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Report NEP-CMP-2025-09-15
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:
- Paulo Andr'e Lima de Castro, 2025, "AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market," Papers, arXiv.org, number 2508.13429, Aug.
- Simon Hatzesberger & Iris Nonneman, 2025, "Advanced Applications of Generative AI in Actuarial Science: Case Studies Beyond ChatGPT," Papers, arXiv.org, number 2506.18942, Jun.
- Gorjian, Mahshid, 2025, "Integrating Machine Learning and Hedonic Regression for Housing Price Prediction: A Systematic International Review of Model Performance and Interpretability," MPRA Paper, University Library of Munich, Germany, number 125676.
- Linh Nguyen & Marcel Boersma & Erman Acar, 2025, "Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations," Papers, arXiv.org, number 2507.01980, Jun.
- Jakub Micha'nk'ow, 2025, "Forecasting Probability Distributions of Financial Returns with Deep Neural Networks," Papers, arXiv.org, number 2508.18921, Aug, revised Aug 2025.
- Shrenik Jadhav & Birva Sevak & Srijita Das & Akhtar Hussain & Wencong Su & Van-Hai Bui, 2025, "FairMarket-RL: LLM-Guided Fairness Shaping for Multi-Agent Reinforcement Learning in Peer-to-Peer Markets," Papers, arXiv.org, number 2506.22708, Jun.
- Chi-Sheng Chen & Xinyu Zhang & Ya-Chuan Chen, 2025, "Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market," Papers, arXiv.org, number 2506.20930, Jun, revised Oct 2025.
- 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," Papers, arXiv.org, number 2506.18505, Jun.
- Umberto Collodel, 2025, "Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?," Papers, arXiv.org, number 2508.13635, Aug, revised Oct 2025.
- Fiona Xiao Jingyi & Lili Liu, 2025, "Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting," Papers, arXiv.org, number 2506.22763, Jun.
- Kai-Robin Lange & Tobias Schmidt & Matthias Reccius & Henrik Muller & Michael Roos & Carsten Jentsch, 2025, "Narrative Shift Detection: A Hybrid Approach of Dynamic Topic Models and Large Language Models," Papers, arXiv.org, number 2506.20269, Jun.
- Mateusz Wilinski & Juho Kanniainen, 2025, "Prospects of Imitating Trading Agents in the Stock Market," Papers, arXiv.org, number 2509.00982, Aug.
- Alper Deniz Karakas, 2025, "The Persistent Effects of Peru's Mining MITA: Double Machine Learning Approach," Papers, arXiv.org, number 2506.18947, Jun.
- Ahmet Umur Ozsoy, 2025, "Distributional Reinforcement Learning on Path-dependent Options," Papers, arXiv.org, number 2507.12657, Jul.
- Irina G. Tanashkina & Alexey S. Tanashkin & Alexander S. Maksimchuik & Anna Yu. Poshivailo, 2025, "Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation," Papers, arXiv.org, number 2506.15723, Jun, revised Jul 2025.
- Boris Kriuk & Logic Ng & Zarif Al Hossain, 2025, "DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification," Papers, arXiv.org, number 2507.01971, Jun.
- Francis J. DiTraglia & Laura Liu, 2025, "Bayesian Double Machine Learning for Causal Inference," Papers, arXiv.org, number 2508.12688, Aug.
- Jonathan Garita-Garita & César Ulate-Sancho, 2025, "Forecasting Nominal Exchange Rate using Deep Neural Networks," Documentos de Trabajo, Banco Central de Costa Rica, number 2505, Jul.
- Pesce, Simone & Errico, Marco & Pollio, Luigi, 2025, "Nonlinearities and heterogeneity in firms response to aggregate fluctuations: what can we learn from machine learning?," Working Paper Series, European Central Bank, number 3107, Sep.
- Yating Ru & Elizabeth Tennant & David Matteson & Christopher Barrett, 2025, "Spatial Heterogeneity in Machine Learning-Based Poverty Mapping: Where Do Models Underperform?," ADB Economics Working Paper Series, Asian Development Bank, number 798, Sep.
- Marcelo C. Medeiros & Jeronymo M. Pinro, 2025, "Time Series Embedding and Combination of Forecasts: A Reinforcement Learning Approach," Papers, arXiv.org, number 2508.20795, Aug.
- Ziyao Wang & Svetlozar T Rachev, 2025, "Neural L\'evy SDE for State--Dependent Risk and Density Forecasting," Papers, arXiv.org, number 2509.01041, Aug.
- Gabriele Agliardi & Dimitris Alevras & Vaibhaw Kumar & Roberto Lo Nardo & Gabriele Compostella & Sumit Kumar & Manuel Proissl & Bimal Mehta, 2025, "Portfolio construction using a sampling-based variational quantum scheme," Papers, arXiv.org, number 2508.13557, Aug, revised Nov 2025.
- Ziyi Wang & Carmine Ventre & Maria Polukarov, 2025, "ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility," Papers, arXiv.org, number 2508.16589, Aug.
- Gorjian, Mahshid, 2025, "Statistical and Methodological Advances in Spatial Economics: A Comprehensive Review of Models, Empirical Strategies, and Policy Evaluation," MPRA Paper, University Library of Munich, Germany, number 125636.
- Yanlong Wang & Jian Xu & Fei Ma & Hongkang Zhang & Hang Yu & Tiantian Gao & Yu Wang & Haochen You & Shao-Lun Huang & Danny Dongning Sun & Xiao-Ping Zhang, 2025, "FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model," Papers, arXiv.org, number 2509.08742, Sep.
- Yushi Lin & Peng Yang, 2025, "Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning," Papers, arXiv.org, number 2508.17086, Aug, revised Oct 2025.
- Shaofeng Kang & Zeying Tian, 2025, "Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach," Papers, arXiv.org, number 2508.11856, Aug.
- Sebastien Gallet & Julja Prodani, 2025, "Federated Modelling: A new framework and an application to system-wide stress testing," Occasional Studies, DNB, number 2503, Aug.
- Jose Blanchet & Jiayi Cheng & Hao Liu & Yang Liu, 2025, "Duality and Policy Evaluation in Distributionally Robust Bayesian Diffusion Control," Papers, arXiv.org, number 2506.19294, Jun, revised Jun 2025.
- Jaime Vera-Jaramillo, 2025, "Reconstructing Subnational Labor Indicators in Colombia: An Integrated Machine and Deep Learning Approach," Papers, arXiv.org, number 2508.12514, Aug, revised Aug 2025.
- Matej Steinbacher & Mitja Steinbacher & Matjaz Steinbacher, 2025, "The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges," Papers, arXiv.org, number 2509.01683, Sep.
- Lee, David, 2025, "Robust Parameter Estimation for Financial Data Simulation," MPRA Paper, University Library of Munich, Germany, number 125703, Aug.
- Pablo de la Vega, 2025, "The European Union Deforestation Regulation: The Impact on Argentina," Papers, arXiv.org, number 2508.11796, Aug.
- Luis Gruber & Gregor Kastner & Anirban Bhattacharya & Debdeep Pati & Natesh Pillai & David Dunson, 2025, "A note on simulation methods for the Dirichlet-Laplace prior," Papers, arXiv.org, number 2508.11982, Aug.
- Kerstin Bernoth, 2025, "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2137.
- Adrian Ifrim & Robert Kollmann & Philipp Pfeiffer & Marco Ratto & Werner Roeger, 2025, "Persistent Global Growth Differences and Euro Area Adjustment: Real Activity, Trade and the Real Exchange Rate," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-50, Sep.