Printed from https://ideas.repec.org/n/nep-big/2022-09-26.html
Report NEP-BIG-2022-09-26
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:
- Bennett, Fidel, & Escudero, Verónica, & Liepmann, Hannah, & Podjanin, Ana,, 2022, "Using online vacancy and job applicants’ data to study skills dynamics," ILO Working Papers, International Labour Organization, number 995202692602676, DOI: 10.54394/EWWE6877.
- Zheng Cao & Wenyu Du & Kirill V. Golubnichiy, 2022, "Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting," Papers, arXiv.org, number 2208.14385, Aug, revised Dec 2022.
- James T. E. Chapman & Ajit Desai, 2022, "Macroeconomic Predictions using Payments Data and Machine Learning," Papers, arXiv.org, number 2209.00948, Sep.
- Taylan Kabbani & Ekrem Duman, 2022, "Deep Reinforcement Learning Approach for Trading Automation in The Stock Market," Papers, arXiv.org, number 2208.07165, Jul.
- Ricard Durall, 2022, "Asset Allocation: From Markowitz to Deep Reinforcement Learning," Papers, arXiv.org, number 2208.07158, Jul.
- Jaydip Sen & Arpit Awad & Aaditya Raj & Gourav Ray & Pusparna Chakraborty & Sanket Das & Subhasmita Mishra, 2022, "Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market," Papers, arXiv.org, number 2208.07166, Jul.
- Bennett, Fidel & Escudero, Verónica & Liepmann, Hannah & Podjanin, Ana, 2022, "Using Online Vacancy and Job Applicants' Data to Study Skills Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 15506, Aug.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2022-03.
- Yoonsik Hong & Yanghoon Kim & Jeonghun Kim & Yongmin Choi, 2022, "Index Tracking via Learning to Predict Market Sensitivities," Papers, arXiv.org, number 2209.00780, Sep, revised Dec 2022.
- Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2022, "Machine Learning and the Implementable Efficient Frontier," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-63, Aug.
- Bolin Mao & Chenhui Chu & Yuta Nakashima & Hajime Nagahara, 2022, "Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1082, Sep.
- Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
- Joelle Noailly & Laura Nowzohour & Matthias van den Heuvel, 2022, "Does Environmental Policy Uncertainty Hinder Investments Towards a Low-Carbon Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30361, Aug.
- Kang Gao & Perukrishnen Vytelingum & Stephen Weston & Wayne Luk & Ce Guo, 2022, "Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model," Papers, arXiv.org, number 2208.14207, Aug.
- Cochrane, William & Poot, Jacques & Roskruge, Matthew, 2022, "Urban Resilience and Social Security Uptake: New Zealand Evidence from the Global Financial Crisis and the COVID-19 Pandemic," IZA Discussion Papers, IZA Network @ LISER, number 15510, Aug.
- Tobias Wand & Martin He{ss}ler & Oliver Kamps, 2022, "Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data," Papers, arXiv.org, number 2208.14106, Aug, revised Mar 2023.
- Mathias Lindholm & Ronald Richman & Andreas Tsanakas & Mario V. Wuthrich, 2022, "A Discussion of Discrimination and Fairness in Insurance Pricing," Papers, arXiv.org, number 2209.00858, Sep.
- S'andor Kuns'agi-M'at'e & G'abor F'ath & Istv'an Csabai & G'abor Moln'ar-S'aska, 2022, "Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks," Papers, arXiv.org, number 2208.14038, Aug, revised Dec 2022.
- Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester, 2022, "Next-Year Bankruptcy Prediction from Textual Data: Benchmark and Baselines," Papers, arXiv.org, number 2208.11334, Aug.
- Rajan, Raghuram G. & Ramella, Pietro & Zingales, Luigi, 2022, "What Purpose Do Corporations Purport? Evidence from Letters to Shareholders," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 314.
- Lelys I. Dinarte Diaz & Maria Marta Ferreyra & Sergio S. Urzúa & Marina Bassi, 2022, "What Makes a Program Good? Evidence from Short-Cycle Higher Education Programs in Five Developing Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 30364, Aug.