RESEARCH PUBLICATIONS
Research Publications
Academic research, macro deep dives, and thought pieces from the MacroX team on alternative data, machine learning, and real-time economic measurement.
Academic Papers
PAPER
Macro Forecasting Using Alternative Data
Apurv Jain · MacroXStudio
Handbook of US Consumer Economics. Publisher Elsevier, August 2019.
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PAPER
Alternative Data and ML for Macro Nowcasting
Apurv Jain · MacroXStudio
Publisher: Cambridge University Press. Print publication year: 2023
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PAPER
Is Accounting Useful for Forecasting GDP Growth? A Machine Learning Perspective
Srikant Datar, Apurv Jain, Charles C. Y. Wang, Siyu Zhang
57 pages · Last revised 26 Apr 2021
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PAPER
The Psychology of Job Loss: Using Social Media Data to Characterize and Predict Unemployment
Davide Proserpio, Scott Counts, Apurv Jain
10 pages · Last revised 02 Jul 2016. The 8th ACM Conference, May 2016
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ARTICLE
Improvised Marketing Interventions in Social Media
Abhishek Borah, Sourindra Banerjee, Yu-Ting Lin, Apurv Jain, Andreas B. Eisingerich
Winner Best Paper Award. Journal of Marketing. December 2019.
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PAPER
Echo Chambers in Investment Discussion Boards
Shiliang Tang, Qingyun Liu, Megan McQueen, Scott Counts, Apurv Jain, Heather Zheng, Ben Zhao
ICWSM 2017 · 11 pages · Posted 10 Apr 2017
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Macro Deep Dives
DEEP DIVE
Measuring US Labor Market With Alt. Data
MacroX Research
A deep dive into alternative data sources for real-time labor market assessment beyond official BLS releases.
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DEEP DIVE
Trading Models Deep Dive
MacroX Research
An introduction to MacroX IJC trading models and the methodology behind signal generation.
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DEEP DIVE
Why is NFP Revised So Much
MacroX Research
An analysis of the revision patterns in Nonfarm Payrolls and what drives the persistent gap between initial and final prints.
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DEEP DIVE
Stop Waiting for Godot Recession: Nowcast
MacroX Research
A framework for real-time recession probability assessment using nowcasting techniques and high-frequency indicators.
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DEEP DIVE
Measuring the US Housing Market
MacroX Research
Tracking housing activity in real time with alternative data across permits, sales, and pricing dynamics.
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Thought Pieces
BOOK REVIEW
Book Review: Weapons of Math Destruction by Cathy O'Neill
Apurv Jain · MacroXStudio
3 pages · Posted 16 Jun 2018
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CONVERSATION
Privacy vs. Alpha: A Conversation
Apurv Jain and Neil Seeman
10 pages · Posted 04 Nov 2019
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ARTICLE
Financial bubbles and their magic: asset price as a heroic journey in the financial markets
Alexandru Balasescu · Apurv Jain
Journal of Philosophical Economics · November 2018
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