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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 (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:
- Chi-Sheng Chen & Aidan Hung-Wen Tsai, 2025, "Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance," Papers, arXiv.org, number 2508.02685, Jul.
- Wv{e}i Zh=ang, 2025, "Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets," Papers, arXiv.org, number 2508.02356, Aug.
- Orr Shahar & Stefan Lessmann & Daniel Traian Pele, 2025, "Causality analysis of electricity market liberalization on electricity price using novel Machine Learning methods," Papers, arXiv.org, number 2507.12331, Jul.
- Hess, Dieter & Simon, Frederik & Weibels, Sebastian, 2025, "Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-06.
- Ismet Gocer & Julia Darby & Serdar Ongan, 2025, "Introducing a New Brexit-Related Uncertainty Index: Its Evolution and Economic Consequences," Papers, arXiv.org, number 2507.02439, Jul, revised Jul 2025.
- Maciej Wysocki & Pawe{l} Sakowski, 2025, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Papers, arXiv.org, number 2508.14999, Aug.
- 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, The World Bank, number 11194, Aug.
- Longfei Lu, 2025, "Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading," Papers, arXiv.org, number 2507.20202, Jul, revised Dec 2025.
- 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, arXiv.org, number 2508.02738, Aug.
- Adam Darmanin & Vince Vella, 2025, "Language Model Guided Reinforcement Learning in Quantitative Trading," Papers, arXiv.org, number 2508.02366, Aug, revised Oct 2025.
- Caio de Souza Barbosa Costa & Anna Helena Reali Costa, 2025, "Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning," Papers, arXiv.org, number 2508.03910, Aug.
- 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, arXiv.org, number 2508.02739, Aug.
- 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, arXiv.org, number 2507.07738, Jul.
- Anya Shchetkina, 2025, "Blind Targeting: Personalization under Third-Party Privacy Constraints," Papers, arXiv.org, number 2507.05175, Jul.
- Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon, 2025, "Federal Reserve Communication and the COVID-19 Pandemic," Papers, arXiv.org, number 2508.04830, Aug.
- Luyun Lin & Yiqing Wang, 2025, "SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model," Papers, arXiv.org, number 2508.01851, Aug.
- Donia Besher & Anirban Sengupta & Tanujit Chakraborty, 2025, "Probabilistic Forecasting of Climate Policy Uncertainty: The Role of Macro-financial Variables and Google Search Data," Papers, arXiv.org, number 2507.12276, Jul, revised Jan 2026.