Report NEP-CMP-2025-05-26

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:

• Venkat Ram Reddy Ganuthula & Krishna Kumar Balaraman, 2025. "Artificial Intelligence Quotient (AIQ): A Novel Framework for Measuring Human-AI Collaborative Intelligence," Papers 2503.16438, arXiv.org.
• Magaletti, Nicola & Notarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025. "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," MPRA Paper 124548, University Library of Munich, Germany.
• Giovanni Ballarin & Jacopo Capra & Petros Dellaportas, 2025. "Multi-Horizon Echo State Network Prediction of Intraday Stock Returns," Papers 2504.19623, arXiv.org.
• Ziqi Li, 2025. "Explainable AI in Spatial Analysis," Papers 2505.00591, arXiv.org.
• Lars Hornuf & David J. Streich & Niklas Töllich, 2025. "Making GenAI Smarter: Evidence from a Portfolio Allocation Experiment," CESifo Working Paper Series 11862, CESifo.
• Cheng Wang & Chuwen Wang & Shirong Zeng & Jianguo Liu & Changjun Jiang, 2025. "Advanced simulation paradigm of human behaviour unveils complex financial systemic projection," Papers 2503.20787, arXiv.org, revised May 2025.
• Carlos Castro-Iragorri & Manuel Parra-Diaz, 2025. "Stability focused end to end frameworks for risk budgeting portfolios," Documentos de Trabajo 21367, Universidad del Rosario.
• Manuel Parra-Diaz & Carlos Castro-Iragorri, 2025. "Deep Declarative Risk Budgeting Portfolios," Papers 2504.19980, arXiv.org.
• Tiantian Tu, 2025. "Bridging Short- and Long-Term Dependencies: A CNN-Transformer Hybrid for Financial Time Series Forecasting," Papers 2504.19309, arXiv.org.
• Marco Zanotti, 2025. "Do global forecasting models require frequent retraining?," Working Papers 551, University of Milano-Bicocca, Department of Economics.
• Lawrence, Alice, 2024. "The Role of Artificial Intelligence in Strengthening Supply Chain Resilience," OSF Preprints 4x2jz_v1, Center for Open Science.
• Amelie BARBIER-GAUCHARD & Emmanouil SOFIANOS, 2024. "Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets," Working Papers of BETA 2024-47, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Alina Landowska & Robert A. K{l}opotek & Dariusz Filip & Konrad Raczkowski, 2025. "GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest," Papers 2504.20993, arXiv.org.
• Saizhuo Wang & Hao Kong & Jiadong Guo & Fengrui Hua & Yiyan Qi & Wanyun Zhou & Jiahao Zheng & Xinyu Wang & Lionel M. Ni & Jian Guo, 2025. "QuantBench: Benchmarking AI Methods for Quantitative Investment," Papers 2504.18600, arXiv.org.
• Anna P. Kwossek & David J. Promel & Josef Teichmann, 2025. "Universal approximation property of neural stochastic differential equations," Papers 2503.16696, arXiv.org.
• Hirmer, Christine & Metzger, Lina-Jeanette, 2025. "Text Mining mit der "Temi-Box"," IAB-Forschungsbericht 202513, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Joao Felipe Gueiros & Hemanth Chandravamsi & Steven H. Frankel, 2025. "Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks," Papers 2504.20088, arXiv.org.
• Jennifer Priefer & Jan-Peter Kucklick & Daniel Beverungen & Oliver Müller, 2025. "Elucidating the Predictive Power of Search and Experience Qualities for Pricing of Complex Goods: A Machine Learning-based Study on Real Estate Appraisal," Working Papers Dissertations 138, Paderborn University, Faculty of Business Administration and Economics.
• Ngueuleweu Tiwang Gildas, 2025. "A Hamiltonian Higher-Order Elasticity Framework for Dynamic Diagnostics(2HOED)," Papers 2504.21062, arXiv.org.
• Srivastava, Varad, 2025. "EAGLE: A Multi-Agent Generative AI System for Personalized Banking Recommendation and Risk-Aware Financial Planning," OSF Preprints dwspv_v1, Center for Open Science.
• Grané Chávez, Aurea & Scielzo Ortiz, Fabio, 2025. "Fast k-medoids and q-Fold Fast k-medoids: New distance-based clustering algorithms for large mixed-type data," DES - Working Papers. Statistics and Econometrics. WS 46673, Universidad Carlos III de Madrid. Departamento de Estadística.
• Chris Santos-Lang & Christopher M. Homan, 2025. "MAD Chairs: A new tool to evaluate AI," Papers 2503.20986, arXiv.org, revised May 2025.
• Michael S. Barr, 2025. "Artificial Intelligence and the Labor Market: A Scenario-Based Approach: A speech at the Reykjavík Economic Conference 2025, Central Bank of Iceland, Reykjavík, Iceland., May 9, 2025," Speech 99947, Board of Governors of the Federal Reserve System (U.S.).
• Ricardo Dahis & Martin Mattsson & Nathalia Sales, 2025. "Reelection Incentives and Corruption: Revisiting the Evidence with LLM-Classified Audit Reports," Monash Economics Working Papers 2025-08, Monash University, Department of Economics.
• Robert Millar & Jinglai Li, 2025. "Bayesian Optimization for CVaR-based portfolio optimization," Papers 2503.17737, arXiv.org.
• Eduardo Abi Jaber & Elie Attal, 2025. "Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian," Papers 2504.19885, arXiv.org.
• Mr. Tanai Khiaonarong & Kasperi N Korpinen & Emran Islam, 2025. "Using Simulations for Cyber Stress Testing Exercises," IMF Working Papers 2025/085, International Monetary Fund.
• Syoiti Ninomiya & Yuji Shinozaki, 2025. "A high-order recombination algorithm for weak approximation of stochastic differential equations," Papers 2504.19717, arXiv.org, revised May 2025.
• Boulieris, Petros & Carballa-Smichowski, Bruno & Fourka, Maria Niki & Lianos, Ioannis, 2025. "New industrial policy design and competition: a computational approach," MPRA Paper 124187, University Library of Munich, Germany.
• Gianandrea Lanzara & Matteo Santacesaria, 2025. "On spatial systems of cities," Papers 2504.21819, arXiv.org.