Report NEP-BIG-2025-10-13

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:

• Georgy Milyushkov, 2025. "Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?," Papers 2510.01446, arXiv.org.
• Nicolas Salvad'e & Tim Hillel, 2025. "Functional effects models: Accounting for preference heterogeneity in panel data with machine learning," Papers 2509.18047, arXiv.org.
• Lokesh Antony Kadiyala & Amir Mirzaeinia, 2025. "Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs," Papers 2510.01203, arXiv.org.
• Jonathan Proctor & Tamma Carleton & Trinetta Chong & Taryn Fransen & Simon Greenhill & Jessica Katz & Hikari Murayama & Luke Sherman & Jeanette Tseng & Hannah Druckenmiller & Solomon Hsiang, 2025. "What Can Satellite Imagery and Machine Learning Measure?," NBER Working Papers 34315, National Bureau of Economic Research, Inc.
• Yanran Wu & Xinlei Zhang & Quanyi Xu & Qianxin Yang & Chao Zhang, 2025. "Predicting Credit Spreads and Ratings with Machine Learning: The Role of Non-Financial Data," Papers 2509.19042, arXiv.org.
• Byeungchun Kwon & Taejin Park & Phurichai Rungcharoenkitkul & Frank Smets, 2025. "Parsing the pulse: decomposing macroeconomic sentiment with LLMs," BIS Working Papers 1294, Bank for International Settlements.
• Kairan Hong & Jinling Gan & Qiushi Tian & Yanglinxuan Guo & Rui Guo & Runnan Li, 2025. "Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction," Papers 2510.08268, arXiv.org.
• Albert Di Wang & Ye Du, 2025. "Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks," Papers 2510.07444, arXiv.org.
• Marcos Delprato, 2025. "Private and public school efficiency gaps in Latin America-A combined DEA and machine learning approach based on PISA 2022," Papers 2509.25353, arXiv.org.
• Antonios Stamatogiannakis & Arsham Ghodsinia & Sepehr Etminanrad & Dilney Gonc{c}alves & David Santos, 2025. "How human is the machine? Evidence from 66,000 Conversations with Large Language Models," Papers 2510.07321, arXiv.org.
• Remi Genet & Hugo Inzirillo, 2025. "LEMs: A Primer On Large Execution Models," Papers 2509.25211, arXiv.org.
• Ziv Ben-Zion & Zohar Elyoseph & Tobias Spiller & Teddy Lazebnik, 2025. "Inducing State Anxiety in LLM Agents Reproduces Human-Like Biases in Consumer Decision-Making," Papers 2510.06222, arXiv.org.
• Alba, Charles, 2025. "Understanding sentiments and discourse surrounding the Make America Healthy Again (#MAHA) movement on social media with pre-trained language models," SocArXiv 2gsxq_v1, Center for Open Science.
• Jaeho Choi & Jaewon Kim & Seyoung Chung & Chae-shick Chung & Yoonsoo Lee, 2025. "Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis," Papers 2510.02705, arXiv.org.
• Avinash Kumar Singh & Bhaskarjit Sarmah & Stefano Pasquali, 2025. "FINCH: Financial Intelligence using Natural language for Contextualized SQL Handling," Papers 2510.01887, arXiv.org.
• Aadi Singhi, 2025. "An Adaptive Multi Agent Bitcoin Trading System," Papers 2510.08068, arXiv.org, revised Nov 2025.
• Anne Lundgaard Hansen & Seung Jung Lee, 2025. "Financial Stability Implications of Generative AI: Taming the Animal Spirits," Papers 2510.01451, arXiv.org.
• Sid Ghatak & Arman Khaledian & Navid Parvini & Nariman Khaledian, 2025. "Increase Alpha: Performance and Risk of an AI-Driven Trading Framework," Papers 2509.16707, arXiv.org, revised Oct 2025.
• Patrick J.F. Groenen & Michael Greenacre, 2025. "Interpretable Kernels," Economics Working Papers 1915, Department of Economics and Business, Universitat Pompeu Fabra.