Report NEP-CMP-2025-06-09

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Jędrzej Maskiewicz & Paweł Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Working Papers 2025-14, Faculty of Economic Sciences, University of Warsaw.
• Lutfu Sua & Haibo Wang & Jun Huang, 2025. "Deep Learning in Renewable Energy Forecasting: A Cross-Dataset Evaluation of Temporal and Spatial Models," Papers 2505.03109, arXiv.org.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers 25-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised May 2025.
• Nikolaos Giannakis & Periklis Gogas & Theophilos Papadimitriou & Jamel Saadaoui & Emmanouil Sofianos, 2025. "Do International Reserve Holdings Still Predict Economic Crises? Insights from Recent Machine Learning Techniques," Working Papers 2025.6, International Network for Economic Research - INFER.
• Anton Korinek & Jai Vipra, 2024. "Concentrating Intelligence:Scaling and Market Structure in Artificial Intelligence," Working Papers Series inetwp228, Institute for New Economic Thinking.
• Elliot Beck & Michael Wolf, 2025. "Forecasting inflation with the hedged random forest," Working Papers 2025-07, Swiss National Bank.
• Antonicelli, Margareth & Drago, Carlo & Costantiello, Alberto & Leogrande, Angelo, 2025. "Analyzing Income Inequalities across Italian regions: Instrumental Variable Panel Data, K-Means Clustering and Machine Learning Algorithms," MPRA Paper 124910, University Library of Munich, Germany.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," CIRANO Working Papers 2025s-15, CIRANO.
• Sona Benecka, 2025. "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers 2025/2, Czech National Bank, Research and Statistics Department.
• Bachoc, François & Bolte, Jérôme & Boustany, Ryan & Loubes, Jean-Michel, 2025. "When majority rules, minority loses: bias amplification of gradient descent," TSE Working Papers 25-1641, Toulouse School of Economics (TSE).
• Juan Jos√© Rinc√≥n Brice√±o, 2025. "Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning," Documentos CEDE 21388, Universidad de los Andes, Facultad de Economía, CEDE.
• Nurbanu Bursa, 2025. "Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries," Papers 2506.01945, arXiv.org.
• Qiang Chen & Tianyang Han & Jin Li & Ye Luo & Yuxiao Wu & Xiaowei Zhang & Tuo Zhou, 2025. "Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks," Papers 2506.00856, arXiv.org, revised Jun 2025.
• Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2024. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Post-Print hal-05056934, HAL.
• Walenta, Danilo C. & Sturm, Timo & Scholz, Yven & Buxmann, Peter, 2025. "Make Up Your Mind! Habit Engineering With Artificial Intelligence in the Context of Trading," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154893, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Kyungsu Kim, 2025. "Unemployment Dynamics Forecasting with Machine Learning Regression Models," Papers 2505.01933, arXiv.org.
• Heinisch, Katja & Scaramella, Fabio & Schult, Christoph, 2025. "Assumption errors and forecast accuracy: A partial linear instrumental variable and double machine learning approach," IWH Discussion Papers 6/2025, Halle Institute for Economic Research (IWH).
• Mohammadhossein Rashidi & Mohammad Modarres, 2025. "Predicting the Price of Gold in the Financial Markets Using Hybrid Models," Papers 2505.01402, arXiv.org.
• Amy Wenxuan Ding & Shibo Li, 2025. "Generative AI lacks the human creativity to achieve scientific discovery from scratch," Post-Print hal-05053017, HAL.
• Rahil Dejkam & Reinhard Madlener, 2024. "Machine-Learning-Enhanced Measuring of Multidimensional Energy Poverty: Insights from a Pilot Survey in Portugal and Denmark," FCN Working Papers 1/2024, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Pal, Hemendra, 2023. "The Impact of Russia-Ukraine conflict on Global Commodity Brent Crude Prices," MPRA Paper 124770, University Library of Munich, Germany, revised 02 Oct 2024.
• Sunyaev, Ali & Benlian, Alexander & Pfeiffer, Jella & Jussupow, Ekaterina & Thiebes, Scott & Maedche, Alexander & Gawlitza, Joshua, 2025. "High-Risk Artificial Intelligence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154738, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Fourie, Jurgens & Steenkamp, Daan, 2025. "Forecasting economic downturns in South Africa using leading indicators and machine learning," MPRA Paper 124709, University Library of Munich, Germany.
• Hongyang Yang & Likun Lin & Yang She & Xinyu Liao & Jiaoyang Wang & Runjia Zhang & Yuquan Mo & Christina Dan Wang, 2025. "FinRobot: Generative Business Process AI Agents for Enterprise Resource Planning in Finance," Papers 2506.01423, arXiv.org.
• Dreoni Ilda & Serruys Hannes & Manso Luis & Tudo Jose & Amores Antonio F, 2025. "Statistical imputation and validation of consumption microdata for EUROMOD," JRC Working Papers on Taxation & Structural Reforms 2025-02, Joint Research Centre.
• Förster, Maximilian & Hagn, Michael & Hambauer, Nico & Jaki, Paula & Obermeier, Andreas & Pinski, Marc & Schauer, Andreas & Schiller, Alexander & Benlian, Alexander & Heinrich, Bernd & Jussupow, Ekate, 2025. "A Taxonomy for Uncertainty-Aware Explainable AI," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154878, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Ulrike Famira-Mühlberger & Thomas Horvath & Thomas Leoni & Martin Spielauer & Viktoria Szenkurök & Philipp Warum, 2025. "Demographic Change and the Future of Austria's Long-Term Care Allowance: A Dynamic Microsimulation Study," WIFO Working Papers 705, WIFO.
• Stefano Fasani & Valeria Patella & Giuseppe Pagano Giorgianni & Lorenza Rossi, 2025. "Belief Distortions and Disagreement about Inflation," Working Papers 423478673, Lancaster University Management School, Economics Department.
• Lin, Ziqi (Rachel), 2025. "Tax share analysis and prediction of kernel extreme Learning machine optimized by vector weighted average algorithm," OSF Preprints ymjw9_v1, Center for Open Science.
• Grebe, Leonard Nils, 2025. "Beyond the Replication Crisis: Investigating Methodological Drivers of Inconsistency in Financial Economics," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154892, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).