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Report NEP-BIG-2017-10-15
This is the archive for NEP-BIG, a report on new working papers in the area of Big Data. Tom Coupé (Tom Coupe) 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:
- Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017, "Term Structure Analysis with Big Data," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-21, Sep.
- Matthew F Dixon, 2017, "A High Frequency Trade Execution Model for Supervised Learning," Papers, arXiv.org, number 1710.03870, Oct, revised Dec 2017.
- Windmeijer, Frank & Farbmacher, Helmut & Davies, Neil & Smith, George Davey, 2017, "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168196.