Report NEP-BIG-2025-10-27

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:

• Ruslan Tepelyan, 2025. "Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation," Papers 2509.16137, arXiv.org.
• Julian Sester & Huansang Xu, 2025. "Deep learning CAT bond valuation," Papers 2509.25899, arXiv.org.
• Paglialunga, Elena & Resce, Giuliano & Zanoni, Angela, 2025. "Predicting Regional Unemployment in the EU," Economics & Statistics Discussion Papers esdp25101, University of Molise, Department of Economics.
• Revelas, Christos, 2025. "Essays on Consistency and Randomization in Machine Learning and Fraud Detection," Other publications TiSEM 2ee1c0cb-ed62-441e-9bf4-1, Tilburg University, School of Economics and Management.
• Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025. "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers 2025-25, Faculty of Economic Sciences, University of Warsaw.
• Duso, Tomaso & Harrington, Joseph E. & Kreuzberg, Carl & Sapi, Geza, 2025. "Public communication and collusion: New screening tools for competition authorities," DICE Discussion Papers 430, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Tian Guo & Emmanuel Hauptmann, 2025. "Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction," Papers 2510.15691, arXiv.org, revised Nov 2025.
• Liu, Zihao, 2025. "Empirical Corporate Finance and Deep Learning," Other publications TiSEM 440468a5-5c38-4aab-ba29-b, Tilburg University, School of Economics and Management.
• Yiyao Zhang & Diksha Goel & Hussain Ahmad & Claudia Szabo, 2025. "RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets," Papers 2510.14986, arXiv.org.
• Bach, Philipp & Klaaßen, Sven & Kueck, Jannis & Mattes, Mara & Spindler, Martin, 2025. "Sensitivity analysis for treatment effects in difference-in-differences models using Riesz Rrepresentation," Discussion Papers 2025/7, Free University Berlin, School of Business & Economics.
• Jinkyu Kim & Hyunjung Yi & Mogan Gim & Donghee Choi & Jaewoo Kang, 2025. "DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection," Papers 2510.14985, arXiv.org.
• Florian Englmaier & Jose E. Galdon-Sanchez & Ricard Gil & Michael Kaiser & Helene Strandt, 2025. "Management Practices and Firm Performance During the Great Recession," Rationality and Competition Discussion Paper Series 548, CRC TRR 190 Rationality and Competition.
• Joachim Wagner, 2025. "Firm characteristics of two-way traders: Evidence from Probit vs. Kernel-Regularized Least Squares regressions," Working Paper Series in Economics 433, University of Lüneburg, Institute of Economics.
• Meisenbacher, Stephen & Nestorov, Svetlozar & Norlander, Peter, 2025. "Extracting O*NET Features from the NLx Corpus to Build Public Use Aggregate Labor Market Data," MPRA Paper 126336, University Library of Munich, Germany.
• Huben Liu & Dimitris Papanikolaou & Lawrence D.W. Schmidt & Bryan Seegmiller, 2025. "Technology and Labor Markets: Past, Present, and Future; Evidence from Two Centuries of Innovation," NBER Working Papers 34386, National Bureau of Economic Research, Inc.
• Alexandra Piller & Marc Schranz & Larissa Schwaller, 2025. "Using Natural Language Processing to Identify Monetary Policy Shocks," Working Papers 25.05, Swiss National Bank, Study Center Gerzensee.
• Yuhan Cheng & Heyang Zhou & Yanchu Liu, 2025. "Large Language Models and Futures Price Factors in China," Papers 2509.23609, arXiv.org.