Report NEP-CMP-2025-09-08

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:

• Maxim Chupilkin, 2025, "Left Leaning Models: How AI Evaluates Economic Policy?," Papers, arXiv.org, number 2507.15771, Jul, revised Dec 2025.
• Lin Cai & Zhiyang He & Caiya Zhang, 2025, "Combined machine learning for stock selection strategy based on dynamic weighting methods," Papers, arXiv.org, number 2508.18592, Aug.
• Patrick Cheridito & Moritz Weiss, 2025, "Reinforcement Learning for Trade Execution with Market and Limit Orders," Papers, arXiv.org, number 2507.06345, Jul, revised Jan 2026.
• Vîntu, Denis, 2025, "An Artificial Neural Network Experiment on the Prediction of the Unemployment Rate," MPRA Paper, University Library of Munich, Germany, number 125938, Aug, revised Aug 2025.
• Qizhao Chen & Hiroaki Kawashima, 2025, "Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading," Papers, arXiv.org, number 2509.01393, Sep.
• Mateusz Wilinski & Juho Kanniainen, 2025, "Agent-based model of information diffusion in the limit order book trading," Papers, arXiv.org, number 2508.20672, Aug.
• Eduardo Abi Jaber & Louis-Amand G'erard, 2025, "Hedging with memory: shallow and deep learning with signatures," Papers, arXiv.org, number 2508.02759, Aug.
• Sophia Kazinnik & Tara M. Sinclair, 2025, "FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling," Working Papers, The George Washington University, The Center for Economic Research, number 2025-005, Aug.
• Manel Labidi & Ying Zhang & Matthieu Petit Guillaume & Aurélien Krauth, 2025, "Stock Market Performance Prediction: A Comparative Study Between Econometric Models and Artificial Intelligence-Based Models
  [Prédiction de la performance boursière, une étude comparative entre modélisations économétriques et modélisations basées ," Post-Print, HAL, number hal-05168124, Jul.
• Bingyang Wang & Grant Johnson & Maria Hybinette & Tucker Balch, 2025, "Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering," Papers, arXiv.org, number 2509.01590, Sep.
• Zehra Usta & Martin Andersson & Katarzyna Kopczewska & Maria Kubara, 2025, "Identifying Catalyst Technologies in Clusters with Unsupervised Machine Learning. An application on patent clusters in the UK," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 2528, Aug, revised Aug 2025.
• Shanyan Lai, 2025, "Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models," Papers, arXiv.org, number 2508.19006, Aug.
• Nobuyuki Hanaki & Giulia Iori & Pietro Vassallo, 2025, "Learning and information diffusion in OTC markets: experiments and a computational model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 12.
• Mohammed-Khalil Ghali & Cecil Pang & Oscar Molina & Carlos Gershenson-Garcia & Daehan Won, 2025, "Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News," Papers, arXiv.org, number 2508.06497, Jul.
• Cheuk Hang Leung & Yijun Li & Qi Wu, 2025, "Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns," Papers, arXiv.org, number 2509.03063, Sep.
• Vîntu, Denis, 2025, "Estimation of the Unemployment Rate in Moldova: A Comparison of ARIMA and Machine Learning Models Including COVID-19 Pandemic Periods," MPRA Paper, University Library of Munich, Germany, number 125941, Aug, revised Aug 2025.
• Johannes Kruse & Christoph Engel, 2025, "LLM as a law professor: Having a large language model write a commentary on freedom of assembly," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2025_14, Sep.
• Chinmay Maheshwari & Chinmay Pimpalkhare & Debasish Chatterjee, 2025, "EXOTIC: An Exact, Optimistic, Tree-Based Algorithm for Min-Max Optimization," Papers, arXiv.org, number 2508.12479, Aug.
• Maximiliano San Millán, 2025, "The Cross Border Effects of Bank Capital Regulation in General Equilibrium," Working Papers Central Bank of Chile, Central Bank of Chile, number 1046, Jun.
• Hui Chen & Antoine Didisheim & Mohammad & Pourmohammadi & Luciano Somoza & Hanqing Tian, 2025, "A Financial Brain Scan of the LLM," Papers, arXiv.org, number 2508.21285, Aug, revised Feb 2026.
• Ko Adachi & Naoya Kato, 2025, "Second-Round Wage-Price Effects of Raw Material Costs: An Empirical Analysis Using a DSGE Model," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-10, Sep.
• Patrick Gruning, 2025, "The Economic Impact of the Deposit Interest Rate Adjustment Speed," Working Papers, Latvijas Banka, number 2025/05, Aug.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2025, "Alternative Loss Function in Evaluation of Transformer Models," Papers, arXiv.org, number 2507.16548, Jul, revised Jul 2025.
• Tianyi Li & Yu Qin & Olivia R. Liu Sheng, 2025, "A Multi-Task Evaluation of LLMs' Processing of Academic Text Input," Papers, arXiv.org, number 2508.11779, Aug.
