Report NEP-BIG-2026-08-10

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.

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Other reports in NEP-BIG

The following items were announced in this report:

• Liao, Yuan & Ma, Xinjie & Neuhierl, Andreas & Schilling, Linda, 2025, "The Uncertainty of Machine Learning Predictions in Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 20080, Mar.
• Anamol Khadka & Milan Arjel & Ayush Lataula & Aayam Dhakal & Prajun Trital & Mingmar Sherpa & Biman Rimal, 2026, "Modeling the Dynamic Relationship Between Brent Crude Oil Prices and the Nepal Stock Exchange: An Integrated Econometric and Explainable Machine Learning Approach," Papers, arXiv.org, number 2607.11922, Jul.
• Gabaix, Xavier & Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2025, "Asset Embeddings," CEPR Discussion Papers, Centre for Economic Policy Research, number 20082, Mar.
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2025, "Machine Learning the Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 19964, Feb.
• Morgane Brenon & Géraldine Duthé, 2026, "Predicting poverty using indicators from satellite imagery - An application to Antananarivo (Madagascar)," Working Papers, French Institute for Demographic Studies, number 309, DOI: 10.48756/ined-dt-309.0726.
• Beroud, Mohammed & Qiu, Feng & Wichmann, Bruno & Fan, Xiaoli, 2026, "Valuation Impact of Data Quality Using Geospatial Machine Learning: Application to Soil Data in Prairie Canada," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404720, DOI: 10.22004/ag.econ.404720.
• Catherine Chen & Chen Gao & Jonathon Hazell & Lihua Lei & Chen Lian, 2026, "Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach," Papers, arXiv.org, number 2607.12345, Jul.
• Maria Saveria Mavillonio & Stefano Borgioli & Caterina Giannetti & Chiara Ongari & Giampiero M. Gallo, 2026, "Measuring Sentiment News with Transformer-Based Language Models," Papers, arXiv.org, number 2607.13968, Jul.
• Choudhury, Raj & Espinosa, Miguel & Khanna, Tarun & Makridis, Christos & Schirmann, Kyle, 2025, "Internal Communication and Remote Work," CEPR Discussion Papers, Centre for Economic Policy Research, number 19920, Feb.
• Hauzenberger, Niko & Marcellino, Massimiliano & Pfarrhofer, Michael & Stelzer, Anna, 2025, "Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes," CEPR Discussion Papers, Centre for Economic Policy Research, number 19965, Feb.
• Ehmke, Mariah & Okrent, Abigail & Awad, Koroles & McCluskey, Jill & Restrepo, Brandon, 2026, "Applying Natural Language Processing to U.S. Food Retail Data to Categorize Foods by Level of Processing," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404883, DOI: 10.22004/ag.econ.404883.
• Cassidy, William & Kempf, Elisabeth, 2025, "Partisan Corporate Speech," CEPR Discussion Papers, Centre for Economic Policy Research, number 20242, May.
• Rossi-Hansberg, Esteban & Zhang, Jialing, 2025, "Local GDP Estimates Around the World," CEPR Discussion Papers, Centre for Economic Policy Research, number 20023, Mar.
• Fr'ed'eric Godin, 2026, "Is Deep Hedging Reinforcement Learning?," Papers, arXiv.org, number 2607.13353, Jul, revised Jul 2026.
• David Imhof & Thierry Madi`es & Martin Huber, 2026, "Swimming in Dark Water: When Cartels Mimic Competition," Papers, arXiv.org, number 2606.30470, Jun.
• Sanggyu Sean Choi, 2026, "How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment," Papers, arXiv.org, number 2607.14174, Jul.
• Ina Ganguli & Jeffrey Lin & Vitaly Meursault & Nicholas Reynolds, 2026, "Spreading Out Across Expanding Idea Space," Working Papers, Federal Reserve Bank of Philadelphia, number 26-39, Aug, DOI: 10.21799/frbp.wp.2026.39.
• Anastasiou, Dimitris & Katsafados, Apostolos & Ongena, Steven & Tzomakas, Christos, 2025, "Beyond Words: Fed Chairs’ Voice Sentiments and US Bank Stock Price Crash Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 20308, May.
• Cole, Stephen J., 2026, "FOMC Forecasts, Constant-Gain Learning, and Optimism/Pessimism," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2026-03, Jun.
• Steffen, Sascha & Saunders, Anthony & Verhoff, Paulina, 2025, "CovenantAI - New Insights into Covenant Violations," CEPR Discussion Papers, Centre for Economic Policy Research, number 20117, Apr.
• Asef Y{i}lk{i}, 2026, "Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability," Papers, arXiv.org, number 2606.29290, Jun.
• Radoslaw Stefanski, 2026, "Cultural Capital and the Productivity of Ideas: Evidence from Historical Texts," Economics Discussion Papers, Department of Economics, The University of St Andrews Business School, number 2602, Jul.