Report NEP-CMP-2025-09-29

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:

• Yufei Sun, 2025. "A survey of statistical arbitrage pair trading with machine learning, deep learning, and reinforcement learning methods," Working Papers 2025-22, Faculty of Economic Sciences, University of Warsaw.
• Yijia Xiao & Edward Sun & Tong Chen & Fang Wu & Di Luo & Wei Wang, 2025. "Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning," Papers 2509.11420, arXiv.org.
• Yuming Ma, 2025. "Deep Hedging to Manage Tail Risk," Papers 2506.22611, arXiv.org.
• Yi Lu & Aifan Ling & Chaoqun Wang & Yaxin Xu, 2025. "Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction," Papers 2509.10802, arXiv.org.
• Sagi Schwartz & Qinling Wang & Fang Fang, 2025. "Enhancing ML Models Interpretability for Credit Scoring," Papers 2509.11389, arXiv.org.
• Jesús Fernández-Villaverde, 2025. "Deep Learning for Solving Economic Models," NBER Working Papers 34250, National Bureau of Economic Research, Inc.
• Andr'es L. Su'arez-Cetrulo & Alejandro Cervantes & David Quintana, 2025. "ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets," Papers 2509.11844, arXiv.org.
• yunwoo, Kim & Hwang, Junhyuk, 2025. "Benchmarking Machine Learning Models for ESG Prediction in South Korea Using News-Derived Time Series," SocArXiv v2738_v1, Center for Open Science.
• Thackway, William & Soundararaj, Balamurugan & Pettit, Christopher, 2025. "Demystifying planning application uncertainty: Using machine learning to predict and explain planning application assessment timeframes," SocArXiv prm25_v1, Center for Open Science.
• Hossein Moradi & Rouba Iskandar & Sebastian Rodriguez & Dhirendra Singh & Julie Dugdale & Dimitrios Tzempelikos & Athanasios Sfetsos & Evangelia Bakogianni & Evrydiki Pavlidi & Josué Díaz & Margalida , 2025. "Enhancing Disaster Evacuation Planning with Cognitive Agent-Based Models and Co-Creation," Post-Print hal-05267465, HAL.
• Katarzyna Sznajd-Weron & Barbara KamiÅ„ska, 2025. "Emergence of pluralistic ignorance: An agent-based approach," WORking papers in Management Science (WORMS) WORMS/25/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Lei Chen, 2025. "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers 2509.10461, arXiv.org.
• Erik Brynjolfsson & Anton Korinek & Ajay K. Agrawal, 2025. "A Research Agenda for the Economics of Transformative AI," NBER Working Papers 34256, National Bureau of Economic Research, Inc.
• Meng, Wei, 2025. "Beyond Expert Judgment: An Explainable Framework for Truth Discovery, Weak Supervision, and Learning-Based Ranking in Open-Source Intelligence Risk Identification," SocArXiv 5642u_v1, Center for Open Science.
• Marco Pangallo & Daniele Giachini & Andrea Vandin, 2025. "Statistical Model Checking of NetLogo Models," Papers 2509.10977, arXiv.org.
• Abramson, Corey & Li, Zhuofan & Prendergast, Tara & Dohan, Daniel, 2025. "Qualitative Research in an Era of AI: A Pragmatic Approach to Data Analysis, Workflow, and Computation," SocArXiv 7bsgy_v1, Center for Open Science.
• Jirong Zhuang & Xuan Wu, 2025. "Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors," Papers 2509.11928, arXiv.org.
• Daniel J. Wilson, 2025. "Estimating National Weather Effects from the Ground Up," Working Paper Series 2025-18, Federal Reserve Bank of San Francisco.
• Eduardo Levy Yeyati & Ángeles Cortesi, 2024. "AI regulation: A primer for Latin American lawmakers," School of Government Working Papers 202411, Universidad Torcuato Di Tella.
• Khakimov, Parviz & Aragie, Emerta A. & Goibov, Manuchehr & Ashurov, Timur, 2025. "Economic and social outcomes of investment on research and development in Tajikistan’s agrifood system," Central Asia Policy Brief 29, International Food Policy Research Institute (IFPRI).
• Pierre Courtioux & François Metivier, 2025. "Conditionnalité du crédit d'impôt reherche à un critère de versement de dividendes : un exercice de microsimulation," Documents de travail du Centre d'Economie de la Sorbonne 25016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram, 2025. "Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction," Papers 2509.10542, arXiv.org.
• Eduardo Abi Jaber & Shaun Xiaoyuan Li, 2025. "Volatility models in practice: Rough, Path-dependent or Markovian?," Post-Print hal-04372797, HAL.
• Vahab Rostampour, 2025. "Stabilising Lifetime PD Models under Forecast Uncertainty," Papers 2509.10586, arXiv.org, revised Sep 2025.
• Kupper, Michael & Nendel, Max & Sgarabottolo, Alessandro, 2025. "Hopf-Lax approximation for value functions of L´evy optimal control problems," Center for Mathematical Economics Working Papers 747, Center for Mathematical Economics, Bielefeld University.
• Meng, Wei, 2025. "From Courtesy to Influence: Identifying the Role of China’s New Ambassador to Thailand through OSINT-Based Multilayered Networks and Inflection Point Early Warning," SocArXiv ywv9r_v1, Center for Open Science.
• Brent Bundick & Isabel Cairó & Nicolas Petrosky-Nadeau, 2025. "Labor Market Dynamics, Monetary Policy Tradeoffs, and a Shortfalls Approach to Pursuing Maximum Employment," Finance and Economics Discussion Series 2025-068, Board of Governors of the Federal Reserve System (U.S.).