This paper presents different deep neural network architectures designed to forecast the distribution of returns on a portfolio of U.S. Treasury securities. A long short-term memory model and a convolutional neural network are tested as the main building blocks of each architecture. The models...

Many households in developing countries lack formal financial histories, making it difficult for firms to extend credit, and for potential borrowers to receive it. However, many of these households have mobile phones, which generate rich data about behavior. This article shows that behavioral...

With all the recent attention focused on big data, it is easy to overlook that basic vital statistics remain difficult to obtain in most of the world. This project set out to test whether an openly available dataset (Twitter) could be transformed into a resource for urban planning and...

The literature lends empirical support for the idea that improvements to transport infrastructure lead to economic development. How and why the benefits of better transport differ between genders is less clear. This paper attempts to answer this question by combining a nonexperimental impact...

This study aims to understand women's engagement in economic activities in rural Honduras and why these activities may not be accurately reflected in official statistics. The study finds that women underreport their engagement in economic activities, including production for own consumption,...

What are the costs to women of harassment on public transit? This study randomizes the price of a women-reserved "safe space" in Rio de Janeiro and crowdsource information on 22,000 rides. Women in the public space experience harassment once a week. A fifth of riders are willing to forgo 20...

Digital technologies encourage companies to innovate with new processes, goods, and services, which ultimately enhance their competitiveness in local and global markets. This paper analyzes whether a wide set of data restrictions are negatively associated with digital innovation of firms. The...