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. 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:

• Xian Wu, 2025, "Trading Graph Neural Network," Papers, arXiv.org, number 2504.07923, Apr.
• Matthew Smith & Francisco Alvarez, 2025, "Machine Learning for Applied Economic Analysis: Gaining Practical Insights," Working Papers, FEDEA, number 2025-03, Apr.
• Wang, Yuyan & Li, Pan & Chen, Minmin, 2025, "The Blessing of Reasoning: LLM-Based Contrastive Explanations in Black-Box Recommender Systems," Research Papers, Stanford University, Graduate School of Business, number 4234, Feb.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025, "Asset Embeddings," NBER Working Papers, National Bureau of Economic Research, Inc, number 33651, Apr.
• 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, number hal-05031499, Feb.
• Lee, Chaewon & Gates, Kathleen, 2025, "Automated Machine Learning for Classification and Regression: A Tutorial for Psychologists," OSF Preprints, Center for Open Science, number j4xuq_v1, Apr, DOI: 10.31219/osf.io/j4xuq_v1.
• Vasant Dhar & Jo~ao Sedoc, 2025, "DBOT: Artificial Intelligence for Systematic Long-Term Investing," Papers, arXiv.org, number 2504.05639, Apr.
• 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, arXiv.org, number 2504.15448, Apr, revised Jun 2025.
• Geiger, Felix & Kanelis, Dimitrios & Lieberknecht, Philipp & Sola, Diana, 2025, "Monetary-Intelligent Language Agent (MILA)," Technical Papers, Deutsche Bundesbank, number 01/2025.
• Baston, George, 2025, "Blockchain and AI in Global Finance: A Case Study of Cross-Border Payments in 2024 Asia," OSF Preprints, Center for Open Science, number te83v_v1, Apr, DOI: 10.31219/osf.io/te83v_v1.
• Ma, Ji, 2025, "Steering Prosocial AI Agents: Computational Basis of LLM's Decision Making in Social Simulation," OSF Preprints, Center for Open Science, number 8p7wg_v1, Apr, DOI: 10.31219/osf.io/8p7wg_v1.
• Jingru Wang & Wen Ding & Xiaotong Zhu, 2025, "Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG," Papers, arXiv.org, number 2504.06279, Mar.
• Joshua S. Gans, 2025, "A Quest for AI Knowledge," NBER Working Papers, National Bureau of Economic Research, Inc, number 33566, Mar.
• Frauke Kreuter, 2025, "Cocreating with AI: The role of LLMs as intelligent data science agents," German Stata Conference 2025, Stata Users Group, number 01, Apr.
• Wei Jiao, 2025, "Foreign Signal Radar," Papers, arXiv.org, number 2504.07855, Apr.
• Boris Nikolov & Norman Schuerhoff & Sam Wagner, 2025, "AI in Corporate Governance: Can Machines Recover Corporate Purpose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-23, Mar.
• Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025, "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series, European Central Bank, number 3052, May.
• Alejandro Lopez-Lira & Yuehua Tang & Mingyin Zhu, 2025, "The Memorization Problem: Can We Trust LLMs' Economic Forecasts?," Papers, arXiv.org, number 2504.14765, Apr, revised Dec 2025.
• Jinhui Li & Wenjia Xie & Luis Seco, 2025, "Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach," Papers, arXiv.org, number 2504.02841, Mar.
• Lidia Ceriani & Chiara Gigliarano & Paolo Verme, 2025, "Optimizing Data-driven Weights In Multidimensional Indexes," Papers, arXiv.org, number 2504.06012, Apr.
• Mario R. Pinheiro & Mario J. Pinheiro, 2025, "Money as a Tensor," Papers, arXiv.org, number 2504.06286, Apr.
• Sohom Ghosh & Sudip Kumar Naskar, 2025, "BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models," Papers, arXiv.org, number 2504.13189, Apr.
• 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, Bank of England, number 1122, Feb.
• Simon Jehnen & Joaqu'in Ordieres-Mer'e & Javier Villalba-D'iez, 2025, "FinTextSim: Enhancing Financial Text Analysis with BERTopic," Papers, arXiv.org, number 2504.15683, Apr.
• Martin Hoesli, 2025, "Navigating Information Imperfections in Commercial Real Estate Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-31, Mar.
• Apró, William Zoltán, 2025, "Agentic AI-Driven Forecasting for IT Projects," OSF Preprints, Center for Open Science, number jtvqu_v1, Apr, DOI: 10.31219/osf.io/jtvqu_v1.
• Jetson Leder-Luis & Anup Malani, 2025, "The Economics of Healthcare Fraud," NBER Working Papers, National Bureau of Economic Research, Inc, number 33592, Mar.
• 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, arXiv.org, number 2504.16530, Apr, revised Apr 2025.
• Mengjie Cheng & Elie Ofek & Hema Yoganarasimhan, 2025, "Balancing Engagement and Polarization: Multi-Objective Alignment of News Content Using LLMs," Papers, arXiv.org, number 2504.13444, Apr, revised Nov 2025.
• Christian R. Proano & Jonas Dix, 2025, "Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-27, May.
• 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), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 153874, Mar.
• Ben Weidmann & Yixian Xu & David J. Deming, 2025, "Measuring Human Leadership Skills with AI Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 33662, Apr.
• 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, Swiss Finance Institute, number 25-26, Mar.
• 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, Swiss Finance Institute, number 25-48, Apr.
• Attar, Shoaib & Kodali, Chaitrathejasvi, 2025, "Phase Transitions in Financial Markets: An Ising Model Approach to Simulating Market Crashes," OSF Preprints, Center for Open Science, number e28mq_v1, Apr, DOI: 10.31219/osf.io/e28mq_v1.
• Apella, Ignacio Raul & Zunino,Gonzalo, 2025, "Labor History and Contribution Density in the Pension System of the Dominican Republic," Policy Research Working Paper Series, The World Bank, number 11103, Apr.
• Palligkinis, Spyros, 2025, "Bank lending rates and the riskiness of euro area household loans," Working Paper Series, European Central Bank, number 3053, May.
• 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, National Bureau of Economic Research, Inc, number 33645, Apr.
• Daniel Gaigall & Stefan Weber, 2025, "Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems," Papers, arXiv.org, number 2504.06287, Apr, revised Feb 2026.
• 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, Center for Open Science, number 9twbk_v1, Mar, DOI: 10.31219/osf.io/9twbk_v1.
• O'Donoghue, Cathal & Can, Zeynep Gizem & Montes-Viñas, Ana & Sologon, Denisa M., 2025, "Macro-Economic Change and Household Financial Strain in Europe 2006-2022," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17739, Feb.

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. 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: