Report NEP-BIG-2024-03-11

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:

• Mateo Seré, 2023. "Don´t Stop Me Now: Gender Attitudes in Academic Seminars Through Machine Learning," Working Papers 2309, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Jean Lee & Nicholas Stevens & Soyeon Caren Han & Minseok Song, 2024. "A Survey of Large Language Models in Finance (FinLLMs)," Papers 2402.02315, arXiv.org.
• Yulu Gong & Mengran Zhu & Shuning Huo & Yafei Xiang & Hanyi Yu, 2024. "Utilizing Deep Learning for Enhancing Network Resilience in Finance," Papers 2402.09820, arXiv.org, revised Feb 2024.
• Mestiri, Sami, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.
• Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar, 2024. "DoubleMLDeep: Estimation of Causal Effects with Multimodal Data," Papers 2402.01785, arXiv.org.
• J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Magassouba, Aboubacar Sidiki & Diallo, Abdourahmane & Nkurunziza, Armel & Tchole, Ali Issakou Malam & Touré, Almamy Amara & Magassouba, Mamoudou & Sylla, Younoussa & diallo, Mamadou Abdoulaye R & Nabé, 2024. "Implementing a Machine Learning Model to Predict Continuation of Contraception Among Women Aged 15-49: Secondary Analysis of the Last 4 Demographic and Health Surveys in West African Country," SocArXiv u38sh, Center for Open Science.
• Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer, 2024. "Nowcasting with Mixed Frequency Data Using Gaussian Processes," Papers 2402.10574, arXiv.org, revised Sep 2024.
• Teodoro Baldazzi & Luigi Bellomarini & Stefano Ceri & Andrea Colombo & Andrea Gentili & Emanuel Sallinger, 2024. "Fine-tuning large language models for financial markets via ontological reasoning," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 44, Bank of Italy, Directorate General for Markets and Payment System.
• Takuji Arai & Yuto Imai, 2024. "Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning," Papers 2402.00445, arXiv.org.
• Phoebe Koundouri & Panagiotis Stavros Aslanidis & Konstantinos Dellis & Georgios Feretzakis & Angelos Plataniotis, 2024. "Uncovering the SDG content of Human Security Policies through a Machine Learning web application," DEOS Working Papers 2406, Athens University of Economics and Business.
• Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua, 2024. "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models," Papers 2402.03659, arXiv.org, revised Feb 2024.
• Ozili, Peterson K, 2024. "Artificial intelligence in central banking: benefits and risks of AI for central banks," MPRA Paper 120151, University Library of Munich, Germany.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
• Michael Levere & David Wittenburg, 2023. "How Many Medicaid Recipients Might Be Eligible for SSI?," Working Papers, Center for Retirement Research at Boston College wp2023-20, Center for Retirement Research.
• Marcos Lacasa Cazcarra, 2024. "Machine Learning Analysis of the Impact of Increasing the Minimum Wage on Income Inequality in Spain from 2001 to 2021," Papers 2402.02402, arXiv.org.
• Cai, Hengrui & Shi, Chengchun & Song, Rui & Lu, Wenbin, 2023. "Jump interval-learning for individualized decision making with continuous treatments," LSE Research Online Documents on Economics 118231, London School of Economics and Political Science, LSE Library.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Lisa Bruttel & Gerald Eisenkopf & Juri Nithammer, 2024. "Pre-election communication in public good games with endogenous leaders," CEPA Discussion Papers 73, Center for Economic Policy Analysis.
• Xiaorui Zuo & Yao-Tsung Chen & Wolfgang Karl Hardle, 2024. "Emoji Driven Crypto Assets Market Reactions," Papers 2402.10481, arXiv.org, revised May 2024.
• Johannes Carow & Niklas M. Witzig, 2024. "Time Pressure and Strategic Risk-Taking in Professional Chess," Working Papers 2404, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Yike Wang & Chris Gu & Taisuke Otsu, 2024. "Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity," Papers 2401.16275, arXiv.org.
• Phoebe Koundouri & Angelos Alamanos & Angelos Plataniotis & Charalampos Stavridis & Konstantinos Perifanos & Stathis Devves, 2024. "Assessing the sustainability of the European Green Deal and its interlinkages with the SDGs," DEOS Working Papers 2405, Athens University of Economics and Business.
• Zhenglong Li & Vincent Tam & Kwan L. Yeung, 2024. "Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management," Papers 2402.00515, arXiv.org, revised Sep 2024.
• Bernhard Hientzsch, 2023. "Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging," Papers 2401.08600, arXiv.org.
• Tiziana De Stefano & Giuseppe Buscemi & Marco Fanari, 2024. "Sustainability at shareholder meetings in France, Germany and Italy," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 45, Bank of Italy, Directorate General for Markets and Payment System.
• Daryna Grechyna, 2024. "Raising Awareness of Climate Change: Nature, Activists, Politicians?," CESifo Working Paper Series 10907, CESifo.