Report NEP-CMP-2025-02-10

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Fernando Perez-Cruz & Hyun Song Shin, 2024, "Testing the cognitive limits of large language models," BIS Bulletins, Bank for International Settlements, number 83, Jan.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025, "Forecasting Dutch inflation using machine learning methods," Working Papers, DNB, number 828, Feb.
• Shijie Han & Jingshu Zhang & Yiqing Shen & Kaiyuan Yan & Hongguang Li, 2025, "FinSphere, a Real-Time Stock Analysis Agent Powered by Instruction-Tuned LLMs and Domain Tools," Papers, arXiv.org, number 2501.12399, Jan, revised Jul 2025.
• Douglas Kiarelly Godoy de Araujo & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2024, "Artificial intelligence in central banking," BIS Bulletins, Bank for International Settlements, number 84, Jan.
• Konstantinos-Leonidas Bisdoulis, 2024, "Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM," Papers, arXiv.org, number 2501.07580, Dec.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2025, "Inference for Regression with Variables Generated by AI or Machine Learning," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2421, Jan.
• Nicola Stalder & Michael Mayer & Steven C. Bourassa & Martin Hoesli, 2025, "Isolating Location Value Using SHAP and Interaction Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-02, Jan.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-08, Jan.
• Jiequn Han & Yucheng Yang & Weinan E, 2025, "DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-06, Jan.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025, "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2025, Feb.
• Adesina, Toheeb, 2025, "AI Agents in the Advertising Industry," MPRA Paper, University Library of Munich, Germany, number 123413, Jan.
• Avner Seror, 2024, "The Moral Mind(s) of Large Language Models," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2433, Nov.
• Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2023, "An agent-based model of trickle-up growth and income inequality," Post-Print, HAL, number hal-04531031, Dec, DOI: 10.1016/j.econmod.2023.106535.
• Ramin Mousa & Meysam Afrookhteh & Hooman Khaloo & Amir Ali Bengari & Gholamreza Heidary, 2025, "Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach," Papers, arXiv.org, number 2501.13136, Jan.
• Yuxi Hong, 2025, "Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure," Papers, arXiv.org, number 2501.09760, Jan.
• Jesús Villota, 2025, "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers, CEMFI, number wp2025_2501, Jan.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024, "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers, National Bank of Kazakhstan, number #2024-13.
• Gilles Grolleau & Murat C Mungan & Naoufel Mzoughi, 2025, "Perceptions of Justice: Assessing the Perceived Effectiveness of Punishments by Artificial Intelligence versus Human Judges," Post-Print, HAL, number hal-04854067, DOI: 10.1515/rle-2024-0049.
• Xia Li & Hanghang Zheng & Xiao Chen & Hong Liu & Mao Mao, 2025, "Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring," Papers, arXiv.org, number 2501.10677, Jan, revised Jan 2025.
• Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
• Mahyar Habibi, 2025, "Open Sourcing GPTs: Economics of Open Sourcing Advanced AI Models," Papers, arXiv.org, number 2501.11581, Jan.
• Dirk Czarnitzki & Robin Lepers & Maikel Pellens, 2025, "Adoption of circular economy innovations: The role of artificial intelligence," Working Papers of Department of Management, Strategy and Innovation, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven, number 758339, Jan.
• Jonathan Payne & Adam Rebei & Yucheng Yang, 2025, "Deep Learning for Search and Matching Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-05, Jan.
• Barman, Subrata & Nandi, Sukhendu, 2024, "Report of the International Capacity Building Training Program on Computable General Equilibrium (CGE) Modeling for Economic Policy Analysis," CGIAR Initative Publications, International Food Policy Research Institute (IFPRI), number Foresight.

Report NEP-CMP-2025-02-10

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report: