Report NEP-BIG-2024-03-18

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:

• Himanshu Gupta & Aditya Jaiswal, 2024, "A Study on Stock Forecasting Using Deep Learning and Statistical Models," Papers, arXiv.org, number 2402.06689, Feb.
• Marc Schmitt, 2024, "Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering," Papers, arXiv.org, number 2402.03806, Feb.
• Tomasz .Zk{a}d{l}o & Adam Chwila, 2024, "A step towards the integration of machine learning and classic model-based survey methods," Papers, arXiv.org, number 2402.07521, Feb, revised Jul 2025.
• Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024, "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers, arXiv.org, number 2402.06656, Feb.
• Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024, "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers, arXiv.org, number 2402.04674, Feb.
• Juan Tenorio & Wilder Perez, 2024, "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers, arXiv.org, number 2402.04165, Feb.
• Ciaran O'Connor & Joseph Collins & Steven Prestwich & Andrea Visentin, 2024, "Electricity Price Forecasting in the Irish Balancing Market," Papers, arXiv.org, number 2402.06714, Feb.
• Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee, 2024, "Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search," Papers, arXiv.org, number 2402.14389, Feb.
• Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee, 2024, "Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM," Papers, arXiv.org, number 2402.01648, Jan.
• Vittoria La Serra & Emiliano Svezia, 2023, "A robust record linkage approach for anomaly detection in granular insurance asset reporting," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 821, Dec.
• Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024, "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series, CESifo, number 10909.
• Mayer, Thierry & Rapoport, Hillel & Umana-Dajud, Camilo, 2024, "Free Trade Agreements and the Movement of Business People," IZA Discussion Papers, IZA Network @ LISER, number 16789, Feb.
• Sahab Zandi & Kamesh Korangi & Mar'ia 'Oskarsd'ottir & Christophe Mues & Cristi'an Bravo, 2024, "Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction," Papers, arXiv.org, number 2402.00299, Jan, revised Jun 2024.
• Marie-Catherine Bieri, 2023, "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Working Papers, Swiss National Bank, number 2023-07.
• Fabian Krause & Jan-Peter Calliess, 2024, "End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture," Papers, arXiv.org, number 2402.08233, Feb.
• Zihan Dong & Xinyu Fan & Zhiyuan Peng, 2024, "FNSPID: A Comprehensive Financial News Dataset in Time Series," Papers, arXiv.org, number 2402.06698, Feb.
• C. Sarai R. Avila, 2024, "Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks," Papers, arXiv.org, number 2402.03353, Jan.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
• Aliona Cebotari & Enrique Chueca-Montuenga & Yoro Diallo & Yunsheng Ma & Ms. Rima A Turk & Weining Xin & Harold Zavarce, 2024, "Political Fragility: Coups d’État and Their Drivers," IMF Working Papers, International Monetary Fund, number 2024/034, Feb.
• Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch, 2024, "LLM-driven Imitation of Subrational Behavior : Illusion or Reality?," Papers, arXiv.org, number 2402.08755, Feb.
• Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024, "The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers, arXiv.org, number 2402.00184, Jan, revised Mar 2025.
• Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng, 2024, "RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search," Papers, arXiv.org, number 2402.07080, Feb, revised Feb 2024.
• Yoosoon Chang & Fabio Gómez-Rodríguez & Christian Matthes, 2024, "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2024, Jan.
• Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," IZA Discussion Papers, IZA Network @ LISER, number 16792, Feb.
• Barrie, Mohamed Samba, 2024, "Decoding Bank of Sierra Leone's Monetary Policy Communications: A Text Mining Analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 283289.
• Audinga Baltrunaite & Alessandra Casarico & Lucia Rizzica, 2024, "Women in economics: the role of gendered references at entry in the profession," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1438, Feb.
• Joshua C. Yang & Damian Dailisan & Marcin Korecki & Carina I. Hausladen & Dirk Helbing, 2024, "LLM Voting: Human Choices and AI Collective Decision Making," Papers, arXiv.org, number 2402.01766, Jan, revised Aug 2024.
• Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz, 2024, "STEER: Assessing the Economic Rationality of Large Language Models," Papers, arXiv.org, number 2402.09552, Feb, revised May 2024.

Report NEP-BIG-2024-03-18

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: