Report NEP-BIG-2025-09-29

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:

• Nicolas Apfel & Holger Breinlich & Nick Green & Dennis Novy & J. M. C. Santos Silva & Tom Zylkin, 2025. "Out-of-sample gravity predictions and trade policy counterfactuals," Papers 2509.11271, arXiv.org, revised Sep 2025.
• Thackway, William & Soundararaj, Balamurugan & Pettit, Christopher, 2025. "Demystifying planning application uncertainty: Using machine learning to predict and explain planning application assessment timeframes," SocArXiv prm25_v1, Center for Open Science.
• Matilda Baret & Yannick Lucotte & Sessi Tokpavi, 2025. "Bridging the Gap: Estimating Scope 3 Emissions at Company’s Level," Working Papers 2025.12, International Network for Economic Research - INFER.
• Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Lei Chen, 2025. "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers 2509.10461, arXiv.org.
• Daniel J. Wilson, 2025. "Estimating National Weather Effects from the Ground Up," Working Paper Series 2025-18, Federal Reserve Bank of San Francisco.
• Yi Lu & Aifan Ling & Chaoqun Wang & Yaxin Xu, 2025. "Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction," Papers 2509.10802, arXiv.org.
• Yufei Sun, 2025. "A survey of statistical arbitrage pair trading with machine learning, deep learning, and reinforcement learning methods," Working Papers 2025-22, Faculty of Economic Sciences, University of Warsaw.
• yunwoo, Kim & Hwang, Junhyuk, 2025. "Benchmarking Machine Learning Models for ESG Prediction in South Korea Using News-Derived Time Series," SocArXiv v2738_v1, Center for Open Science.
• Dalenda Ben Ahmed & Jamel Eddine Henchiri, 2025. "COVID-19, Stock Market Crisis and Investor Sentiment: French and USA Case," Post-Print hal-05252697, HAL.
• Adebola K. Ojo & Ifechukwude Jude Okafor, 2025. "Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique," Papers 2507.01964, arXiv.org.
• Yijia Xiao & Edward Sun & Tong Chen & Fang Wu & Di Luo & Wei Wang, 2025. "Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning," Papers 2509.11420, arXiv.org.
• Sagi Schwartz & Qinling Wang & Fang Fang, 2025. "Enhancing ML Models Interpretability for Credit Scoring," Papers 2509.11389, arXiv.org.