Report NEP-BIG-2025-02-03
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BIG
The following items were announced in this report:
- Jens Ludwig & Sendhil Mullainathan & Ashesh Rambachan, 2025. "Large Language Models: An Applied Econometric Framework," NBER Working Papers 33344, National Bureau of Economic Research, Inc.
- Jingfeng Chen & Wanlin Deng & Dangxing Chen & Luyao Zhang, 2024. "FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning," Papers 2411.16277, arXiv.org.
- Kuan-Ming Liu & Ming-Chih Lo, 2025. "LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading," Papers 2501.09636, arXiv.org, revised Jan 2025.
- Gabriel Okasa & Alberto de Le'on & Michaela Strinzel & Anne Jorstad & Katrin Milzow & Matthias Egger & Stefan Muller, 2024. "A Supervised Machine Learning Approach for Assessing Grant Peer Review Reports," Papers 2411.16662, arXiv.org, revised Dec 2024.
- Adamantios Ntakaris & Gbenga Ibikunle, 2024. "Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks," Papers 2412.16160, arXiv.org, revised Dec 2024.
- Bo Yuan & Damiano Brigo & Antoine Jacquier & Nicola Pede, 2024. "Deep learning interpretability for rough volatility," Papers 2411.19317, arXiv.org.
- Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra, 2024. "Quantile deep learning models for multi-step ahead time series prediction," Papers 2411.15674, arXiv.org.
- Yonggai Zhuang & Haoran Chen & Kequan Wang & Teng Fei, 2024. "GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network," Papers 2411.18997, arXiv.org.
- Fischer, Manfred M., 2025. "Convolutional Neural Networks:," Working Papers in Regional Science 01, WU Vienna University of Economics and Business.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," NBER Working Papers 33351, National Bureau of Economic Research, Inc.
- Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025. "HLOB–Information persistence and structure in limit order books," LSE Research Online Documents on Economics 126623, London School of Economics and Political Science, LSE Library.
- Roberto-Rafael Maura-Rivero & Chirag Nagpal & Roma Patel & Francesco Visin, 2025. "Utility-inspired Reward Transformations Improve Reinforcement Learning Training of Language Models," Papers 2501.06248, arXiv.org.
- Qian Yu & Zhen Xu & Zong Ke, 2024. "Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems," Papers 2412.07027, arXiv.org.
- Item repec:hal:journl:hal-04862172 is not listed on IDEAS anymore
- Chi-Sheng Chen & Ying-Jung Chen, 2025. "Optimizing Supply Chain Networks with the Power of Graph Neural Networks," Papers 2501.06221, arXiv.org.
- Suyeol Yun, 2024. "Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading," Papers 2411.17900, arXiv.org.
- Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen, 2024. "Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50," Papers 2412.06794, arXiv.org.
- Kelsee Bratley & Alexis Meyer-Cirkel, 2025. "Understanding Agricultural Output in Mozambique: Using remote sensing to initiate a discussion on development," IMF Working Papers 2025/009, International Monetary Fund.
- Haonan Xu & Alessio Brini, 2025. "Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning," Papers 2501.07508, arXiv.org.
- Jiaan Han & Junxiao Chen & Yanzhe Fu, 2024. "CatNet: Effective FDR Control in LSTM with Gaussian Mirrors and SHAP Feature Importance," Papers 2411.16666, arXiv.org, revised Nov 2024.
- Robert Novy-Marx & Mihail Z. Velikov, 2025. "AI-Powered (Finance) Scholarship," NBER Working Papers 33363, National Bureau of Economic Research, Inc.
- Filipovska, Elena & Mladenovska, Ana & Bajrami, Merxhan & Dobreva, Jovana & Hillman, Velislava & Lameski, Petre & Zdravevski, Eftim, 2024. "Benchmarking OpenAI's APIs and other Large Language Models for repeatable and efficient question answering across multiple documents," LSE Research Online Documents on Economics 126674, London School of Economics and Political Science, LSE Library.
- Kun Liu & Jin Zhao, 2024. "KACDP: A Highly Interpretable Credit Default Prediction Model," Papers 2411.17783, arXiv.org.
- Jerick Shi & Burton Hollifield, 2024. "Predictive Power of LLMs in Financial Markets," Papers 2411.16569, arXiv.org.
- Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
- Mahdi Salahshour & Amirahmad Shafiee & Mojtaba Tefagh, 2024. "Joint Combinatorial Node Selection and Resource Allocations in the Lightning Network using Attention-based Reinforcement Learning," Papers 2411.17353, arXiv.org.
- Hamza Bodor & Laurent Carlier, 2025. "Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation," Papers 2501.08822, arXiv.org.
- Augusto Gonzalez-Bonorino & Monica Capra & Emilio Pantoja, 2025. "LLMs Model Non-WEIRD Populations: Experiments with Synthetic Cultural Agents," Papers 2501.06834, arXiv.org.
- Ling Chen, 2024. "Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)," Papers 2411.15519, arXiv.org.
- Item repec:hal:journl:hal-04861233 is not listed on IDEAS anymore