Report NEP-BIG-2023-02-13

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:

• Wassima Lakhchini & Rachid Wahabi & Mounime El Kabbouri, 2022. "Artificial Intelligence & Machine Learning in Finance: A literature review," Post-Print hal-03916744, HAL.
• Gebreel, Alia Youssef, 2023. "An overview of machine learning, deep learning, and artificial intelligence," OSF Preprints 7cuxz, Center for Open Science.
• Jian Guo & Saizhuo Wang & Lionel M. Ni & Heung-Yeung Shum, 2022. "Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence," Papers 2301.04020, arXiv.org.
• Tohid Atashbar & Rui Aruhan Shi, 2022. "Deep Reinforcement Learning: Emerging Trends in Macroeconomics and Future Prospects," IMF Working Papers 2022/259, International Monetary Fund.
• Clark, Andrew E. & D'Ambrosio, Conchita & Gentile, Niccoló & Tkatchenko, Alexandre, 2022. "What makes a satisfying life? Prediction and interpretation with machine-learning algorithms," LSE Research Online Documents on Economics 117887, London School of Economics and Political Science, LSE Library.
• Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022. "Human wellbeing and machine learning," LSE Research Online Documents on Economics 117955, London School of Economics and Political Science, LSE Library.
• Damir Filipović & Puneet Pasricha, 2022. "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series 22-95, Swiss Finance Institute.
• Laureti, Lucio & Costantiello, Alberto & Leogrande, Angelo, 2023. "The Role of Government Effectiveness in the Light of ESG Data at Global Level," MPRA Paper 115998, University Library of Munich, Germany.
• Axenbeck, Janna & Breithaupt, Patrick, 2022. "Measuring the digitalisation of firms: A novel text mining approach," ZEW Discussion Papers 22-065, ZEW - Leibniz Centre for European Economic Research.
• Hélène Dernis & Flavio Calvino & Laurent Moussiegt & Daisuke Nawa & Lea Samek & Mariagrazia Squicciarini, 2023. "Identifying artificial intelligence actors using online data," OECD Science, Technology and Industry Working Papers 2023/01, OECD Publishing.
• Denuit, Michel & Trufin, Julien, 2022. "Autocalibration by balance correction in nonlife insurance pricing," LIDAM Discussion Papers ISBA 2022041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Stijn Broecke, 2023. "Artificial intelligence and labour market matching," OECD Social, Employment and Migration Working Papers 284, OECD Publishing.
• Yuanrong Wang & Yinsen Miao & Alexander CY Wong & Nikita P Granger & Christian Michler, 2023. "Domain-adapted Learning and Interpretability: DRL for Gas Trading," Papers 2301.08359, arXiv.org, revised Sep 2023.
• Brière, Marie & Huynh, Karen & Laudy, Olav & Pouget, Sébastien, 2023. "What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News," TSE Working Papers 23-1401, Toulouse School of Economics (TSE).
• Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022. "Calibrating Agent-based Models to Microdata with Graph Neural Networks," INET Oxford Working Papers 2022-30, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Peer Nagy & Jan-Peter Calliess & Stefan Zohren, 2023. "Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets," Papers 2301.08688, arXiv.org, revised Sep 2023.
• Noy, Ilan & Blanc, Elodie & Pundit, Madhavi & Uher, Tomas, 2023. "Nowcasting from Space: Impact of Tropical Cyclones on Fiji’s Agriculture," ADB Economics Working Paper Series 676, Asian Development Bank.
• Brückbauer, Frank & Cezanne, Thibault, 2022. "Bank manager sentiment, loan growth and bank risk," ZEW Discussion Papers 22-066, ZEW - Leibniz Centre for European Economic Research.
• Thomas Dierckx & Jesse Davis & Wim Schoutens, 2022. "Nowcasting Stock Implied Volatility with Twitter," Papers 2301.00248, arXiv.org.