Printed from https://ideas.repec.org/n/nep-big/2022-08-08.html
Report NEP-BIG-2022-08-08
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:
- Mario Gonzalez & Raul Cruz Tadle, 2022, "Monetary policy press releases: an international comparison," BIS Working Papers, Bank for International Settlements, number 1023, Jun.
- Angelica Salvi del Pero & Peter Wyckoff & Ann Vourc'h, 2022, "Using Artificial Intelligence in the workplace: What are the main ethical risks?," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 273, Jul, DOI: 10.1787/840a2d9f-en.
- Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2022, "The Exports of Knowledge Intensive Services. A Complex Metric Approach," MPRA Paper, University Library of Munich, Germany, number 113348, Jun.
- Fengyu Han & Yue Wang, 2022, "Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks," Papers, arXiv.org, number 2206.12528, Jun, revised Jul 2022.
- Macaulay, Alistair & Song, Wenting, 2022, "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper, University Library of Munich, Germany, number 113620, Jun.
- Fatih Ozhamaratli & Paolo Barucca, 2022, "Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement," Papers, arXiv.org, number 2206.05835, Jun.
- Hannah Gampe & Christopher Griffin, 2022, "Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity," Papers, arXiv.org, number 2206.07132, May.
- Yiqi Deng & Siu Ming Yiu, 2022, "Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News," Papers, arXiv.org, number 2206.14452, Jun.
- Konstantin Gorgen & Abdolreza Nazemi & Melanie Schienle, 2022, "Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates," Papers, arXiv.org, number 2206.06026, Jun.
- Boyang You & Kerry Papps, 2022, "A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching," Papers, arXiv.org, number 2206.06116, Jun.
- Ajay K. Agrawal & Joshua S. Gans & Avi Goldfarb, 2022, "Prediction Machines, Insurance, and Protection: An Alternative Perspective on AI's Role in Production," NBER Working Papers, National Bureau of Economic Research, Inc, number 30177, Jun.
- Massaro, Alessandro & Magaletti, Nicola & Cosoli, Gabriele & Giardinelli, Vito O. M. & Leogrande, Angelo, 2022, "The Prediction of Diabetes," MPRA Paper, University Library of Munich, Germany, number 113372, Jun.
- Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022, "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers, Bank of Canada, number 22-29, Jun, DOI: 10.34989/swp-2022-29.
- Mathieu Rosenbaum & Jianfei Zhang, 2022, "On the universality of the volatility formation process: when machine learning and rough volatility agree," Papers, arXiv.org, number 2206.14114, Jun.
- Mueller, H. & Rauh, C. & Ruggieri, A., 2022, "Dynamic Early Warning and Action Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2236, Jun.
- Zitao Song & Xuyang Jin & Chenliang Li, 2022, "Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading," Papers, arXiv.org, number 2206.05910, Jun.
- Frensi Zejnullahu & Maurice Moser & Joerg Osterrieder, 2022, "Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network," Papers, arXiv.org, number 2206.14267, Jun.
- Luyao Zhang & Tianyu Wu & Saad Lahrichi & Carlos-Gustavo Salas-Flores & Jiayi Li, 2022, "A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics," Papers, arXiv.org, number 2206.14932, Jun.
- Ana Aguilar & Fernando Pérez-Cervantes, 2022, "Communication, monetary policy, and financial markets in Mexico," BIS Working Papers, Bank for International Settlements, number 1025, Jun.