Report NEP-BIG-2024-04-15

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:

• Mueller, H. & Rauh, C. & Seimon, B., 2024. "Introducing a Global Dataset on Conflict Forecasts and News Topics," Cambridge Working Papers in Economics 2404, Faculty of Economics, University of Cambridge.
• Yuxiang Sun & Jingyi Li & Mengdie Lu & Zongying Guo, 2024. "Study of the Impact of the Big Data Era on Accounting and Auditing," Papers 2403.07180, arXiv.org.
• Berg, Gerard J. van den & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2024. "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," IAB-Discussion Paper 202403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Junyi Ye & Bhaskar Goswami & Jingyi Gu & Ajim Uddin & Guiling Wang, 2024. "From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing," Papers 2403.06779, arXiv.org.
• Tsendsuren Batsuuri & Shan He & Ruofei Hu & Jonathan Leslie & Flora Lutz, 2024. "Predicting IMF-Supported Programs: A Machine Learning Approach," IMF Working Papers 2024/054, International Monetary Fund.
• João A. Bastos & Maria Inês Bernardes, 2024. "Understanding online purchases with explainable machine learning," Working Papers REM 2024/0313, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Baek, Yaein & Yoon, Sang-Ha & Kim, Hyun Hak & Lee, Jiyun, 2023. "빅데이터 기반의 국제거시경제 전망모형 개발 연구(Developing an International Macroeconomic Forecasting Model Based on Big Data)," Policy Analyses 23-24, Korea Institute for International Economic Policy.
• Xinyi Wang & Qing Zhao & Lang Tong, 2024. "Probabilistic Forecasting of Real-Time Electricity Market Signals via Interpretable Generative AI," Papers 2403.05743, arXiv.org, revised Sep 2024.
• Matteo Rizzato & Julien Wallart & Christophe Geissler & Nicolas Morizet & Noureddine Boumlaik, 2023. "Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation [Data Latent space]," Post-Print hal-03716692, HAL.
• Brendan J. Chapuis & John Coglianese, 2024. "Measuring Unemployment Risk," FEDS Notes 2024-03-08-1, Board of Governors of the Federal Reserve System (U.S.).
• Njiru, Ruth & Appel, Franziska & Dong, Changxing & Balmann, Alfons, 2024. "Application of Deep Learning to Emulate an Agent-Based Model," FORLand Project Publications 340874, University of Natural Resources and Applied Life Sciences, Vienna, Department of Economics and Social Sciences.
• Andre Guettler & Mahvish Naeem & Lars Norden & Bernardus Van Doornik, 2024. "Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?," Working Papers Series 590, Central Bank of Brazil, Research Department.
• Koresh Galil & Ami Hauptman & Rosit Levy Rosenboim, 2023. "Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models," Working Papers 2308, Ben-Gurion University of the Negev, Department of Economics.
• Masahiro Kato, 2024. "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers 2403.03240, arXiv.org.
• Stelios Michalopoulos & Christopher Rauh, 2024. "Movies," NBER Working Papers 32220, National Bureau of Economic Research, Inc.
• Buczak, Philip & Horn, Daniel & Pauly, Markus, 2024. "Old but Gold or New and Shiny? Comparing Tree Ensembles for Ordinal Prediction with a Classic Parametric Approach," OSF Preprints v7bcf, Center for Open Science.
• GIBSON, John & ZHANG, Xiaoxuan & PARK, Albert & YI, Jiang & XI, Li, 2024. "Remotely measuring rural economic activity and poverty : Do we just need better sensors?," CEI Working Paper Series 2023-08, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Hainaut, Donatien & Casas, Alex, 2024. "Option pricing in the Heston model with Physics inspired neural networks," LIDAM Discussion Papers ISBA 2024002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2024. "Four Facts about International Central Bank Communication," Working Paper Series 432, Sveriges Riksbank (Central Bank of Sweden).
• Glas, Alexander & Müller, Lena, 2023. "Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board," ZEW Discussion Papers 23-073, ZEW - Leibniz Centre for European Economic Research.
• Valerio Capraro & Roberto Di Paolo & Matjaz Perc & Veronica Pizziol, 2024. "Language-based game theory in the age of artificial intelligence," Papers 2403.08944, arXiv.org.