Report NEP-BIG-2025-01-27

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:

• Jens Ludwig & Sendhil Mullainathan & Ashesh Rambachan, 2024. "Large Language Models: An Applied Econometric Framework," Papers 2412.07031, arXiv.org, revised Jan 2025.
• Nick Huntington-Klein & Eleanor J. Murray, 2024. "Do LLMs Act as Repositories of Causal Knowledge?," Papers 2412.10635, arXiv.org.
• Anton Korinek, 2024. "Generative AI for Economic Research: LLMs Learn to Collaborate and Reason," NBER Working Papers 33198, National Bureau of Economic Research, Inc.
• Edward Li & Zhiyuan Tu & Dexin Zhou, 2024. "The Promise and Peril of Generative AI: Evidence from GPT-4 as Sell-Side Analysts," Papers 2412.01069, arXiv.org.
• Lin William Cong & Tengyuan Liang & Xiao Zhang & Wu Zhu, 2024. "Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information," NBER Working Papers 33168, National Bureau of Economic Research, Inc.
• You Wu & Mengfang Sun & Hongye Zheng & Jinxin Hu & Yingbin Liang & Zhenghao Lin, 2024. "Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems," Papers 2412.10199, arXiv.org.
• Igor L. R. Azevedo & Toyotaro Suzumura, 2024. "From Votes to Volatility Predicting the Stock Market on Election Day," Papers 2412.11192, arXiv.org.
• Haohang Li & Yupeng Cao & Yangyang Yu & Shashidhar Reddy Javaji & Zhiyang Deng & Yueru He & Yuechen Jiang & Zining Zhu & Koduvayur Subbalakshmi & Guojun Xiong & Jimin Huang & Lingfei Qian & Xueqing Pe, 2024. "INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent," Papers 2412.18174, arXiv.org.
• Xinghong Fu & Masanori Hirano & Kentaro Imajo, 2024. "Financial Fine-tuning a Large Time Series Model," Papers 2412.09880, arXiv.org.
• Tarek Alexander Hassan & Stephan Hollander & Aakash Kalyani & Laurence van Lent & Markus Schwedeler & Ahmed Tahoun, 2024. "Economic Surveillance using Corporate Text," NBER Working Papers 33158, National Bureau of Economic Research, Inc.
• Kirill Safonov, 2024. "Neural Network Approach to Demand Estimation and Dynamic Pricing in Retail," Papers 2412.00920, arXiv.org, revised Dec 2024.
• Seemanta Bhattacharjee & MD. Muhtasim Fuad & A. K. M. Fakhrul Hossain, 2024. "Classification of Financial Data Using Quantum Support Vector Machine," Papers 2412.10860, arXiv.org.
• Zhuohuan Hu & Richard Yu & Zizhou Zhang & Haoran Zheng & Qianying Liu & Yining Zhou, 2024. "Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms," Papers 2412.18202, arXiv.org, revised Feb 2025.
• Sebastien Valeyre & Sofiane Aboura, 2024. "LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage," Papers 2412.09394, arXiv.org.
• Jianhua Yao & Yuxin Dong & Jiajing Wang & Bingxing Wang & Hongye Zheng & Honglin Qin, 2024. "Stock Type Prediction Model Based on Hierarchical Graph Neural Network," Papers 2412.06862, arXiv.org.
• Andrew Holmes & Matt Jensen & Sarah Coffland & Hidemi Mitani Shen & Logan Sizemore & Seth Bassetti & Brenna Nieva & Claudia Tebaldi & Abigail Snyder & Brian Hutchinson, 2024. "Emulating the Global Change Analysis Model with Deep Learning," Papers 2412.08850, arXiv.org.
• Miremad Soleymanian & Yi Qian, 2024. "From Novelty to Norm: Uncovering the Drivers of Virtual Tour Effectiveness in Real Estate Sales," NBER Working Papers 33204, National Bureau of Economic Research, Inc.
• Amine M. Aboussalah & Xuanze Li & Cheng Chi & Raj Patel, 2024. "The AI Black-Scholes: Finance-Informed Neural Network," Papers 2412.12213, arXiv.org.
• Sohom Ghosh & Arnab Maji & N Harsha Vardhan & Sudip Kumar Naskar, 2024. "Experimenting with Multi-modal Information to Predict Success of Indian IPOs," Papers 2412.16174, arXiv.org.
• Ruiyu Zhang & Lin Nie & Ce Zhao & Qingyang Chen, 2024. "Achieving Semantic Consistency: Contextualized Word Representations for Political Text Analysis," Papers 2412.04505, arXiv.org, revised Jan 2025.
• Item repec:hal:journl:hal-04839757 is not listed on IDEAS anymore

