Report NEP-BIG-2023-01-09

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:

• Rameshwar Garg & Shriya Barpanda & Girish Rao Salanke N S & Ramya S, 2022. "Machine Learning Algorithms for Time Series Analysis and Forecasting," Papers 2211.14387, arXiv.org.
• Li, Ziqi, 2022. "Understanding Factors Influencing Willingness to Ridesharing Using Big Trip Data and Interpretable Machine Learning," OSF Preprints chy4p, Center for Open Science.
• Meisenbacher, Stephen & Norlander, Peter, 2022. "Creating Data from Unstructured Text with Context Rule Assisted Machine Learning (CRAML)," GLO Discussion Paper Series 1214, Global Labor Organization (GLO).
• Kühl, Niklas & Schemmer, Max & Goutier, Marc & Satzger, Gerhard, 2022. "Artificial intelligence and machine learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 135656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann & Achim Ahrens, 2022. "ddml: Double/debiased machine learning in Stata," Swiss Stata Conference 2022 02, Stata Users Group.
• Kakuho Furukawa & Ryohei Hisano, 2022. "A Nowcasting Model of Exports Using Maritime Big Data," Bank of Japan Working Paper Series 22-E-19, Bank of Japan.
• Zhenkun Zhou & Zikun Song & Tao Ren, 2022. "Predicting China's CPI by Scanner Big Data," Papers 2211.16641, arXiv.org, revised Oct 2023.
• Tamay Besiroglu & Nicholas Emery-Xu & Neil Thompson, 2022. "Economic impacts of AI-augmented R&D," Papers 2212.08198, arXiv.org, revised Jan 2023.
• Zheng Cao & Raymond Guo & Wenyu Du & Jiayi Gao & Kirill V. Golubnichiy, 2022. "Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies," Papers 2211.15912, arXiv.org.
• Marc Wildi & Branka Hadji Misheva, 2022. "A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection," Papers 2212.02906, arXiv.org.
• Kim Ristolainen, 2022. "Narrative Triggers of Information Sensitivity," Discussion Papers 156, Aboa Centre for Economics.
• Massimiliano Fessina & Giambattista Albora & Andrea Tacchella & Andrea Zaccaria, 2022. "Which products activate a product? An explainable machine learning approach," Papers 2212.03094, arXiv.org.
• Tauchert, Christoph, 2022. "Adoption of AI-based Information Systems from an Organizational and User Perspective," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 135700, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Altman, Edward I. & Balzano, Marco & Giannozzi, Alessandro & Srhoj, Stjepan, 2022. "Revisiting SME default predictors: The Omega Score," GLO Discussion Paper Series 1207, Global Labor Organization (GLO).
• Luigi Biagini & Simone Severini, 2022. "Can Machine Learning discover the determining factors in participation in insurance schemes? A comparative analysis," Papers 2212.03092, arXiv.org, revised Dec 2022.
• Sara Salamat & Nima Tavassoli & Behnam Sabeti & Reza Fahmi, 2022. "Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study," Papers 2211.16103, arXiv.org.
• Edouard Ribes, 2022. "Using classification techniques to accelerate client discovery: a case study for wealth management services," Working Papers hal-03887759, HAL.
• Pierre Brugière & Gabriel Turinici, 2022. "Deep learning of Value at Risk through generative neural network models : the case of the Variational Auto Encoder," Working Papers hal-03880381, HAL.
• Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2022. "Revisiting SME default predictors: The Omega Score," Working Papers 2022-19, Faculty of Economics and Statistics, Universität Innsbruck.
• Jan Ditzen & Francesco Ravazzolo, 2022. "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series BEMPS97, Faculty of Economics and Management at the Free University of Bozen.
• Luigi Biagini, 2022. "Applications of Machine Learning for the Ratemaking in Agricultural Insurances," Papers 2212.03114, arXiv.org, revised Dec 2022.
• Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022. "ESG Factors and Firms' Credit Risk," Working Papers 507, University of Milano-Bicocca, Department of Economics, revised Dec 2022.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022. "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers 2022-29, Faculty of Economic Sciences, University of Warsaw.
• Damian Kisiel & Denise Gorse, 2022. "Axial-LOB: High-Frequency Trading with Axial Attention," Papers 2212.01807, arXiv.org.
• Morteza Tahami Pour Zarandi & Mehdi Ghasemi Meymandi & Mohammad Hemami, 2022. "A comprehensive study of cotton price fluctuations using multiple Econometric and LSTM neural network models," Papers 2212.01584, arXiv.org, revised Dec 2022.
• Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022. "ESG Factors and Firms’ Credit Risk," Working Papers 2022.36, Fondazione Eni Enrico Mattei.
• Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022. "The boosted HP filter is more general than you might think," Cowles Foundation Discussion Papers 2348, Cowles Foundation for Research in Economics, Yale University.
• Julia Cagé & Nicolas Hervé & Béatrice Mazoyer, 2022. "Social Media Influence Mainstream Media: Evidence from Two Billion Tweets," Working Papers hal-03877907, HAL.
