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Report NEP-BIG-2024-02-26
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:
- d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024, "Satellites turn “concrete”: tracking cement with satellite data and neural networks," Working Paper Series, European Central Bank, number 2900, Jan.
- Mestiri, Sami, 2023, "How to use machine learning in finance," MPRA Paper, University Library of Munich, Germany, number 120045, Oct.
- Valentina Aparicio & Daniel Gordon & Sebastian G. Huayamares & Yuhuai Luo, 2024, "BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks," Papers, arXiv.org, number 2401.11011, Jan.
- Tanmay Ghosh & Nithin Nagaraj, 2024, "Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru," Papers, arXiv.org, number 2401.13977, Jan.
- Shubham Singh & Mayur Bhat, 2024, "Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis," Papers, arXiv.org, number 2401.08077, Jan.
- O. Didkovskyi & N. Jean & G. Le Pera & C. Nordio, 2024, "Cross-Domain Behavioral Credit Modeling: transferability from private to central data," Papers, arXiv.org, number 2401.09778, Jan.
- Junwei Su & Shan Wu & Jinhui Li, 2024, "MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning," Papers, arXiv.org, number 2401.14199, Jan, revised Feb 2024.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Large (and Deep) Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-121, Dec.
- Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester, 2024, "From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset," Papers, arXiv.org, number 2401.12652, Jan.
- Andrew Ye & James Xu & Vidyut Veedgav & Yi Wang & Yifan Yu & Daniel Yan & Ryan Chen & Vipin Chaudhary & Shuai Xu, 2024, "Learning the Market: Sentiment-Based Ensemble Trading Agents," Papers, arXiv.org, number 2402.01441, Feb, revised Nov 2024.
- Nora Bearth & Michael Lechner, 2024, "Causal Machine Learning for Moderation Effects," Papers, arXiv.org, number 2401.08290, Jan, revised Jan 2025.
- Min Dai & Hanqing Jin & Xi Yang, 2024, "Data-driven Option Pricing," Papers, arXiv.org, number 2401.11158, Jan.
- F. Bolivar & M. A. Duran & A. Lozano-Vivas, 2024, "Bank Business Models, Size, and Profitability," Papers, arXiv.org, number 2401.12323, Jan.
- Hannes Wallimann & Silvio Sticher, 2024, "How to Use Data Science in Economics -- a Classroom Game Based on Cartel Detection," Papers, arXiv.org, number 2401.14757, Jan.
- Lars Ericson & Xuejun Zhu & Xusi Han & Rao Fu & Shuang Li & Steve Guo & Ping Hu, 2024, "Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review," Papers, arXiv.org, number 2401.10370, Jan.
- Kathryn Baragwanath Vogel & Gordon H. Hanson & Amit Khandelwal & Chen Liu & Hogeun Park, 2024, "Using Satellite Imagery to Detect the Impacts of New Highways: An Application to India," NBER Working Papers, National Bureau of Economic Research, Inc, number 32047, Jan.
- Guy Lacroix & William Arbour, 2024, "Renoncer à la liberté : Comprendre les choix des détenus en matière de libération conditionnelle," CIRANO Papers, CIRANO, number 2024pj-01, Feb.
- Riaz Ud Din & Salman Ahmed & Saddam Hussain Khan, 2024, "A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting," Papers, arXiv.org, number 2401.11621, Jan.
- Timoth'ee Fabre & Ioane Muni Toke, 2024, "Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets," Papers, arXiv.org, number 2401.09361, Jan, revised Nov 2024.
- David Roodman, 2024, "The Arrival of Fast Internet and Employment in Africa: Comment," Papers, arXiv.org, number 2401.13694, Jan, revised Sep 2025.