Printed from https://ideas.repec.org/n/nep-big/2023-08-21.html
Report NEP-BIG-2023-08-21
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:
- Item repec:bea:wpaper:0209 is not listed on IDEAS anymore
- Apostolos Ampountolas, 2023, "Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins," Papers, arXiv.org, number 2307.08853, Jul.
- Robert Balkin & Hector D. Ceniceros & Ruimeng Hu, 2023, "Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms," Papers, arXiv.org, number 2307.06450, Jul.
- Serena Della Corte & Laurens Van Mieghem & Antonis Papapantoleon & Jonas Papazoglou-Hennig, 2023, "Machine learning for option pricing: an empirical investigation of network architectures," Papers, arXiv.org, number 2307.07657, Jul, revised Jan 2026.
- Valentin Lourme, 2023, "analysis of the predictor of a volatility surface by machine learning
[Analyse de la prédiction d'une nappe de volatilité par Machine Learning]," Post-Print, HAL, number hal-04151604, Jul. - Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2023, "Panel Data Nowcasting: The Case of Price-Earnings Ratios," Papers, arXiv.org, number 2307.02673, Jul.
- Ali Lashgari, 2023, "Harnessing the Potential of Volatility: Advancing GDP Prediction," Papers, arXiv.org, number 2307.05391, Jun.
- Johanna Deperi & Ludovic Dibiaggio & Mohamed Keita & Lionel Nesta, 2023, "Ideas Without Scale in French Artificial Intelligence Innovations," Post-Print, HAL, number hal-04144817, Jun.
- Yuanchen Yang & Chengyu Huang & Yuchen Zhang, 2023, "Decomposing Climate Risks in Stock Markets," IMF Working Papers, International Monetary Fund, number 2023/141, Jun.
- Zhu Bangyuan, 2023, "Critical comparisons on deep learning approaches for foreign exchange rate prediction," Papers, arXiv.org, number 2307.06600, Jul.
- Tom Liu & Stephen Roberts & Stefan Zohren, 2023, "Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies," Papers, arXiv.org, number 2307.05522, Jul.
- Mu-Jeung Yang, 2023, "Patent news shocks help forecast establishment dynamics," CES Technical Notes Series, Center for Economic Studies, U.S. Census Bureau, number 23-13, Jul.
- Lukas Fervers, 2023, "Power boost or source of bias? Monte Carlo evidence on ML covariate adjustment in randomized trials in education," German Stata Conference 2023, Stata Users Group, number 10, Jun.
- Lucas Potin & Rosa Figueiredo & Vincent Labatut & Christine Largeron, 2023, "Pattern Mining for Anomaly Detection in Graphs: Application to Fraud in Public Procurement," Post-Print, HAL, number hal-04131485, Sep, DOI: 10.1007/978-3-031-43427-3_5.
- Christopher Gerling, 2023, "Company2Vec -- German Company Embeddings based on Corporate Websites," Papers, arXiv.org, number 2307.09332, Jul.
- Marc Burri, 2023, "Do daily lead texts help nowcasting GDP growth?," IRENE Working Papers, IRENE Institute of Economic Research, number 23-02, Jul.
- Foltas, Alexander, 2023, "Quantifying priorities in business cycle reports: Analysis of recurring textual patterns around peaks and troughs," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 44, DOI: 10.18452/27015.
- Christian Fieberg & Lars Hornuf & David J. Streich, 2023, "Using GPT-4 for Financial Advice," CESifo Working Paper Series, CESifo, number 10529.
- Chung I Lu, 2023, "Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation," Papers, arXiv.org, number 2307.07694, Jul, revised Aug 2025.
- Zhou, Yunzhe & Shi, Chengchun & Li, Lexin & Yao, Qiwei, 2023, "Testing for the Markov property in time series via deep conditional generative learning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119352, Sep.