NEP-BIG: Big data
@repec-nep-big.bsky.social
📤 136
📥 1
📝 728
The latest working papers from RePEc. NEP report BIG (Big Data)
https://nep.repec.org/
Can LLMs Identify Tax Abuse?: Andrew Blair-Stanek; Nils Holzenberger; Benjamin Van Durme
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https://d.repec.org/n?u=RePEc:arx:papers:2508.20097&r=big
10 days ago
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Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering: Bingyang Wang; Grant Johnson; Maria Hybinette; Tucker Balch
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https://d.repec.org/n?u=RePEc:arx:papers:2509.01590&r=big
10 days ago
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Firm-Level Input Price Changes and Their Effects: A Deep Learning Approach: Sudheer Chava; Wendi Du; Indrajit Mitra; Agam Shah; Linghang Zeng
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https://d.repec.org/n?u=RePEc:fip:fedawp:101518&r=big
10 days ago
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FinCast: A Foundation Model for Financial Time-Series Forecasting: Zhuohang Zhu; Haodong Chen; Qiang Qu; Vera Chung
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https://d.repec.org/n?u=RePEc:arx:papers:2508.19609&r=big
10 days ago
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What Hinders Electric Vehicle Diffusion? Insights from a Neural Network Approach: Bonacina, Monica; Demir, Mert; Sileo, Antonio; Zanoni, Angela
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https://d.repec.org/n?u=RePEc:ags:feemwp:369002&r=big
10 days ago
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Stock Market Performance Prediction: A Comparative Study Between Econometric Models and Artificial Intelligence-Based Models: Manel Labidi; Ying Zhang; Matthieu Petit Guillaume; Aurélien Krauth
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https://d.repec.org/n?u=RePEc:hal:journl:hal-05168124&r=big
10 days ago
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Left Leaning Models: AI Assumptions on Economic Policy
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https://d.repec.org/n?u=RePEc:arx:papers:2507.15771&r=big
10 days ago
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Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
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https://d.repec.org/n?u=RePEc:arx:papers:2508.19006&r=big
10 days ago
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A Multi-Task Evaluation of LLMs' Processing of Academic Text Input: Tianyi Li; Yu Qin; Olivia R. Liu Sheng
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https://d.repec.org/n?u=RePEc:arx:papers:2508.11779&r=big
10 days ago
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Federal Reserve Communication and the COVID-19 Pandemic: Jonathan Benchimol; Sophia Kazinnik; Yossi Saadon
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https://d.repec.org/n?u=RePEc:inf:wpaper:2025.10&r=big
10 days ago
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Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News: Mohammed-Khalil Ghali; Cecil Pang; Oscar Molina; Carlos Gershenson-Garcia; Daehan Won
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https://d.repec.org/n?u=RePEc:arx:papers:2508.06497&r=big
10 days ago
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Identifying Catalyst Technologies in Clusters with Unsupervised Machine Learning. An application on patent clusters in the UK: Zehra Usta; Martin Andersson; Katarzyna Kopczewska; Maria Kubara
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https://d.repec.org/n?u=RePEc:egu:wpaper:2528&r=big
10 days ago
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A Financial Brain Scan of the LLM: Hui Chen; Antoine Didisheim; Luciano Somoza; Hanqing Tian
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https://d.repec.org/n?u=RePEc:arx:papers:2508.21285&r=big
10 days ago
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The Behavioral Signature of GenAI in Scientific Communication
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https://d.repec.org/n?u=RePEc:ces:ceswps:_12069&r=big
10 days ago
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Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500: Haojie Liu; Zihan Lin; Randall R. Rojas
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https://d.repec.org/n?u=RePEc:arx:papers:2507.09739&r=big
10 days ago
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An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms: Nicholas Gray; Finn Lattimore; Kate McLoughlin; Callan Windsor
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https://d.repec.org/n?u=RePEc:rba:rbardp:rdp2025-06&r=big
10 days ago
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Using Machine Learning to Generate, Clarify, and Improve Economic Models
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https://d.repec.org/n?u=RePEc:arx:papers:2508.19136&r=big
10 days ago
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Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
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https://d.repec.org/n?u=RePEc:arx:papers:2508.16378&r=big
13 days ago
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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions: Dimitrios Emmanoulopoulos; Ollie Olby; Justin Lyon; Namid R. Stillman
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https://d.repec.org/n?u=RePEc:arx:papers:2507.08584&r=big
13 days ago
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Seeing Through Green: Text-Based Classification and the Firm's Returns from Green Patents: Lapo Santarlasci; Armando Rungi; Antonio Zinilli
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https://d.repec.org/n?u=RePEc:arx:papers:2507.02287&r=big
13 days ago
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Artificial Finance: How AI Thinks About Money: Orhan Erdem; Ragavi Pobbathi Ashok
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https://d.repec.org/n?u=RePEc:arx:papers:2507.10933&r=big
14 days ago
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Signal or Noise? Evaluating Large Language Models in Resume Screening Across Contextual Variations and Human Expert Benchmarks: Aryan Varshney; Venkat Ram Reddy Ganuthula
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https://d.repec.org/n?u=RePEc:arx:papers:2507.08019&r=big
14 days ago
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Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally: Ca' Zorzi, Michele; Manu, Ana-Simona; Lopardo, Gianluigi
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https://d.repec.org/n?u=RePEc:ecb:ecbwps:20253093&r=big
14 days ago
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Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
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https://d.repec.org/n?u=RePEc:arx:papers:2508.02686&r=big
14 days ago
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Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach
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https://d.repec.org/n?u=RePEc:arx:papers:2508.14656&r=big
