Report NEP-BIG-2025-09-15

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:

• Fiona Xiao Jingyi & Lili Liu, 2025. "Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting," Papers 2506.22763, arXiv.org.
• Gorjian, Mahshid, 2025. "Integrating Machine Learning and Hedonic Regression for Housing Price Prediction: A Systematic International Review of Model Performance and Interpretability," MPRA Paper 125676, University Library of Munich, Germany.
• Nicholas Gray & Finn Lattimore & Kate McLoughlin & Callan Windsor, 2025. "An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms," Papers 2506.18505, arXiv.org.
• Yating Ru & Elizabeth Tennant & David Matteson & Christopher Barrett, 2025. "Spatial Heterogeneity in Machine Learning-Based Poverty Mapping: Where Do Models Underperform?," ADB Economics Working Paper Series 798, Asian Development Bank.
• Linh Nguyen & Marcel Boersma & Erman Acar, 2025. "Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations," Papers 2507.01980, arXiv.org.
• Paulo Andr'e Lima de Castro, 2025. "AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market," Papers 2508.13429, arXiv.org.
• Boris Kriuk & Logic Ng & Zarif Al Hossain, 2025. "DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification," Papers 2507.01971, arXiv.org.
• Jakub Micha'nk'ow, 2025. "Forecasting Probability Distributions of Financial Returns with Deep Neural Networks," Papers 2508.18921, arXiv.org, revised Aug 2025.
• Jonathan Garita-Garita & César Ulate-Sancho, 2025. "Forecasting Nominal Exchange Rate using Deep Neural Networks," Documentos de Trabajo 2505, Banco Central de Costa Rica.
• Ryan Samson & Adrian Banner & Luca Candelori & Sebastien Cottrell & Tiziana Di Matteo & Paul Duchnowski & Vahagn Kirakosyan & Jose Marques & Kharen Musaelian & Stefano Pasquali & Ryan Stever & Dario V, 2025. "Supervised Similarity for Firm Linkages," Papers 2506.19856, arXiv.org.
• Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon, 2025. "Federal Reserve Communication and the COVID‐19 Pandemic," Post-Print hal-05203069, HAL.
• Ayato Kitadai & Yusuke Fukasawa & Nariaki Nishino, 2025. "Bias-Adjusted LLM Agents for Human-Like Decision-Making via Behavioral Economics," Papers 2508.18600, arXiv.org.
• Alper Deniz Karakas, 2025. "The Persistent Effects of Peru's Mining MITA: Double Machine Learning Approach," Papers 2506.18947, arXiv.org.
• Irina G. Tanashkina & Alexey S. Tanashkin & Alexander S. Maksimchuik & Anna Yu. Poshivailo, 2025. "Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation," Papers 2506.15723, arXiv.org, revised Jul 2025.
• Kai-Robin Lange & Tobias Schmidt & Matthias Reccius & Henrik Muller & Michael Roos & Carsten Jentsch, 2025. "Narrative Shift Detection: A Hybrid Approach of Dynamic Topic Models and Large Language Models," Papers 2506.20269, arXiv.org.
• Sedigheh Mahdavi & Jiating & Chen & Pradeep Kumar Joshi & Lina Huertas Guativa & Upmanyu Singh, 2025. "Integrating Large Language Models in Financial Investments and Market Analysis: A Survey," Papers 2507.01990, arXiv.org.
• Ho Ming Lee & Katrien Antonio & Benjamin Avanzi & Lorenzo Marchi & Rui Zhou, 2025. "Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation," Papers 2509.08163, arXiv.org.
• Paloma Mar'in & Sergio Ardanza-Trevijano & Javier Sabio, 2025. "Causal Interventions in Bond Multi-Dealer-to-Client Platforms," Papers 2506.18147, arXiv.org.
• Muhammad Bilal Zafar, 2025. "FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports," Papers 2507.01991, arXiv.org.
• Pesce, Simone & Errico, Marco & Pollio, Luigi, 2025. "Nonlinearities and heterogeneity in firms response to aggregate fluctuations: what can we learn from machine learning?," Working Paper Series 3107, European Central Bank.
• Shrenik Jadhav & Birva Sevak & Srijita Das & Akhtar Hussain & Wencong Su & Van-Hai Bui, 2025. "FairMarket-RL: LLM-Guided Fairness Shaping for Multi-Agent Reinforcement Learning in Peer-to-Peer Markets," Papers 2506.22708, arXiv.org.
• Alessio Brini & David A. Hsieh & Patrick Kuiper & Sean Moushegian & David Ye, 2025. "Empirical Models of the Time Evolution of SPX Option Prices," Papers 2506.17511, arXiv.org.
• Giorgos Demosthenous & Chryssis Georgiou & Eliada Polydorou, 2025. "From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting," Papers 2506.21246, arXiv.org.
• Yanlong Wang & Jian Xu & Fei Ma & Hongkang Zhang & Hang Yu & Tiantian Gao & Yu Wang & Haochen You & Shao-Lun Huang & Danny Dongning Sun & Xiao-Ping Zhang, 2025. "FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model," Papers 2509.08742, arXiv.org.
• Chi-Sheng Chen & Xinyu Zhang & Ya-Chuan Chen, 2025. "Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market," Papers 2506.20930, arXiv.org.
• Sebastien Gallet & Julja Prodani, 2025. "Federated Modelling: A new framework and an application to system-wide stress testing," Occasional Studies 2503, DNB.
• Kerstin Bernoth, 2025. "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin 2137, DIW Berlin, German Institute for Economic Research.
• Umberto Collodel, 2025. "Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?," Papers 2508.13635, arXiv.org, revised Sep 2025.
• Ziyao Wang & Svetlozar T Rachev, 2025. "Neural L\'evy SDE for State--Dependent Risk and Density Forecasting," Papers 2509.01041, arXiv.org.