Report NEP-BIG-2025-08-25

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:

• Chi-Sheng Chen & Aidan Hung-Wen Tsai, 2025. "Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance," Papers 2508.02685, arXiv.org.
• Wv{e}i Zh=ang, 2025. "Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets," Papers 2508.02356, arXiv.org.
• Orr Shahar & Stefan Lessmann & Daniel Traian Pele, 2025. "Causality analysis of electricity market liberalization on electricity price using novel Machine Learning methods," Papers 2507.12331, arXiv.org.
• Hess, Dieter & Simon, Frederik & Weibels, Sebastian, 2025. "Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data," CFR Working Papers 25-06, University of Cologne, Centre for Financial Research (CFR).
• Ismet Gocer & Julia Darby & Serdar Ongan, 2025. "Introducing a New Brexit-Related Uncertainty Index: Its Evolution and Economic Consequences," Papers 2507.02439, arXiv.org, revised Jul 2025.
• Maciej Wysocki & Pawe{l} Sakowski, 2025. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Papers 2508.14999, arXiv.org.
• Fernandes, Ana Margarida & Fraga, Eduardo & Ghose, Devaki & Özdogan, Mutlu & Varela, Gonzalo J. & Wang, Sherrie, 2025. "Field-Scale Rice Area and Yield Mapping in Sri Lanka with Optical Remote Sensing and Limited Training Data," Policy Research Working Paper Series 11194, The World Bank.
• Longfei Lu, 2025. "Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading," Papers 2507.20202, arXiv.org.
• Yumeng Shi & Zhongliang Yang & DiYang Lu & Yisi Wang & Yiting Zhou & Linna Zhou, 2025. "CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration," Papers 2508.02738, arXiv.org.
• Adam Darmanin & Vince Vella, 2025. "Language Model Guided Reinforcement Learning in Quantitative Trading," Papers 2508.02366, arXiv.org.
• Caio de Souza Barbosa Costa & Anna Helena Reali Costa, 2025. "Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning," Papers 2508.03910, arXiv.org.
• Yu Shi & Zongliang Fu & Shuo Chen & Bohan Zhao & Wei Xu & Changshui Zhang & Jian Li, 2025. "Kronos: A Foundation Model for the Language of Financial Markets," Papers 2508.02739, arXiv.org.
• Tomu Hirata & Undral Byambadalai & Tatsushi Oka & Shota Yasui & Shingo Uto, 2025. "Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks," Papers 2507.07738, arXiv.org.
• Anya Shchetkina, 2025. "Blind Targeting: Personalization under Third-Party Privacy Constraints," Papers 2507.05175, arXiv.org.
• Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon, 2025. "Federal Reserve Communication and the COVID-19 Pandemic," Papers 2508.04830, arXiv.org.
• Luyun Lin & Yiqing Wang, 2025. "SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model," Papers 2508.01851, arXiv.org.
• Donia Besher & Anirban Sengupta & Tanujit Chakraborty, 2025. "Forecasting Climate Policy Uncertainty: Evidence from the United States," Papers 2507.12276, arXiv.org.