Printed from https://ideas.repec.org/n/nep-big/2025-01-13.html
Report NEP-BIG-2025-01-13
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:
- Adamantios Ntakaris & Gbenga Ibikunle, 2024, "Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading," Papers, arXiv.org, number 2412.19372, Dec, revised Dec 2024.
- Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak, 2024, "Hidformer: Transformer-Style Neural Network in Stock Price Forecasting," Papers, arXiv.org, number 2412.19932, Dec.
- Sermet Pekin & Aykut Sengul, 2024, "The Good, the Better and the Challenging:Insights into Predicting High-Growth Firms using Machine Learning," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2413.
- Jule Schuettler & Francesco Audrino & Fabio Sigrist, 2024, "Does sentiment help in asset pricing? A novel approach using large language models and market-based labels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-69, Aug.
- Francesco Audrino & Jonathan Chassot, 2024, "Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-70, Nov.
- Masahiro Kato, 2024, "Debiased Nonparametric Regression for Statistical Inference and Distributionally Robustness," Papers, arXiv.org, number 2412.20173, Dec, revised Mar 2025.
- Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
- Denisa Millo & Blerina Vika & Nevila Baci, 2024, "Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations," Papers, arXiv.org, number 2412.20438, Dec.
- Vanessa Heinemann-Heile, 2024, "Using Machine Learning to Predict Firms’ Tax Perception," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 128, Dec.
- Abdollah Rida, 2024, "Machine and Deep Learning for Credit Scoring: A compliant approach," Papers, arXiv.org, number 2412.20225, Dec.
- Nico Herrig, 2025, "Risk forecasting using Long Short-Term Memory Mixture Density Networks," Papers, arXiv.org, number 2501.01278, Jan.
- Trent Lockyer, 2024, "Getting sentimental: Using news sentiment to measure financial stress in New Zealand," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2024/07, Jul.
- Cormun, Vito & Ristolainen, Kim, 2024, "Exchange rate narratives," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2024.
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024, "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-68, Aug.
- Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca & Yang Liu, 2025, "LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management," Papers, arXiv.org, number 2501.00826, Jan, revised Jan 2025.
- Sarr, Ibrahima & Dang, Hai-Anh H. & Guzman Gutierrez, Carlos Santiago & Beltramo, Theresa & Verme, Paolo, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1534.
- Wladislaw Mill & Tobias Ebert & Jana B. Berkessel & Thorsteinn Jonsson & Sune Lehmann & Jochen E. Gebauer, 2024, "War Causes Religiosity: Gravestone Evidence From the Vietnam Draft Lottery," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_614, Dec.
- Thomas Gaertner & Christoph Lippert & Stefan Konigorski, 2024, "Automated Demand Forecasting in small to medium-sized enterprises," Papers, arXiv.org, number 2412.20420, Dec.
- Philipp Bach & Victor Chernozhukov & Sven Klaassen & Martin Spindler & Jan Teichert-Kluge & Suhas Vijaykumar, 2024, "Adventures in Demand Analysis Using AI," Papers, arXiv.org, number 2501.00382, Dec, revised Feb 2026.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon K. Park, 2024, "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-008 Classification-C, Dec.
- Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Me," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
- Hannes Mueller & Christopher Rauh & Benjamin R Seimon & Mr. Raphael A Espinoza, 2024, "The Urgency of Conflict Prevention – A Macroeconomic Perspective," IMF Working Papers, International Monetary Fund, number 2024/256, Dec.
- Arata ITO & Masahiro SATO & Rui OTA, 2024, "Content-based Metric on Monetary Policy Uncertainty by Using Large Language Models," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 24080, Dec.
- Fadavi, Sara & Hillert, Alexander, 2024, "Decoding sentiment: Methodology behind SAFE's Manager Sentiment Index," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 109.
- Yijia Xiao & Edward Sun & Di Luo & Wei Wang, 2024, "TradingAgents: Multi-Agents LLM Financial Trading Framework," Papers, arXiv.org, number 2412.20138, Dec, revised Jun 2025.
- Fiorella De Fiore & Alexis Maurin & Andrej Mijakovic & Damiano Sandri, 2024, "Monetary policy in the news: communication pass-through and inflation expectations," BIS Working Papers, Bank for International Settlements, number 1231, Dec.