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. 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:

• Jizhou Wang & Xiaodan Fang & Lei Huang & Yongfeng Huang, 2025. "TaxAgent: How Large Language Model Designs Fiscal Policy," Papers 2506.02838, arXiv.org.
• Jk{e}drzej Maskiewicz & Pawe{l} Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Papers 2506.04658, arXiv.org.
• 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 2505.05523, arXiv.org.
• 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-05094029, HAL.
• Johannes Schwab & Bryan T. Kelly & Semyon Malamud & Teng Andrea Xu, 2025. "Training NTK to Generalize with KARE," Swiss Finance Institute Research Paper Series 25-51, Swiss Finance Institute.
• Muhammed Golec & Maha AlabdulJalil, 2025. "Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy," Papers 2506.04290, arXiv.org, revised Jun 2025.
• Harold D. Chiang & Jack Collison & Lorenzo Magnolfi & Christopher Sullivan, 2025. "Enhancing the Merger Simulation Toolkit with ML/AI," Papers 2506.05225, arXiv.org.
• Feliks Ba'nka & Jaros{l}aw A. Chudziak, 2025. "Applying Informer for Option Pricing: A Transformer-Based Approach," Papers 2506.05565, arXiv.org.
• Wishnu Badrawani, 2025. "An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia," Papers 2506.10369, arXiv.org.
• Haoyuan Wang & Chen Liu & Minh-Ngoc Tran & Chao Wang, 2025. "Deep Learning Enhanced Multivariate GARCH," Papers 2506.02796, arXiv.org.
• Shunyao Wang & Ming Cheng & Christina Dan Wang, 2025. "NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks," Papers 2505.06864, arXiv.org.
• Duosi Zheng & Hanzhong Guo & Yanchu Liu & Wei Huang, 2025. "Neural Jumps for Option Pricing," Papers 2506.05137, arXiv.org.
• Hadi Hosseini & Samarth Khanna & Ronak Singh, 2025. "Matching Markets Meet LLMs: Algorithmic Reasoning with Ranked Preferences," Papers 2506.04478, arXiv.org.
• 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 202532, University of Macau, Faculty of Business Administration.
• 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 2506.08762, arXiv.org.
• 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 2505.03760, arXiv.org.
• Dongmei Zhu & Ashley Davey & Harry Zheng, 2025. "S-shaped Utility Maximization with VaR Constraint and Partial Information," Papers 2506.10103, arXiv.org.
• Shunxin Yao, 2025. "Orthogonality-Constrained Deep Instrumental Variable Model for Causal Effect Estimation," Papers 2506.02790, arXiv.org.
• Daniel Souza & Aldo Geuna & Jeff Rodríguez, 2025. "How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning," Carlo Alberto Notebooks 738 JEL Classification: O, Collegio Carlo Alberto.
• Haochuan Wang, 2025. "Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer," Papers 2506.05764, arXiv.org, 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 2505.09399, arXiv.org.
• Friese, Susanne PhD, 2025. "Conversational Analysis with AI - CA to the Power of AI: Rethinking Coding in Qualitative Analysis," OSF Preprints 6b52m_v2, Center for Open Science.
• Xu Wang & Samy Wu Fung & Levon Nurbekyan, 2025. "A primal-dual price-optimization method for computing equilibrium prices in mean-field games models," Papers 2506.04169, arXiv.org.
• Moreno, William, 2025. "Modeling Knowledge and Decision-Making with the Conditional Reasoning Framework," OSF Preprints zwpnv_v3, Center for Open Science.
• 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 2505.05797, arXiv.org.
• 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 128215, London School of Economics and Political Science, LSE Library.
• 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 j42ra_v1, Center for Open Science.
• Jose Portela & Eduardo S. Schwartz & Jaime Aparicio Garcia, 2025. "Litigation Risk and the Valuation of Legal Claims: A Real Option Approach," NBER Working Papers 33790, National Bureau of Economic Research, Inc.
• Robin Middelanis & Bramka Arga Jafino & Ruth Hill & Minh Cong Nguyen & Stephane Hallegatte, 2025. "Global Socio-economic Resilience to Natural Disasters," Policy Research Working Paper Series 11129, The World Bank.
• 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-05083052, HAL.