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Report NEP-BIG-2025-11-10
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:
- Wenxuan Zhang & Yixiao Guo & Benzhuo Lu, 2025, "Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations," Papers, arXiv.org, number 2510.27132, Oct.
- Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025, "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers, arXiv.org, number 2511.00665, Nov.
- Masahiro Kato, 2025, "Direct Debiased Machine Learning via Bregman Divergence Minimization," Papers, arXiv.org, number 2510.23534, Oct, revised Oct 2025.
- Aryan Ranjan, 2025, "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers, arXiv.org, number 2510.22348, Oct.
- Yuji Sakurai, 2025, "A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management," IMF Working Papers, International Monetary Fund, number 2025/225, Oct.
- Camille Jehle & Florian Le Gallo, 2025, "Europe in the Headlines: What Two Decades of French News Reveal about EU Sentiment," Working papers, Banque de France, number 1008.
- Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025, "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers, arXiv.org, number 2510.26228, Oct.
- Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma, 2025, "The Prestakes of Stock Market Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34420, Oct.
- Ollie Olby & Rory Baggott & Namid Stillman, 2025, "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers, arXiv.org, number 2510.22685, Oct.
- Resta, Onofrio & Resta, Emanuela & Costantiello, Alberto & Liuzzi, Piergiuseppe & Leogrande, Angelo, 2025, "Environmental Complexity and Respiratory Health: A Data-Driven Exploration Across European Regions," MPRA Paper, University Library of Munich, Germany, number 126073, Sep.
- Rubén Fernández-Fuertes, 2025, "Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25257.
- Masahiro Kato, 2025, "Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression," Papers, arXiv.org, number 2510.24433, Oct.
- Giulia Iadisernia & Carolina Camassa, 2025, "Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas," Papers, arXiv.org, number 2511.02458, Nov.
- Qiao Wang & Joseph George, 2025, "Predicting Household Water Consumption Using Satellite and Street View Images in Two Indian Cities," Papers, arXiv.org, number 2510.26957, Oct.