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. Stanley 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, Faculty of Economic Sciences, University of Warsaw, number 2025-22.
• Yijia Xiao & Edward Sun & Tong Chen & Fang Wu & Di Luo & Wei Wang, 2025, "Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning," Papers, arXiv.org, number 2509.11420, Sep.
• Yuming Ma, 2025, "Deep Hedging to Manage Tail Risk," Papers, arXiv.org, number 2506.22611, Jun.
• Yi Lu & Aifan Ling & Chaoqun Wang & Yaxin Xu, 2025, "Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction," Papers, arXiv.org, number 2509.10802, Sep.
• Sagi Schwartz & Qinling Wang & Fang Fang, 2025, "Enhancing ML Models Interpretability for Credit Scoring," Papers, arXiv.org, number 2509.11389, Sep.
• Jesús Fernández-Villaverde, 2025, "Deep Learning for Solving Economic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 34250, Sep.
• Andr'es L. Su'arez-Cetrulo & Alejandro Cervantes & David Quintana, 2025, "ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets," Papers, arXiv.org, number 2509.11844, Aug.
• yunwoo, Kim & Hwang, Junhyuk, 2025, "Benchmarking Machine Learning Models for ESG Prediction in South Korea Using News-Derived Time Series," SocArXiv, Center for Open Science, number v2738_v1, Sep, DOI: 10.31219/osf.io/v2738_v1.
• Thackway, William & Soundararaj, Balamurugan & Pettit, Christopher, 2025, "Demystifying planning application uncertainty: Using machine learning to predict and explain planning application assessment timeframes," SocArXiv, Center for Open Science, number prm25_v1, Sep, DOI: 10.31219/osf.io/prm25_v1.
• 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, number hal-05267465, DOI: 10.14207/ejsd.2025.v14n3p1.
• Katarzyna Sznajd-Weron & Barbara Kaminska, 2025, "Emergence of pluralistic ignorance: An agent-based approach," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/08.
• Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Quanqing Xu & Chuanhui Yang & Lei Chen, 2025, "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers, arXiv.org, number 2509.10461, Aug, revised Jan 2026.
• Erik Brynjolfsson & Anton Korinek & Ajay K. Agrawal, 2025, "A Research Agenda for the Economics of Transformative AI," NBER Working Papers, National Bureau of Economic Research, Inc, number 34256, Sep.
• 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, Center for Open Science, number 5642u_v1, Sep, DOI: 10.31219/osf.io/5642u_v1.
• Marco Pangallo & Daniele Giachini & Andrea Vandin, 2025, "Statistical Model Checking of NetLogo Models," Papers, arXiv.org, number 2509.10977, Sep.
• 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, Center for Open Science, number 7bsgy_v1, Sep, DOI: 10.31219/osf.io/7bsgy_v1.
• Jirong Zhuang & Xuan Wu, 2025, "Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors," Papers, arXiv.org, number 2509.11928, Sep, revised Oct 2025.
• Daniel J. Wilson, 2025, "Estimating National Weather Effects from the Ground Up," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-18, Sep, DOI: 10.24148/wp2025-18.
• Item repec:udt:wpgobi:202411 is not listed on IDEAS anymore

• 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, International Food Policy Research Institute (IFPRI), number 29, Jun.
• 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 25016, Jun.
• Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram, 2025, "Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction," Papers, arXiv.org, number 2509.10542, Sep.
• Eduardo Abi Jaber & Shaun Xiaoyuan Li, 2025, "Volatility models in practice: Rough, Path-dependent or Markovian?," Post-Print, HAL, number hal-04372797, May.
• Vahab Rostampour, 2025, "Stabilising Lifetime PD Models under Forecast Uncertainty," Papers, arXiv.org, number 2509.10586, Sep, 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, Center for Mathematical Economics, Bielefeld University, number 747, Aug.
• 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, Center for Open Science, number ywv9r_v1, Sep, DOI: 10.31219/osf.io/ywv9r_v1.
• 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, Board of Governors of the Federal Reserve System (U.S.), number 2025-068, Aug, DOI: 10.17016/FEDS.2025.068.

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. 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: