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Report NEP-BIG-2024-12-16
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:
- Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu, 2024, "Analyst Reports and Stock Performance: Evidence from the Chinese Market," Papers, arXiv.org, number 2411.08726, Nov, revised Mar 2025.
- Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024, "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series, CESifo, number 11448.
- Yaacov Kopeliovich & Michael Pokojovy, 2024, "Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks," Papers, arXiv.org, number 2411.09899, Nov.
- Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari, 2024, "Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions," Papers, arXiv.org, number 2411.04259, Nov, revised Nov 2024.
- Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024, "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers, arXiv.org, number 2411.09452, Nov.
- Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024, "MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU," Papers, arXiv.org, number 2410.20679, Sep, revised Aug 2025.
- Rohit Kumar & Sourabh Bikas Paul & Nikita Singh, 2024, "Words that Move Markets- Quantifying the Impact of RBI's Monetary Policy Communications on Indian Financial Market," Papers, arXiv.org, number 2411.04808, Nov.
- Aditya Dave & Mengchen Zhu & Dapeng Hu & Sachin Tiwari, 2024, "Climate AI for Corporate Decarbonization Metrics Extraction," Papers, arXiv.org, number 2411.03402, Nov.
- Augusto Cerqua & Marco Letta & Gabriele Pinto, 2024, "On the (Mis)Use of Machine Learning with Panel Data," Papers, arXiv.org, number 2411.09218, Nov, revised May 2025.
- Kazuyuki MOTOHASHI & Chen ZHU, 2024, "Quantifying the Differences in Innovation Processes in China, Japan and the United States by Document Level Concordance between Patents and Web Contents," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 24075, Oct.
- Luo, Nanyu & Ji, Feng & Han, Yuting & He, Jinbo & Zhang, Xiaoya, 2024, "Fitting item response theory models using deep learning computational frameworks," OSF Preprints, Center for Open Science, number tjxab, Oct, DOI: 10.31219/osf.io/tjxab.
- Daniele Ballinari & Alexander Wehrli, 2024, "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers, arXiv.org, number 2411.10009, Nov, revised Dec 2025.
- Hoyoung Lee & Youngsoo Choi & Yuhee Kwon, 2024, "Quantifying Qualitative Insights: Leveraging LLMs to Market Predict," Papers, arXiv.org, number 2411.08404, Nov.
- Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024, "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17442, Nov.
- Amilcar Velez, 2024, "On the Asymptotic Properties of Debiased Machine Learning Estimators," Papers, arXiv.org, number 2411.01864, Nov.
- Shamima Nasrin Tumpa & Kehelwala Dewage Gayan Maduranga, 2024, "Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization," Papers, arXiv.org, number 2411.05829, Nov.
- Hugo Schnoering & Michalis Vazirgiannis, 2024, "Bitcoin Research with a Transaction Graph Dataset," Papers, arXiv.org, number 2411.10325, Nov.
- Hannah Illing & Hanna Schwank & Linh T. Tô, 2024, "Hiring and the Dynamics of the Gender Gap," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 339, Nov.
- Xianhua Peng & Xiang Zhou & Bo Xiao & Yi Wu, 2024, "A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging," Papers, arXiv.org, number 2411.09659, Nov.
- Alhassan S. Yasin & Prabdeep S. Gill, 2024, "Reinforcement Learning Framework for Quantitative Trading," Papers, arXiv.org, number 2411.07585, Nov.
- Abdul Rahman & Neelesh Upadhye, 2024, "Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading," Papers, arXiv.org, number 2411.08382, Nov.
- Souhir Ben Amor & Thomas Mobius & Felix Musgens, 2024, "Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting," Papers, arXiv.org, number 2411.04880, Nov.
- Wonseong Kim & Choong Lyol Lee, 2024, "Bounded Rationality in Central Bank Communication," Papers, arXiv.org, number 2411.04286, Nov.
- Masahiro Suzuki & Hiroki Sakaji, 2024, "Refined and Segmented Price Sentiment Indices from Survey Comments," Papers, arXiv.org, number 2411.09937, Nov, revised Nov 2024.
- Tianyu Zhou & Pinqiao Wang & Yilin Wu & Hongyang Yang, 2024, "FinRobot: AI Agent for Equity Research and Valuation with Large Language Models," Papers, arXiv.org, number 2411.08804, Nov.
- Mirko Ðukic, Iva Krsmanovic, Miodrag Petkovic & Mirko Ðukic & Iva Krsmanovic & Miodrag Petkovic, 2023, "Nowcasting inflation using prices from the web," Working Papers Bulletin, National Bank of Serbia, number 16, Mar.