Report NEP-BIG-2025-12-01

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:

• Julian Lütticke & Lukas Lautenschlaeger & Wolfgang Schäfers, 2025. "Forecasting U.S. REIT Returns: Leveraging GenAI-Extracted Sentiment," ERES eres2025_242, European Real Estate Society (ERES).
• Hongyang Yang & Xiao-Yang Liu & Qingwei Wu, 2025. "A Practical Machine Learning Approach for Dynamic Stock Recommendation," Papers 2511.12129, arXiv.org.
• Jianfei Cao & Michael P. Leung, 2025. "Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data," Papers 2511.10995, arXiv.org.
• Hongyang Yang & Xiao-Yang Liu & Shan Zhong & Anwar Walid, 2025. "Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy," Papers 2511.12120, arXiv.org.
• Qian'ang Mao & Yuxuan Zhang & Jiaman Chen & Wenjun Zhou & Jiaqi Yan, 2025. "Know Your Intent: An Autonomous Multi-Perspective LLM Agent Framework for DeFi User Transaction Intent Mining," Papers 2511.15456, arXiv.org.
• Daniel Moulton & Larry Santucci & Robyn Smith, 2025. "Combining AI and Established Methods for Historical Document Analysis," Consumer Finance Institute discussion papers 25-02, Federal Reserve Bank of Philadelphia.
• Ka Man Leung & Yu Cheung Wong & Kin Kwok Lai & Dah Ming Chiu, 2025. "A Longitudinal Rental Analysis of Sub-divided Units in Hong Kong by Machine Learning Algorithms," ERES eres2025_137, European Real Estate Society (ERES).
• Phoebe Koundouri & Konstantinos Dellis & Monika Mavragani & Angelos Plataniotis & Chrysilia Pitti & Georgios Feretzakis, 2025. "Data-Driven Insights on Human Security Integration in EU Green Deal Policies," DEOS Working Papers 2565, Athens University of Economics and Business.
• Siqi Huang & Anupam Nanda & Eero Valtonen, 2025. "Sentiment in Sustainability: Does mood in ESG Disclosure Associate with Financial Performance in the Real Estate Sector?," ERES eres2025_241, European Real Estate Society (ERES).
• Zelingher, Rotem, "undated". "Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach," Agricultural Economics Society 99th Annual Conference, April 14-16, 2025, The University of Bordeaux, France 356741, Agricultural Economics Society (AES).
• Babolmorad, N. & Massoud, N., 2025. "Supervising Sentiment Models: Market Signals or Human Expertise?," Cambridge Working Papers in Economics 2577, Faculty of Economics, University of Cambridge.
• Emmanuel Flachaire & Bertille Picard, 2025. "Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues," Papers 2511.13433, arXiv.org.
• Karen Martinus & Jane Zheng, 2025. "Data-Driven Analytics for the UK Logistics Market: A Spatial and Predictive Approach," ERES eres2025_259, European Real Estate Society (ERES).
• Martin Regnaud & Julie Le Gallo, 2025. "Rental Market Tightness in Ile-de-France : Empirical evidence from platform data," ERES eres2025_131, European Real Estate Society (ERES).
• Sofiia Dolgikh & Bodan Potanin, 2025. "Double machine learning for causal inference in a multivariate sample selection model," Papers 2511.12640, arXiv.org.
• Luca Corazzini & Elisa Deriu & Marco Guerzoni, 2025. "Decision and Gender Biases in Large Language Models: A Behavioral Economic Perspective," Papers 2511.12319, arXiv.org.
• Paul C. Behler & Laurenz Guenther, 2025. "From Weimar to Today: Mapping Populism Across German Parliaments," ECONtribute Discussion Papers Series 381, University of Bonn and University of Cologne, Germany.
• Fang, Qixiang & Garcia-Bernardo, Javier & van Kesteren, Erik-Jan, 2025. "Using Large Language Models for Text Annotation in Social Science and Humanities: A Hands-On Python/R Tutorial," SocArXiv v4eq6_v1, Center for Open Science.
• Yu, Jiao & Cudjoe, Thomas K.M. & Mathis, Walter S. & Chen, Xi, 2025. "Uncovering the Biological Toll of Neighborhood Disorder Trajectories: New Evidence Using Machine Learning Methods and Biomarkers in Older Adults," IZA Discussion Papers 18251, Institute of Labor Economics (IZA).
• Simon Thaler & Felipe Calainho & Marc Francke, 2025. "Investigating the Impact of Building Footprints on Valuation in Automated Valuation Models," ERES eres2025_194, European Real Estate Society (ERES).
• Sophia Bodensteiner & Lukas Lautenschlaeger & Wolfgang Schäfers & Andrew Mueller, 2025. "Decoding ESG Impact: How Advanced Sentiment Analysis Reveals ESG-related Textual Impact on REIT Returns," ERES eres2025_151, European Real Estate Society (ERES).
• Emmanuel Lwele & Sabuni Emmanuel & Sitali Gabriel Sitali, 2025. "Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization," Papers 2511.11481, arXiv.org.
• Heyang Ma & Qirui Mi & Qipeng Yang & Zijun Fan & Bo Li & Haifeng Zhang, 2025. "Think, Speak, Decide: Language-Augmented Multi-Agent Reinforcement Learning for Economic Decision-Making," Papers 2511.12876, arXiv.org, revised Dec 2025.
• Benami, Elinor & Carter, Michael R. & Hobbs, Andrew & Jin, Zhenong & Kirchner, Ella, 2024. "Get in the Zone: The Risk-Adjusted Welfare Effects of Data-Driven vs. Administrative Borders for Index Insurance Zones," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344685, International Association of Agricultural Economists (IAAE).