Report NEP-CMP-2025-06-30

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:

• Timoth'ee Hornek Amir Sartipi & Igor Tchappi & Gilbert Fridgen, 2025. "Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting," Papers 2506.08113, arXiv.org.
• Liexin Cheng & Xue Cheng & Shuaiqiang Liu, 2025. "Fast Learning in Quantitative Finance with Extreme Learning Machine," Papers 2505.09551, arXiv.org, revised May 2025.
• Francesco Cozzi & Marco Pangallo & Alan Perotti & Andr'e Panisson & Corrado Monti, 2025. "Learning Individual Behavior in Agent-Based Models with Graph Diffusion Networks," Papers 2505.21426, arXiv.org.
• Sukru Selim Calik & Andac Akyuz & Zeynep Hilal Kilimci & Kerem Colak, 2025. "Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100," Papers 2506.06345, arXiv.org.
• Mateusz Wilinski & Anubha Goel & Alexandros Iosifidis & Juho Kanniainen, 2025. "Classifying and Clustering Trading Agents," Papers 2505.21662, arXiv.org.
• Shu Wang & Zijun Yao & Shuhuai Zhang & Jianuo Gai & Tracy Xiao Liu & Songfa Zhong, 2025. "When Experimental Economics Meets Large Language Models: Tactics with Evidence," Papers 2505.21371, arXiv.org.
• Item repec:arx:papers:2506.15041 is not listed on IDEAS anymore

• R. Maria del Rio-Chanona & Marco Pangallo & Cars Hommes, 2025. "Can Generative AI agents behave like humans? Evidence from laboratory market experiments," Papers 2505.07457, arXiv.org.
• Zonghan Wu & Junlin Wang & Congyuan Zou & Chenhan Wang & Yilei Shao, 2025. "Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation," Papers 2506.07315, arXiv.org.
• Qirui Mi & Qipeng Yang & Zijun Fan & Wentian Fan & Heyang Ma & Chengdong Ma & Siyu Xia & Bo An & Jun Wang & Haifeng Zhang, 2025. "EconGym: A Scalable AI Testbed with Diverse Economic Tasks," Papers 2506.12110, arXiv.org.
• Fabio Gatti & Joel Huesler, 2025. "Text Analysis Methods for Historical Letters, The case of Michelangelo Buonarrotti," Working Papers 0279, European Historical Economics Society (EHES).
• Marcus Buckmann & Ed Hill, 2025. "Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers," Bank of England working papers 1127, Bank of England.
• Marcus Buckmann & Quynh Anh Nguyen & Edward Hill, 2025. "Revealing economic facts: LLMs know more than they say," Papers 2505.08662, arXiv.org.
• Mihai Cucuringu & Kang Li & Chao Zhang, 2025. "Forecasting Intraday Volume in Equity Markets with Machine Learning," Papers 2505.08180, arXiv.org.
• Weixian Waylon Li & Hyeonjun Kim & Mihai Cucuringu & Tiejun Ma, 2025. "Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?," Papers 2505.07078, arXiv.org, revised May 2025.
• Yang Qiang, 2025. "The impact of extracurricular education on socioeconomic mobility in Japan: an application of causal machine learning," Papers 2506.07421, arXiv.org.
• Robert Scriba & Yuying Li & Jingbo B Wang, 2025. "Monte-Carlo Option Pricing in Quantum Parallel," Papers 2505.09459, arXiv.org.
• Giuseppe Arbia & Luca Morandini & Vincenzo Nardelli, 2025. "Evaluating Large Language Model Capabilities in Assessing Spatial Econometrics Research," Papers 2506.06377, arXiv.org.
• Gabriel Nova & Sander van Cranenburgh & Stephane Hess, 2025. "Improving choice model specification using reinforcement learning," Papers 2506.06410, arXiv.org.
• Yu Li & Yuhan Wu & Shuhua Zhang, 2025. "The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning," Papers 2505.07537, arXiv.org.
• Jesse Zhou & Geoffrey T. Wodtke, 2025. "Causal Mediation Analysis with Multiple Mediators: A Simulation Approach," Papers 2506.14019, arXiv.org.
• Mukashov, Askar & Robinson, Sherman & Thurlow, James & Arndt, Channing & Thomas, Timothy S., 2024. "Systematic risk profiling: A novel approach with applications to Kenya, Rwanda, and Malawi," GSSP working papers 2286, International Food Policy Research Institute (IFPRI).
• Mindy L. Mallory & Rundong Peng & Meilin Ma & H. Holly Wang, 2025. "High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach," Papers 2506.13967, arXiv.org.
• Stella C. Dong & James R. Finlay, 2025. "Dynamic Reinsurance Treaty Bidding via Multi-Agent Reinforcement Learning," Papers 2506.13113, arXiv.org.
• Fabian Muny, 2025. "Evaluating Program Sequences with Double Machine Learning: An Application to Labor Market Policies," Papers 2506.11960, arXiv.org.
• Muhammad Sukri Bin Ramli, 2025. "Intelligent Automation for FDI Facilitation: Optimizing Tariff Exemption Processes with OCR And Large Language Models," Papers 2506.12093, arXiv.org.
• Jan Hurt & Stefan Thurner & Peter Klimek, 2025. "An Agent-Based Extension to Sector-Wise Input-Output Recovery Models," Papers 2505.10146, arXiv.org.
• Item repec:arx:papers:2506.15435 is not listed on IDEAS anymore

• Ningzi Li & Shiyang Lai & James Evans, 2025. "Big Data and the Computational Social Science of Entrepreneurship and Innovation," Papers 2505.08706, arXiv.org.
• Xueying Ding & Aakriti Mittal & Achintya Gopal, 2025. "DELPHYNE: A Pre-Trained Model for General and Financial Time Series," Papers 2506.06288, arXiv.org.
• Thiago Christiano Silva & Kei Moriya & Mr. Romain M Veyrune, 2025. "From Text to Quantified Insights: A Large-Scale LLM Analysis of Central Bank Communication," IMF Working Papers 2025/109, International Monetary Fund.
• Magaletti, Nicola & Notarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025. "Logistics Performance and ESG Outcomes: An Empirical Exploration Using IV Panel Models and Machine Learning," MPRA Paper 124746, University Library of Munich, Germany.
• Item repec:arx:papers:2506.15305 is not listed on IDEAS anymore

• Item repec:fpr:gsspwp:174327 is not listed on IDEAS anymore

• Falck-Zepeda, José B. & Zambrano, Patricia & Sanders, Arie & Trabanino, Carlos Rogelio, 2025. "Parametric and machine learning approaches to examine yield differences between control and treatment considering outliers and statistical biases: The case of insect resistant/herbicide tolerant (IR/H," IFPRI discussion papers 2334, International Food Policy Research Institute (IFPRI).
• Glyn-Davies, Alex & Vadeboncoeur, Arnaud & Akyildiz, O. Deniz & Kazlauskaite, Ieva & Girolami, Mark, 2025. "A primer on variational inference for physics-informed deep generative modelling," LSE Research Online Documents on Economics 128504, London School of Economics and Political Science, LSE Library.