Report NEP-BIG-2021-09-13

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:

• Marcelo Cajias & Joseph-Alexander Zeitler, 2021. "Should I Contact Him or Not? – Quantifying the Demand for Real Estate with Interpretable Machine Learning Methods," ERES eres2021_70, European Real Estate Society (ERES).
• Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021. "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series 2021-09, Monash University, SoDa Laboratories.
• Brunori, Paolo & Hufe, Paul & Mahler, Daniel Gerszon, 2021. "The Roots of Inequality: Estimating Inequality of Opportunity from Regression Trees and Forests," IZA Discussion Papers 14689, Institute of Labor Economics (IZA).
• Bastien Lextrait, 2021. "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers 2021-25, University of Paris Nanterre, EconomiX.
• Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020. "Artificial intelligence in asset management," Working Papers 20202001, Cambridge Judge Business School, University of Cambridge.
• Jiamin Yu, 2021. "Three fundamental problems in risk modeling on big data: an information theory view," Papers 2109.03541, arXiv.org.
• Paul Bilokon & David Finkelstein, 2021. "Iterated and exponentially weighted moving principal component analysis," Papers 2108.13072, arXiv.org.
• Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021. "A random forest based approach for predicting spreads in the primary catastrophe bond market," LSE Research Online Documents on Economics 111529, London School of Economics and Political Science, LSE Library.
• Ahmed, Shamira, 2021. "A Gender perspective on the use of Artificial Intelligence in the African FinTech Ecosystem: Case studies from South Africa, Kenya, Nigeria, and Ghana," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238002, International Telecommunications Society (ITS).
• Lin, Trisha T. C., 2021. "Socialbot representations on cross media platforms during 2020 Taiwanese Presidential Election," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238037, International Telecommunications Society (ITS).
• Andr'es Garc'ia-Medina & Toan Luu Duc Huynh3, 2021. "What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models," Papers 2109.01214, arXiv.org.
• Gnecco Giorgio & Nutarelli Federico & Riccaboni Massimo, 2021. "Matrix Completion of World Trade," Papers 2109.03930, arXiv.org.
• Philipp Maximilian Mueller & Björn-Martin Kurzrock, 2021. "Document Classification and Key Information for Technical Due Diligence in Real Estate Management," ERES eres2021_64, European Real Estate Society (ERES).
• Hastenteufel, Jessica & Günther, Maik & Rehfeld, Katharina, 2021. "From Big to Smart: Ausgewählte Einsatzmöglichkeiten von Smart Data in Banken," IU Discussion Papers - Business & Management 8/2021, IU International University of Applied Sciences.
• Lucien Boulet, 2021. "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers 2109.01044, arXiv.org.
• Snehalkumar & S. Gaikwad & Shankar Iyer & Dalton Lunga & Elizabeth Bondi, 2021. "Proceedings of KDD 2021 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning," Papers 2109.00100, arXiv.org, revised Sep 2021.
• Janssen, Patrick & Sadowski, Bert M., 2021. "Bias in Algorithms: On the trade-off between accuracy and fairness," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238032, International Telecommunications Society (ITS).
• Castro-Iragorri, C & Ramírez, J, 2021. "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo 19431, Universidad del Rosario.