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Report NEP-BIG-2023-09-25
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:
- Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023, "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_10, Aug, revised 11 Sep 2023.
- Kian Tehranian, 2023, "Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?," Papers, arXiv.org, number 2308.16200, Aug.
- Kristoffer Andersson & Cornelis W. Oosterlee, 2023, "D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options," Papers, arXiv.org, number 2308.10556, Aug, revised Sep 2023.
- Gilberto Boaretto & Marcelo C. Medeiros, 2023, "Forecasting inflation using disaggregates and machine learning," Papers, arXiv.org, number 2308.11173, Aug.
- Harsimrat Kaeley & Ye QIAO & Nader BAGHERZADEH, 0000, "Support for Stock Trend Prediction Using Transformers and Sentiment Analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13815878.
- Alexey Zaytsev & Maria Kovaleva & Alex Natekin & Evgeni Vorsin & Valerii Smirnov & Georgii Smirnov & Oleg Sidorshin & Alexander Senin & Alexander Dudin & Dmitry Berestnev, 2023, "Designing an attack-defense game: how to increase robustness of financial transaction models via a competition," Papers, arXiv.org, number 2308.11406, Aug, revised Sep 2024.
- Hansen, Sakina & Loftus, Joshua, 2023, "Model-agnostic auditing: a lost cause?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120114, Jul.
- Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong, 2023, "Learning to Learn Financial Networks for Optimising Momentum Strategies," Papers, arXiv.org, number 2308.12212, Aug.
- Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah, 2023, "Retail Demand Forecasting: A Comparative Study for Multivariate Time Series," Papers, arXiv.org, number 2308.11939, Aug.
- Melissa Dell & Jacob Carlson & Tom Bryan & Emily Silcock & Abhishek Arora & Zejiang Shen & Luca D'Amico-Wong & Quan Le & Pablo Querubin & Leander Heldring, 2023, "American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers," Papers, arXiv.org, number 2308.12477, Aug.
- Zhang, Yuhan & Mekonnen, Shimelse, 2023, "Decode China's Economic Engagement in Africa: Evolving Policies, Investment and Trade Trends, and Implications," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 275677.
- S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla, 2023, "Effects of Daily News Sentiment on Stock Price Forecasting," Papers, arXiv.org, number 2308.08549, Aug.
- Andres Alonso-Robisco & Jose Manuel Carbo, 2023, "Analysis of CBDC Narrative OF Central Banks using Large Language Models," Working Papers, Banco de España, number 2321, Aug, DOI: https://doi.org/10.53479/33412.
- Anuar Assamidanov, 2023, "Discrimination and Constraints: Evidence from The Voice," Papers, arXiv.org, number 2308.11922, Aug.
- HyeonJun Kim, 2023, "Do We Price Happiness? Evidence from Korean Stock Market," Papers, arXiv.org, number 2308.10039, Aug.
- Andrés Azqueta-Gavaldón & Marina Diakonova & Corinna Ghirelli & Javier J. Pérez, 2023, "Sources of economic policy uncertainty in the euro area: a ready-to-use database," Occasional Papers, Banco de España, number 2315, Jul, DOI: https://doi.org/10.53479/33155.
- Rick Steinert & Saskia Altmann, 2023, "Linking microblogging sentiments to stock price movement: An application of GPT-4," Papers, arXiv.org, number 2308.16771, Aug.
- Tim Matthies & Thomas Lohden & Stephan Leible & Jun-Patrick Raabe, 2023, "To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis," Papers, arXiv.org, number 2308.09968, Aug.
- Peiheng Gao & Ning Sun & Xuefeng Wang & Chen Yang & Riv{c}ardas Zitikis, 2023, "NLP-based detection of systematic anomalies among the narratives of consumer complaints," Papers, arXiv.org, number 2308.11138, Aug, revised Mar 2024.