• C. Biliotti & F. J. Bargagli-Stoffi & N. Fraccaroli & M. Puliga & M. Riccaboni, 2022. "Breaking Down the Lockdown: The Causal Effects of Stay-At-Home Mandates on Uncertainty and Sentiments During the COVID-19 Pandemic," Papers 2212.01705, arXiv.org, revised Jun 2023.
• Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu, 2022. "A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks," Papers 2212.02721, arXiv.org, revised Jul 2023.
• Zhongchen Song & Tom Coupé, 2022. "Predicting Chinese consumption series with Baidu," Working Papers in Economics 22/19, University of Canterbury, Department of Economics and Finance.
• MASSUCCI Francesco & SERI Alessandro, 2022. "Exploratory study understanding the SDG alignment along research activities and technological innovation of Scoreboard companies," JRC Research Reports JRC130479, Joint Research Centre.
• Kim, Hyo Sang & Kang, Eunjung & Kim, Yuri & Moon, Seongman & Jang, Huisu, 2022. "Exchange Rate Predictability Based on Market Sentiments," World Economy Brief 22-42, Korea Institute for International Economic Policy.
• Axenbeck, Janna & Berner, Anne & Kneib, Thomas, 2022. "What drives the relationship between digitalization and industrial energy demand? Exploring firm-level heterogeneity," ZEW Discussion Papers 22-059, ZEW - Leibniz Centre for European Economic Research.
• Peter Fisker & Kenneth Mdadila, 2022. "Urban Poverty Mapping with Open Spatial Data: Evidence from Dar es Salaam," DERG working paper series 22-17, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG).
• Dorothee Weiffen & Ghassan Baliki & Tilman Brück, 2022. "Violent conflict moderates food security impacts of agricultural asset transfers in Syria: A heterogeneity analysis using machine learning," HiCN Working Papers 381, Households in Conflict Network.
• Edouard Ribes, 2022. "Transforming personal finance thanks to artificial intelligence: myth or reality?," Working Papers hal-03862261, HAL.
• Joel Terschuur, 2022. "Educational Inequality of Opportunity and Mobility in Europe," Papers 2212.02407, arXiv.org, revised Mar 2023.
• Mathias Valla & Xavier Milhaud & Anani Ayodélé Olympio, 2023. "Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy," Working Papers hal-03903047, HAL.
• Kühl, Niklas & Goutier, Marc & Baier, Lucas & Wolff, Clemens & Martin, Dominik, 2022. "Human vs. supervised machine learning: Who learns patterns faster?," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 135657, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Dimitrios Kanelis & Pierre L. Siklos, 2022. "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CQE Working Papers 10322, Center for Quantitative Economics (CQE), University of Muenster.
• Dimitrios Kanelis & Pierre L. Siklos, 2022. "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CAMA Working Papers 2022-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Jun 2024.
• Dragos Gorduza & Xiaowen Dong & Stefan Zohren, 2022. "Understanding stock market instability via graph auto-encoders," Papers 2212.04974, arXiv.org.
• Rossouw, Stephanié & Greyling, Talita, 2022. "Collective emotions and macro-level shocks: COVID-19 vs the Ukrainian war," GLO Discussion Paper Series 1210, Global Labor Organization (GLO).
• Emily Silcock & Luca D'Amico-Wong & Jinglin Yang & Melissa Dell, 2022. "Noise-Robust De-Duplication at Scale," NBER Working Papers 30726, National Bureau of Economic Research, Inc.
• Taiga Saito & Shivam Gupta, 2022. "Big data applications with theoretical models and social media in financial management," CARF F-Series CARF-F-550, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Salazar, Lina & Palacios, Ana Claudia & Selvaraj, Michael & Montenegro, Frank, 2021. "Using Satellite Images to Measure Crop Productivity: Long-Term Impact Assessment of a Randomized Technology Adoption Program in the Dominican Republic," IDB Publications (Working Papers) 11607, Inter-American Development Bank.
• Irene Aldridge & Payton Martin, 2022. "ESG In Corporate Filings: An AI Perspective," Papers 2212.00018, arXiv.org.
• Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," CIRANO Working Papers 2022s-27, CIRANO.
• Proeger, Till & Meub, Lukas, 2022. "Fortgeschrittene Digitalisierung und Künstliche Intelligenz im Handwerk: Eine Webscraping-Analyse im Handwerkskammerbezirk Osnabrück-Emsland-Grafschaft Bentheim," ifh Forschungsberichte 5, Volkswirtschaftliches Institut für Mittelstand und Handwerk an der Universität Göttingen (ifh).
• Oeindrila Dube & Joshua E. Blumenstock & Michael Callen & Michael J. Callen, 2022. "Measuring Religion from Behavior: Climate Shocks and Religious Adherence in Afghanistan," CESifo Working Paper Series 10114, CESifo.
• Carmen Vázquez de Castro Álvarez-Buylla, 2022. "Tecnologías emergentes e IA: algunos ejemplos prácticos de aplicaciones y de los procesos de aprendizaje," Fedea Economy Notes 2022-33, FEDEA.
• Sholler, Dan & MacInnes, Ian, 2022. "The economic impact of AI on employment and income disparities," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes 265669, International Telecommunications Society (ITS).