Report NEP-BIG-2025-08-11

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.

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Other reports in NEP-BIG

The following items were announced in this report:

• Benjamin Coriat & Eric Benhamou, 2025. "HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization," Papers 2507.18560, arXiv.org.
• Christopher Parmeter & Artem Prokhorov & Valentin Zelenyuk, 2025. "The Post Double LASSO for Efficiency Analysis," Papers 2505.14282, arXiv.org.
• MINAMI, Koutaroh, 2025. "Detecting Bubbles by Machine Learning Prediction," Working Paper Series G-1-30, Hitotsubashi University Center for Financial Research.
• Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2025. "Artificial intelligence, distributional fairness, and pivotality," Post-Print hal-05165240, HAL.
• Connor Lennon & Edward Rubin & Glen Waddell, 2025. "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers 2505.13422, arXiv.org.
• Mohammad Rubyet Islam, 2025. "The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents," Papers 2505.14727, arXiv.org.
• Giorgos Iacovides & Wuyang Zhou & Danilo Mandic, 2025. "FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs," Papers 2507.18417, arXiv.org.
• Eduardo Abi Jaber & Louis-Amand Gérard, 2025. "Hedging with memory: shallow and deep learning with signatures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05197836, HAL.
• Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025. "Deep limit order book forecasting: a microstructural guide," LSE Research Online Documents on Economics 128950, London School of Economics and Political Science, LSE Library.
• Dulgeridis, Marcel & Schubart, Constantin & Dulgeridis, Sabrina, 2025. "Harnessing AI for accounting integrity: Innovations in fraud detection and prevention," IU Discussion Papers - Business & Management 4 (July 2025), IU International University of Applied Sciences.
• Tatsuru Kikuchi, 2025. "Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity," Papers 2507.17099, arXiv.org.
• Abdullah Karasan & Ozge Sezgin Alp & Gerhard-Wilhelm Weber, 2025. "Machine learning approach to stock price crash risk," Papers 2505.16287, arXiv.org.
• Boris Hofmann & Xiaorui Tang & Feng Zhu, 2025. "Central bank and media sentiment on central bank digital currency: an international perspective," BIS Working Papers 1279, Bank for International Settlements.
• Tomaso Duso & Joseph E. Harrington Jr. & Carl Kreuzberg & Geza Sapi, 2025. "Public Communication and Collusion: New Screening Tools for Competition Authorities," Discussion Papers of DIW Berlin 2131, DIW Berlin, German Institute for Economic Research.
• Gabor Petnehazi & Laith Al Shaggah & Jozsef Gall & Bernadett Aradi, 2025. "Zero-Shot Forecasting Mortality Rates: A Global Study," Papers 2505.13521, arXiv.org.
• Joshua Foster & Fredrik Odegaard, 2025. "Decoding Consumer Preferences Using Attention-Based Language Models," Papers 2507.17564, arXiv.org.
• DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025. "Factor Investing with Delays," Discussion Paper Series 771, Institute of Economic Research, Hitotsubashi University.
• Lijun Wu & Dong Hao & Zhiyi Fan, 2025. "Explainable Graph Neural Networks via Structural Externalities," Papers 2507.17848, arXiv.org.
• Ran Abramitzky & Leah Platt Boustan & Harriet M. Brookes Gray & Katherine Eriksson & Santiago Pérez & Hannah M. Postel & Myera Rashid & Noah Simon, 2025. "Finding John Smith: Using Extra Information for Historical Record Linkage," NBER Working Papers 33999, National Bureau of Economic Research, Inc.
• Patrick Cheridito & Jean-Loup Dupret & Donatien Hainaut, 2025. "Deep Learning for Continuous-time Stochastic Control with Jumps," Papers 2505.15602, arXiv.org.
• Martin Feldkircher & Christos A. Makridis, 2025. "Words Matter: Central Bank Communication and Household Expectations in a Global Panel," CAMA Working Papers 2025-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena, 2025. "AI Employment and Political Risk Disclosures in Earnings Calls," Swiss Finance Institute Research Paper Series 25-56, Swiss Finance Institute.
• Christopher Clayton & Antonio Coppola & Matteo Maggiori & Jesse Schreger, 2025. "Geoeconomic Pressure," NBER Working Papers 34020, National Bureau of Economic Research, Inc.
• Item repec:bge:wpaper:1503 is not listed on IDEAS anymore