Report NEP-BIG-2024-11-04

This is the archive for NEP-BIG, a report on new working papers in the area of Big Data. Tom Coupé issued this report. It is usually issued weekly.

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Other reports in NEP-BIG

The following items were announced in this report:

• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024. "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series 2024-075, Board of Governors of the Federal Reserve System (U.S.).
• Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
• Sanjay Sathish & Charu C Sharma, 2024. "Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach," Papers 2409.06728, arXiv.org.
• V. Lanzetta, 2024. "Transfer learning for financial data predictions: a systematic review," Papers 2409.17183, arXiv.org.
• Hendrik Jenett & Maximilian Nagl & Cathrine Nagl & McKay Price & Wolfgang Schäfers, 2024. "Dynamics of REIT Returns and Volatility: Analyzing Time-Varying Drivers Using an Explainable Machine Learning Approach," ERES eres2024-107, European Real Estate Society (ERES).
• Koundouri, Phoebe & Aslanidis, Panagiotis-Stavros & Dellis, Konstantinos & Feretzakis, Georgios & Plataniotis, Angelos, 2024. "Uncovering the SDG content of Human Security Policies through a Machine Learning web application," MPRA Paper 121972, University Library of Munich, Germany.
• Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich, 2024. "The Credibility Transformer," Papers 2409.16653, arXiv.org.
• Kiwhan Song & Mohamed Ali Dhraief & Muhua Xu & Locke Cai & Xuhao Chen & Arvind & Jie Chen, 2024. "Identifying Money Laundering Subgraphs on the Blockchain," Papers 2410.08394, arXiv.org.
• Jiaxing Yang, 2024. "Predicting Distance matrix with large language models," Papers 2409.16333, arXiv.org.
• Ali Mehrabian & Ehsan Hoseinzade & Mahdi Mazloum & Xiaohong Chen, 2024. "Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction," Papers 2410.03707, arXiv.org.
• Pesaran, M. H. & Song, H., 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics 2464, Faculty of Economics, University of Cambridge.
• Stefano Piasenti & Müge Süer, 2024. "Predictive Power of Biological Sex and Gender Identity on Economic Behavior," Rationality and Competition Discussion Paper Series 513, CRC TRR 190 Rationality and Competition.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024. "Trading Volume Alpha," NBER Working Papers 33037, National Bureau of Economic Research, Inc.
• Guoxi Zhang & Jiuding Duan, 2024. "VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback," Papers 2409.18417, arXiv.org, revised Dec 2024.
• Boser, Anna & Caylor, Kelly & Larsen, Ashley & Pascolini-Campbell, Madeleine & Reager, John T & Carleton, Tamma, 2024. "Field-scale crop water consumption estimates reveal potential water savings in California agriculture," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt81j397nv, Department of Agricultural & Resource Economics, UC Berkeley.
• Vito Cormun & Kim Ristolainen, 2024. "Exchange Rate Narratives," Discussion Papers 167, Aboa Centre for Economics.