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Report NEP-CMP-2025-10-20
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:
- Wo Long & Wenxin Zeng & Xiaoyu Zhang & Ziyao Zhou, 2025, "Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading," Papers, arXiv.org, number 2510.10526, Oct.
- Giorgia Rensi & Pietro Rossi & Marco Bianchetti, 2025, "Learning the Exact SABR Model," Papers, arXiv.org, number 2510.10343, Oct, revised Oct 2025.
- Zofia Bracha & Pawe{l} Sakowski & Jakub Micha'nk'ow, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Papers, arXiv.org, number 2510.09247, Oct.
- Marlon Azinovic-Yang & Jan v{Z}emliv{c}ka, 2025, "Deep Learning in the Sequence Space," Papers, arXiv.org, number 2509.13623, Sep.
- Yilie Huang, 2025, "Continuous-Time Reinforcement Learning for Asset-Liability Management," Papers, arXiv.org, number 2509.23280, Sep.
- George Gui & Seungwoo Kim, 2025, "Leveraging LLMs to Improve Experimental Design: A Generative Stratification Approach," Papers, arXiv.org, number 2509.25709, Sep.
- Yun Zhao & Harry Zheng, 2025, "Neural Network Convergence for Variational Inequalities," Papers, arXiv.org, number 2509.26535, Sep, revised Oct 2025.
- Lars van der Laan & Nathan Kallus & Aur'elien Bibaut, 2025, "Inverse Reinforcement Learning Using Just Classification and a Few Regressions," Papers, arXiv.org, number 2509.21172, Sep.
- Yun Lin & Jiawei Lou & Jinghe Zhang, 2025, "From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions," Papers, arXiv.org, number 2509.24144, Sep.
- Mehmet Caner Qingliang Fan, 2025, "A Practitioner's Guide to AI+ML in Portfolio Investing," Papers, arXiv.org, number 2509.25456, Sep.
- Yang Li & Zhi Chen & Steve Y. Yang & Ruixun Zhang, 2025, "FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance," Papers, arXiv.org, number 2509.17964, Sep.
- Philipp Bach & Victor Chernozhukov & Carlos Cinelli & Lin Jia & Sven Klaassen & Nils Skotara & Martin Spindler, 2025, "Sensitivity Analysis for Causal ML: A Use Case at Booking.com," Papers, arXiv.org, number 2510.09109, Oct.
- Saeid Mashhadi & Amirhossein Saghezchi & Vesal Ghassemzadeh Kashani, 2025, "Interpretable Machine Learning for Predicting Startup Funding, Patenting, and Exits," Papers, arXiv.org, number 2510.09465, Oct.
- Songrun He & Linying Lv & Asaf Manela & Jimmy Wu, 2025, "Instruction Tuning Chronologically Consistent Language Models," Papers, arXiv.org, number 2510.11677, Oct, revised Nov 2025.
- Ali Atiah Alzahrani, 2025, "Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization," Papers, arXiv.org, number 2510.10728, Oct, revised Nov 2025.
- Junyan Ye & Hoi Ying Wong & Kyunghyun Park, 2025, "Robust Exploratory Stopping under Ambiguity in Reinforcement Learning," Papers, arXiv.org, number 2510.10260, Oct.
- Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025, "Macroeconomic Forecasting and Machine Learning," Papers, arXiv.org, number 2510.11008, Oct.