Report NEP-CMP-2025-05-12

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:

• Xian Wu, 2025. "Trading Graph Neural Network," Papers 2504.07923, arXiv.org.
• Matthew Smith & Francisco Alvarez, 2025. "Machine Learning for Applied Economic Analysis: Gaining Practical Insights," Working Papers 2025-03, FEDEA.
• Wang, Yuyan & Li, Pan & Chen, Minmin, 2025. "The Blessing of Reasoning: LLM-Based Contrastive Explanations in Black-Box Recommender Systems," Research Papers 4234, Stanford University, Graduate School of Business.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025. "Asset Embeddings," NBER Working Papers 33651, National Bureau of Economic Research, Inc.
• Guy Stephane Waffo Dzuyo & Gaël Guibon & Christophe Cerisara & Luis Belmar-Letelier, 2025. "Linking Industry Sectors and Financial Statements: A Hybrid Approach for Company Classification," Post-Print hal-05031499, HAL.
• Lee, Chaewon & Gates, Kathleen, 2025. "Automated Machine Learning for Classification and Regression: A Tutorial for Psychologists," OSF Preprints j4xuq_v1, Center for Open Science.
• Vasant Dhar & Jo~ao Sedoc, 2025. "DBOT: Artificial Intelligence for Systematic Long-Term Investing," Papers 2504.05639, arXiv.org.
• Yanampally Abhiram Reddy & Siddhi Agarwal & Vikram Parashar & Arshiya Arora, 2025. "Visualizing Public Opinion on X: A Real-Time Sentiment Dashboard Using VADER and DistilBERT," Papers 2504.15448, arXiv.org, revised Jun 2025.
• Geiger, Felix & Kanelis, Dimitrios & Lieberknecht, Philipp & Sola, Diana, 2025. "Monetary-Intelligent Language Agent (MILA)," Technical Papers 01/2025, Deutsche Bundesbank.
• Baston, George, 2025. "Blockchain and AI in Global Finance: A Case Study of Cross-Border Payments in 2024 Asia," OSF Preprints te83v_v1, Center for Open Science.
• Ma, Ji, 2025. "Steering Prosocial AI Agents: Computational Basis of LLM's Decision Making in Social Simulation," OSF Preprints 8p7wg_v1, Center for Open Science.
• Jingru Wang & Wen Ding & Xiaotong Zhu, 2025. "Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG," Papers 2504.06279, arXiv.org.
• Joshua S. Gans, 2025. "A Quest for AI Knowledge," NBER Working Papers 33566, National Bureau of Economic Research, Inc.
• Frauke Kreuter, 2025. "Cocreating with AI: The role of LLMs as intelligent data science agents," German Stata Conference 2025 01, Stata Users Group.
• Wei Jiao, 2025. "Foreign Signal Radar," Papers 2504.07855, arXiv.org.
• Boris Nikolov & Norman Schuerhoff & Sam Wagner, 2025. "AI in Corporate Governance: Can Machines Recover Corporate Purpose?," Swiss Finance Institute Research Paper Series 25-23, Swiss Finance Institute.
• Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025. "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series 3052, European Central Bank.
• Alejandro Lopez-Lira & Yuehua Tang & Mingyin Zhu, 2025. "The Memorization Problem: Can We Trust LLMs' Economic Forecasts?," Papers 2504.14765, arXiv.org.
• Jinhui Li & Wenjia Xie & Luis Seco, 2025. "Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach," Papers 2504.02841, arXiv.org.
• Lidia Ceriani & Chiara Gigliarano & Paolo Verme, 2025. "Optimizing Data-driven Weights In Multidimensional Indexes," Papers 2504.06012, arXiv.org.
• Mario R. Pinheiro & Mario J. Pinheiro, 2025. "Money as a Tensor," Papers 2504.06286, arXiv.org.
• Sohom Ghosh & Sudip Kumar Naskar, 2025. "BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models," Papers 2504.13189, arXiv.org.
• András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Bank of England working papers 1122, Bank of England.
• Simon Jehnen & Joaqu'in Ordieres-Mer'e & Javier Villalba-D'iez, 2025. "FinTextSim: Enhancing Financial Text Analysis with BERTopic," Papers 2504.15683, arXiv.org.
• Martin Hoesli, 2025. "Navigating Information Imperfections in Commercial Real Estate Pricing," Swiss Finance Institute Research Paper Series 25-31, Swiss Finance Institute.
• Apró, William Zoltán, 2025. "Agentic AI-Driven Forecasting for IT Projects," OSF Preprints jtvqu_v1, Center for Open Science.
• Jetson Leder-Luis & Anup Malani, 2025. "The Economics of Healthcare Fraud," NBER Working Papers 33592, National Bureau of Economic Research, Inc.
• George Woodman & Ruben S. Andrist & Thomas Haner & Damian S. Steiger & Martin J. A. Schuetz & Helmut G. Katzgraber & Marcin Detyniecki, 2025. "Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound," Papers 2504.16530, arXiv.org, revised Apr 2025.
• Mengjie & Cheng & Elie Ofek & Hema Yoganarasimhan, 2025. "Balancing Engagement and Polarization: Multi-Objective Alignment of News Content Using LLMs," Papers 2504.13444, arXiv.org.
• Christian R. Proano & Jonas Dix, 2025. "Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes," CAMA Working Papers 2025-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Pinski, Marc & Hofmann, Thomas & Benlian, Alexander, 2025. "Executive AI Literacy: A Text-Mining Approach to Understand Existing and Demanded AI Skills of Leaders in Unicorn Firms," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 153874, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Ben Weidmann & Yixian Xu & David J. Deming, 2025. "Measuring Human Leadership Skills with AI Agents," NBER Working Papers 33662, National Bureau of Economic Research, Inc.
• Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025. "A Test of the Efficiency of a Given Portfolio in High Dimensions," Swiss Finance Institute Research Paper Series 25-26, Swiss Finance Institute.
• Item repec:osf:osfxxx:2yf6r_v2 is not listed on IDEAS anymore

