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 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:

• Abraham Atsiwo, 2025. "A three-step machine learning approach to predict market bubbles with financial news," Papers 2510.16636, arXiv.org.
• Pinto, Claudio, 2025. "Combining machine learning techniques with NDEA methodology: the use of R.F. and A.N.N," MPRA Paper 126539, University Library of Munich, Germany.
• Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025. "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers 2510.15929, arXiv.org.
• 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 2510.19173, arXiv.org.
• Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025. "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers 2510.20699, arXiv.org.
• Marin François & Pierre-Emmanuel Arduin & Myriam Merad, 2025. "Physics-Informed Graph Neural Networks for Attack Path Prediction," Post-Print hal-05323716, HAL.
• 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 2510.15903, arXiv.org.
• Alok Das & Kiseop Lee, 2025. "A Topological Approach to Parameterizing Deep Hedging Networks," Papers 2510.16938, arXiv.org.
• Rui Gonc{c}alves & Vitor Miguel Ribeiro & Roman Chertovskih & Ant'onio Pedro Aguiar, 2025. "Convolutional Attention in Betting Exchange Markets," Papers 2510.16008, arXiv.org.
• Rahul Billakanti & Minchul Shin, 2025. "At-Risk Transformation for U.S. Recession Prediction," Working Papers 25-34, Federal Reserve Bank of Philadelphia.
• Hamsa Bastani & Osbert Bastani & Bryce McLaughlin, 2025. "Beating the Winner's Curse via Inference-Aware Policy Optimization," Papers 2510.18161, arXiv.org, revised Oct 2025.
• Domenica Mino & Cillian Williamson, 2025. "Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises," Papers 2510.16503, arXiv.org.
• 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 2025/217, International Monetary Fund.
• 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 34380, National Bureau of Economic Research, Inc.
• Fernando Alonso & 'Alvaro Leitao & Carlos V'azquez, 2025. "Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing," Papers 2510.19494, arXiv.org.
• Emmanuel Boadi, 2025. "Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network," Papers 2510.15900, arXiv.org.
• Fernando Spadea & Oshani Seneviratne, 2025. "Aligning Language Models with Investor and Market Behavior for Financial Recommendations," Papers 2510.15993, arXiv.org.
• 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 2510.15921, arXiv.org.
• Khaled Boughanmi & Kamel Jedidi & Nour Jedidi, 2025. "From Reviews to Actionable Insights: An LLM-Based Approach for Attribute and Feature Extraction," Papers 2510.16551, arXiv.org, revised Oct 2025.
• Ji Ma & Albert Casella, 2025. "Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation," Papers 2510.19799, arXiv.org.
• 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 2025: 24, Department of Economics, University of Venice "Ca' Foscari".
• Yimeng Qiu & Feihuang Fang, 2025. "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers 2510.20066, arXiv.org.
• SEKINE, Toshitaka & WADA, Tetsuro, 2025. "How Did People Tweet against Inflation in Japan?," Discussion paper series HIAS-E-150, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Dalaman, Burak & Kalay, Ali Furkan & Kettlewell, Nathan, 2025. "Bridging Language Barriers: The Impact of Large Language Models on Academic Writing," IZA Discussion Papers 18215, Institute of Labor Economics (IZA).
• Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev, 2025. "Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks," Papers 2510.21347, arXiv.org.