Report NEP-BIG-2024-05-06

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:

• Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no, 2024. "Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning," Papers 2404.01337, arXiv.org.
• Hoang Hiep Nguyen & Jean-Laurent Viviani & Sami Ben Jabeur, 2023. "Bankruptcy prediction using machine learning and Shapley additive explanations," Post-Print hal-04223161, HAL.
• Enmin Zhu & Jerome Yen, 2024. "BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights," Papers 2404.02053, arXiv.org, revised Apr 2024.
• Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no & Enrique Costa-Montenegro, 2024. "Automatic detection of relevant information, predictions and forecasts in financial news through topic modelling with Latent Dirichlet Allocation," Papers 2404.01338, arXiv.org.
• Jai Pal, 2024. "Long Short-Term Memory Pattern Recognition in Currency Trading," Papers 2403.18839, arXiv.org.
• Javier Mancilla & Andr'e Sequeira & Tomas Tagliani & Francisco Llaneza & Claudio Beiza, 2024. "Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning," Papers 2404.00015, arXiv.org, revised Apr 2024.
• Mari Sakudo, 2024. "Do Socially Responsible Firms Disclosure to Signal?," Working Papers e204, Tokyo Center for Economic Research.
• Evangelia Dragazi & Shuaiqiang Liu & Antonis Papapantoleon, 2024. "Improved model-free bounds for multi-asset options using option-implied information and deep learning," Papers 2404.02343, arXiv.org.
• Nolan Alexander & William Scherer, 2024. "Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients," Papers 2404.00825, arXiv.org.
• Denis Levchenko & Efstratios Rappos & Shabnam Ataee & Biagio Nigro & Stephan Robert-Nicoud, 2024. "Chain-structured neural architecture search for financial time series forecasting," Papers 2403.14695, arXiv.org, revised Dec 2024.
• Yejin Kim & Youngbin Lee & Minyoung Choe & Sungju Oh & Yongjae Lee, 2024. "Temporal Graph Networks for Graph Anomaly Detection in Financial Networks," Papers 2404.00060, arXiv.org.
• Giorgos Foutzopoulos & Nikolaos Pandis & Michail Tsagris, 2024. "Predicting Full Retirement Attainment of NBA Players," Working Papers 2403, University of Crete, Department of Economics.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024. "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers 32301, National Bureau of Economic Research, Inc.
• Item repec:fip:fedcwq:98080 is not listed on IDEAS anymore

• Bartosz Bieganowski & Robert Slepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers 2404.01866, arXiv.org, revised Jun 2024.
• Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024. "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers 2404.02270, arXiv.org, revised Oct 2024.
• Domonkos F. Vamossy, 2024. "Social Media Emotions and Market Behavior," Papers 2404.03792, arXiv.org.
• Ganglmair, Bernhard & Krämer, Julia & Gambato, Jacopo, 2024. "Regulatory compliance with limited enforceability: Evidence from privacy policies," ZEW Discussion Papers 24-012, ZEW - Leibniz Centre for European Economic Research.
• Debarati Chakraborty & Ravi Ranjan, 2024. "Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction," Papers 2404.00013, arXiv.org.
• Lei, Yunliang, 2024. "Enhancing environmental management through big data: spatial analysis of urban ecological governance and big data development," LSE Research Online Documents on Economics 122571, London School of Economics and Political Science, LSE Library.
• Minghao Qiu & Jessica Li & Carlos F. Gould & Renzhi Jing & Makoto Kelp & Marissa Childs & Mathew Kiang & Sam Heft-Neal & Noah Diffenbaugh & Marshall Burke, 2024. "Mortality Burden From Wildfire Smoke Under Climate Change," NBER Working Papers 32307, National Bureau of Economic Research, Inc.
• Gschnaidtner, Christoph & Dehghan, Robert & Hottenrott, Hanna & Schwierzy, Julian, 2024. "Adoption and diffusion of blockchain technology," ZEW Discussion Papers 24-018, ZEW - Leibniz Centre for European Economic Research.
• Lei Bill Wang & Om Prakash Bedant & Zhenbang Jiao & Haoran Wang, 2024. "From Friendship Networks to Classroom Dynamics: Leveraging Neural Networks, Instrumental Variable and Genetic Algorithms for Optimal Educational Outcomes," Papers 2404.02497, arXiv.org, revised Aug 2024.
• Masanori Hirano, 2024. "Construction of a Japanese Financial Benchmark for Large Language Models," Papers 2403.15062, arXiv.org.
• Pedro Afonso Fernandes, 2024. "Forecasting with Neuro-Dynamic Programming," Papers 2404.03737, arXiv.org.
• Boeing, Philipp & Brandt, Loren & Dai, Ruochen & Lim, Kevin & Peters, Bettina, 2024. "The anatomy of Chinese innovation: Insights on patent quality and ownership," ZEW Discussion Papers 24-016, ZEW - Leibniz Centre for European Economic Research.