Report NEP-BIG-2024-02-26

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:

• d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024. "Satellites turn “concrete”: tracking cement with satellite data and neural networks," Working Paper Series 2900, European Central Bank.
• Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.
• Valentina Aparicio & Daniel Gordon & Sebastian G. Huayamares & Yuhuai Luo, 2024. "BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks," Papers 2401.11011, arXiv.org.
• Tanmay Ghosh & Nithin Nagaraj, 2024. "Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru," Papers 2401.13977, arXiv.org.
• Shubham Singh & Mayur Bhat, 2024. "Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis," Papers 2401.08077, arXiv.org.
• O. Didkovskyi & N. Jean & G. Le Pera & C. Nordio, 2024. "Cross-Domain Behavioral Credit Modeling: transferability from private to central data," Papers 2401.09778, arXiv.org.
• Junwei Su & Shan Wu & Jinhui Li, 2024. "MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning," Papers 2401.14199, arXiv.org, revised Feb 2024.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023. "Large (and Deep) Factor Models," Swiss Finance Institute Research Paper Series 23-121, Swiss Finance Institute.
• Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester, 2024. "From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset," Papers 2401.12652, arXiv.org.
• Andrew Ye & James Xu & Vidyut Veedgav & Yi Wang & Yifan Yu & Daniel Yan & Ryan Chen & Vipin Chaudhary & Shuai Xu, 2024. "Learning the Market: Sentiment-Based Ensemble Trading Agents," Papers 2402.01441, arXiv.org, revised Nov 2024.
• Nora Bearth & Michael Lechner, 2024. "Causal Machine Learning for Moderation Effects," Papers 2401.08290, arXiv.org, revised Jan 2025.
• Min Dai & Hanqing Jin & Xi Yang, 2024. "Data-driven Option Pricing," Papers 2401.11158, arXiv.org.
• F. Bolivar & M. A. Duran & A. Lozano-Vivas, 2024. "Bank Business Models, Size, and Profitability," Papers 2401.12323, arXiv.org.
• Hannes Wallimann & Silvio Sticher, 2024. "How to Use Data Science in Economics -- a Classroom Game Based on Cartel Detection," Papers 2401.14757, arXiv.org.
• Lars Ericson & Xuejun Zhu & Xusi Han & Rao Fu & Shuang Li & Steve Guo & Ping Hu, 2024. "Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review," Papers 2401.10370, arXiv.org.
• Kathryn Baragwanath Vogel & Gordon H. Hanson & Amit Khandelwal & Chen Liu & Hogeun Park, 2024. "Using Satellite Imagery to Detect the Impacts of New Highways: An Application to India," NBER Working Papers 32047, National Bureau of Economic Research, Inc.
• Guy Lacroix & William Arbour, 2024. "Renoncer à la liberté : Comprendre les choix des détenus en matière de libération conditionnelle," CIRANO Papers 2024pj-01, CIRANO.
• Riaz Ud Din & Salman Ahmed & Saddam Hussain Khan, 2024. "A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting," Papers 2401.11621, arXiv.org.
• Timoth'ee Fabre & Ioane Muni Toke, 2024. "Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets," Papers 2401.09361, arXiv.org, revised Nov 2024.
• David Roodman, 2024. "The Arrival of Fast Internet and Employment in Africa: Comment," Papers 2401.13694, arXiv.org, revised Jul 2024.