Report NEP-BIG-2024-11-18

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:

• Pulikandala Nithish Kumar & Nneka Umeorah & Alex Alochukwu, 2024. "Dynamic graph neural networks for enhanced volatility prediction in financial markets," Papers 2410.16858, arXiv.org.
• Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024. "Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning," PIER Working Paper Archive 24-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024. "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper 122490, University Library of Munich, Germany, revised 22 Oct 2024.
• Ashley Davey & Harry Zheng, 2024. "Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point," Papers 2410.05524, arXiv.org.
• Ahmad Makinde, 2024. "Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data," Papers 2410.01843, arXiv.org.
• Carl von Havighorst & Vincil Bishop III, 2024. "Inferring Option Movements Through Residual Transactions: A Quantitative Model," Papers 2410.16563, arXiv.org.
• Julius Range & Benedikt Gloria & Albert Erasmus Grafe, 2024. "Living on the Highway: Addressing Germany's HGV Parking Crisis through Machine Learning Satellite Image Analysis," ERES eres2024-164, European Real Estate Society (ERES).
• Mengyu Wang & Shay B. Cohen & Tiejun Ma, 2024. "Modeling News Interactions and Influence for Financial Market Prediction," Papers 2410.10614, arXiv.org.
• Sohyeon Kwon & Yongjae Lee, 2024. "Can GANs Learn the Stylized Facts of Financial Time Series?," Papers 2410.09850, arXiv.org.
• Xinyu Li, 2024. "Blockchain-Based Ad Auctions and Bayesian Persuasion: An Analysis of Advertiser Behavior," Papers 2410.07392, arXiv.org.
• Schemm, Jan & Schwarz, Christian & Stickrodt, Marc, "undated". "Proaktives Kundenbindungsmanagement im Werbeartikelhandel: Entwicklung eines Machine-Learning-Modells zur Prognose von Kundenabwanderungen [Proactive Customer Retention Management in Promotional Pr," Duesseldorf Working Papers in Applied Management and Economics 60, Duesseldorf University of Applied Sciences.
• M. Hashem Pesaran & Hayun Song, 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series 11415, CESifo.
• Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong, 2024. "Evaluating Financial Relational Graphs: Interpretation Before Prediction," Papers 2410.07216, arXiv.org.
• Roman Belavkin & Panos Pardalos & Jose Principe, 2024. "Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast," Papers 2410.01831, arXiv.org.
• Robert Lasser & Fabian Hollinetz, 2024. "Enhancing Automated Valuation Models: Integrating Heating Energy Demand Analysis for Real Estate Property Valuation," ERES eres2024-196, European Real Estate Society (ERES).
• Chad Brown, 2024. "Statistical Properties of Deep Neural Networks with Dependent Data," Papers 2410.11113, arXiv.org, revised Nov 2024.
• Rodolfo Monfilier Peres & Onofre Alves Simões, 2024. "Hospital Admission Rates in São Paulo, Brazil - Lee-Carter model vs. neural networks," Working Papers REM 2024/0349, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Laura Gabrielli & Aurora Greta Ruggeri & Massimiliano Scarpa, 2024. "Using big data to relate fluctuations in real estate prices with the Green Homes Directive: a case study encompassing the Italian territory," ERES eres2024-198, European Real Estate Society (ERES).
• Mehdi Hosseini Chagahi & Niloufar Delfan & Saeed Mohammadi Dashtaki & Behzad Moshiri & Md. Jalil Piran, 2024. "An Innovative Attention-based Ensemble System for Credit Card Fraud Detection," Papers 2410.09069, arXiv.org.
• Daniel Albert & Stephan Billinger, 2024. "Reproducing and Extending Experiments in Behavioral Strategy with Large Language Models," Papers 2410.06932, arXiv.org.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying uncertainty: a new era of measurement through large language models," Working Papers 2024-12, Swiss National Bank.
• Luca Lalor & Anatoliy Swishchuk, 2024. "Reinforcement Learning in Non-Markov Market-Making," Papers 2410.14504, arXiv.org, revised Nov 2024.
• Alba Miñano-Mañero, 2024. "When are D-graded neighborhoods not degraded? Greening the legacy of redlining," Working Papers REM 2024/0353, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Yuzhe Yang & Yifei Zhang & Yan Hu & Yilin Guo & Ruoli Gan & Yueru He & Mingcong Lei & Xiao Zhang & Haining Wang & Qianqian Xie & Jimin Huang & Honghai Yu & Benyou Wang, 2024. "UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models," Papers 2410.14059, arXiv.org, revised Oct 2024.
• Farley Ishaak & Peng Liu & Egbert Hardeman & Hilde Remoy, 2024. "Forecasting House Prices And Rents: Combining Dynamic Factor Models and Machine Learning," ERES eres2024-207, European Real Estate Society (ERES).