Report NEP-CMP-2025-05-19

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:

• Bokai Cao & Saizhuo Wang & Xinyi Lin & Xiaojun Wu & Haohan Zhang & Lionel M. Ni & Jian Guo, 2025. "From Deep Learning to LLMs: A survey of AI in Quantitative Investment," Papers 2503.21422, arXiv.org.
• Zongxiao Wu & Yizhe Dong & Yaoyiran Li & Baofeng Shi, 2025. "Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts," Papers 2503.18029, arXiv.org.
• Julien Pascal, 2025. "Solving economic models with neural networks without backpropagation," BCL working papers 196, Central Bank of Luxembourg.
• Alejandro Lopez-Lira, 2025. "Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations," Papers 2504.10789, arXiv.org.
• Ziqi Li & Zhan Peng, 2025. "Can Moran Eigenvectors Improve Machine Learning of Spatial Data? Insights from Synthetic Data Validation," Papers 2504.12450, arXiv.org.
• Hannes Wallimann & Noah Balthasar, 2025. "Predicting Children's Travel Modes for School Journeys in Switzerland: A Machine Learning Approach Using National Census Data," Papers 2504.09947, arXiv.org.
• Yuanjun Feng & Vivek Chodhary & Yash Raj Shrestha, 2025. "Human aversion? Do AI Agents Judge Identity More Harshly Than Performance," Papers 2504.13871, arXiv.org.
• Julian Junyan Wang & Victor Xiaoqi Wang, 2025. "Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks," Papers 2503.16974, arXiv.org, revised Jun 2025.
• Tianshi Mu & Pranjal Rawat & John Rust & Chengjun Zhang & Qixuan Zhong, 2025. "Who is More Bayesian: Humans or ChatGPT?," Papers 2504.10636, arXiv.org.
• Yu Jeffrey Hu & Jeroen Rombouts & Ines Wilms, 2025. "MLOps Monitoring at Scale for Digital Platforms," Papers 2504.16789, arXiv.org.
• Ji Ma, 2025. "Steering Prosocial AI Agents: Computational Basis of LLM's Decision Making in Social Simulation," Papers 2504.11671, arXiv.org.
• Yu Zhang & Zelin Wu & Claudio Tessone, 2025. "Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks," Papers 2504.12771, arXiv.org.
• Achim Ahrens & Victor Chernozhukov & Christian Hansen & Damian Kozbur & Mark Schaffer & Thomas Wiemann, 2025. "An Introduction to Double/Debiased Machine Learning," Papers 2504.08324, arXiv.org.
• Cong William Lin & Wu Zhu, 2025. "Divergent LLM Adoption and Heterogeneous Convergence Paths in Research Writing," Papers 2504.13629, arXiv.org.
• Kasymkhan Khubiev & Mikhail Semenov, 2025. "Deep Learning Models Meet Financial Data Modalities," Papers 2504.13521, arXiv.org, revised Apr 2025.
• Timoth'ee Fabre & Damien Challet, 2025. "Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks," Papers 2504.15908, arXiv.org.
• Zhao, Chuqing & Chen, Yisong, 2025. "LLM-powered Topic Modeling for Discovering Public Mental Health Trends in Social Media," SocArXiv xbpts_v1, Center for Open Science.
• Buxmann, Peter & Glauben, Adrian & Hendriks, Patrick, 2024. "Die Nutzung von ChatGPT in Unternehmen: Ein Fallbeispiel zur Neugestaltung von Serviceprozessen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154532, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Youngbin Lee & Yejin Kim & Suin Kim & Yongjae Lee, 2025. "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterman Model," Papers 2504.14345, arXiv.org.
• Andrey Fradkin, 2025. "Demand for LLMs: Descriptive Evidence on Substitution, Market Expansion, and Multihoming," Papers 2504.15440, arXiv.org.
• Chris Hays & Manish Raghavan, 2025. "Double Machine Learning for Causal Inference under Shared-State Interference," Papers 2504.08836, arXiv.org.
• Koukorinis, Andreas & Peters, Gareth W. & Germano, Guido, 2025. "Generative-discriminative machine learning models for high-frequency financial regime classification," LSE Research Online Documents on Economics 128016, London School of Economics and Political Science, LSE Library.
• Fabienne Schmid & Daniel Oeltz, 2025. "Towards a fast and robust deep hedging approach," Papers 2504.16436, arXiv.org.
• Songci Xu & Qiangqiang Cheng & Chi-Guhn Lee, 2025. "A Causal Perspective of Stock Prediction Models," Papers 2503.20987, arXiv.org.
• Bokai Cao & Xueyuan Lin & Yiyan Qi & Chengjin Xu & Cehao Yang & Jian Guo, 2025. "Financial Wind Tunnel: A Retrieval-Augmented Market Simulator," Papers 2503.17909, arXiv.org.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Michael J. Yuan & Carlos Campoy & Sydney Lai & James Snewin & Ju Long, 2025. "Trust, but verify," Papers 2504.13443, arXiv.org.
• Jeonggyu Huh & Jaegi Jeon & Hyeng Keun Koo, 2025. "Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio," Papers 2504.11116, arXiv.org, revised May 2025.
• Mfon Akpan & Adeyemi Adebayo, 2025. "Artificial Intelligence and the Dual Paradoxes: Examining the Interplay of Efficiency, Resource Consumption, and Labor Dynamics," Papers 2504.10503, arXiv.org.
• Bin Ramli, Muhammad Sukri, 2025. "ENHANCING JOB ROTATION ONBOARDING IN THE MALAYSIAN PUBLIC SECTOR: A NotebookLM Large Language Model Case Study," OSF Preprints gjv9r_v1, Center for Open Science.
• Dario Crisci & Sebastian E. Ferrando & Konrad Gajewski, 2025. "Agent-Based Models for Two Stocks with Superhedging," Papers 2503.18165, arXiv.org.
• Duc Tuyen TA & Wajdi Ben Saad & Ji Young Oh, 2025. "Specialized text classification: an approach to classifying Open Banking transactions," Papers 2504.12319, arXiv.org.
• Bruno Bouchard & Xiaolu Tan, 2025. "Unbiased simulation of Asian options," Papers 2504.16349, arXiv.org.