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Report NEP-CMP-2025-08-18
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:
- Duane, Jackson & Ren, Alicia & Zhang, Wei, 2025, "Deep Learning Models for Financial Data Analysis: A Focused Review of Recent Advances," OSF Preprints, Center for Open Science, number ctxf9_v1, Jul, DOI: 10.31219/osf.io/ctxf9_v1.
- Baptiste Lefort & Eric Benhamou & Beatrice Guez & Jean-Jacques Ohana & Ethan Setrouk & Alban Etienne, 2025, "FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification," Papers, arXiv.org, number 2507.22932, Jul.
- Mori, Misato, 2025, "How AI Detects Financial Fraud: A Review of Emerging Deep Learning Methods," OSF Preprints, Center for Open Science, number 5yjm4_v1, Jul, DOI: 10.31219/osf.io/5yjm4_v1.
- Richiardi, Matteo & Rejoice, Frimpong, 2025, "Machine learning regionalisation of input data for microsimulation models: An application of a hybrid GBM / IPF method to build a tax-benefit model for the Essex region in the UK," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA9/25, Aug.
- Johannes Kruse, 2025, "The ordinary meaning bot: Simulating human surveys with LLMs," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2025_12, Aug.
- Tingyu Yuan & Xi Zhang & Xuanjing Chen, 2025, "Machine Learning based Enterprise Financial Audit Framework and High Risk Identification," Papers, arXiv.org, number 2507.06266, Jul.
- David Dechant & Eliot Schwander & Lucas van Drooge & Charles Moussa & Diego Garlaschelli & Vedran Dunjko & Jordi Tura, 2025, "Quantum generative modeling for financial time series with temporal correlations," Papers, arXiv.org, number 2507.22035, Jul.
- Md Talha Mohsin, 2025, "Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis," Papers, arXiv.org, number 2507.22936, Jul, revised Jan 2026.
- Yingnan Yan & Tianming Liu & Yafeng Yin, 2025, "Valuing Time in Silicon: Can Large Language Models Replicate Human Value of Travel Time," Papers, arXiv.org, number 2507.22244, Jul, revised Dec 2025.
- Siyi Wu & Junqiao Wang & Zhaoyang Guan & Leyi Zhao & Xinyuan Song & Xinyu Ying & Dexu Yu & Jinhao Wang & Hanlin Zhang & Michele Pak & Yangfan He & Yi Xin & Jianhui Wang & Tianyu Shi, 2025, "MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading," Papers, arXiv.org, number 2507.20474, Jul, revised Sep 2025.
- Winston Wei Dou & Itay Goldstein & Yan Ji, 2025, "AI-Powered Trading, Algorithmic Collusion, and Price Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 34054, Jul.
- Li Zhao & Rui Sun & Zuoyou Jiang & Bo Yang & Yuxiao Bai & Mengting Chen & Xinyang Wang & Jing Li & Zuo Bai, 2025, "ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism," Papers, arXiv.org, number 2508.00554, Aug, revised Aug 2025.
- Georges Sfeir & Gabriel Nova & Stephane Hess & Sander van Cranenburgh, 2025, "Can large language models assist choice modelling? Insights into prompting strategies and current models capabilities," Papers, arXiv.org, number 2507.21790, Jul.
- Hoyoung Lee & Junhyuk Seo & Suhwan Park & Junhyeong Lee & Wonbin Ahn & Chanyeol Choi & Alejandro Lopez-Lira & Yongjae Lee, 2025, "Your AI, Not Your View: The Bias of LLMs in Investment Analysis," Papers, arXiv.org, number 2507.20957, Jul, revised Oct 2025.
- Francis Boabang & Samuel Asante Gyamerah, 2025, "An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI," Papers, arXiv.org, number 2508.02283, Aug, revised Jan 2026.
- Zeqi Wu & Meilin Wang & Wei Huang & Zheng Zhang, 2025, "A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting," Papers, arXiv.org, number 2507.04044, Jul.
- Junjie Zhao & Chengxi Zhang & Chenkai Wang & Peng Yang, 2025, "Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining," Papers, arXiv.org, number 2507.20263, Jul.
- Aaron Green & Zihan Nie & Hanzhen Qin & Oshani Seneviratne & Kristin P. Bennett, 2025, "FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance," Papers, arXiv.org, number 2507.14160, Jul.
- Pablo Quintana & Marcos Herrera-Gómez, 2025, "Redefining Regions in Space and Time: A Deep Learning Method for Spatio-Temporal Clustering," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 368, Aug.
- Wei Lu & Daniel L. Chen & Christian B. Hansen, 2025, "Aligning Large Language Model Agents with Rational and Moral Preferences: A Supervised Fine-Tuning Approach," Papers, arXiv.org, number 2507.20796, Jul.
- Christian Bongiorno & Efstratios Manolakis & Rosario Nunzio Mantegna, 2025, "End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning," Papers, arXiv.org, number 2507.01918, Jul, revised Jul 2025.
- Brune, Niclas & Vetter, Oliver A. & Walter, Phillip & Buxmann, Peter, 2025, ""SustAIn" Designing generative AI to support environmental sensemaking," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 155719, Jun.
- Coppola, Antonio & Clayton, Christopher, 2025, "Financial Regulation and AI: A Faustian Bargain?," SocArXiv, Center for Open Science, number xwsje_v1, Jul, DOI: 10.31219/osf.io/xwsje_v1.
- Dhanashekar Kandaswamy & Ashutosh Sahoo & Akshay SP & Gurukiran S & Parag Paul & Girish G N, 2025, "Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals," Papers, arXiv.org, number 2507.20494, Jul.
- Microsoft Copilot & Stephen E. Spear, 2025, "AI Agents in the Electricity Market Game with Cryptocurrency Transactions: A Post-Terminator Analysis," Papers, arXiv.org, number 2505.14612, May.
- Jasper Rou, 2025, "Time Deep Gradient Flow Method for pricing American options," Papers, arXiv.org, number 2507.17606, Jul.
- Rachel Cho & Christoph Görtz & Danny McGowan & Max Schröder, 2025, "Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash," CESifo Working Paper Series, CESifo, number 12054.
- Hanwool Lee & Sara Yu & Yewon Hwang & Jonghyun Choi & Heejae Ahn & Sungbum Jung & Youngjae Yu, 2025, "NMIXX: Domain-Adapted Neural Embeddings for Cross-Lingual eXploration of Finance," Papers, arXiv.org, number 2507.09601, Jul, revised Nov 2025.
- Michael Kearns & Aaron Roth & Emily Ryu, 2025, "Networked Information Aggregation via Machine Learning," Papers, arXiv.org, number 2507.09683, Jul, revised Oct 2025.
- Christoph Engel & Yoan Hermstrüwer & Alison Kim, 2025, "Human Realignment: An Empirical Study of LLMs as Legal Decision-Aids in Moral Dilemmas," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2025_03, Apr.
- Atta Ul Mustafa, 2025, "A Simulation-Based Conceptual Model for Tokenized Recycling: Integrating Blockchain, Market Dynamics, and Behavioral Economics," Papers, arXiv.org, number 2507.19901, Jul.
- Antonino Castelli & Paolo Giudici & Alessandro Piergallini, 2025, "Building crypto portfolios with agentic AI," Papers, arXiv.org, number 2507.20468, Jul.
- Andrey Sarantsev & Angel Piotrowski & Ian Anderson, 2025, "Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings," Papers, arXiv.org, number 2508.06010, Aug, revised Dec 2025.