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Report NEP-CMP-2025-05-05
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:
- Andrei Neagu & Fr'ed'eric Godin & Leila Kosseim, 2025, "Deep Reinforcement Learning Algorithms for Option Hedging," Papers, arXiv.org, number 2504.05521, Apr, revised Apr 2025.
- Anastasis Kratsios & Xiaofei Shi & Qiang Sun & Zhanhao Zhang, 2025, "Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement," Papers, arXiv.org, number 2504.04300, Apr.
- Anindya Sarkar & G. Vadivu, 2025, "An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model," Papers, arXiv.org, number 2503.22192, Mar.
- Tom L. Dudda & Lars Hornuf, 2025, "The Perks and Perils of Machine Learning in Business and Economic Research," CESifo Working Paper Series, CESifo, number 11721.
- Kühl, Niklas & Schemmer, Max & Goutier, Marc & Satzger, Gerhard, 2025, "Artificial intelligence and machine learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 153962, Apr, DOI: 10.1007/s12525-022-00598-0.
- Jiayin Liu & Chenglong Zhang, 2025, "Deep Learning for Double Auction," Papers, arXiv.org, number 2504.05355, Apr, revised Jul 2025.
- Yue Yin, 2025, "InfoBid: A Simulation Framework for Studying Information Disclosure in Auctions with Large Language Model-based Agents," Papers, arXiv.org, number 2503.22726, Mar.
- Giovanni Dosi & Marcelo C. Pereira & Gabriel Petrini & Andrea Roventini & Maria Enrica Virgillito, 2025, "From ABM back to real data: time series visualization and model selection in the K+S agent-based model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2025/17, Apr.
- Clayton, Christopher & Coppola, Antonio & Maggiori, Matteo & Schreger, Jesse, 2025, "Chokepoints: Identifying Economic Pressure," SocArXiv, Center for Open Science, number zsc4x_v1, Mar, DOI: 10.31219/osf.io/zsc4x_v1.
- Shovon Sengupta & Bhanu Pratap & Amit Pawar, 2025, "Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning," Papers, arXiv.org, number 2504.05350, Apr.
- Alejandro Lopez-Lira & Jihoon Kwon & Sangwoon Yoon & Jy-yong Sohn & Chanyeol Choi, 2025, "Bridging Language Models and Financial Analysis," Papers, arXiv.org, number 2503.22693, Mar.
- Zhenwei Lin & Masafumi Nakano & Akihiko Takahashi, 2024, "sentiment analysis, text mining, large language models, natural language processing, ChatGPT, Japanese stock market, TOPIX 500, Nikkei 225, investment, alpha creation, risk-adjusted returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-601, Nov, revised Apr 2025.
- Alejandro Rodriguez Dominguez, 2025, "Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions," Papers, arXiv.org, number 2504.05743, Apr, revised Apr 2025.
- Minshuo Chen & Renyuan Xu & Yumin Xu & Ruixun Zhang, 2025, "Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure," Papers, arXiv.org, number 2504.06566, Apr, revised Jan 2026.
- Borsos, András & Carro, Adrian & Glielmo, Aldo & Hinterschweiger, Marc & Kaszowska-Mojsa, Jagoda & Uluc, Arzu, 2025, "Agent-based modeling at central banks: recent developments and new challenges," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2025-05, Feb.
- Juan Tenorio & Heidi Alpiste & Jakelin Rem'on & Arian Segil, 2025, "An Artificial Trend Index for Private Consumption Using Google Trends," Papers, arXiv.org, number 2503.21981, Mar.
- Wiese, Samuel & Kaszowska-Mojsa, Jagoda & Dyer, Joel & Moran, José & Pangallo, Marco & Lafond, François & Muellbauer, John & Calinescu, Anisoara & Farmer, J. Doyne, 2024, "Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2024-06, Sep.
- Hess, Simon, 2025, "What Difference Does Central Bank Digital Currency Make? Insights from an Agent-based Model," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 171.
- Amin Haeri & Jonathan Vitrano & Mahdi Ghelichi, 2025, "Generative AI Enhanced Financial Risk Management Information Retrieval," Papers, arXiv.org, number 2504.06293, Apr, revised Apr 2025.