Report NEP-BIG-2024-03-25

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:

• Juan Carlos Escanciano & Ricardo Parra, 2024. "Extending the Scope of Inference About Predictive Ability to Machine Learning Methods," Papers 2402.12838, arXiv.org, revised Apr 2024.
• Catayoun Azarm & Erman Acar & Mickey van Zeelt, 2024. "On the Potential of Network-Based Features for Fraud Detection," Papers 2402.09495, arXiv.org, revised Feb 2024.
• Sina Montazeri & Akram Mirzaeinia & Amir Mirzaeinia, 2024. "CNN-DRL with Shuffled Features in Finance," Papers 2402.03338, arXiv.org.
• Yifan Duan & Guibin Zhang & Shilong Wang & Xiaojiang Peng & Wang Ziqi & Junyuan Mao & Hao Wu & Xinke Jiang & Kun Wang, 2024. "CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks," Papers 2402.14708, arXiv.org.
• Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024. "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers 2402.09033, arXiv.org, revised May 2024.
• Hao Qian & Hongting Zhou & Qian Zhao & Hao Chen & Hongxiang Yao & Jingwei Wang & Ziqi Liu & Fei Yu & Zhiqiang Zhang & Jun Zhou, 2024. "MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction," Papers 2402.06633, arXiv.org.
• Huang, Justin & Kaul, Rupali & Narayanan, Sridhar, 2023. "Novelty in Content Creation: Experimental Results Using Image Recognition on a Large Social Network," Research Papers 4040, Stanford University, Graduate School of Business.
• Kaori Narita & J.D. Tena & Babatunde Buraimo, 2022. "Causal and Consequences of Multiple Dismissals: Evidence from Italian Football League," Working Papers 202226, University of Liverpool, Department of Economics.
• Sarah Soleiman & Julien Randon-Furling & Marie Cottrell, 2022. "Machine Learning and Data-Driven Approaches in Spatial Statistics: A Case Study of Housing Price Estimation," Post-Print hal-03900972, HAL.
• Daniel Celeny & Loic Mar'echal, 2024. "Cyber risk and the cross-section of stock returns," Papers 2402.04775, arXiv.org, revised Mar 2024.
• Athey, Susan & Keleher, Niall & Spiess, Jann, 2023. "Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal," Research Papers 4146, Stanford University, Graduate School of Business.
• Andrea Macr`i & Fabrizio Lillo, 2024. "Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying," Papers 2402.12049, arXiv.org, revised Feb 2024.
• Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi, 2024. "Quantifying neural network uncertainty under volatility clustering," Papers 2402.14476, arXiv.org, revised Sep 2024.
• Chinmaya Behera & Badri Narayan Rath & Pramod Kumar Mishra, 2023. "The Impact of Monetary and Fiscal Stimulus on Stock Returns During the COVID-19 Pandemic," Working Papers 2023-247, Madras School of Economics,Chennai,India.
• Leek, Lauren Caroline & Bischl, Simeon & Freier, Maximilian, 2024. "Introducing Textual Measures of Central Bank Policy-Linkages Using ChatGPT," SocArXiv 78wnp, Center for Open Science.