Report NEP-CMP-2025-06-23

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Jizhou Wang & Xiaodan Fang & Lei Huang & Yongfeng Huang, 2025, "TaxAgent: How Large Language Model Designs Fiscal Policy," Papers, arXiv.org, number 2506.02838, Jun.
• Jk{e}drzej Maskiewicz & Pawe{l} Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Papers, arXiv.org, number 2506.04658, Jun.
• Anna Kusetogullari & Huseyin Kusetogullari & Martin Andersson & Tony Gorschek, 2025, "GenAI in Entrepreneurship: a systematic review of generative artificial intelligence in entrepreneurship research: current issues and future directions," Papers, arXiv.org, number 2505.05523, May.
• Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025, "Forecasting the Moroccan Stock Market: A Theoretical Approach Integrating Macroeconomic and Sentiment Data through Deep Learning," Post-Print, HAL, number hal-05094029, May, DOI: 10.5281/zenodo.15576354.
• Johannes Schwab & Bryan T. Kelly & Semyon Malamud & Teng Andrea Xu, 2025, "Training NTK to Generalize with KARE," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-51, May.
• Muhammed Golec & Maha AlabdulJalil, 2025, "Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy," Papers, arXiv.org, number 2506.04290, Jun, revised Jun 2025.
• Harold D. Chiang & Jack Collison & Lorenzo Magnolfi & Christopher Sullivan, 2025, "Enhancing the Merger Simulation Toolkit with ML/AI," Papers, arXiv.org, number 2506.05225, Jun.
• Feliks Ba'nka & Jaros{l}aw A. Chudziak, 2025, "Applying Informer for Option Pricing: A Transformer-Based Approach," Papers, arXiv.org, number 2506.05565, Jun.
• Wishnu Badrawani, 2025, "An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia," Papers, arXiv.org, number 2506.10369, Jun.
• Haoyuan Wang & Chen Liu & Minh-Ngoc Tran & Chao Wang, 2025, "Deep Learning Enhanced Multivariate GARCH," Papers, arXiv.org, number 2506.02796, Jun.
• Shunyao Wang & Ming Cheng & Christina Dan Wang, 2025, "NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks," Papers, arXiv.org, number 2505.06864, May.
• Duosi Zheng & Hanzhong Guo & Yanchu Liu & Wei Huang, 2025, "Neural Jumps for Option Pricing," Papers, arXiv.org, number 2506.05137, Jun.
• Hadi Hosseini & Samarth Khanna & Ronak Singh, 2025, "Matching Markets Meet LLMs: Algorithmic Reasoning with Ranked Preferences," Papers, arXiv.org, number 2506.04478, Jun, revised Dec 2025.
• Yang, Zhang & Jianxiong Lin & Yihe Qian & Lianjie Shu, 2025, "Machine learning and financial inclusion: Evidence from credit risk assessment of small-business loans in China," Working Papers, University of Macau, Faculty of Business Administration, number 202532, Jun.
• Issa Sugiura & Takashi Ishida & Taro Makino & Chieko Tazuke & Takanori Nakagawa & Kosuke Nakago & David Ha, 2025, "EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements," Papers, arXiv.org, number 2506.08762, Jun.
• Arishi Orra & Aryan Bhambu & Himanshu Choudhary & Manoj Thakur & Selvaraju Natarajan, 2025, "Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach," Papers, arXiv.org, number 2505.03760, Apr.
• Dongmei Zhu & Ashley Davey & Harry Zheng, 2025, "S-shaped Utility Maximization with VaR Constraint and Partial Information," Papers, arXiv.org, number 2506.10103, Jun.
• Shunxin Yao, 2025, "Orthogonality-Constrained Deep Instrumental Variable Model for Causal Effect Estimation," Papers, arXiv.org, number 2506.02790, Jun.
• Daniel Souza & Aldo Geuna & Jeff Rodríguez, 2025, "How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 738 JEL Classification: O.
• Haochuan Wang, 2025, "Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer," Papers, arXiv.org, number 2506.05764, Jun, revised Jun 2025.
• Philipp Koch & Viktor Stojkoski & C'esar A. Hidalgo, 2025, "Augmenting the availability of historical GDP per capita estimates through machine learning," Papers, arXiv.org, number 2505.09399, May.
• Friese, Susanne PhD, 2025, "Conversational Analysis with AI - CA to the Power of AI: Rethinking Coding in Qualitative Analysis," OSF Preprints, Center for Open Science, number 6b52m_v2, Apr, DOI: 10.31219/osf.io/6b52m_v2.
• Xu Wang & Samy Wu Fung & Levon Nurbekyan, 2025, "A primal-dual price-optimization method for computing equilibrium prices in mean-field games models," Papers, arXiv.org, number 2506.04169, Jun, revised Sep 2025.
• Moreno, William, 2025, "Modeling Knowledge and Decision-Making with the Conditional Reasoning Framework," OSF Preprints, Center for Open Science, number zwpnv_v3, May, DOI: 10.31219/osf.io/zwpnv_v3.
• Lucia Stephanie B. Sibala & Novy Aila B. Rivas & Giovanna Fae R. Oguis, 2025, "Assessing the Dynamics of the Coffee Value Chain in Davao del Sur: An Agent-Based Modeling Approach," Papers, arXiv.org, number 2505.05797, May.
• Cao, Jingcun & Li, Xiaolin & Zhang, Lingling, 2025, "Is relevancy everything? A deep-learning approach to understand the effect of image-text congruence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128215, Dec.
• MENG, WEI & Zhang, Xiaoyin, 2025, "Application of the theory of “Military campaign success” based on the genetic algorithm of “The Art of War” to the war between Israel and Iran," SocArXiv, Center for Open Science, number j42ra_v1, May, DOI: 10.31219/osf.io/j42ra_v1.
• Jose Portela & Eduardo S. Schwartz & Jaime Aparicio Garcia, 2025, "Litigation Risk and the Valuation of Legal Claims: A Real Option Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 33790, May.
• Middelanis, Robin & Jafino, Bramka Arga & Hill, Ruth & Nguyen, Minh Cong & Hallegatte, Stephane, 2025, "Global Socio-economic Resilience to Natural Disasters," Policy Research Working Paper Series, The World Bank, number 11129, May.
• Jeroen Struben & Derek Chan & Byomkesh Talukder & Laurette Dubé, 2025, "Market pathways to food systems transformation toward healthy and equitable diets through convergent innovation," Post-Print, HAL, number hal-05083052, May, DOI: 10.1038/s41467-025-59392-z.

Report NEP-CMP-2025-06-23

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: