Report NEP-BIG-2024-12-30

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:

• Ashesh Rambachan & Rahul Singh & Davide Viviano, 2024. "Program Evaluation with Remotely Sensed Outcomes," Papers 2411.10959, arXiv.org.
• Mihnea Constantinescu & Kalle Kappner & Nikodem Szumilo, 2024. "The Warcast Index: Estimating Economic Activity without Official Data during the Ukraine War in 2022," Working Papers 03/2024, National Bank of Ukraine.
• Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024. "Inflation, Attention and Expectations," Working Papers 24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
• Karel Janda & Mathieu Petit, 2024. "Analyzing Decision-Making in Deep-Q Reinforcement Learning for Trading: A Case Study on Tesla Company and its Supply Chain," Working Papers IES 2024/40, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2024.
• Szymon Lis, 2024. "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers 2411.13180, arXiv.org.
• Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo, 2024. "Chat Bankman-Fried: an Exploration of LLM Alignment in Finance," Papers 2411.11853, arXiv.org, revised Nov 2024.
• Sorouralsadat Fatemi & Yuheng Hu, 2024. "FinVision: A Multi-Agent Framework for Stock Market Prediction," Papers 2411.08899, arXiv.org.
• Ruicheng Ao & Hongyu Chen & David Simchi-Levi, 2024. "Prediction-Guided Active Experiments," Papers 2411.12036, arXiv.org, revised Nov 2024.
• Jian Guo & Saizhuo Wang & Yiyan Qi, 2024. "Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making," Papers 2411.10496, arXiv.org.
• Diletta Abbonato, 2024. "Public sentiments on the fourth industrial revolution: An unsolicited public opinion poll from Twitter," Papers 2411.14230, arXiv.org.
• Tsogt-Ochir Enkhbayar, 2024. "A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits," Papers 2411.15002, arXiv.org.
• Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun, 2024. "Robust Graph Neural Networks for Stability Analysis in Dynamic Networks," Papers 2411.11848, arXiv.org.
• Bartosz Bieganowski & Robert 'Slepaczuk, 2024. "Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data," Papers 2411.12753, arXiv.org, revised Nov 2024.
• Jue Xiao & Tingting Deng & Shuochen Bi, 2024. "Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction," Papers 2411.05790, arXiv.org.
• Mabsur Fatin Bin Hossain & Lubna Zahan Lamia & Md Mahmudur Rahman & Md Mosaddek Khan, 2024. "FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics," Papers 2411.12748, arXiv.org.
• Yahui Bai & Yuhe Gao & Runzhe Wan & Sheng Zhang & Rui Song, 2024. "A Review of Reinforcement Learning in Financial Applications," Papers 2411.12746, arXiv.org.
• Junjie Guo, 2024. "Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study," Papers 2411.13555, arXiv.org, revised Nov 2024.
• Masahiro Kato, 2024. "Debiased Regression for Root-N-Consistent Conditional Mean Estimation," Papers 2411.11748, arXiv.org, revised Nov 2024.
• Linying Lv, 2024. "The Value of Information from Sell-side Analysts," Papers 2411.13813, arXiv.org, revised Dec 2024.
• Qingyuan Wu & William A. Barnett & Xue Wang & Junru Zhao, 2024. "Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202417, University of Kansas, Department of Economics.
• Roman, Shahrear & Hadi & Wuepper, David, 2024. "Agricultural Mechanization Around the World," Discussion Papers 348369, University of Bonn, Institute for Food and Resource Economics.
• Marco Hening-Tallarico & Pablo Olivares, 2024. "Pricing Weather Derivatives: A Time Series Neural Network Approach," Papers 2411.12013, arXiv.org.
• Ananya Unnikrishnan, 2024. "Financial News-Driven LLM Reinforcement Learning for Portfolio Management," Papers 2411.11059, arXiv.org.