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Report NEP-BIG-2025-01-06
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:
- Mahalakshmi Manian & Parthajit Kayal, 2024, "Detecting and Forecasting Financial Bubbles in The Indian Stock Market Using Machine Learning Models," Working Papers, Madras School of Economics,Chennai,India, number 2024-270, Oct.
- Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
- Robert Kelchen & Dubravka Ritter & Douglas A. Webber, 2024, "Predicting College Closures and Financial Distress," Working Papers, Federal Reserve Bank of Philadelphia, number 24-20, Dec, DOI: 10.21799/frbp.wp.2024.20.
- Kaiji Chen & Mr. Yunhui Zhao, 2024, "Chinese Housing Market Sentiment Index: A Generative AI Approach and An Application to Monetary Policy Transmission," IMF Working Papers, International Monetary Fund, number 2024/264, Dec.
- Wendy E. Dunn & Raakin Kabir & Ellen E. Meade & Nitish R. Sinha, 2024, "Using Generative AI Models to Understand FOMC Monetary Policy Discussions," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2024-12-06-1, Dec, DOI: 10.17016/2380-7172.3678.
- Matthias R. Fengler & Minh Tri Phan, 2024, "Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-106, Oct.
- Hai-Anh Dang & Ibrahima Sarr & Carlos Santiago Guzman Gutierrez & Theresa Beltramo & Paolo Verme, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," HiCN Working Papers, Households in Conflict Network, number 422.
- Weinig, Max & Fritsche, Ulrich, 2025, "Going viral: Inflation narratives and the macroeconomy," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 86, revised 2025.
- Tobias Schimanski & Chiara Colesanti Senni & Glen Gostlow & Jingwei Ni & Tingyu Yu & Markus Leippold, 2024, "Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-95, Jan.
- Tobias Schimanski & Jingwei Ni & Mathias Kraus & Elliott Ash & Markus Leippold, 2024, "Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-94, Mar.
- Munipalle, Pravith, 2024, "Algorithmic Bot Trading vs. Human Trading: Assessing Retail Trading Implications in Financial Markets," OSF Preprints, Center for Open Science, number p98zv, Dec, DOI: 10.31219/osf.io/p98zv.
- Markus Leippold & Qian Wang & Min Yang, 2024, "Technical Patterns and News Sentiment in Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-88, Aug.
- Chiara Colesanti Senni & Tobias Schimanski & Julia Bingler & Jingwei Ni & Markus Leippold, 2024, "Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-92, May.
- Barbaglia, Luca & Bellia, Mario & Di Girolamo, Francesca & Rho, Caterina, 2024, "Crypto news and policy innovations: Are European markets affected?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2024-07, Nov.
- Daniel Hartley & Jonathan D. Rose & Becky Schneirov, 2024, "The Racial Dynamics of U.S. Neighborhoods and Their Housing Prices from 1950 Through 1990," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2024-22, Sep, DOI: 10.21033/wp-2024-22.
- Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2024, "Asymmetric AdaBoost for Maximum Score Estimation of High-dimensional Binary Choice Regression Models," Working Papers, University of California at Riverside, Department of Economics, number 202414, Dec.
- Christoph Engel, 2024, "Experimental comparative law 2.0? Large language models as a novel empirical tool," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2024_12, Jul.
- Leogrande, Angelo & Drago, Carlo & Mallardi, Giulio & Costantiello, Alberto & Magaletti, Nicola, 2024, "Patenting Propensity in Italy: A Machine Learning Approach to Regional Clustering," SocArXiv, Center for Open Science, number nftv3, Dec, DOI: 10.31219/osf.io/nftv3.
- Chiara Colesanti Senni & Saeid Vaghefi & Tobias Schimanski & Tushar Manekar & Markus Leippold, 2024, "Using AI to Assess the Decision-Usefulness of Corporates' Nature-related Disclosures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-90, Jul.
- Markus Leippold & Saeid Vaghefi & Veruska Muccione & Julia Bingler & Dominik Stammbach & Chiara Colesanti Senni & Jingwei Ni & Tobias Wekhof & Tingyu Yu & Tobias Schimanski & Glen Gostlow & Jürg Luter, 2024, "Automated Fact-Checking of Climate Change Claims with Large Language Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-93, Mar.
- Federico Giorgi & Stefano Herzel & Paolo Pigato, 2024, "A Reinforcement Learning Algorithm For Option Hedging," CEIS Research Paper, Tor Vergata University, CEIS, number 586, Dec, revised 17 Dec 2024.