplice Asongu, 2023. "Russia-Ukraine war and G7 debt markets: Evidence from public sentiment towards economic sanctions during the conflict," Working Papers of the African Governance and Development Institute. 23/057, African Governance and Development Institute..
• Jonas Hanetho, 2023. "Commodities Trading through Deep Policy Gradient Methods," Papers 2309.00630, arXiv.org.
• Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & Zegher, J.F., 2023. "Better Routing in Developing Regions : Weather and Satellite-Informed Road Speed Prediction," Discussion Paper 2023-025, Tilburg University, Center for Economic Research.
• Yi Yang & Yixuan Tang & Kar Yan Tam, 2023. "InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning," Papers 2309.13064, arXiv.org.
• Bauer, Kevin & Liebich, Lena & Hinz, Oliver & Kosfeld, Michael, 2023. "Decoding GPT's hidden "rationality" of cooperation," SAFE Working Paper Series 401, Leibniz Institute for Financial Research SAFE.
• Van Dijcke, David & Buckmann, Marcus & Turrell, Arthur & Key, Tomas, 2023. "Vacancy posting, firm balance sheets, and pandemic policy," Bank of England working papers 1033, Bank of England.
• David M. Arseneau & Mitsuhiro Osada, 2023. "Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches," Bank of Japan Working Paper Series 23-E-14, Bank of Japan.
• Boken, Johannes & Draca. Mirko & Mastrorocco, Nicola & Ornaghi, Arianna, 2023. "The Returns to Viral Media : The Case of US Campaign Contributions," The Warwick Economics Research Paper Series (TWERPS) 1472, University of Warwick, Department of Economics.