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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 (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:
- Benjamin Coriat & Eric Benhamou, 2025, "HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization," Papers, arXiv.org, number 2507.18560, Jul.
- Christopher Parmeter & Artem Prokhorov & Valentin Zelenyuk, 2025, "The Post Double LASSO for Efficiency Analysis," Papers, arXiv.org, number 2505.14282, May.
- MINAMI, Koutaroh, 2025, "Detecting Bubbles by Machine Learning Prediction," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-30, Jun.
- Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2025, "Artificial intelligence, distributional fairness, and pivotality," Post-Print, HAL, number hal-05165240, DOI: 10.1016/j.euroecorev.2025.105098.
- Connor Lennon & Edward Rubin & Glen Waddell, 2025, "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers, arXiv.org, number 2505.13422, May.
- Mohammad Rubyet Islam, 2025, "The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents," Papers, arXiv.org, number 2505.14727, May.
- Giorgos Iacovides & Wuyang Zhou & Danilo Mandic, 2025, "FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs," Papers, arXiv.org, number 2507.18417, Jul.
- 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, number hal-05197836, Aug.
- Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025, "Deep limit order book forecasting: a microstructural guide," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128950, Jul.
- Dulgeridis, Marcel & Schubart, Constantin & Dulgeridis, Sabrina, 2025, "Harnessing AI for accounting integrity: Innovations in fraud detection and prevention," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 4 (July 2025), DOI: 10.56250/4065.
- Tatsuru Kikuchi, 2025, "Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity," Papers, arXiv.org, number 2507.17099, Jul.
- Abdullah Karasan & Ozge Sezgin Alp & Gerhard-Wilhelm Weber, 2025, "Machine learning approach to stock price crash risk," Papers, arXiv.org, number 2505.16287, May.
- Boris Hofmann & Xiaorui Tang & Feng Zhu, 2025, "Central bank and media sentiment on central bank digital currency: an international perspective," BIS Working Papers, Bank for International Settlements, number 1279, Jul.
- 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, DIW Berlin, German Institute for Economic Research, number 2131.
- Gabor Petnehazi & Laith Al Shaggah & Jozsef Gall & Bernadett Aradi, 2025, "Zero-Shot Forecasting Mortality Rates: A Global Study," Papers, arXiv.org, number 2505.13521, May.
- Joshua Foster & Fredrik Odegaard, 2025, "Decoding Consumer Preferences Using Attention-Based Language Models," Papers, arXiv.org, number 2507.17564, Jul.
- DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025, "Factor Investing with Delays," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 771, Jul.
- Lijun Wu & Dong Hao & Zhiyi Fan, 2025, "Explainable Graph Neural Networks via Structural Externalities," Papers, arXiv.org, number 2507.17848, Jul.
- 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, National Bureau of Economic Research, Inc, number 33999, Jul.
- Patrick Cheridito & Jean-Loup Dupret & Donatien Hainaut, 2025, "Deep Learning for Continuous-Time Stochastic Control with Jumps," Papers, arXiv.org, number 2505.15602, May, revised Jan 2026.
- Martin Feldkircher & Christos A. Makridis, 2025, "Words Matter: Central Bank Communication and Household Expectations in a Global Panel," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-43, Jul.
- Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena, 2025, "AI Employment and Political Risk Disclosures in Earnings Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-56, Jun.
- Christopher Clayton & Antonio Coppola & Matteo Maggiori & Jesse Schreger, 2025, "Geoeconomic Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 34020, Jul.
- Sophie Brochet & Hannes Mueller & Christopher Rauh, 2025, "Uncovering Economic Policy Uncertainty During Conflict," Working Papers, Barcelona School of Economics, number 1503, Jul.