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Report NEP-BIG-2024-10-21
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:
- Tejas Ramdas & Martin T. Wells, 2024, "Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets," Papers, arXiv.org, number 2409.05192, Sep.
- Chen Qiang, 2024, "Double machine learning and Stata application," Chinese Stata Conference 2023, Stata Users Group, number 03, Oct.
- Fang Wang & Marko Gacesa, 2024, "Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models," Papers, arXiv.org, number 2409.15988, Sep.
- Greyling, Talita & Rossouw, Stephanié, 2024, "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1493.
- Kevin Cedric Guyard & Michel Deriaz, 2024, "Predicting Foreign Exchange EUR/USD direction using machine learning," Papers, arXiv.org, number 2409.04471, Sep, revised Oct 2024.
- Leonardo Gambacorta & Byeungchun Kwon & Taejin Park & Pietro Patelli & Sonya Zhu, 2024, "CB-LMs: language models for central banking," BIS Working Papers, Bank for International Settlements, number 1215, Oct.
- Boris Ter-Avanesov & Homayoon Beigi, 2024, "MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing," Papers, arXiv.org, number 2409.06724, Aug, revised Oct 2024.
- Wolfgang Keller & Carol H. Shiue & Sen Yan, 2024, "Mining Chinese Historical Sources At Scale: A Machine Learning-Approach to Qing State Capacity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32982, Sep.
- Stefania Albanesi & Domonkos F. Vamossy, 2024, "Credit Scores: Performance and Equity," Papers, arXiv.org, number 2409.00296, Aug.
- Bryan, Gharad & Karlan, Dean & Osman, Adam, 2024, "Big loans to small businesses: predicting winners and losers in an entrepreneurial lending experiment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120637, Sep.
- Christa Cuchiero & Eva Flonner & Kevin Kurt, 2024, "Robust financial calibration: a Bayesian approach for neural SDEs," Papers, arXiv.org, number 2409.06551, Sep, revised Jun 2025.
- Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang, 2024, "KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models," Papers, arXiv.org, number 2409.13749, Sep.
- Junhyeong Lee & Haeun Jeon & Hyunglip Bae & Yongjae Lee, 2024, "Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models," Papers, arXiv.org, number 2409.09684, Sep, revised Nov 2025.
- Anthony Coache & Sebastian Jaimungal, 2024, "Robust Reinforcement Learning with Dynamic Distortion Risk Measures," Papers, arXiv.org, number 2409.10096, Sep, revised Sep 2025.
- Yang, Kyongchyol & Jung, Jaemin, 2024, "Analysis of the expectation dynamics and discourse on the metaverse using X(Twitter) data," 24th ITS Biennial Conference, Seoul 2024. New bottles for new wine: digital transformation demands new policies and strategies, International Telecommunications Society (ITS), number 302496.
- Chen, Jinyu & Zhong, Ziqi & Feng, Qindi & Liu, Lei, 2022, "The multimodal emotion information analysis of e-commerce online pricing in electronic word of mouth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125409, Dec.
- Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024, "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-49, Sep.
- Zhengyang Chi & Junbin Gao & Chao Wang, 2024, "Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days," Papers, arXiv.org, number 2409.15320, Sep, revised Sep 2025.