Report NEP-BIG-2024-11-11

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:

• Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024. "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers 24233, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Zongwu Cai & Pixiong Chen, 2024. "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202411, University of Kansas, Department of Economics, revised Sep 2024.
• Diego Vallarino, 2024. "Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency," Papers 2410.01864, arXiv.org.
• Leite, Walter & Zhang, Huibin & collier, zachary & Chawla, Kamal & , l.kong@ufl.edu & Lee, Yongseok & Quan, Jia & Soyoye, Olushola, 2024. "Machine Learning for Propensity Score Estimation: A Systematic Review and Reporting Guidelines," OSF Preprints gmrk7, Center for Open Science.
• Sophia Bodensteiner & Lukas Lautenschlaeger & Wolfgang Schäfers, 2024. "Breaking Down the REIT Market: Is Social Media Capable of Predicting a REITs’ Performance?," ERES eres2024-090, European Real Estate Society (ERES).
• Yang Liu & Ran Pan & Rui Xu, 2024. "Mending the Crystal Ball: Enhanced Inflation Forecasts with Machine Learning," IMF Working Papers 2024/206, International Monetary Fund.
• Yanxin Shen & Pulin Kirin Zhang, 2024. "Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT," Papers 2410.01987, arXiv.org.
• Theophilus G. Baidoo & Ashley Obeng, 2024. "Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies," Papers 2410.05630, arXiv.org.
• Dupret, Jean-Loup & Hainaut, Donatien, 2024. "Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution," LIDAM Discussion Papers ISBA 2024016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Lucas Gomes & Jannis Kueck & Mara Mattes & Martin Spindler & Alexey Zaytsev, 2024. "Collusion Detection with Graph Neural Networks," Papers 2410.07091, arXiv.org.
• Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez, 2024. "Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning," Papers 2409.11408, arXiv.org.
• Diego Vallarino, 2024. "A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles," Papers 2410.07234, arXiv.org.
• Holtdirk, Tobias & Assenmacher, Dennis & Bleier, Arnim & Wagner, Claudia, 2024. "Fine-Tuning Large Language Models to Simulate German Voting Behaviour (Working Paper)," OSF Preprints udz28, Center for Open Science.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive 24-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Miroslav Pánik & Andrej Adamušin, 2024. "Forecast of residential real estate prices in Slovakia using of neural networks," ERES eres2024-091, European Real Estate Society (ERES).
• Pablo Ottonello & Wenting Song & Sebastian Sotelo, 2024. "An Anatomy of Firms’ Political Speech," Staff Working Papers 24-37, Bank of Canada.
• Damian Damianov & Xiangdong Wang & Cheng Yan, 2024. "Information disclosure vs. information learning via Google search," ERES eres2024-056, European Real Estate Society (ERES).
• Leung, Tin Cheuk & Strumpf, Koleman, 2024. "Disentangling Demand and Supply of Media Bias: The Case of Newspaper Homepages," Working Papers 116, Wake Forest University, Economics Department.
• Benedikt Gloria & Sven Bienert & Johannes Melsbach & Detlef Schoder, 2024. "Real-GPT: Efficiently Tailoring LLMs for Informed Decision-Making in the Real Estate Industry," ERES eres2024-036, European Real Estate Society (ERES).
• Federico Daniel Forte, 2024. "Forecasting short-term inflation in Argentina with Random Forest Models," Papers 2410.01175, arXiv.org.
• Siqi Huang & Anupam Nanda & Eero Valtonen, 2024. "Do Words Match Deeds? Exploring the Link Between ESG Discourse and Performance of Real Estate Companies," ERES eres2024-076, European Real Estate Society (ERES).