Report NEP-BIG-2024-10-14

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:

• Pablo Ottonello & Wenting Song & Sebastian Sotelo, 2024. "An Anatomy of Firms’ Political Speech," NBER Working Papers 32923, National Bureau of Economic Research, Inc.
• Antoine Ebeling, 2024. "ECB’s Climate Speeches and Market Reactions," Working Papers of BETA 2024-38, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Zian Wang & Xinyi Lu, 2024. "COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning," Papers 2409.08356, arXiv.org.
• Jinyang Li, 2024. "A Deep Reinforcement Learning Framework For Financial Portfolio Management," Papers 2409.08426, arXiv.org.
• Rademacher, Philip, 2024. "Forecasting recessions in Germany with machine learning," DICE Discussion Papers 416, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Leogrande, Angelo & Drago, Carlo & Arnone, Massimo, 2024. "Analyzing Regional Disparities in E-Commerce Adoption Among Italian SMEs: Integrating Machine Learning Clustering and Predictive Models with Econometric Analysis," MPRA Paper 122115, University Library of Munich, Germany.
• Tariq Mahmood & Ibtasam Ahmad & Malik Muhammad Zeeshan Ansar & Jumanah Ahmed Darwish & Rehan Ahmad Khan Sherwani, 2024. "Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement," Papers 2409.08297, arXiv.org.
• Robert Taylor, 2024. "Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning," Papers 2408.15404, arXiv.org.
• Daniele Ballinari & Nora Bearth, 2024. "Improving the Finite Sample Performance of Double/Debiased Machine Learning with Propensity Score Calibration," Papers 2409.04874, arXiv.org.
• Shuochen Bi & Yufan Lian & Ziyue Wang, 2024. "Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning," Papers 2409.10331, arXiv.org.
• Shu Takahashi & Kento Yamamoto & Shumpei Kobayashi & Ryoma Kondo & Ryohei Hisano, 2024. "Dynamic Link and Flow Prediction in Bank Transfer Networks," Papers 2409.08718, arXiv.org, revised Oct 2024.
• Yifan Jia & Yanbin Wang & Jianguo Sun & Yiwei Liu & Zhang Sheng & Ye Tian, 2024. "Ethereum Fraud Detection via Joint Transaction Language Model and Graph Representation Learning," Papers 2409.07494, arXiv.org.
• Jesús Fernández-Villaverde & Kenneth Gillingham & Simon Scheidegger, 2024. "Climate Change through the Lens of Macroeconomic Modeling," NBER Working Papers 32963, National Bureau of Economic Research, Inc.
• Mukherjee, Krishnendu, 2024. "Machine Learning Methods for Surge Rate Prediction: A Case Study of Yassir," MPRA Paper 122151, University Library of Munich, Germany.
• Shengkun Wang & Taoran Ji & Linhan Wang & Yanshen Sun & Shang-Ching Liu & Amit Kumar & Chang-Tien Lu, 2024. "StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction," Papers 2409.08281, arXiv.org.
• Mohit Apte & Yashodhara Haribhakta, 2024. "Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS," Papers 2409.00480, arXiv.org, revised Sep 2024.
• Di Wu, 2024. "The effects of data preprocessing on probability of default model fairness," Papers 2408.15452, arXiv.org.
• Peng Zhu & Yuante Li & Yifan Hu & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024. "LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU," Papers 2409.08282, arXiv.org, revised Sep 2024.
• Loic Mar'echal & Nathan Monnet, 2024. "Disentangling the sources of cyber risk premia," Papers 2409.08728, arXiv.org.
• Moramarco, Domenico & Brunori, Paolo & Salas Rojo, Pedro, 2024. "Biases in inequality of opportunity estimates: measures and solutions," LSE Research Online Documents on Economics 125442, London School of Economics and Political Science, LSE Library.
• Stefania Albanesi & Domonkos F. Vamossy, 2024. "Credit Scores: Performance and Equity," NBER Working Papers 32917, National Bureau of Economic Research, Inc.
• Esmeralda Arranhado & Lágida Barbosa & João A. Bastos, 2024. "Multidimensional poverty in Benin," Working Papers REM 2024/0343, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Paliński, Michał & Aşık, Gunes A. & Gajderowicz, Tomasz & Jakubowski, Maciej & Nas Özen, Efşan & Raju, Dhushyanth, 2024. "Identification of an Expanded Inventory of Green Job Titles through AI-Driven Text Mining," IZA Discussion Papers 17286, Institute of Labor Economics (IZA).
• Carrieri, Vincenzo & de Blasio, G. & Ferrara, Antonella Rita & Nisticò, Rosanna, 2024. "Targeting and Effectiveness of Location-Based Policies," IZA Discussion Papers 17308, Institute of Labor Economics (IZA).
• Sandy Chen & Leqi Zeng & Abhinav Raghunathan & Flora Huang & Terrence C. Kim, 2024. "MoA is All You Need: Building LLM Research Team using Mixture of Agents," Papers 2409.07487, arXiv.org, revised Sep 2024.
• Omer Faruk Akbal, 2024. "Regime-Switching Factor Models and Nowcasting with Big Data," IMF Working Papers 2024/190, International Monetary Fund.
• Gary Cornwall & Marina Gindelsky, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Ziyan Cui & Ning Li & Huaikang Zhou, 2024. "Can AI Replace Human Subjects? A Large-Scale Replication of Psychological Experiments with LLMs," Papers 2409.00128, arXiv.org, revised Sep 2024.
• Jingru Jia & Zehua Yuan, 2024. "An Experimental Study of Competitive Market Behavior Through LLMs," Papers 2409.08357, arXiv.org, revised Oct 2024.
• Anna Josephson & Jeffrey D. Michler & Talip Kilic & Siobhan Murray, 2024. "The Mismeasure of Weather: Using Remotely Sensed Earth Observation Data in Economic Context," Papers 2409.07506, arXiv.org.