Report NEP-BIG-2023-11-13
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.
Other reports in NEP-BIG
The following items were announced in this report:
- Ajit Desai, 2023. "Machine learning for economics research: when, what and how," Staff Analytical Notes 2023-16, Bank of Canada.
- Mikhaylov, Dmitry, 2023. "Macroeconomic Forecasting with the Use of News Data," Working Papers w20220250, Russian Presidential Academy of National Economy and Public Administration.
- Yanhui Shen, 2023. "American Option Pricing using Self-Attention GRU and Shapley Value Interpretation," Papers 2310.12500, arXiv.org.
- Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
- Bolivar, Osmar, 2023. "Evolución de la pobreza en las comunidades de Bolivia entre 2012 y 2022: Un enfoque de machine learning y teledetección [Evolution of poverty in Bolivian communities between 2012 and 2022: A machin," MPRA Paper 118932, University Library of Munich, Germany.
- Zhengmeng Xu & Yujie Wang & Xiaotong Feng & Yilin Wang & Yanli Li & Hai Lin, 2023. "Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions," Papers 2310.07427, arXiv.org, revised Dec 2023.
- Mariam Dundua & Otar Gorgodze, 2022. "Application of Artificial Intelligence for Monetary Policy-Making," NBG Working Papers 02/2022, National Bank of Georgia.
- Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu, 2023. "Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models," Papers 2310.04027, arXiv.org, revised Nov 2023.
- Zhenkun Zhou & Zikun Song & Tao Ren, 2023. "A New Weighted Food CPI from Scanner Big Data in China," Papers 2310.04242, arXiv.org, revised Oct 2023.
- Maksim Papenkov & Chris Meredith & Claire Noel & Jai Padalkar & Temple Hendrickson & Daniel Nitiutomo & Thomas Farrell, 2023. "Multi-Industry Simplex : A Probabilistic Extension of GICS," Papers 2310.04280, arXiv.org, revised Oct 2023.
- Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han, 2023. "Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction," Papers 2310.05627, arXiv.org.
- Fatemeh Moodi & Amir Jahangard-Rafsanjani & Sajad Zarifzadeh, 2023. "Feature selection and regression methods for stock price prediction using technical indicators," Papers 2310.09903, arXiv.org, revised Nov 2023.
- Neng Wang & Hongyang Yang & Christina Dan Wang, 2023. "FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets," Papers 2310.04793, arXiv.org, revised Nov 2023.
- Igor Sadoune & Marcelin Joanis & Andrea Lodi, 2023. "Implementing a Hierarchical Deep Learning Approach for Simulating multilevel Auction Data," CIRANO Working Papers 2023s-23, CIRANO.
- Sarit Maitra & Vivek Mishra & Goutam Kr. Kundu & Kapil Arora, 2023. "Integration of Fractional Order Black-Scholes Merton with Neural Network," Papers 2310.04464, arXiv.org, revised Oct 2023.
- Zoran Stoiljkovic, 2023. "Applying Reinforcement Learning to Option Pricing and Hedging," Papers 2310.04336, arXiv.org.
- Ángel Iván Moreno & Teresa Caminero, 2023. "Assessing the data challenges of climate-related disclosures in european banks. A text mining study," Working Papers 2326, Banco de España.
- Jamotton, Charlotte & Hainaut, Donatien, 2023. "Variational autoencoder for synthetic insurance data," LIDAM Discussion Papers ISBA 2023025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Ramaharo, Franck Maminirina & RANDRIAMIFIDY, Michael Fitiavana, 2023. "Determinants of renewable energy consumption in Madagascar: Evidence from feature selection algorithms," AfricArxiv pfrhx, Center for Open Science.
- Hainaut, Donatien, 2023. "Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks," LIDAM Discussion Papers ISBA 2023029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Phan Cong Thao Tien & Tran Thien Phuc & Nguyen Thi Hai Binh, 2023. "A hybrid SEM/ANN analysis to understand youtube video content's influence on university students' eLearning acceptance behavior," EconStor Conference Papers 279146, ZBW - Leibniz Information Centre for Economics.
- Hites Ahir & Mr. Giovanni Dell'Ariccia & Davide Furceri & Mr. Chris Papageorgiou & Hanbo Qi, 2023. "Financial Stress and Economic Activity: Evidence from a New Worldwide Index," IMF Working Papers 2023/217, International Monetary Fund.