Report NEP-BIG-2025-06-23

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-BIG

The following items were announced in this report:

• Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025. "Forecasting the Moroccan Stock Market: A Theoretical Approach Integrating Macroeconomic and Sentiment Data through Deep Learning," Post-Print hal-05094029, HAL.
• Shunyao Wang & Ming Cheng & Christina Dan Wang, 2025. "NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks," Papers 2505.06864, arXiv.org.
• Wishnu Badrawani, 2025. "An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia," Papers 2506.10369, arXiv.org.
• Yang, Zhang & Jianxiong Lin & Yihe Qian & Lianjie Shu, 2025. "Machine learning and financial inclusion: Evidence from credit risk assessment of small-business loans in China," Working Papers 202532, University of Macau, Faculty of Business Administration.
• Schulthess, Urs & Fonteyne, Simon & Gardeazabal Monsalve, Andrea, 2024. "ECOSat (Estimation of carbon offsets with satellites) - Final report," CGIAR Initative Publications 173025, International Food Policy Research Institute (IFPRI).
• Haoyuan Wang & Chen Liu & Minh-Ngoc Tran & Chao Wang, 2025. "Deep Learning Enhanced Multivariate GARCH," Papers 2506.02796, arXiv.org.
• Jk{e}drzej Maskiewicz & Pawe{l} Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Papers 2506.04658, arXiv.org.
• Daniel Souza & Aldo Geuna & Jeff Rodríguez, 2025. "How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning," Carlo Alberto Notebooks 738 JEL Classification: O, Collegio Carlo Alberto.
• Feliks Ba'nka & Jaros{l}aw A. Chudziak, 2025. "Applying Informer for Option Pricing: A Transformer-Based Approach," Papers 2506.05565, arXiv.org.
• Konstantin Boss & Luigi Longo & Luca Onorante, 2025. "Nowcasting the euro area with social media data," Papers 2506.10546, arXiv.org.
• Philipp Koch & Viktor Stojkoski & C'esar A. Hidalgo, 2025. "Augmenting the availability of historical GDP per capita estimates through machine learning," Papers 2505.09399, arXiv.org.
• Emily Aiken & Anik Ashraf & Joshua E. Blumenstock & Raymond P. Guiteras & Ahmed Mushfiq Mobarak, 2025. "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," CESifo Working Paper Series 11928, CESifo.
• Emily Aiken & Anik Ashraf & Joshua E. Blumenstock & Raymond P. Guiteras & Ahmed Mushfiq Mobarak, 2025. "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," Cowles Foundation Discussion Papers 2443, Cowles Foundation for Research in Economics, Yale University.
• Issa Sugiura & Takashi Ishida & Taro Makino & Chieko Tazuke & Takanori Nakagawa & Kosuke Nakago & David Ha, 2025. "EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements," Papers 2506.08762, arXiv.org.
• Haochuan Wang, 2025. "Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer," Papers 2506.05764, arXiv.org, revised Jun 2025.
• Duosi Zheng & Hanzhong Guo & Yanchu Liu & Wei Huang, 2025. "Neural Jumps for Option Pricing," Papers 2506.05137, arXiv.org.
• Undral Byambadalai & Tomu Hirata & Tatsushi Oka & Shota Yasui, 2025. "On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization," Papers 2506.05945, arXiv.org.
• Fedele, Alessandro & Tonin, Mirco & Wiesen, Daniel, 2025. "Self-Selection into Health Professions," IZA Discussion Papers 17941, Institute of Labor Economics (IZA).
• Hasan Fallahgoul, 2025. "High-Dimensional Learning in Finance," Papers 2506.03780, arXiv.org, revised Jun 2025.
• Cao, Jingcun & Li, Xiaolin & Zhang, Lingling, 2025. "Is relevancy everything? A deep-learning approach to understand the effect of image-text congruence," LSE Research Online Documents on Economics 128215, London School of Economics and Political Science, LSE Library.
• Harold D. Chiang & Jack Collison & Lorenzo Magnolfi & Christopher Sullivan, 2025. "Enhancing the Merger Simulation Toolkit with ML/AI," Papers 2506.05225, arXiv.org.
• Stephane Hess & Sander van Cranenburgh, 2025. "Combine and conquer: model averaging for out-of-distribution forecasting," Papers 2506.03693, arXiv.org.
• Hadi Hosseini & Samarth Khanna & Ronak Singh, 2025. "Matching Markets Meet LLMs: Algorithmic Reasoning with Ranked Preferences," Papers 2506.04478, arXiv.org.
• Shunxin Yao, 2025. "Orthogonality-Constrained Deep Instrumental Variable Model for Causal Effect Estimation," Papers 2506.02790, arXiv.org.