@lists.repec.org.mailman.listinfo.nep-big@rss-parrot.net
I'm an automated parrot! I relay a website's RSS feed to the Fediverse. Every time a new post appears in the feed, I toot about it. Follow me to get all new posts in your Mastodon timeline! Brought to you by the RSS Parrot.
---
Big Data
Site URL: lists.repec.org/mailman/listinfo/nep-big
Feed URL: nep.repec.org/rss/nep-big.rss.xml
Posts: 8
Followers: 1
Spreading Out Across Expanding Idea Space
https://d.repec.org/n?u=RePEc:fip:fedpwp:103607&r=&r=big
Published: August 5, 2026 00:00
Over nearly two centuries, U.S. inventions have become increasingly dissimilar: not just fewer head-to-head collisions between inventors, but growing distance between neighboring inventions. We document this secular decline in similarity using validated…
Cultural Capital and the Productivity of Ideas: Evidence from Historical Texts
https://d.repec.org/n?u=RePEc:san:econdp:2602&r=&r=big
Published: July 23, 2026 00:00
Long-run growth is driven by new ideas, yet the cultural environment shaping their production is difficult to measure over time. We use large language models to read 23, 000 books from the Western canon and score whether each endorses, rejects, or merely…
Using AI to Let History Speak About Bank Runs
https://d.repec.org/n?u=RePEc:fip:fednls:103501&r=&r=big
Published: July 7, 2026 00:00
Banking crises are commonly associated with bank runs and banking panics, yet our empirical understanding of bank runs is constrained by a lack of bank-level data. In a new paper, we use large language models (LLMs) to extract information on bank runs from…
Place Marketing or Civic Information? Classifying Municipal Tweets using Machine Learning
https://d.repec.org/n?u=RePEc:hhs:iuiwop:1563&r=&r=big
Published: June 22, 2026 00:00
How do municipalities use social media? For place marketing, civic information, or dialogue with citizens? We address this question by classifying 35, 930 tweets from 15 municipal Twitter accounts in the Skåne region of Sweden, using a machine learning…
Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods
https://d.repec.org/n?u=RePEc:hal:journl:hal-05642615&r=&r=big
Published: June 3, 2026 00:00
Option pricing theory, in particular the model of Black & Scholes (1973), provides an explicit solution for constructing a perfectly hedged portfolio in continuous time. However, in practice, trading occurs in dis- crete time and is subject to transaction…
Heterogeneous Views and Currency Swing Prediction: Evidence from Trade Repository Data
https://d.repec.org/n?u=RePEc:boj:bojwps:wp26e10&r=&r=big
Published: May 29, 2026 00:00
In this paper, we develop a model to predict large currency swings using transaction-level data on foreign exchange options, collected by trade repositories (TRs). These data allow us to capture heterogeneous currency risk perceptions of individual market…
Automating Evidence Synthesis: A Comparative Evaluation of Large Language Models for Data Extraction
https://d.repec.org/n?u=RePEc:ris:adbewp:022484&r=&r=big
Published: May 15, 2026 00:00
Systematic reviews and meta-analyses (SRMAs) are important tools for evidence synthesis but have historically required substantial manual effort, particularly during the data extraction phase. To address this bottleneck, we developed and evaluated an…
Monitoring global trade by products, using Big Data
https://d.repec.org/n?u=RePEc:oec:stdaaa:2026/02-en&r=&r=big
Published: May 6, 2026 00:00
This paper develops a novel methodology to derive timely, experimental estimates of trade by commodity with global coverage using messages from the Automatic Identification System (AIS). By transforming high-frequency vessel movements into trade proxies,…