Report NEP-BIG-2024-08-26

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:

• Abdul Jabbar & Syed Qaisar Jalil, 2024. "A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin," Papers 2407.18334, arXiv.org.
• Wolff, Dominik & Echterling, Fabian, 2024. "Stock picking with machine learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 149079, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Undral Byambadalai & Tatsushi Oka & Shota Yasui, 2024. "Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction," Papers 2407.16037, arXiv.org.
• Alejandra de la Rica Escudero & Eduardo C. Garrido-Merchan & Maria Coronado-Vaca, 2024. "Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent," Papers 2407.14486, arXiv.org.
• Höschle, Lisa & Yu, Xiaohua, 2023. "Food Price Dynamics in OECD Countries--Evidence on Clusters and Predictors from Machine Learning," GEWISOLA 63rd Annual Conference, Goettingen, Germany, September 20-22, 2023 344249, GEWISOLA.
• Tiago Monteiro, 2024. "AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks," Papers 2407.19858, arXiv.org, revised Aug 2024.
• Andrew Green, 2024. "Artificial intelligence and the changing demand for skills in the labour market," OECD Artificial Intelligence Papers 14, OECD Publishing.
• Andrew Green, 2024. "Artificial intelligence and the changing demand for skills in Canada: The increasing importance of social skills," OECD Artificial Intelligence Papers 17, OECD Publishing.
• Taha Barwahwala & Aprajit Mahajan & Shekhar Mittal & Ofir Reich, 2024. "Is Model Accuracy Enough? A Field Evaluation Of A Machine Learning Model To Catch Bogus Firms," NBER Working Papers 32705, National Bureau of Economic Research, Inc.
• Shi, Chengchun & Qi, Zhengling & Wang, Jianing & Zhou, Fan, 2023. "Value enhancement of reinforcement learning via efficient and robust trust region optimization," LSE Research Online Documents on Economics 122756, London School of Economics and Political Science, LSE Library.
• Wüpper, David & Oluoch, Wyclife Agumba & Hadi, 2024. "Satellite Data in Agricultural and Environmental Economics: Theory and Practice," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344359, International Association of Agricultural Economists (IAAE).
• Ludovic Goudenege & Andrea Molent & Antonino Zanette, 2024. "Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model," Papers 2407.13213, arXiv.org.
• Kerri Lu & Dan M. Kluger & Stephen Bates & Sherrie Wang, 2024. "Regression coefficient estimation from remote sensing maps," Papers 2407.13659, arXiv.org, revised Feb 2025.
• Francesca Borgonovi & Flavio Calvino & Chiara Criscuolo & Lea Samek & Helke Seitz & Julia Nania & Julia Nitschke & Layla O’Kane, 2023. "Emerging trends in AI skill demand across 14 OECD countries," OECD Artificial Intelligence Papers 2, OECD Publishing.
• Wenbo Yan & Ying Tan, 2024. "TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting," Papers 2407.18519, arXiv.org.
• Kamesh Korangi & Christophe Mues & Cristi'an Bravo, 2024. "Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks," Papers 2407.15532, arXiv.org, revised Feb 2025.
• Tian Guo & Emmanuel Hauptmann, 2024. "Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow," Papers 2407.18103, arXiv.org, revised Aug 2024.
• St'ephane Cr'epey & Botao Li & Hoang Nguyen & Bouazza Saadeddine, 2024. "CVA Sensitivities, Hedging and Risk," Papers 2407.18583, arXiv.org.
• Joel P. Villarino & 'Alvaro Leitao, 2024. "On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment," Papers 2407.16435, arXiv.org.
• Arnone, Massimo & Leogrande, Angelo, 2024. "The Sustainability of the Factoring Chain in Europe in the Light of the Integration of ESG Factors," MPRA Paper 121342, University Library of Munich, Germany.
• Bonelli, Maxime & Foucault, Thierry, 2023. "Displaced by Big Data: Evidence from Active Fund Managers," HEC Research Papers Series 1491, HEC Paris.
• Ma, Tao & Yang, Xuzhi & Szabo, Zoltan, 2024. "To switch or not to switch? Balanced policy switching in offline reinforcement learning," LSE Research Online Documents on Economics 124144, London School of Economics and Political Science, LSE Library.
• Hongshen Yang & Avinash Malik, 2024. "Reinforcement Learning Pair Trading: A Dynamic Scaling approach," Papers 2407.16103, arXiv.org, revised Dec 2024.
• Chung I Lu & Julian Sester, 2024. "Generative model for financial time series trained with MMD using a signature kernel," Papers 2407.19848, arXiv.org, revised Dec 2024.
• Beckert, Jens & Arndt, H. Lukas R., 2024. "The Greek tragedy: Narratives and imagined futures in the Greek sovereign debt crisis," MPIfG Discussion Paper 24/4, Max Planck Institute for the Study of Societies.
• Li, Jie & Fearnhead, Paul & Fryzlewicz, Piotr & Wang, Tengyao, 2024. "Automatic change-point detection in time series via deep learning," LSE Research Online Documents on Economics 120083, London School of Economics and Political Science, LSE Library.
• Mahdi Ebrahimi Kahou & Jesus Fernandez-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," PIER Working Paper Archive 24-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Foltas, Alexander, 2024. "Inefficient forecast narratives: A BERT-based approach," Working Papers 45, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Abe C. Dunn & Eric English & Kyle K. Hood & Lowell Mason & Brian Quistorff, 2024. "Expanding the Frontier of Economic Statistics Using Big Data: A Case Study of Regional Employment," BEA Papers 0128, Bureau of Economic Analysis.
• Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2024. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
• Davillas, Apostolos & Jones, Andrew M., 2024. "Biological Age and Predicting Future Health Care Utilisation," IZA Discussion Papers 17159, Institute of Labor Economics (IZA).
• Adria Pop & Jan Sporer & Siegfried Handschuh, 2024. "The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4," Papers 2407.18327, arXiv.org.
• Shengkun Wang & Taoran Ji & Jianfeng He & Mariam Almutairi & Dan Wang & Linhan Wang & Min Zhang & Chang-Tien Lu, 2024. "AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction," Papers 2407.18324, arXiv.org.
• Gulfam Haider & Laiba Zubair & Aman Saleem, 2024. "Big Data Analytics-Enabled Dynamic Capabilities and Market Performance: Examining the Roles of Marketing Ambidexterity and Competitor Pressure," Papers 2407.15522, arXiv.org.
• Guan-Yuan Wang, 2022. "Churn Prediction for High-Value Players in Freemium Mobile Games: Using Random Under-Sampling," Post-Print hal-04632443, HAL.
• Yacine Aït-Sahalia & Chen Xu Li & Chenxu Li, 2024. "So Many Jumps, So Few News," NBER Working Papers 32746, National Bureau of Economic Research, Inc.