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. 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:

• Maxim Chupilkin, 2025. "Left Leaning Models: AI Assumptions on Economic Policy," Papers 2507.15771, arXiv.org.
• Lin Cai & Zhiyang He & Caiya Zhang, 2025. "Combined machine learning for stock selection strategy based on dynamic weighting methods," Papers 2508.18592, arXiv.org.
• Patrick Cheridito & Moritz Weiss, 2025. "Reinforcement Learning for Trade Execution with Market Impact," Papers 2507.06345, arXiv.org.
• Vîntu, Denis, 2025. "An Artificial Neural Network Experiment on the Prediction of the Unemployment Rate," MPRA Paper 125938, University Library of Munich, Germany, revised Aug 2025.
• Qizhao Chen & Hiroaki Kawashima, 2025. "Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading," Papers 2509.01393, arXiv.org.
• Mateusz Wilinski & Juho Kanniainen, 2025. "Agent-based model of information diffusion in the limit order book trading," Papers 2508.20672, arXiv.org.
• Eduardo Abi Jaber & Louis-Amand G'erard, 2025. "Hedging with memory: shallow and deep learning with signatures," Papers 2508.02759, arXiv.org.
• Sophia Kazinnik & Tara M. Sinclair, 2025. "FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling," Working Papers 2025-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• 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 mod," Post-Print hal-05168124, HAL.
• 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 2509.01590, arXiv.org.
• 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) 2528, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, 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 2508.19006, arXiv.org.
• Nobuyuki Hanaki & Giulia Iori & Pietro Vassallo, 2025. "Learning and information diffusion in OTC markets: experiments and a computational model," Working Papers 2025: 12, Department of Economics, University of Venice "Ca' Foscari".
• 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 2508.06497, arXiv.org.
• Cheuk Hang Leung & Yijun Li & Qi Wu, 2025. "Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns," Papers 2509.03063, arXiv.org.
• 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 125941, University Library of Munich, Germany, 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 Research on Collective Goods 2025_14, Max Planck Institute for Research on Collective Goods.
• Chinmay Maheshwari & Chinmay Pimpalkhare & Debasish Chatterjee, 2025. "EXOTIC: An Exact, Optimistic, Tree-Based Algorithm for Min-Max Optimization," Papers 2508.12479, arXiv.org.
• Maximiliano San Millán, 2025. "The Cross Border Effects of Bank Capital Regulation in General Equilibrium," Working Papers Central Bank of Chile 1046, Central Bank of Chile.
• Hui Chen & Antoine Didisheim & Luciano Somoza & Hanqing Tian, 2025. "A Financial Brain Scan of the LLM," Papers 2508.21285, arXiv.org.
• 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 25-E-10, Bank of Japan.
• Patrick Gruning, 2025. "The Economic Impact of the Deposit Interest Rate Adjustment Speed," Working Papers 2025/05, Latvijas Banka.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2025. "Alternative Loss Function in Evaluation of Transformer Models," Papers 2507.16548, arXiv.org, revised Jul 2025.
• Tianyi Li & Yu Qin & Olivia R. Liu Sheng, 2025. "A Multi-Task Evaluation of LLMs' Processing of Academic Text Input," Papers 2508.11779, arXiv.org.
• 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 1325, Banco de la Republica de Colombia.
• Xiangdong Liu & Jiahao Chen, 2025. "QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning," Papers 2508.20467, arXiv.org.
• Victor-Andrei Carcale, 2025. "The Future of Artificial Intelligence Applications in Forensics," RAIS Conference Proceedings 2022-2025 0523, Research Association for Interdisciplinary Studies.
• Hadi Elzayn & Simon Freyaldenhoven & Minchul Shin, 2025. "Precision Without Labels: Detecting Cross-Applicants in Mortgage Data Using Unsupervised Learning," Working Papers 25-25, Federal Reserve Bank of Philadelphia.
• Kiarash Firouzi, 2025. "Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling," Papers 2507.08915, arXiv.org.
• Cabrera, Carmen & Rowe, Francisco, 2025. "A systematic machine learning approach to measure and assess biases in mobile phone population data," SocArXiv 7temv_v1, Center for Open Science.
• Zhuohang Zhu & Haodong Chen & Qiang Qu & Vera Chung, 2025. "FinCast: A Foundation Model for Financial Time-Series Forecasting," Papers 2508.19609, arXiv.org.
• Bonacina, Monica & Demir, Mert & Sileo, Antonio & Zanoni, Angela, "undated". "What Hinders Electric Vehicle Diffusion? Insights from a Neural Network Approach," FEEM Working Papers 369002, Fondazione Eni Enrico Mattei (FEEM).
• Meng, Wei, 2025. "AI-OSINT with Knowledge Graphs and Graph Neural Networks: Evidence on Transnational Religious Diplomacy and Financial Anomalies," SocArXiv 2apbf_v1, Center for Open Science.
• Rongwei Liu & Jin Zheng & John Cartlidge, 2025. "Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE," Papers 2508.20103, arXiv.org.
• Carlo Nicolini & Matteo Manzi & Hugo Delatte, 2025. "skfolio: Portfolio Optimization in Python," Papers 2507.04176, arXiv.org, 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 2508.17906, arXiv.org.
• Hung Tran & Tien Mai & Minh Ha Hoang, 2025. "Constrained Recursive Logit for Route Choice Analysis," Papers 2509.01595, arXiv.org.
• Nicola Jean & Giacomo Le Pera & Lorenzo Giada & Claudio Nordio, 2025. "A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling," Papers 2507.13324, arXiv.org.
• 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 rdp2025-06, Reserve Bank of Australia.
• Annie Liang, 2025. "Using Machine Learning to Generate, Clarify, and Improve Economic Models," Papers 2508.19136, arXiv.org.
• Benjamin Moll, 2025. "The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics," Papers 2508.20571, arXiv.org.
• Mrinalini Choudhary, 2025. "The Algorithmic Persuader: Ethical Challenges in AI-Powered Behavioral Manipulation in Digital Marketing," RAIS Conference Proceedings 2022-2025 0495, Research Association for Interdisciplinary Studies.
• Jing Wang & Shuaiqiang Liu & Cornelis Vuik, 2025. "Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders," Papers 2509.01743, arXiv.org.
• Tianyu Fan, 2025. "The Geopolitical Determinants of Economic Growth, 1960-2019," Papers 2507.04833, arXiv.org, revised Jul 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 2508.13174, arXiv.org.
• 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 2025-7, Federal Reserve Bank of Atlanta.
• Yulin Liu & Mocca Schweitzer, 2025. "EconAgentic in DePIN Markets: A Large Language Model Approach to the Sharing Economy of Decentralized Physical Infrastructure," Papers 2508.21368, arXiv.org.
• Mr. Sakai Ando & Shuvam Das & Sultan Orazbayev, 2025. "A Python Package to Assist Macroframework Forecasting: Concepts and Examples," IMF Working Papers 2025/172, International Monetary Fund.