Report NEP-BIG-2023-10-16

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:

• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023, "pystacked and ddml: machine learning for prediction and causal inference in Stata," UK Stata Conference 2023, Stata Users Group, number 12, Sep.
• Paul Bilokon & Oleksandr Bilokon & Saeed Amen, 2023, "A compendium of data sources for data science, machine learning, and artificial intelligence," Papers, arXiv.org, number 2309.05682, Sep.
• Douglas Kiarelly Godoy de Araujo, 2023, "gingado: a machine learning library focused on economics and finance," BIS Working Papers, Bank for International Settlements, number 1122, Sep.
• Caravaggio, Nicola & Resce, Giuliano, 2023, "Enhancing Healthcare Cost Forecasting: A Machine Learning Model for Resource Allocation in Heterogeneous Regions," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp23090, Oct.
• Mario Mitsuo Akita & Everton Josue da Silva, 2023, "Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets," Papers, arXiv.org, number 2309.06538, Sep.
• Johan Brannlund & Helen Lao & Maureen MacIsaac & Jing Yang, 2023, "Predicting Changes in Canadian Housing Markets with Machine Learning," Discussion Papers, Bank of Canada, number 2023-21, Sep, DOI: 10.34989/sdp-2023-21.
• Rishabh Kumar & Adriano Koshiyama & Kleyton da Costa & Nigel Kingsman & Marvin Tewarrie & Emre Kazim & Arunita Roy & Philip Treleaven & Zac Lovell, 2023, "Deep learning model fragility and implications for financial stability and regulation," Bank of England working papers, Bank of England, number 1038, Sep.
• Gianluca Fabiani & Nikolaos Evangelou & Tianqi Cui & Juan M. Bello-Rivas & Cristina P. Martin-Linares & Constantinos Siettos & Ioannis G. Kevrekidis, 2023, "Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points," Papers, arXiv.org, number 2309.14334, Sep.
• Udit Gupta, 2023, "GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models," Papers, arXiv.org, number 2309.03079, Sep.
• Zhou, Yunzhe & Qi, Zhengling & Shi, Chengchun & Li, Lexin, 2023, "Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118233, Dec.
• Foozhan Ataiefard & Hadi Hemmati, 2023, "Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents," Papers, arXiv.org, number 2309.14615, Sep.
• Britta Rude, 2023, "Ending Statelessness for Displaced Children: Impact on Early Childhood Education," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 401.
• Pietro Sancassani, 2023, "Topic Salience and Political Polarization: Evidence from the German “PISA shock”," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 402.
• Giovanni Cerulli, 2023, "A Review of Machine Learning Commands in Stata: Performance and Usability Evaluation," UK Stata Conference 2023, Stata Users Group, number 08, Sep.
• Joachim Wagner, 2023, "Big Data Analytics and Exports - Evidence for Manufacturing Firms from 27 EU Countries," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 421, Sep.
• Tae-Hwy Lee & Ekaterina Seregina, 2023, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202310, Sep.
• Gadat, Sébastien & Villeneuve, Stéphane, 2023, "Parsimonious Wasserstein Text-mining," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1471, Sep.
• Cappelletti, Matilde & Giuffrida, Leonardo M. & Heaton, Sohvi & Siegel, Donald S., 2023, "Strategic management in public procurement: The role of dynamic capabilities in equity and efficiency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-035.
• Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
• Peer Nagy & Sascha Frey & Silvia Sapora & Kang Li & Anisoara Calinescu & Stefan Zohren & Jakob Foerster, 2023, "Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network," Papers, arXiv.org, number 2309.00638, Aug.
• Mihnea Constantinescu, 2023, "Sparse Warcasting," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2023, Sep, revised 02 Oct 2023.
• Zunaidah Sulong & Mohammad Abdullah & Emmanuel J. A. Abakah & David Adeabah & Simplice Asongu, 2023, "Russia-Ukraine war and G7 debt markets: Evidence from public sentiment towards economic sanctions during the conflict," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 23/057, Jan.
• Jonas Hanetho, 2023, "Commodities Trading through Deep Policy Gradient Methods," Papers, arXiv.org, number 2309.00630, Aug.
• Stienen, Valentijn & den Hertog, Dick & Wagenaar, J.C. & Zegher, J.F., 2023, "Better Routing in Developing Regions : Weather and Satellite-Informed Road Speed Prediction," Discussion Paper, Tilburg University, Center for Economic Research, number 2023-025.
• Yi Yang & Yixuan Tang & Kar Yan Tam, 2023, "InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning," Papers, arXiv.org, number 2309.13064, Sep.
• Bauer, Kevin & Liebich, Lena & Hinz, Oliver & Kosfeld, Michael, 2023, "Decoding GPT's hidden "rationality" of cooperation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 401, DOI: 10.2139/ssrn.4576036.
• David Van Dijcke & Marcus Buckmann & Arthur Turrell & Tomas Key, 2023, "Vacancy posting, firm balance sheets, and pandemic policy," Bank of England working papers, Bank of England, number 1033, Jul.
• David M. Arseneau & Mitsuhiro Osada, 2023, "Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-14, Sep.
• Boken, Johannes & Draca. Mirko & Mastrorocco, Nicola & Ornaghi, Arianna, 2023, "The Returns to Viral Media : The Case of US Campaign Contributions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1472.

Report NEP-BIG-2023-10-16

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: