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Report NEP-BIG-2023-02-27
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:
- Morgane Laouenan & Palaash Bhargava & Jean-Benoît Eyméoud & Olivier Gergaud & Guillaume Plique & Etienne Wasmer, 2022, "A cross-verified database of notable people, 3500BC-2018AD," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03930666, DOI: 10.1038/s41597-022-01369-4.
- Jan Pruser & Florian Huber, 2023, "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers, arXiv.org, number 2301.13604, Jan, revised Sep 2023.
- Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami, 2023, "A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs," Papers, arXiv.org, number 2301.10869, Jan, revised Feb 2023.
- Marta Crispino & Vincenzo Mariani, 2023, "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 746, Feb.
- Ezzedine Ghlamallah & Christos Alexakis & Michael Dowling & Anke Piepenbrink, 2021, "The topics of Islamic economics and finance research," Post-Print, HAL, number hal-03511406, Sep, DOI: 10.1016/j.iref.2021.04.006.
- Békés, Gábor & Ottaviano, Gianmarco I. P., 2022, "Cultural homophily and collaboration in superstar teams," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117993, Oct.
- Moreira, Hugo, 2023, "Governing knowledge and technology: European approach to artificial intelligence," SocArXiv, Center for Open Science, number 59fbk, Jan, DOI: 10.31219/osf.io/59fbk.
- Gero Junike & Solveig Flaig & Ralf Werner, 2023, "Validation of machine learning based scenario generators," Papers, arXiv.org, number 2301.12719, Jan, revised Dec 2024.
- Heekwon Kyung & Jun Lee, 2021, "Directions and Implications of the United States' Artificial Intelligence Strategy," i-KIET Issues and Analysis, Korea Institute for Industrial Economics and Trade, number 21/9, May.
- Kazuki Amagai & Tomoya Suzuki, 2023, "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers, arXiv.org, number 2301.12346, Jan.
- Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong, 2023, "Machine Learning with High-Cardinality Categorical Features in Actuarial Applications," Papers, arXiv.org, number 2301.12710, Jan.
- Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023, "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 34837, Feb.
- Jonathan Leslie, 2023, "Seeing the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-003 Classification-C, Mar.
- Andrew Na & Justin Wan, 2023, "Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks," Papers, arXiv.org, number 2301.08232, Jan.
- de Cornière, Alexandre & Taylor, Greg, 2023, "Data and Competition: A Simple Framework," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1404, Jan, revised Aug 2024.
- Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2023, "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012023, Jan.
- Mr. Anil Ari & Gabor Pula & Liyang Sun, 2022, "Structural Reforms and Economic Growth: A Machine Learning Approach," IMF Working Papers, International Monetary Fund, number 2022/184, Sep.
- Xiaohong Chen & Zhengling Qi & Runzhe Wan, 2023, "STEEL: Singularity-aware Reinforcement Learning," Papers, arXiv.org, number 2301.13152, Jan, revised Jun 2024.
- Morgane Laouenan & Palaash Bhargava & Jean-Benoît Eyméoud & Olivier Gergaud & Guillaume Plique & Etienne Wasmer, 2022, "A cross-verified database of notable people, 3500BC-2018AD," Post-Print, HAL, number hal-03930666, DOI: 10.1038/s41597-022-01369-4.
- Nhu Khoa Nguyen & Thierry Delahaut & Emanuela Boros & Antoine Doucet & Gael Lejeune, 2023, "Contextualizing Emerging Trends in Financial News Articles," Papers, arXiv.org, number 2301.11318, Jan.
- John J. Horton & Apostolos Filippas & Benjamin S. Manning, 2023, "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," Papers, arXiv.org, number 2301.07543, Jan, revised Feb 2026.