Report NEP-BIG-2024-10-21

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:

• Tejas Ramdas & Martin T. Wells, 2024. "Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets," Papers 2409.05192, arXiv.org.
• Chen Qiang, 2024. "Double machine learning and Stata application," Chinese Stata Conference 2023 03, Stata Users Group.
• Fang Wang & Marko Gacesa, 2024. "Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models," Papers 2409.15988, arXiv.org.
• Greyling, Talita & Rossouw, Stephanié, 2024. "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series 1493, Global Labor Organization (GLO).
• Kevin Cedric Guyard & Michel Deriaz, 2024. "Predicting Foreign Exchange EUR/USD direction using machine learning," Papers 2409.04471, arXiv.org, revised Oct 2024.
• Leonardo Gambacorta & Byeungchun Kwon & Taejin Park & Pietro Patelli & Sonya Zhu, "undated". "CB-LMs: language models for central banking," BIS Working Papers 1215, Bank for International Settlements.
• Boris Ter-Avanesov & Homayoon Beigi, 2024. "MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing," Papers 2409.06724, arXiv.org, revised Oct 2024.
• Wolfgang Keller & Carol H. Shiue & Sen Yan, 2024. "Mining Chinese Historical Sources At Scale: A Machine Learning-Approach to Qing State Capacity," NBER Working Papers 32982, National Bureau of Economic Research, Inc.
• Stefania Albanesi & Domonkos F. Vamossy, 2024. "Credit Scores: Performance and Equity," Papers 2409.00296, arXiv.org.
• Bryan, Gharad & Karlan, Dean & Osman, Adam, 2024. "Big loans to small businesses: predicting winners and losers in an entrepreneurial lending experiment," LSE Research Online Documents on Economics 120637, London School of Economics and Political Science, LSE Library.
• Christa Cuchiero & Eva Flonner & Kevin Kurt, 2024. "Robust financial calibration: a Bayesian approach for neural SDEs," Papers 2409.06551, arXiv.org, revised Sep 2024.
• Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang, 2024. "KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models," Papers 2409.13749, arXiv.org.
• Junhyeong Lee & Inwoo Tae & Yongjae Lee, 2024. "Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization," Papers 2409.09684, arXiv.org.
• Anthony Coache & Sebastian Jaimungal, 2024. "Robust Reinforcement Learning with Dynamic Distortion Risk Measures," Papers 2409.10096, arXiv.org.
• Yang, Kyongchyol & Jung, Jaemin, 2024. "Analysis of the expectation dynamics and discourse on the metaverse using X(Twitter) data," 24th ITS Biennial Conference, Seoul 2024. New bottles for new wine: digital transformation demands new policies and strategies 302496, International Telecommunications Society (ITS).
• Chen, Jinyu & Zhong, Ziqi & Feng, Qindi & Liu, Lei, 2022. "The multimodal emotion information analysis of e-commerce online pricing in electronic word of mouth," LSE Research Online Documents on Economics 125409, London School of Economics and Political Science, LSE Library.
• Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024. "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series 24-49, Swiss Finance Institute.
• Zhengyang Chi & Junbin Gao & Chao Wang, 2024. "Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days," Papers 2409.15320, arXiv.org, revised Sep 2024.