Report NEP-CMP-2025-08-11

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:

• Benjamin Coriat & Eric Benhamou, 2025. "HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization," Papers 2507.18560, arXiv.org.
• Giorgos Iacovides & Wuyang Zhou & Danilo Mandic, 2025. "FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs," Papers 2507.18417, arXiv.org.
• Mohammad Rubyet Islam, 2025. "The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents," Papers 2505.14727, arXiv.org.
• Connor Lennon & Edward Rubin & Glen Waddell, 2025. "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers 2505.13422, arXiv.org.
• Dulgeridis, Marcel & Schubart, Constantin & Dulgeridis, Sabrina, 2025. "Harnessing AI for accounting integrity: Innovations in fraud detection and prevention," IU Discussion Papers - Business & Management 4 (July 2025), IU International University of Applied Sciences.
• Zeqiang Zhang & Ruxin Chen, 2025. "From Individual Learning to Market Equilibrium: Correcting Structural and Parametric Biases in RL Simulations of Economic Models," Papers 2507.18229, arXiv.org.
• Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2025. "Artificial intelligence, distributional fairness, and pivotality," Post-Print hal-05165240, HAL.
• Patrick Cheridito & Jean-Loup Dupret & Donatien Hainaut, 2025. "Deep Learning for Continuous-time Stochastic Control with Jumps," Papers 2505.15602, arXiv.org.
• Haochen Luo & Yuan Zhang & Chen Liu, 2025. "EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models," Papers 2507.17211, arXiv.org.
• MINAMI, Koutaroh, 2025. "Detecting Bubbles by Machine Learning Prediction," Working Paper Series G-1-30, Hitotsubashi University Center for Financial Research.
• Christopher Clayton & Antonio Coppola & Matteo Maggiori & Jesse Schreger, 2025. "Geoeconomic Pressure," NBER Working Papers 34020, National Bureau of Economic Research, Inc.
• Abdullah Karasan & Ozge Sezgin Alp & Gerhard-Wilhelm Weber, 2025. "Machine learning approach to stock price crash risk," Papers 2505.16287, arXiv.org.