Report NEP-BIG-2025-09-01

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:

• David Imhof & Emanuel W Viklund & Martin Huber, 2025, "Catching Bid-rigging Cartels with Graph Attention Neural Networks," Papers, arXiv.org, number 2507.12369, Jul, revised Jul 2025.
• Jieyu Chen & Sebastian Lerch & Melanie Schienle & Tomasz Serafin & Rafal Weron, 2025, "Probabilistic intraday electricity price forecasting using generative machine learning," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/05.
• Daniele Ballinari & Jessica Maly, 2025, "FX sentiment analysis with large language models," Working Papers, Swiss National Bank, number 2025-11.
• Gambara, Matteo & Livieri, Giulia & Pallavicini, Andrea, 2025, "Machine-learning regression methods for American-style path-dependent contracts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128600, Jun.
• Rehim Kılıç, 2025, "Linear and nonlinear econometric models against machine learning models: realized volatility prediction," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-061, Aug, DOI: 10.17016/FEDS.2025.061.
• Jeremy Proz & Martin Huber, 2025, "Machine Learning for Detecting Collusion and Capacity Withholding in Wholesale Electricity Markets," Papers, arXiv.org, number 2508.09885, Aug, revised Dec 2025.
• Chenghao Liu & Aniket Mahanti & Ranesh Naha & Guanghao Wang & Erwann Sbai, 2025, "Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features," Papers, arXiv.org, number 2508.15825, Aug, revised Aug 2025.
• Arkadiusz Lipiecki & Kaja Bilinska & Nikolaos Kourentzes & Rafal Weron, 2025, "Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF)," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/06.
• Ivan Letteri, 2025, "A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books," Papers, arXiv.org, number 2507.14960, Jul.
• Yueyi Wang & Qiyao Wei, 2025, "Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading," Papers, arXiv.org, number 2508.07408, Aug.
• Askitas, Nikos, 2025, "The Behavioral Signature of GenAI in Scientific Communication," IZA Discussion Papers, Institute of Labor Economics (IZA), number 18062, Aug.
• Jinbo Cai & Wenze Li & Wenjie Wang, 2025, "Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy," Papers, arXiv.org, number 2507.07477, Jul.
• Dixon Domfeh & Saeid Safarveisi, 2025, "CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market," Papers, arXiv.org, number 2508.10208, Aug.
• Guilherme V. Moura & Andr'e P. Santos & Hudson S. Torrent, 2025, "Variable selection for minimum-variance portfolios," Papers, arXiv.org, number 2508.14986, Aug.
• Vidya Sagar G & Shifat Ali & Siddhartha P. Chakrabarty, 2025, "Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios," Papers, arXiv.org, number 2507.02011, Jul.
• Tianjiao Zhao & Jingrao Lyu & Stokes Jones & Harrison Garber & Stefano Pasquali & Dhagash Mehta, 2025, "AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions," Papers, arXiv.org, number 2508.11152, Aug.
• Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.
• Igor Halperin, 2025, "Prompt-Response Semantic Divergence Metrics for Faithfulness Hallucination and Misalignment Detection in Large Language Models," Papers, arXiv.org, number 2508.10192, Aug.
• Yuqi Luan, 2025, "Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach," Papers, arXiv.org, number 2508.14656, Aug.
• Diego Vallarino, 2025, "Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting," Papers, arXiv.org, number 2508.02686, Jul.
• Ca' Zorzi, Michele & Manu, Ana-Simona & Lopardo, Gianluigi, 2025, "Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally," Working Paper Series, European Central Bank, number 3093, Aug.
• Aryan Varshney & Venkat Ram Reddy Ganuthula, 2025, "Signal or Noise? Evaluating Large Language Models in Resume Screening Across Contextual Variations and Human Expert Benchmarks," Papers, arXiv.org, number 2507.08019, Jul.
• Orhan Erdem & Ragavi Pobbathi Ashok, 2025, "Artificial Finance: How AI Thinks About Money," Papers, arXiv.org, number 2507.10933, Jul.
• Lapo Santarlasci & Armando Rungi & Antonio Zinilli, 2025, "Seeing Through Green: Text-Based Classification and the Firm's Returns from Green Patents," Papers, arXiv.org, number 2507.02287, Jul, revised Oct 2025.
• Dimitrios Emmanoulopoulos & Ollie Olby & Justin Lyon & Namid R. Stillman, 2025, "To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions," Papers, arXiv.org, number 2507.08584, Jul.
• Qizhao Chen, 2025, "Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies," Papers, arXiv.org, number 2508.16378, Aug.

Report NEP-BIG-2025-09-01

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: