Report NEP-BIG-2023-10-09

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-BIG

The following items were announced in this report:

• Lawson,Cina & Koudeka, Morlé & Cardenas Martinez,Ana Lucia & Alberro Encinas,Luis Inaki & Karippacheril, Tina George, 2023. "Novissi Togo - Harnessing Artificial Intelligence to Deliver Shock-Responsive Social Protection," Social Protection Discussion Papers and Notes 184975, The World Bank.
• Abir Sridi & Paul Bilokon, 2023. "Applying Deep Learning to Calibrate Stochastic Volatility Models," Papers 2309.07843, arXiv.org, revised Sep 2023.
• Luke Sanborn & Matthew Sahagun, 2023. "Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification," Papers 2309.06559, arXiv.org.
• German Rodikov & Nino Antulov-Fantulin, 2023. "Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting," Papers 2309.01565, arXiv.org.
• Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke, 2023. "A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions," Papers 2309.03730, arXiv.org.
• Tanvir Ahmed Khan, 2023. "Can Unbiased Predictive AI Amplify Bias?," Working Paper 1510, Economics Department, Queen's University.
• Sami Ben Jabeur & Rabeh Khalfaoui & Wissal Ben Arfi, 2021. "The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning," Post-Print hal-03797577, HAL.
• Mia Ellis & Cynthia Kinnan & Margaret S. McMillan & Sarah Shaukat, 2023. "What Predicts the Growth of Small Firms? Evidence from Tanzanian Commercial Loan Data," NBER Working Papers 31620, National Bureau of Economic Research, Inc.
• Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn, 2023. "Data Scaling Effect of Deep Learning in Financial Time Series Forecasting," Papers 2309.02072, arXiv.org, revised May 2024.
• Pinski, Marc & Hofmann, Thomas & Benlian, Alexander, 2023. "Executive AI Literacy: A Text-Mining Approach to Understand Existing and Demanded AI Skills of Leaders in Unicorn Firms," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 139226, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Van-Thien Nguyen & René Carraz, 2023. "A Novel Matching Algorithm for Academic Patent Paper Pairs: An Exploratory Study of Japan's national research universities and laboratories," Working Papers of BETA 2023-29, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
• Christian Oliver Ewald & Kevin Kamm, 2023. "On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making," Papers 2309.02970, arXiv.org.