Report NEP-BIG-2024-12-30

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.

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Other reports in NEP-BIG

The following items were announced in this report:

• Ashesh Rambachan & Rahul Singh & Davide Viviano, 2024, "Program Evaluation with Remotely Sensed Outcomes," Papers, arXiv.org, number 2411.10959, Nov, revised Oct 2025.
• Mihnea Constantinescu & Kalle Kappner & Nikodem Szumilo, 2024, "The Warcast Index: Estimating Economic Activity without Official Data during the Ukraine War in 2022," Working Papers, National Bank of Ukraine, number 03/2024, Sep.
• Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024, "Inflation, Attention and Expectations," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 24-05, Dec, revised Dec 2024.
• Karel Janda & Mathieu Petit, 2024, "Analyzing Decision-Making in Deep-Q Reinforcement Learning for Trading: A Case Study on Tesla Company and its Supply Chain," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/40, Nov, revised Nov 2024.
• Szymon Lis, 2024, "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers, arXiv.org, number 2411.13180, Nov.
• Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo, 2024, "Chat Bankman-Fried: an Exploration of LLM Alignment in Finance," Papers, arXiv.org, number 2411.11853, Nov, revised Feb 2025.
• Sorouralsadat Fatemi & Yuheng Hu, 2024, "FinVision: A Multi-Agent Framework for Stock Market Prediction," Papers, arXiv.org, number 2411.08899, Oct.
• Ruicheng Ao & Hongyu Chen & David Simchi-Levi, 2024, "Prediction-Guided Active Experiments," Papers, arXiv.org, number 2411.12036, Nov, revised Nov 2024.
• Jian Guo & Saizhuo Wang & Yiyan Qi, 2024, "Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making," Papers, arXiv.org, number 2411.10496, Nov.
• Diletta Abbonato, 2024, "Public sentiments on the fourth industrial revolution: An unsolicited public opinion poll from Twitter," Papers, arXiv.org, number 2411.14230, Nov, revised Nov 2025.
• Tsogt-Ochir Enkhbayar, 2024, "A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits," Papers, arXiv.org, number 2411.15002, Nov.
• Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun, 2024, "Robust Graph Neural Networks for Stability Analysis in Dynamic Networks," Papers, arXiv.org, number 2411.11848, Oct.
• Bartosz Bieganowski & Robert 'Slepaczuk, 2024, "Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data," Papers, arXiv.org, number 2411.12753, Nov, revised Nov 2024.
• Jue Xiao & Tingting Deng & Shuochen Bi, 2024, "Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction," Papers, arXiv.org, number 2411.05790, Oct.
• Mabsur Fatin Bin Hossain & Lubna Zahan Lamia & Md Mahmudur Rahman & Md Mosaddek Khan, 2024, "FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics," Papers, arXiv.org, number 2411.12748, Nov.
• Yahui Bai & Yuhe Gao & Runzhe Wan & Sheng Zhang & Rui Song, 2024, "A Review of Reinforcement Learning in Financial Applications," Papers, arXiv.org, number 2411.12746, Oct.
• Junjie Guo, 2024, "Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study," Papers, arXiv.org, number 2411.13555, Oct, revised Nov 2024.
• Masahiro Kato, 2024, "Debiased Regression for Root-N-Consistent Conditional Mean Estimation," Papers, arXiv.org, number 2411.11748, Nov, revised Nov 2024.
• Linying Lv, 2024, "The Value of Information from Sell-side Analysts," Papers, arXiv.org, number 2411.13813, Nov, revised Jun 2025.
• Qingyuan Wu & William A. Barnett & Xue Wang & Junru Zhao, 2024, "Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202417, Nov.
• Roman, Shahrear & Hadi & Wuepper, David, 2024, "Agricultural Mechanization Around the World," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 348369, Dec, DOI: 10.22004/ag.econ.348369.
• Marco Hening Tallarico & Pablo Olivares, 2024, "Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data," Papers, arXiv.org, number 2411.12013, Nov, revised May 2025.
• Ananya Unnikrishnan, 2024, "Financial News-Driven LLM Reinforcement Learning for Portfolio Management," Papers, arXiv.org, number 2411.11059, Nov.