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Report NEP-BIG-2025-11-03
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:
- Abraham Atsiwo, 2025, "A three-step machine learning approach to predict market bubbles with financial news," Papers, arXiv.org, number 2510.16636, Oct.
- Pinto, Claudio, 2025, "Combining machine learning techniques with NDEA methodology: the use of R.F. and A.N.N," MPRA Paper, University Library of Munich, Germany, number 126539, Sep.
- Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025, "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers, arXiv.org, number 2510.15929, Oct.
- Qing-Yu Lan & Zhan-He Wang & Jun-Qian Jiang & Yu-Tong Wang & Yun-Song Piao, 2025, "News-Aware Direct Reinforcement Trading for Financial Markets," Papers, arXiv.org, number 2510.19173, Oct.
- Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025, "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers, arXiv.org, number 2510.20699, Oct.
- Marin François & Pierre-Emmanuel Arduin & Myriam Merad, 2025, "Physics-Informed Graph Neural Networks for Attack Path Prediction," Post-Print, HAL, number hal-05323716, Apr.
- Chi-Sheng Chen & Aidan Hung-Wen Tsai, 2025, "Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers," Papers, arXiv.org, number 2510.15903, Sep.
- Alok Das & Kiseop Lee, 2025, "A Topological Approach to Parameterizing Deep Hedging Networks," Papers, arXiv.org, number 2510.16938, Oct.
- Rui Gonc{c}alves & Vitor Miguel Ribeiro & Roman Chertovskih & Ant'onio Pedro Aguiar, 2025, "Convolutional Attention in Betting Exchange Markets," Papers, arXiv.org, number 2510.16008, Oct.
- Rahul Billakanti & Minchul Shin, 2025, "At-Risk Transformation for U.S. Recession Prediction," Working Papers, Federal Reserve Bank of Philadelphia, number 25-34, Oct, DOI: 10.21799/frbp.wp.2025.34.
- Hamsa Bastani & Osbert Bastani & Bryce McLaughlin, 2025, "Beating the Winner's Curse via Inference-Aware Policy Optimization," Papers, arXiv.org, number 2510.18161, Oct, revised Feb 2026.
- Domenica Mino & Cillian Williamson, 2025, "Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises," Papers, arXiv.org, number 2510.16503, Oct.
- Mr. Paul Cashin & Mr. Fei Han & Ivy Sabuga & Jing Xie & Fan Zhang, 2025, "Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP," IMF Working Papers, International Monetary Fund, number 2025/217, Oct.
- David Bruns-Smith & Emi Nakamura & Jón Steinsson, 2025, "Disentangling Age, Time, and Cohort Effects in Income Inequality: A Proxy Machine Learning Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 34380, Oct.
- Fernando Alonso & 'Alvaro Leitao & Carlos V'azquez, 2025, "Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing," Papers, arXiv.org, number 2510.19494, Oct.
- Emmanuel Boadi, 2025, "Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network," Papers, arXiv.org, number 2510.15900, Sep.
- Fernando Spadea & Oshani Seneviratne, 2025, "Aligning Language Models with Investor and Market Behavior for Financial Recommendations," Papers, arXiv.org, number 2510.15993, Oct.
- Amarendra Mohan & Ameer Tamoor Khan & Shuai Li & Xinwei Cao & Zhibin Li, 2025, "Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach," Papers, arXiv.org, number 2510.15921, Oct.
- Khaled Boughanmi & Kamel Jedidi & Nour Jedidi, 2025, "From Reviews to Actionable Insights: An LLM-Based Approach for Attribute and Feature Extraction," Papers, arXiv.org, number 2510.16551, Oct, revised Oct 2025.
- Ji Ma & Albert Casella, 2025, "Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation," Papers, arXiv.org, number 2510.19799, Oct.
- Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
- Yimeng Qiu & Feihuang Fang, 2025, "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers, arXiv.org, number 2510.20066, Oct.
- SEKINE, Toshitaka & WADA, Tetsuro, 2025, "How Did People Tweet against Inflation in Japan?," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-150, Aug.
- Dalaman, Burak & Kalay, Ali Furkan & Kettlewell, Nathan, 2025, "Bridging Language Barriers: The Impact of Large Language Models on Academic Writing," IZA Discussion Papers, IZA Network @ LISER, number 18215, Oct.
- Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev, 2025, "Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks," Papers, arXiv.org, number 2510.21347, Oct.