• Chengfeng Shen & Felix Kubler & Yucheng Yang & Zhennan Zhou, 2025. "A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies," Swiss Finance Institute Research Paper Series 25-48, Swiss Finance Institute.
• Attar, Shoaib & Kodali, Chaitrathejasvi, 2025. "Phase Transitions in Financial Markets: An Ising Model Approach to Simulating Market Crashes," OSF Preprints e28mq_v1, Center for Open Science.
• Apella, Ignacio Raul & Zunino,Gonzalo, 2025. "Labor History and Contribution Density in the Pension System of the Dominican Republic," Policy Research Working Paper Series 11103, The World Bank.
• Palligkinis, Spyros, 2025. "Bank lending rates and the riskiness of euro area household loans," Working Paper Series 3053, European Central Bank.
• John M. Barrios & Filippo Lancieri & Joshua Levy & Shashank Singh & Tommaso Valletti & Luigi Zingales, 2025. "The Conflict-of-Interest Discount in the Marketplace of Ideas," NBER Working Papers 33645, National Bureau of Economic Research, Inc.
• Daniel Gaigall & Stefan Weber, 2025. "Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems," Papers 2504.06287, arXiv.org.
• Van Deun, Katrijn & Lê, Trà T. & Malinowski, Jakub & Mols, Floortje & Schoormans, Dounya, 2025. "Regularized multigroup exploratory approximate factor analysis for easy analysis of complex data," OSF Preprints 9twbk_v1, Center for Open Science.
• O'Donoghue, Cathal & Can, Zeynep Gizem & Montes-Viñas, Ana & Sologon, Denisa Maria, 2025. "Macro-Economic Change and Household Financial Strain in Europe 2006-2022," IZA Discussion Papers 17739, Institute of Labor Economics (IZA).