• Vincent Lee Wai Seng & Shariff Abu Bakar Sarip Abidinsa, 2024. "Machine learning for anomaly detection in money services business outlets using data by geolocation," IFC Working Papers 23, Bank for International Settlements.
• Sumit Nawathe & Ravi Panguluri & James Zhang & Sashwat Venkatesh, 2024. "Multimodal Deep Reinforcement Learning for Portfolio Optimization," Papers 2412.17293, arXiv.org.
• Andrea Bucci & Michele Palma & Chao Zhang, 2024. "Geometric Deep Learning for Realized Covariance Matrix Forecasting," Papers 2412.09517, arXiv.org.
• Fu Lei & Ge Shi, 2024. "Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing," Papers 2412.03618, arXiv.org, revised Feb 2025.
• Laura Chioda & Paul Gertler & Sean Higgins & Paolina C. Medina, 2024. "FinTech Lending to Borrowers with No Credit History," NBER Working Papers 33208, National Bureau of Economic Research, Inc.
• Akash Deep & Chris Monico & Abootaleb Shirvani & Svetlozar Rachev & Frank J. Fabozzi, 2024. "Assessing the Impact of Technical Indicators on Machine Learning Models for Stock Price Prediction," Papers 2412.15448, arXiv.org.
• Marco Molinari & Victor Shao & Vladimir Tregubiak & Abhimanyu Pandey & Mateusz Mikolajczak & Sebastian Kuznetsov Ryder Torres Pereira, 2024. "Interpretable Company Similarity with Sparse Autoencoders," Papers 2412.02605, arXiv.org, revised Dec 2024.
• Wo Long & Victor Xiao, 2024. "A Deep Learning Approach for Trading Factor Residuals," Papers 2412.11432, arXiv.org, revised Jan 2025.
• Fengpei Li & Haoxian Chen & Jiahe Lin & Arkin Gupta & Xiaowei Tan & Gang Xu & Yuriy Nevmyvaka & Agostino Capponi & Henry Lam, 2024. "Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate," Papers 2412.11257, arXiv.org.
• Sahar Yarmohammadtoosky Dinesh Chowdary Attota, 2024. "Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost," Papers 2412.16333, arXiv.org.
• Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2024. "Machine Learning the Macroeconomic Effects of Financial Shocks," Papers 2412.07649, arXiv.org.
• Zheng Cao & Helyette Geman, 2024. "A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting," Papers 2412.07587, arXiv.org, revised Feb 2025.
• Yuxin Fan & Zhuohuan Hu & Lei Fu & Yu Cheng & Liyang Wang & Yuxiang Wang, 2024. "Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning," Papers 2412.01062, arXiv.org.
• Hortense Fong & George Gui, 2024. "Modeling Story Expectations to Understand Engagement: A Generative Framework Using LLMs," Papers 2412.15239, arXiv.org.
• Robert Kelchen & Dubravka Ritter & Douglas A. Webber, 2025. "Predicting College Closures and Financial Distress," Finance and Economics Discussion Series 2025-003, Board of Governors of the Federal Reserve System (U.S.).
• Thomas Krause & Steffen Otterbach & Johannes Singer, 2024. "Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data," Papers 2412.09345, arXiv.org.
• Yuhan Wang & Zhen Xu & Yue Yao & Jinsong Liu & Jiating Lin, 2024. "Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications," Papers 2412.18222, arXiv.org.
• Zong Ke & Jingyu Xu & Zizhou Zhang & Yu Cheng & Wenjun Wu, 2024. "A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm," Papers 2412.07223, arXiv.org, revised Feb 2025.
• Dou, Liyu & KASTL, Jakub & LAZAREV, John, 2024. "Quantifying delay propagation in airline networks," Economics and Statistics Working Papers 14-2024, Singapore Management University, School of Economics.
• Van-Duc Le, 2024. "Auto-Generating Earnings Report Analysis via a Financial-Augmented LLM," Papers 2412.08179, arXiv.org.
• Gang Huang & Xiaohua Zhou & Qingyang Song, 2024. "A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market," Papers 2412.18563, arXiv.org, revised Feb 2025.
• Philippe Goulet Coulombe & Maximilian Goebel & Karin Klieber, 2024. "Dual Interpretation of Machine Learning Forecasts," Papers 2412.13076, arXiv.org.
• Siqiao Zhao & Dan Wang & Raphael Douady, 2024. "PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning," Papers 2412.11019, arXiv.org.
• Vidhi Agrawal & Eesha Khalid & Tianyu Tan & Doris Xu, 2024. "Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal," Papers 2412.12539, arXiv.org.
• Jiajun Gu & Zichen Yang & Xintong Lin & Sixun Chen & YuTing Lu, 2024. "AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics," Papers 2412.12438, arXiv.org.
• Item repec:hal:journl:hal-04779953 is not listed on IDEAS anymore

• Shasha Yu & Qinchen Zhang & Yuwei Zhao, 2024. "S&P 500 Trend Prediction," Papers 2412.11462, arXiv.org.
• Bhaskarjit Sarmah & Mingshu Li & Jingrao Lyu & Sebastian Frank & Nathalia Castellanos & Stefano Pasquali & Dhagash Mehta, 2024. "How to Choose a Threshold for an Evaluation Metric for Large Language Models," Papers 2412.12148, arXiv.org.
• Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2024. "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Monash Econometrics and Business Statistics Working Papers 14/24, Monash University, Department of Econometrics and Business Statistics.
• Gero Junike & Hauke Stier, 2024. "Enhancing Fourier pricing with machine learning," Papers 2412.05070, arXiv.org.
• Olamilekan Shobayo & Sidikat Adeyemi-Longe & Olusogo Popoola & Bayode Ogunleye, 2024. "Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach," Papers 2412.06837, arXiv.org.
• Yixuan Liang & Yuncong Liu & Boyu Zhang & Christina Dan Wang & Hongyang Yang, 2024. "FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs," Papers 2412.10823, arXiv.org.
• Samuel Arts & Nicola Melluso & Reinhilde Veugelers, 2025. "Beyond citations: Measuring novel scientific ideas and their impact in publication text," Working Papers of Department of Management, Strategy and Innovation, Leuven 757417, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
• Dongwoo Lee & Gavin Kader, 2024. "The Emergence of Strategic Reasoning of Large Language Models," Papers 2412.13013, arXiv.org, revised Feb 2025.
• Julian Junyan Wang & Victor Xiaoqi Wang, 2024. "Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research," Papers 2412.02065, arXiv.org.