Report NEP-BIG-2024-03-18

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:

• Himanshu Gupta & Aditya Jaiswal, 2024. "A Study on Stock Forecasting Using Deep Learning and Statistical Models," Papers 2402.06689, arXiv.org.
• Marc Schmitt, 2024. "Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering," Papers 2402.03806, arXiv.org.
• Tomasz .Zk{a}d{l}o & Adam Chwila, 2024. "A step towards the integration of machine learning and small area estimation," Papers 2402.07521, arXiv.org.
• Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024. "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers 2402.06656, arXiv.org.
• Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024. "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers 2402.04674, arXiv.org.
• Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
• Ciaran O'Connor & Joseph Collins & Steven Prestwich & Andrea Visentin, 2024. "Electricity Price Forecasting in the Irish Balancing Market," Papers 2402.06714, arXiv.org.
• Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee, 2024. "Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search," Papers 2402.14389, arXiv.org.
• Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee, 2024. "Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM," Papers 2402.01648, arXiv.org.
• Vittoria La Serra & Emiliano Svezia, 2023. "A robust record linkage approach for anomaly detection in granular insurance asset reporting," Questioni di Economia e Finanza (Occasional Papers) 821, Bank of Italy, Economic Research and International Relations Area.
• Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
• Mayer, Thierry & Rapoport, Hillel & Umana-Dajud, Camilo, 2024. "Free Trade Agreements and the Movement of Business People," IZA Discussion Papers 16789, Institute of Labor Economics (IZA).
• Sahab Zandi & Kamesh Korangi & Mar'ia 'Oskarsd'ottir & Christophe Mues & Cristi'an Bravo, 2024. "Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction," Papers 2402.00299, arXiv.org, revised Jun 2024.
• Marie-Catherine Bieri, 2023. "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Working Papers 2023-07, Swiss National Bank.
• Fabian Krause & Jan-Peter Calliess, 2024. "End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture," Papers 2402.08233, arXiv.org.
• Zihan Dong & Xinyu Fan & Zhiyuan Peng, 2024. "FNSPID: A Comprehensive Financial News Dataset in Time Series," Papers 2402.06698, arXiv.org.
• C. Sarai R. Avila, 2024. "Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks," Papers 2402.03353, arXiv.org.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024. "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers 202406, University of Pretoria, Department of Economics.
• Aliona Cebotari & Enrique Chueca-Montuenga & Yoro Diallo & Yunsheng Ma & Ms. Rima A Turk & Weining Xin & Harold Zavarce, 2024. "Political Fragility: Coups d’État and Their Drivers," IMF Working Papers 2024/034, International Monetary Fund.
• Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch, 2024. "LLM-driven Imitation of Subrational Behavior : Illusion or Reality?," Papers 2402.08755, arXiv.org.
• Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024. "The Heterogeneous Aggregate Valence Analysis (HAVAN) Model: A Flexible Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers 2402.00184, arXiv.org.
• Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng, 2024. "RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search," Papers 2402.07080, arXiv.org, revised Feb 2024.
• Item repec:bny:wpaper:0129 is not listed on IDEAS anymore

• Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," IZA Discussion Papers 16792, Institute of Labor Economics (IZA).
• Barrie, Mohamed Samba, 2024. "Decoding Bank of Sierra Leone's Monetary Policy Communications: A Text Mining Analysis," EconStor Preprints 283289, ZBW - Leibniz Information Centre for Economics.
• Audinga Baltrunaite & Alessandra Casarico & Lucia Rizzica, 2024. "Women in economics: the role of gendered references at entry in the profession," Temi di discussione (Economic working papers) 1438, Bank of Italy, Economic Research and International Relations Area.
• Joshua C. Yang & Damian Dailisan & Marcin Korecki & Carina I. Hausladen & Dirk Helbing, 2024. "LLM Voting: Human Choices and AI Collective Decision Making," Papers 2402.01766, arXiv.org, revised Aug 2024.
• Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz, 2024. "STEER: Assessing the Economic Rationality of Large Language Models," Papers 2402.09552, arXiv.org, revised May 2024.