14 days ago
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Prompt-Response Semantic Divergence Metrics for Faithfulness Hallucination and Misalignment Detection in Large Language Models
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https://d.repec.org/n?u=RePEc:arx:papers:2508.10192&r=big
14 days ago
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Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias: Cathy Yi‐Hsuan Chen; Abraham Lioui; O. Scaillet
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https://d.repec.org/n?u=RePEc:chf:rpseri:rp2566&r=big
14 days ago
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AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions: Tianjiao Zhao; Jingrao Lyu; Stokes Jones; Harrison Garber; Stefano Pasquali; Dhagash Mehta
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https://d.repec.org/n?u=RePEc:arx:papers:2508.11152&r=big
14 days ago
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Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios: Vidya Sagar G; Shifat Ali; Siddhartha P. Chakrabarty
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https://d.repec.org/n?u=RePEc:arx:papers:2507.02011&r=big
14 days ago
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Variable selection for minimum-variance portfolios: Guilherme V. Moura; Andr\'e P. Santos; Hudson S. Torrent
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https://d.repec.org/n?u=RePEc:arx:papers:2508.14986&r=big
14 days ago
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CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market: Dixon Domfeh; Saeid Safarveisi
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https://d.repec.org/n?u=RePEc:arx:papers:2508.10208&r=big
14 days ago
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Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy: Jinbo Cai; Wenze Li; Wenjie Wang
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https://d.repec.org/n?u=RePEc:arx:papers:2507.07477&r=big
14 days ago
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The Behavioral Signature of GenAI in Scientific Communication
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https://d.repec.org/n?u=RePEc:iza:izadps:dp18062&r=big
14 days ago
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Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading: Yueyi Wang; Qiyao Wei
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https://d.repec.org/n?u=RePEc:arx:papers:2508.07408&r=big
14 days ago
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A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books
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https://d.repec.org/n?u=RePEc:arx:papers:2507.14960&r=big
14 days ago
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Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF): Arkadiusz Lipiecki; Kaja Bilinska; Nikolaos Kourentzes; Rafal Weron
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https://d.repec.org/n?u=RePEc:ahh:wpaper:worms2506&r=big
14 days ago
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Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features: Chenghao Liu; Aniket Mahanti; Ranesh Naha; Guanghao Wang; Erwann Sbai
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https://d.repec.org/n?u=RePEc:arx:papers:2508.15825&r=big
14 days ago
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Machine Learning for Detecting Collusion and Capacity Withholding in Wholesale Electricity Markets: Jeremy Proz; Martin Huber
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https://d.repec.org/n?u=RePEc:arx:papers:2508.09885&r=big
14 days ago
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Linear and nonlinear econometric models against machine learning models: realized volatility prediction
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https://d.repec.org/n?u=RePEc:fip:fedgfe:2025-61&r=big
14 days ago
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Machine-learning regression methods for American-style path-dependent contracts: Gambara, Matteo; Livieri, Giulia; Pallavicini, Andrea
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https://d.repec.org/n?u=RePEc:ehl:lserod:128600&r=big
14 days ago
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FX sentiment analysis with large language models: Daniele Ballinari; Jessica Maly
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https://d.repec.org/n?u=RePEc:snb:snbwpa:2025-11&r=big
14 days ago
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Probabilistic intraday electricity price forecasting using generative machine learning: Jieyu Chen; Sebastian Lerch; Melanie Schienle; Tomasz Serafin; Rafal Weron
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https://d.repec.org/n?u=RePEc:ahh:wpaper:worms2505&r=big
14 days ago
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Catching Bid-rigging Cartels with Graph Attention Neural Networks: David Imhof; Emanuel W Viklund; Martin Huber
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https://d.repec.org/n?u=RePEc:arx:papers:2507.12369&r=big
14 days ago
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Forecasting Climate Policy Uncertainty: Evidence from the United States: Donia Besher; Anirban Sengupta; Tanujit Chakraborty
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https://d.repec.org/n?u=RePEc:arx:papers:2507.12276&r=big
20 days ago
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SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model: Luyun Lin; Yiqing Wang
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https://d.repec.org/n?u=RePEc:arx:papers:2508.01851&r=big
21 days ago
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Federal Reserve Communication and the COVID-19 Pandemic: Jonathan Benchimol; Sophia Kazinnik; Yossi Saadon
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https://d.repec.org/n?u=RePEc:arx:papers:2508.04830&r=big
21 days ago
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Blind Targeting: Personalization under Third-Party Privacy Constraints
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https://d.repec.org/n?u=RePEc:arx:papers:2507.05175&r=big
21 days ago
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Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks: Tomu Hirata; Undral Byambadalai; Tatsushi Oka; Shota Yasui; Shingo Uto
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https://d.repec.org/n?u=RePEc:arx:papers:2507.07738&r=big
21 days ago
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Kronos: A Foundation Model for the Language of Financial Markets: Yu Shi; Zongliang Fu; Shuo Chen; Bohan Zhao; Wei Xu; Changshui Zhang; Jian Li
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https://d.repec.org/n?u=RePEc:arx:papers:2508.02739&r=big
21 days ago
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Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning: Caio de Souza Barbosa Costa; Anna Helena Reali Costa
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https://d.repec.org/n?u=RePEc:arx:papers:2508.03910&r=big
21 days ago
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