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Report NEP-CMP-2025-10-27
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:
- Julian Sester & Huansang Xu, 2025, "Deep learning CAT bond valuation," Papers, arXiv.org, number 2509.25899, Sep.
- Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-25.
- Federico Gabriele & Aldo Glielmo & Marco Taboga, 2025, "Heterogeneous RBCs via deep multi-agent reinforcement learning," Papers, arXiv.org, number 2510.12272, Oct.
- Revelas, Christos, 2025, "Essays on Consistency and Randomization in Machine Learning and Fraud Detection," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2ee1c0cb-ed62-441e-9bf4-1.
- Yiyao Zhang & Diksha Goel & Hussain Ahmad & Claudia Szabo, 2025, "RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets," Papers, arXiv.org, number 2510.14986, Sep.
- Tian Guo & Emmanuel Hauptmann, 2025, "Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction," Papers, arXiv.org, number 2510.15691, Oct, revised Nov 2025.
- Gabriel Nixon Raj, 2025, "Adaptive and Regime-Aware RL for Portfolio Optimization," Papers, arXiv.org, number 2509.14385, Sep.
- Garg, Devansh, 2025, "Modeling the Ballot: Agent-Based Insights into Representation, Coalitions, and Welfare," SocArXiv, Center for Open Science, number mp9kh_v1, Oct, DOI: 10.31219/osf.io/mp9kh_v1.
- Boughabi, Houssam, 2025, "Inflation Persistence and Involuntary Unemployment in Pakistan: A Keynesian Econometric Study," MPRA Paper, University Library of Munich, Germany, number 126294, Aug.
- Yuhan Cheng & Heyang Zhou & Yanchu Liu, 2025, "Large Language Models and Futures Price Factors in China," Papers, arXiv.org, number 2509.23609, Sep.
- Jose Blanchet & Mark S. Squillante & Mario Szegedy & Guanyang Wang, 2025, "Connecting Quantum Computing with Classical Stochastic Simulation," Papers, arXiv.org, number 2509.18614, Sep.
- Ruslan Tepelyan, 2025, "Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation," Papers, arXiv.org, number 2509.16137, Sep.
- Liu, Zihao, 2025, "Empirical Corporate Finance and Deep Learning," Other publications TiSEM, Tilburg University, School of Economics and Management, number 440468a5-5c38-4aab-ba29-b.
- Jinkyu Kim & Hyunjung Yi & Mogan Gim & Donghee Choi & Jaewoo Kang, 2025, "DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection," Papers, arXiv.org, number 2510.14985, Sep.
- Paglialunga, Elena & Resce, Giuliano & Zanoni, Angela, 2025, "Predicting Regional Unemployment in the EU," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp25101, Oct.
- yan, jiani, 2025, "Revisiting the social determinants of health with explainable AI: a cross-country perspective," SocArXiv, Center for Open Science, number euv7f_v2, Oct, DOI: 10.31219/osf.io/euv7f_v2.
- Meng cai & Tianze Li, 2025, "Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods," Papers, arXiv.org, number 2509.24449, Sep, revised Oct 2025.
- Peter B. Dixon & Maureen T. Rimmer, 2025, "GEMPACK: History, How it Works and an Application to New Quantitative Trade Modelling," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-357, Oct.
- Daniel Cunha Oliveira & Grover Guzman & Nick Firoozye, 2025, "(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies," Papers, arXiv.org, number 2510.12725, Oct.
- Bach, Philipp & Klaaßen, Sven & Kueck, Jannis & Mattes, Mara & Spindler, Martin, 2025, "Sensitivity analysis for treatment effects in difference-in-differences models using Riesz Rrepresentation," Discussion Papers, Free University Berlin, School of Business & Economics, number 2025/7, DOI: 10.17169/refubium-49634.
- Yunhan Liu & Matthew Webb, 2025, "Memory-safe massive Monte Carlo: A practical guide," Canadian Stata Users' Group Meetings 2025, Stata Users Group, number 07, Oct.
- Mangave, Darshan, 2025, "Invisible Hand in the Age of Algorithms: Revisiting Smith’s Wealth of Nations," MPRA Paper, University Library of Munich, Germany, number 126154, Sep.
- Alex Asher, 2025, "Power and sample size by simulation," UK Stata Conference 2025, Stata Users Group, number 14, Sep.
- Coleman Drake & Mark K. Meiselbach & Daniel Polsky, 2025, "Efficient Subsidy Targeting in the Health Insurance Marketplaces," Papers, arXiv.org, number 2510.13791, Oct, revised Oct 2025.
- Boughabi, Houssam, 2025, "Modeling Wage Expectations and Long-Memory Dynamics in the German Labor Market, 1914–1920," MPRA Paper, University Library of Munich, Germany, number 126295, May.