Report NEP-BIG-2024-05-13

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:

• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
• Scott Wentland & Gary Cornwall & Jeremy G. Moulton, 2023. "For What It's Worth: Measuring Land Value in the Era of Big Data and Machine Learning," BEA Papers 0115, Bureau of Economic Analysis.
• Nouhaila Innan & Alberto Marchisio & Mohamed Bennai & Muhammad Shafique, 2024. "QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection," Papers 2404.02595, arXiv.org, revised Dec 2024.
• Sophia Chen & Ryu Matsuura & Mr. Flavien Moreau & Ms. Joana Pereira, 2024. "Harnessing Satellite Data to Improve Social Assistance Targeting in the Eastern Caribbean," IMF Working Papers 2024/084, International Monetary Fund.
• Buda Baji'c & Sr{dj}an Mili'cevi'c & Aleksandar Anti'c & Slobodan Markovi'c & Nemanja Tomi'c, 2024. "Neural Network Modeling for Forecasting Tourism Demand in Stopi\'{c}a Cave: A Serbian Cave Tourism Study," Papers 2404.04974, arXiv.org.
• Giambattista Albora & Matteo Straccamore & Andrea Zaccaria, 2024. "Machine learning-based similarity measure to forecast M&A from patent data," Papers 2404.07179, arXiv.org.
• Yupeng Cao & Zhi Chen & Qingyun Pei & Fabrizio Dimino & Lorenzo Ausiello & Prashant Kumar & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024. "RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data," Papers 2404.07452, arXiv.org.
• Artem Kraevskiy & Artem Prokhorov & Evgeniy Sokolovskiy, 2024. "Early warning systems for financial markets of emerging economies," Papers 2404.03319, arXiv.org.
• Andre Guettler & Mahvish Naeem & Lars Norden & Bernardus F Nazar Van Doornik, 2024. "Pre-publication revisions of bank financial statements: a novel way to monitor banks?," BIS Working Papers 1177, Bank for International Settlements.
• Kapil Panda, 2023. "Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets," Papers 2403.18823, arXiv.org.
• Lorenc Kapllani & Long Teng, 2024. "A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations," Papers 2404.08456, arXiv.org.
• Sendhil Mullainathan & Ashesh Rambachan, 2024. "From Predictive Algorithms to Automatic Generation of Anomalies," Papers 2404.10111, arXiv.org.
• Fabio Gatti, 2024. "Quantifying Trade from Renaissance Merchant Letters," Working Papers 0258, European Historical Economics Society (EHES).
• Leogrande, Angelo, 2024. "Cultural and Creative Employment Across Italian Regions," MPRA Paper 120603, University Library of Munich, Germany.
• Armand Mihai Cismaru, 2024. "DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations," Papers 2403.18831, arXiv.org.
• FERNANDEZ MACIAS Enrique & SOSTERO Matteo, 2024. "Skewed signals? Confronting biases in Online Job Ads data," JRC Research Reports JRC136599, Joint Research Centre.
• Dayu Yang, 2024. "A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks," Papers 2404.07298, arXiv.org, revised Oct 2024.
• Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Thomas Jacquot, 2024. "Stress index strategy enhanced with financial news sentiment analysis for the equity markets," Papers 2404.00012, arXiv.org.
• Matteo Mogliani & Anna Simoni, 2024. "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Papers 2404.02671, arXiv.org, revised Nov 2024.
• Klaus Gründler & Andreas Link, 2024. "Ethnic Inequality and Economic Growth: Evidence from Harmonized Satellite Data," CESifo Working Paper Series 11034, CESifo.
• Dat Mai, 2024. "StockGPT: A GenAI Model for Stock Prediction and Trading," Papers 2404.05101, arXiv.org, revised Oct 2024.
• Van Pham & Scott Cunningham, 2024. "Can Base ChatGPT be Used for Forecasting without Additional Optimization?," Papers 2404.07396, arXiv.org, revised Jul 2024.
• Zhenglong Li & Vincent Tam, 2024. "Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation," Papers 2404.08935, arXiv.org.
• Sara Fish & Yannai A. Gonczarowski & Ran I. Shorrer, 2024. "Algorithmic Collusion by Large Language Models," Papers 2404.00806, arXiv.org, revised Nov 2024.
• Leland D. Crane & Emily Green & Molly Harnish & Will McClennan & Paul E. Soto & Betsy Vrankovich & Jacob Williams, 2024. "Tracking Real Time Layoffs with SEC Filings: A Preliminary Investigation," Finance and Economics Discussion Series 2024-020, Board of Governors of the Federal Reserve System (U.S.).