• Diego Fernando Cuesta-Mora & Camilo Gómez, 2025, "Dynamic Balance Sheet Simulation and Credit Default Prediction: A Stress Test Model for Colombian Firms," Borradores de Economia, Banco de la Republica de Colombia, number 1325, Aug, DOI: 10.32468/be.1325.
• Xiangdong Liu & Jiahao Chen, 2025, "QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning," Papers, arXiv.org, number 2508.20467, Aug.
• Victor-Andrei Carcale, 2025, "The Future of Artificial Intelligence Applications in Forensics," RAIS Conference Proceedings 2022-2025, Research Association for Interdisciplinary Studies, number 0523, Apr.
• Hadi Elzayn & Simon Freyaldenhoven & Minchul Shin, 2025, "Precision Without Labels: Detecting Cross-Applicants in Mortgage Data Using Unsupervised Learning," Working Papers, Federal Reserve Bank of Philadelphia, number 25-25, Sep, DOI: 10.21799/frbp.wp.2025.25.
• Kiarash Firouzi, 2025, "Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling," Papers, arXiv.org, number 2507.08915, Jul.
• Cabrera, Carmen & Rowe, Francisco, 2025, "A systematic machine learning approach to measure and assess biases in mobile phone population data," SocArXiv, Center for Open Science, number 7temv_v1, Sep, DOI: 10.31219/osf.io/7temv_v1.
• Zhuohang Zhu & Haodong Chen & Qiang Qu & Vera Chung, 2025, "FinCast: A Foundation Model for Financial Time-Series Forecasting," Papers, arXiv.org, number 2508.19609, Aug.
• Bonacina, Monica & Demir, Mert & Sileo, Antonio & Zanoni, Angela, , "What Hinders Electric Vehicle Diffusion? Insights from a Neural Network Approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 369002, DOI: 10.22004/ag.econ.369002.
• Meng, Wei, 2025, "AI-OSINT with Knowledge Graphs and Graph Neural Networks: Evidence on Transnational Religious Diplomacy and Financial Anomalies," SocArXiv, Center for Open Science, number 2apbf_v1, Aug, DOI: 10.31219/osf.io/2apbf_v1.
• Rongwei Liu & Jin Zheng & John Cartlidge, 2025, "Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE," Papers, arXiv.org, number 2508.20103, Aug.
• Carlo Nicolini & Matteo Manzi & Hugo Delatte, 2025, "skfolio: Portfolio Optimization in Python," Papers, arXiv.org, number 2507.04176, Jul, revised Jul 2025.
• Abhinav Arun & Fabrizio Dimino & Tejas Prakash Agarwal & Bhaskarjit Sarmah & Stefano Pasquali, 2025, "FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs," Papers, arXiv.org, number 2508.17906, Aug, revised Oct 2025.
• Hung Tran & Tien Mai & Minh Ha Hoang, 2025, "Constrained Recursive Logit for Route Choice Analysis," Papers, arXiv.org, number 2509.01595, Sep.
• Nicola Jean & Giacomo Le Pera & Lorenzo Giada & Claudio Nordio, 2025, "A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling," Papers, arXiv.org, number 2507.13324, Jul.
• Nicholas Gray & Finn Lattimore & Kate McLoughlin & Callan Windsor, 2025, "An AI-powered Tool for Central Bank Business Liaisons: Quantitative Indicators and On-demand Insights from Firms," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-06, Aug, DOI: 10.47688/rdp2025-06.
• Annie Liang, 2025, "Using Machine Learning to Generate, Clarify, and Improve Economic Models," Papers, arXiv.org, number 2508.19136, Aug.
• Benjamin Moll, 2025, "The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics," Papers, arXiv.org, number 2508.20571, Aug.
• Mrinalini Choudhary, 2025, "The Algorithmic Persuader: Ethical Challenges in AI-Powered Behavioral Manipulation in Digital Marketing," RAIS Conference Proceedings 2022-2025, Research Association for Interdisciplinary Studies, number 0495, Apr.
• Jing Wang & Shuaiqiang Liu & Cornelis Vuik, 2025, "Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders," Papers, arXiv.org, number 2509.01743, Sep.
• Tianyu Fan, 2025, "The Geopolitical Determinants of Economic Growth, 1960-2024," Papers, arXiv.org, number 2507.04833, Jul, revised Nov 2025.
• Hongjun Ding & Binqi Chen & Jinsheng Huang & Taian Guo & Zhengyang Mao & Guoyi Shao & Lutong Zou & Luchen Liu & Ming Zhang, 2025, "AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining," Papers, arXiv.org, number 2508.13174, Aug.
• Sudheer Chava & Wendi Du & Indrajit Mitra & Agam Shah & Linghang Zeng, 2025, "Firm-Level Input Price Changes and Their Effects: A Deep Learning Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-7, Aug, DOI: 10.29338/wp2025-07.
• Yulin Liu & Mocca Schweitzer, 2025, "EconAgentic in DePIN Markets: A Large Language Model Approach to the Sharing Economy of Decentralized Physical Infrastructure," Papers, arXiv.org, number 2508.21368, Aug.
• Mr. Sakai Ando & Shuvam Das & Sultan Orazbayev, 2025, "A Python Package to Assist Macroframework Forecasting: Concepts and Examples," IMF Working Papers, International Monetary Fund, number 2025/172, Aug.

Report NEP-CMP-2025-09-08

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: