Report NEP-BIG-2024-07-15

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.

Other reports in NEP-BIG

The following items were announced in this report:

• Askitas, Nikos, 2024. "A Hands-on Machine Learning Primer for Social Scientists: Math, Algorithms and Code," IZA Discussion Papers 17014, Institute of Labor Economics (IZA).
• Mark E. Schaffer, 2023. "pystacked and ddml: Machine learning for prediction and causal inference in Stata," Economics Virtual Symposium 2023 04, Stata Users Group.
• Alexander Bakumenko & Katev{r}ina Hlav'av{c}kov'a-Schindler & Claudia Plant & Nina C. Hubig, 2024. "Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs," Papers 2406.03614, arXiv.org.
• Milen Arro-Cannarsa & Dr. Rolf Scheufele, 2024. "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers 2024-06, Swiss National Bank.
• Bivas Dinda, 2024. "Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy," Papers 2406.02604, arXiv.org.
• Fabrice Murtin & Max Salomon-Ermel, 2024. "Nowcasting subjective well-being with Google Trends: A meta-learning approach," OECD Papers on Well-being and Inequalities 27, OECD Publishing.
• Kumar, Pradeep & Nicodemo, Catia & Oreffice, Sonia & Quintana-Domeque, Climent, 2024. "Machine Learning and Multiple Abortions," IZA Discussion Papers 17046, Institute of Labor Economics (IZA).
• Seulki Chung, 2024. "Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach," Papers 2405.19849, arXiv.org.
• Edward Sharkey & Philip Treleaven, 2024. "BERT vs GPT for financial engineering," Papers 2405.12990, arXiv.org.
• Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024. "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers 2024-10, Faculty of Economic Sciences, University of Warsaw.
• Emily Silcock & Abhishek Arora & Luca D'Amico-Wong & Melissa Dell, 2024. "Newswire: A Large-Scale Structured Database of a Century of Historical News," Papers 2406.09490, arXiv.org.
• Francesco Audrino & Jonathan Chassot, 2024. "HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Papers 2406.08041, arXiv.org.
• Junquera, Álvaro F. & Kern, Christoph, 2024. "From rules to forests: rule-based versus statistical models for jobseeker profiling," SocArXiv c7ps3, Center for Open Science.
• Nicolás Forteza & Elvira Prades & Marc Roca, 2024. "Analysing the VAT cut pass-through in Spain using web-scraped supermarket data and machine learning," Working Papers 2417, Banco de España.
• Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
• Simon D Angus & Lachlan O'Neill, 2024. "Paired completion: quantifying issue-framing at scale with LLMs," SoDa Laboratories Working Paper Series 2024-02, Monash University, SoDa Laboratories.
• Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024. "HLOB -- Information Persistence and Structure in Limit Order Books," Papers 2405.18938, arXiv.org, revised Jun 2024.
• Jinglong Dai & Hanwei Li & Weiming Zhu & Jianfeng Lin & Binqiang Huang, 2024. "Data-Driven Real-time Coupon Allocation in the Online Platform," Papers 2406.05987, arXiv.org, revised Jun 2024.
• Arnone, Massimo & Angelillis, Barbara & Costantiello, Alberto & Leogrande, Angelo, 2024. "Graduates, Training and Employment Across the Italian Regions," MPRA Paper 121117, University Library of Munich, Germany.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
• Raeid Saqur & Anastasis Kratsios & Florian Krach & Yannick Limmer & Jacob-Junqi Tian & John Willes & Blanka Horvath & Frank Rudzicz, 2024. "Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models," Papers 2406.02969, arXiv.org.
• Tohid Atashbar, 2024. "Reinforcement Learning from Experience Feedback: Application to Economic Policy," IMF Working Papers 2024/114, International Monetary Fund.
• Berger, Benedikt & Adam, Martin & Rühr, Alexander & Benlian, Alexander, 2024. "Watch Me Improve — Algorithm Aversion and Demonstrating the Ability to Learn," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 146095, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Sven Goluv{z}a & Tomislav Kovav{c}evi'c & Tessa Bauman & Zvonko Kostanjv{c}ar, 2024. "Deep reinforcement learning with positional context for intraday trading," Papers 2406.08013, arXiv.org.
• Daniel Vebman, 2024. "Quantifying the Reliance of Black-Box Decision-Makers on Variables of Interest," Papers 2405.17225, arXiv.org.
• Jochen Wulf & Jurg Meierhofer, 2024. "Utilizing Large Language Models for Automating Technical Customer Support," Papers 2406.01407, arXiv.org.
• Joshua Nielsen & Didier Sornette & Maziar Raissi, 2024. "Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems," Swiss Finance Institute Research Paper Series 24-33, Swiss Finance Institute.
• Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2024. "Random Subspace Local Projections," Papers 2406.01002, arXiv.org.
• Fossen, Frank M. & McLemore, Trevor & Sorgner, Alina, 2024. "Artificial Intelligence and Entrepreneurship," IZA Discussion Papers 17055, Institute of Labor Economics (IZA).
• Can Celebi & Stefan Penczynski, 2024. "Using Large Language Models for Text Classification in Experimental Economics," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 24-01, School of Economics, University of East Anglia, Norwich, UK..
• Mick Dueholm & Aakash Kalyani & Serdar Ozkan, 2024. "Can Earnings Calls Be Used to Gauge Labor Market Tightness?," On the Economy 98404, Federal Reserve Bank of St. Louis.
• Joel Ong & Dorien Herremans, 2024. "DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts," Papers 2406.08742, arXiv.org.
• Chang Zong & Jian Shao & Weiming Lu & Yueting Zhuang, 2024. "Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism," Papers 2406.06594, arXiv.org.
• Haavio, Markus & Heikkinen, Joni & Jalasjoki, Pirkka & Kilponen, Juha & Paloviita, Maritta & Vänni, Ilona, 2024. "Reading between the lines: Uncovering asymmetry in the central bank loss function," Bank of Finland Research Discussion Papers 6/2024, Bank of Finland.