Report NEP-CMP-2025-06-16

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:

• Syoiti Ninomiya & Yuming Ma, 2025. "A new architecture of high-order deep neural networks that learn martingales," Papers 2505.03789, arXiv.org, revised Jun 2025.
• Starobinsky, Mark, 2025. "Ontology-Enhanced AI: Redefining Trust and Adaptability in Artificial Intelligence," OSF Preprints fh4ue_v1, Center for Open Science.
• Md. Yeasin Rahat & Rajan Das Gupta & Nur Raisa Rahman & Sudipto Roy Pritom & Samiur Rahman Shakir & Md Imrul Hasan Showmick & Md. Jakir Hossen, 2025. "Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets," Papers 2506.09851, arXiv.org.
• Dominik Stempie'n & Janusz Gajda, 2025. "Comparative analysis of financial data differentiation techniques using LSTM neural network," Papers 2505.19243, arXiv.org.
• Pierre Brugi`ere & Gabriel Turinici, 2025. "Model-Free Deep Hedging with Transaction Costs and Light Data Requirements," Papers 2505.22836, arXiv.org.
• 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," OSF Preprints tk87m_v1, Center for Open Science.
• Dominik Stempie'n & Robert 'Slepaczuk, 2025. "Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models," Papers 2505.19617, arXiv.org.
• Hariom Tatsat & Ariye Shater, 2025. "Beyond the Black Box: Interpretability of LLMs in Finance," Papers 2505.24650, arXiv.org.
• Francesco Morri & H'el`ene Le Cadre & Pierre Gruet & Luce Brotcorne, 2025. "Nonconvex Game and Multi Agent Reinforcement Learning for Zonal Ancillary Markets," Papers 2505.03288, arXiv.org, revised Jun 2025.
• Jiaxiang Chen & Mingxi Zou & Zhuo Wang & Qifan Wang & Dongning Sun & Chi Zhang & Zenglin Xu, 2025. "FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making," Papers 2506.09080, arXiv.org.
• Lijie Ding & Egang Lu & Kin Cheung, 2025. "Fast Derivative Valuation from Volatility Surfaces using Machine Learning," Papers 2505.22957, arXiv.org.
• Zikun Ye & Hema Yoganarasimhan, 2025. "Document Valuation in LLM Summaries: A Cluster Shapley Approach," Papers 2505.23842, arXiv.org.
• Maximilian Andres & Lisa Bruttel, 2025. "Communication and collusion in oligopoly experiments: A meta-study using machine learning," CEPA Discussion Papers 88, Center for Economic Policy Analysis.
• Jasper Rou, 2025. "Error Analysis of Deep PDE Solvers for Option Pricing," Papers 2505.05121, arXiv.org.
• Chung I Lu & Julian Sester & Aijia Zhang, 2025. "Distributionally Robust Deep Q-Learning," Papers 2505.19058, arXiv.org.
• Erfan Loghmani, 2025. "Aligning Language Models with Observational Data: Opportunities and Risks from a Causal Perspective," Papers 2506.00152, arXiv.org.
• Jiahao Yang & Ran Fang & Ming Zhang & Jun Zhou, 2025. "An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book," Papers 2505.22678, arXiv.org.
• Shanyu Han & Yang Liu & Xiang Yu, 2025. "Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions," Papers 2505.04553, arXiv.org, revised May 2025.
• Geyue Sun & Xiao Liu & Tomas Williams & Roberto Samaniego, 2025. "Learning to Regulate: A New Event-Level Dataset of Capital Control Measures," Papers 2505.23025, arXiv.org.
• Olivier Toubia & George Z. Gui & Tianyi Peng & Daniel J. Merlau & Ang Li & Haozhe Chen, 2025. "Twin-2K-500: A dataset for building digital twins of over 2,000 people based on their answers to over 500 questions," Papers 2505.17479, arXiv.org.
• Schraml, Christopher, 2025. "Automated Video Analytics in Marketing Research: A Systematic Literature Review and a Novel Multimodal Large Language Model Method," OSF Preprints 63nbc_v1, Center for Open Science.
• Joshua S. Gans, 2025. "Capability Inversion: The Turing Test Meets Information Design," NBER Working Papers 33893, National Bureau of Economic Research, Inc.
• Perin, Augusto O. & Castro, Hélder U. & Filho, Euclério B. O. & Martins, Joberto S. B. Prof. Dr., 2024. "Smart City in Contemporary Times with Internet of Things and Artificial Intelligence," SocArXiv r36yg_v1, Center for Open Science.
• Lucien Chaffa & Martin Trépanier & Thierry Warin, 2025. "Beyond PPML: Exploring Machine Learning Alternatives for Gravity Model Estimation in International Trade," CIRANO Working Papers 2025s-14, CIRANO.
• Jianhao Lin & Lexuan Sun & Yixin Yan, 2025. "Simulating Macroeconomic Expectations using LLM Agents," Papers 2505.17648, arXiv.org, revised Jun 2025.
• Daniel F. Villarraga & Ricardo A. Daziano, 2025. "Bayesian Deep Learning for Discrete Choice," Papers 2505.18077, arXiv.org.
• Jean-Paul Daemen & Silvia Leoni, 2025. "Simulating Tertiary Educational Decision Dynamics: An Agent-Based Model for the Netherlands," Papers 2505.01142, arXiv.org.
• Kristoffer Andersson & Alessandro Gnoatto & Camilo Andr'es Garc'ia Trillos, 2025. "A deep solver for backward stochastic Volterra integral equations," Papers 2505.18297, arXiv.org.
• Shanyan Lai, 2025. "Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks," Papers 2505.01921, arXiv.org, revised May 2025.
• Alberto Cabezas & Carlotta Montorsi, 2025. "Life Sequence Transformer: Generative Modelling for Counterfactual Simulation," Papers 2506.01874, arXiv.org.
• Stephen J. Lee & Cailinn Drouin, 2025. "Forecasting Residential Heating and Electricity Demand with Scalable, High-Resolution, Open-Source Models," Papers 2505.22873, arXiv.org.
• Pascal Michaillat, 2025. "Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier," Papers 2506.09664, arXiv.org.