Report NEP-BIG-2025-02-10

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:

• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025. "Forecasting Dutch inflation using machine learning methods," Working Papers 828, DNB.
• Fernando Perez-Cruz & Hyun Song Shin, 2024. "Testing the cognitive limits of large language models," BIS Bulletins 83, Bank for International Settlements.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025. "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers 01-2025, Economics Section, The Graduate Institute of International Studies.
• Konstantinos-Leonidas Bisdoulis, 2024. "Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM," Papers 2501.07580, arXiv.org.
• Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024. "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers #2024-13, National Bank of Kazakhstan.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2025. "Inference for Regression with Variables Generated by AI or Machine Learning," Cowles Foundation Discussion Papers 2421, Cowles Foundation for Research in Economics, Yale University.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," Swiss Finance Institute Research Paper Series 25-08, Swiss Finance Institute.
• Ramin Mousa & Meysam Afrookhteh & Hooman Khaloo & Amir Ali Bengari & Gholamreza Heidary, 2025. "Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach," Papers 2501.13136, arXiv.org.
• Jesús Villota, 2025. "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers wp2025_2501, CEMFI.
• Nicola Stalder & Michael Mayer & Steven C. Bourassa & Martin Hoesli, 2025. "Isolating Location Value Using SHAP and Interaction Constraints," Swiss Finance Institute Research Paper Series 25-02, Swiss Finance Institute.
• Harald Mayr & Mateus Souza, 2025. "The Tragedy of the Common Heating Bill," CRC TR 224 Discussion Paper Series crctr224_2025_629, University of Bonn and University of Mannheim, Germany.
• Xia Li & Hanghang Zheng & Xiao Chen & Hong Liu & Mao Mao, 2025. "Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring," Papers 2501.10677, arXiv.org, revised Jan 2025.
• Pundit, Madhavi & Ramayandi, Arief & Simba, Patrick Jaime & Sorino, Dennis & Tan, Sharyl Rose, 2025. "Monitoring Business Cycle Fluctuations in Asia," ADB Economics Working Paper Series 766, Asian Development Bank.
• Shijie Han & Changhai Zhou & Yiqing Shen & Tianning Sun & Yuhua Zhou & Xiaoxia Wang & Zhixiao Yang & Jingshu Zhang & Hongguang Li, 2025. "FinSphere: A Conversational Stock Analysis Agent Equipped with Quantitative Tools based on Real-Time Database," Papers 2501.12399, arXiv.org.
• Yuxi Hong, 2025. "Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure," Papers 2501.09760, arXiv.org.
• Vishalie Shah & Julia Hatamyar & Taufik Hidayat & Noemi Kreif, 2025. "Exploring the heterogeneous impacts of Indonesia's conditional cash transfer scheme (PKH) on maternal health care utilisation using instrumental causal forests," Papers 2501.12803, arXiv.org.
• Avner Seror, 2024. "The Moral Mind(s) of Large Language Models," AMSE Working Papers 2433, Aix-Marseille School of Economics, France.