Report NEP-BIG-2025-01-06

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:

• Mahalakshmi Manian & Parthajit Kayal, 2024. "Detecting and Forecasting Financial Bubbles in The Indian Stock Market Using Machine Learning Models," Working Papers 2024-270, Madras School of Economics,Chennai,India.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024. "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers 33320, National Bureau of Economic Research, Inc.
• Robert Kelchen & Dubravka Ritter & Douglas A. Webber, 2024. "Predicting College Closures and Financial Distress," Working Papers 24-20, Federal Reserve Bank of Philadelphia.
• Kaiji Chen & Mr. Yunhui Zhao, 2024. "Chinese Housing Market Sentiment Index: A Generative AI Approach and An Application to Monetary Policy Transmission," IMF Working Papers 2024/264, International Monetary Fund.
• Wendy E. Dunn & Raakin Kabir & Ellen E. Meade & Nitish R. Sinha, 2024. "Using Generative AI Models to Understand FOMC Monetary Policy Discussions," FEDS Notes 2024-12-06-1, Board of Governors of the Federal Reserve System (U.S.).
• Matthias R. Fengler & Minh Tri Phan, 2024. "Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective," Swiss Finance Institute Research Paper Series 24-106, Swiss Finance Institute.
• Hai-Anh Dang & Ibrahima Sarr & Carlos Santiago Guzman Gutierrez & Theresa Beltramo & Paolo Verme, 2024. "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," HiCN Working Papers 422, Households in Conflict Network.
• Weinig, Max & Fritsche, Ulrich, 2024. "Going viral: Inflation narratives and the macroeconomy," WiSo-HH Working Paper Series 86, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Tobias Schimanski & Chiara Colesanti Senni & Glen Gostlow & Jingwei Ni & Tingyu Yu & Markus Leippold, 2024. "Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures," Swiss Finance Institute Research Paper Series 24-95, Swiss Finance Institute.
• Tobias Schimanski & Jingwei Ni & Mathias Kraus & Elliott Ash & Markus Leippold, 2024. "Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering," Swiss Finance Institute Research Paper Series 24-94, Swiss Finance Institute.
• Munipalle, Pravith, 2024. "Algorithmic Bot Trading vs. Human Trading: Assessing Retail Trading Implications in Financial Markets," OSF Preprints p98zv, Center for Open Science.
• Markus Leippold & Qian Wang & Min Yang, 2024. "Technical Patterns and News Sentiment in Stock Markets," Swiss Finance Institute Research Paper Series 24-88, Swiss Finance Institute.
• Chiara Colesanti Senni & Tobias Schimanski & Julia Bingler & Jingwei Ni & Markus Leippold, 2024. "Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures," Swiss Finance Institute Research Paper Series 24-92, Swiss Finance Institute.
• Barbaglia, Luca & Bellia, Mario & Di Girolamo, Francesca & Rho, Caterina, 2024. "Crypto news and policy innovations: Are European markets affected?," JRC Working Papers in Economics and Finance 2024-07, Joint Research Centre, European Commission.
• Daniel Hartley & Jonathan D. Rose & Becky Schneirov, 2024. "The Racial Dynamics of U.S. Neighborhoods and Their Housing Prices from 1950 Through 1990," Working Paper Series WP 2024-22, Federal Reserve Bank of Chicago.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2024. "Asymmetric AdaBoost for Maximum Score Estimation of High-dimensional Binary Choice Regression Models," Working Papers 202414, University of California at Riverside, Department of Economics.
• Christoph Engel, 2024. "Experimental comparative law 2.0? Large language models as a novel empirical tool," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2024_12, Max Planck Institute for Research on Collective Goods.
• Leogrande, Angelo & Drago, Carlo & Mallardi, Giulio & Costantiello, Alberto & Magaletti, Nicola, 2024. "Patenting Propensity in Italy: A Machine Learning Approach to Regional Clustering," SocArXiv nftv3, Center for Open Science.
• Chiara Colesanti Senni & Saeid Vaghefi & Tobias Schimanski & Tushar Manekar & Markus Leippold, 2024. "Using AI to Assess the Decision-Usefulness of Corporates' Nature-related Disclosures," Swiss Finance Institute Research Paper Series 24-90, Swiss Finance Institute.
• Markus Leippold & Saeid Vaghefi & Veruska Muccione & Julia Bingler & Dominik Stammbach & Chiara Colesanti Senni & Jingwei Ni & Tobias Wekhof & Tingyu Yu & Tobias Schimanski & Glen Gostlow & Jürg Luter, 2024. "Automated Fact-Checking of Climate Change Claims with Large Language Models," Swiss Finance Institute Research Paper Series 24-93, Swiss Finance Institute.
• Federico Giorgi & Stefano Herzel & Paolo Pigato, 2024. "A Reinforcement Learning Algorithm For Option Hedging," CEIS Research Paper 586, Tor Vergata University, CEIS, revised 17 Dec 2024.