Report NEP-CMP-2025-03-24

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

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Other reports in NEP-CMP

The following items were announced in this report:

• Daksh Dave & Gauransh Sawhney & Vikhyat Chauhan, 2025. "Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies," Papers 2502.15853, arXiv.org.
• Guojun Xiong & Zhiyang Deng & Keyi Wang & Yupeng Cao & Haohang Li & Yangyang Yu & Xueqing Peng & Mingquan Lin & Kaleb E Smith & Xiao-Yang Liu & Jimin Huang & Sophia Ananiadou & Qianqian Xie, 2025. "FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading," Papers 2502.11433, arXiv.org, revised Feb 2025.
• Zhipeng Liu & Peibo Duan & Mingyang Geng & Bin Zhang, 2025. "A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction," Papers 2502.10776, arXiv.org.
• Yan Zhang & Lin Chen & Yixiang Tian, 2025. "A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP," Papers 2502.19615, arXiv.org.
• Lei Zhao & Lin Cai, 2025. "Robust and Efficient Deep Hedging via Linearized Objective Neural Network," Papers 2502.17757, arXiv.org.
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• Zichuan Guo & Mihai Cucuringu & Alexander Y. Shestopaloff, 2025. "Generalized Factor Neural Network Model for High-dimensional Regression," Papers 2502.11310, arXiv.org, revised Mar 2025.
• Lei Zhao & Lin Cai & Wu-Sheng Lu, 2025. "Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management," Papers 2502.17777, arXiv.org.
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• Meet Satishbhai Sonani & Atta Badii & Armin Moin, 2025. "Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis," Papers 2502.15813, arXiv.org.
• Furkan Karadac{s} & Bahaeddin Eravc{i} & Ahmet Murat Ozbayou{g}lu, 2025. "Multimodal Stock Price Prediction," Papers 2502.05186, arXiv.org.
• Luca Lalor & Anatoliy Swishchuk, 2025. "Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making," Papers 2502.17417, arXiv.org.
• Xiangyu Li & Yawen Zeng & Xiaofen Xing & Jin Xu & Xiangmin Xu, 2025. "HedgeAgents: A Balanced-aware Multi-agent Financial Trading System," Papers 2502.13165, arXiv.org.
• Remi Genet, 2025. "Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks," Papers 2502.18177, arXiv.org.
• Enoch H. Kang & Hema Yoganarasimhan & Lalit Jain, 2025. "An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model," Papers 2502.14131, arXiv.org, revised May 2025.
• Leonardo Berti & Bardh Prenkaj & Paola Velardi, 2025. "TRADES: Generating Realistic Market Simulations with Diffusion Models," Papers 2502.07071, arXiv.org, revised Feb 2025.
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• Ankur Sinha & Chaitanya Agarwal & Pekka Malo, 2025. "FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data," Papers 2502.18471, arXiv.org.
• Jibang Wu & Chenghao Yang & Simon Mahns & Yi Wu & Chaoqi Wang & Hao Zhu & Fei Fang & Haifeng Xu, 2025. "Grounded Persuasive Language Generation for Automated Marketing," Papers 2502.16810, arXiv.org, revised Jun 2025.
• Sangram Deshpande & Elin Ranjan Das & Frank Mueller, 2025. "Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping," Papers 2502.15742, arXiv.org.
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• Aldo Glielmo & Mitja Devetak & Adriano Meligrana & Sebastian Poledna, 2025. "BeforeIT.jl: High-Performance Agent-Based Macroeconomics Made Easy," Papers 2502.13267, arXiv.org.
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• Ricardo Masini & Marcelo Medeiros, 2025. "Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest," Papers 2502.13438, arXiv.org.
• Yuzhi Hao & Danyang Xie, 2025. "A Multi-LLM-Agent-Based Framework for Economic and Public Policy Analysis," Papers 2502.16879, arXiv.org.
• Thomas Henning & Siddhartha M. Ojha & Ross Spoon & Jiatong Han & Colin F. Camerer, 2025. "LLM Trading: Analysis of LLM Agent Behavior in Experimental Asset Markets," Papers 2502.15800, arXiv.org, revised Apr 2025.
• Zheli Xiong, 2025. "Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies," Papers 2502.17518, arXiv.org.
• Jian Chen & Guohao Tang & Guofu Zhou & Wu Zhu, 2025. "ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?," Papers 2502.10008, arXiv.org.
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• Luiz Tavares & Jose Mazzon & Francisco Paletta & Fabio Barros, 2025. "Bankruptcy analysis using images and convolutional neural networks (CNN)," Papers 2502.15726, arXiv.org.
• Horst Treiblmaier, 2025. "A Theory of Chaordic Economics: How Artificial Intelligence and Blockchain Transform Businesses, Economies and Societies," Papers 2502.16596, arXiv.org.
• Kevin He & Ran Shorrer & Mengjia Xia, 2025. "Human Misperception of Generative-AI Alignment: A Laboratory Experiment," Papers 2502.14708, arXiv.org, revised Jun 2025.
• Muffert, Johanna & Winkler, Erwin, 2025. "Using Machine Learning to Understand the Heterogeneous Earnings Effects of Exports," IZA Discussion Papers 17667, Institute of Labor Economics (IZA).
• Guanyuan Yu & Qing Li & Yu Zhao & Jun Wang & YiJun Chen & Shaolei Chen, 2025. "Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation," Papers 2502.13979, arXiv.org.
• Pandit, Harshvardhan J. & Rintamäki, Tytti, 2024. "Developing an Ontology for AI Act Fundamental Rights Impact Assessments," OSF Preprints tm74p_v1, Center for Open Science.
• Zichen Chen & Jiaao Chen & Jianda Chen & Misha Sra, 2025. "Standard Benchmarks Fail -- Auditing LLM Agents in Finance Must Prioritize Risk," Papers 2502.15865, arXiv.org, revised Jun 2025.
• Giacomo Case, 2025. "Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing," Papers 2502.17731, arXiv.org.
• Denizalp Goktas & Amy Greenwald & Sadie Zhao & Alec Koppel & Sumitra Ganesh, 2025. "Efficient Inverse Multiagent Learning," Papers 2502.14160, arXiv.org.
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