Report NEP-BIG-2024-12-16

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:

• Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu, 2024. "Analyst Reports and Stock Performance: Evidence from the Chinese Market," Papers 2411.08726, arXiv.org.
• Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024. "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series 11448, CESifo.
• Yaacov Kopeliovich & Michael Pokojovy, 2024. "Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks," Papers 2411.09899, arXiv.org.
• Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari, 2024. "Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions," Papers 2411.04259, arXiv.org, revised Nov 2024.
• Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024. "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers 2411.09452, arXiv.org.
• Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024. "MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU," Papers 2410.20679, arXiv.org.
• Rohit Kumar & Sourabh Bikas Paul & Nikita Singh, 2024. "Words that Move Markets- Quantifying the Impact of RBI's Monetary Policy Communications on Indian Financial Market," Papers 2411.04808, arXiv.org.
• Aditya Dave & Mengchen Zhu & Dapeng Hu & Sachin Tiwari, 2024. "Climate AI for Corporate Decarbonization Metrics Extraction," Papers 2411.03402, arXiv.org.
• Augusto Cerqua & Marco Letta & Gabriele Pinto, 2024. "On the (Mis)Use of Machine Learning with Panel Data," Papers 2411.09218, arXiv.org.
• MOTOHASHI Kazuyuki & ZHU Chen, 2024. "Quantifying the Differences in Innovation Processes in China, Japan and the United States by Document Level Concordance between Patents and Web Contents," Discussion papers 24075, Research Institute of Economy, Trade and Industry (RIETI).
• Luo, Nanyu & Ji, Feng & Han, Yuting & He, Jinbo & Zhang, Xiaoya, 2024. "Fitting item response theory models using deep learning computational frameworks," OSF Preprints tjxab, Center for Open Science.
• Daniele Ballinari & Alexander Wehrli, 2024. "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers 2411.10009, arXiv.org.
• Hoyoung Lee & Youngsoo Choi & Yuhee Kwon, 2024. "Quantifying Qualitative Insights: Leveraging LLMs to Market Predict," Papers 2411.08404, arXiv.org.
• Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers 17442, Institute of Labor Economics (IZA).
• Amilcar Velez, 2024. "On the Asymptotic Properties of Debiased Machine Learning Estimators," Papers 2411.01864, arXiv.org.
• Shamima Nasrin Tumpa & Kehelwala Dewage Gayan Maduranga, 2024. "Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization," Papers 2411.05829, arXiv.org.
• Hugo Schnoering & Michalis Vazirgiannis, 2024. "Bitcoin Research with a Transaction Graph Dataset," Papers 2411.10325, arXiv.org.
• Hannah Illing & Hanna Schwank & Linh T. Tô, 2024. "Hiring and the Dynamics of the Gender Gap," ECONtribute Discussion Papers Series 339, University of Bonn and University of Cologne, Germany.
• Xianhua Peng & Xiang Zhou & Bo Xiao & Yi Wu, 2024. "A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging," Papers 2411.09659, arXiv.org.
• Alhassan S. Yasin & Prabdeep S. Gill, 2024. "Reinforcement Learning Framework for Quantitative Trading," Papers 2411.07585, arXiv.org.
• Abdul Rahman & Neelesh Upadhye, 2024. "Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading," Papers 2411.08382, arXiv.org.
• Souhir Ben Amor & Thomas Mobius & Felix Musgens, 2024. "Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting," Papers 2411.04880, arXiv.org.
• Wonseong Kim & Choong Lyol Lee, 2024. "Bounded Rationality in Central Bank Communication," Papers 2411.04286, arXiv.org.
• Masahiro Suzuki & Hiroki Sakaji, 2024. "Refined and Segmented Price Sentiment Indices from Survey Comments," Papers 2411.09937, arXiv.org, revised Nov 2024.
• Tianyu Zhou & Pinqiao Wang & Yilin Wu & Hongyang Yang, 2024. "FinRobot: AI Agent for Equity Research and Valuation with Large Language Models," Papers 2411.08804, arXiv.org.
• Mirko Ðukic, Iva Krsmanovic, Miodrag Petkovic & Mirko Ðukic & Iva Krsmanovic & Miodrag Petkovic, 2023. "Nowcasting inflation using prices from the web," Working Papers Bulletin 16, National Bank of Serbia.