Report NEP-BIG-2024-06-10

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-BIG

The following items were announced in this report:

• Hulusi Mehmet Tanrikulu & Hakan Pabuccu, 2024. "The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction," Papers 2404.19324, arXiv.org.
• Pedro Duarte Gomes, 2024. "Mathematics of Differential Machine Learning in Derivative Pricing and Hedging," Papers 2405.01233, arXiv.org.
• Pierre Beck & Pablo Garcia Sanchez & Alban Moura & Julien Pascal & Olivier Pierrard, 2024. "Deep learning solutions of DSGE models: A technical report," BCL working papers 184, Central Bank of Luxembourg.
• Minwu Kim & Sidahmed Benabderrahmane & Talal Rahwan, 2024. "Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds," Papers 2404.16169, arXiv.org, revised Oct 2024.
• Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no, 2024. "Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages," Papers 2404.08665, arXiv.org.
• Shuochen Bi & Wenqing Bao & Jue Xiao & Jiangshan Wang & Tingting Deng, 2024. "Application and practice of AI technology in quantitative investment," Papers 2404.18184, arXiv.org.
• Prabhu Prasad Panda & Maysam Khodayari Gharanchaei & Xilin Chen & Haoshu Lyu, 2024. "Application of Deep Learning for Factor Timing in Asset Management," Papers 2404.18017, arXiv.org.
• Yupeng Cao & Zhi Chen & Qingyun Pei & Nathan Jinseok Lee & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024. "ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction," Papers 2404.18470, arXiv.org, revised Aug 2024.
• Shuochen Bi & Wenqing Bao, 2024. "Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management," Papers 2404.18183, arXiv.org.
• Patrick Rehill, 2024. "How do applied researchers use the Causal Forest? A methodological review of a method," Papers 2404.13356, arXiv.org, revised Dec 2024.
• Yihang Fu & Mingyu Zhou & Luyao Zhang, 2024. "DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting," Papers 2405.00522, arXiv.org.
• Kina, Mehmet Fuat, 2024. "Exploring Recent Ideological Divides in Turkey: Political and Cultural Axes," SocArXiv kp7s2, Center for Open Science.
• Huan-Yi Su & Ke Wu & Yu-Hao Huang & Wu-Jun Li, 2024. "NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance," Papers 2405.00566, arXiv.org.
• Jacob Fein-Ashley, 2024. "A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process," Papers 2404.11526, arXiv.org, revised Apr 2024.
• Claudio Bellei & Muhua Xu & Ross Phillips & Tom Robinson & Mark Weber & Tim Kaler & Charles E. Leiserson & Arvind & Jie Chen, 2024. "The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset," Papers 2404.19109, arXiv.org, revised Jul 2024.
• Camilo Umana Dajud, 2024. "Nowcasting the growth rate of the ICT sector," OECD Digital Economy Papers 362, OECD Publishing.
• Riccardo Di Francesco, 2024. "Ordered Correlation Forest," CEIS Research Paper 577, Tor Vergata University, CEIS, revised 06 May 2024.
• Kasy, Maximilian, 2024. "Algorithmic Bias and Racial Inequality: A Critical Review," IZA Discussion Papers 16944, Institute of Labor Economics (IZA).
• Gabriele Ciminelli & Antton Haramboure & Lea Samek & Cyrille Schwellnus & Allison Shrivastava & Tara Sinclair, 2024. "Occupational reallocation and mismatch in the wake of the Covid-19 pandemic: Cross-country evidence from an online job site," OECD Productivity Working Papers 35, OECD Publishing.