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Report NEP-CMP-2025-11-03
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:
- Pinto, Claudio, 2025, "Combining machine learning techniques with NDEA methodology: the use of R.F. and A.N.N," MPRA Paper, University Library of Munich, Germany, number 126539, Sep.
- Qing-Yu Lan & Zhan-He Wang & Jun-Qian Jiang & Yu-Tong Wang & Yun-Song Piao, 2025, "News-Aware Direct Reinforcement Trading for Financial Markets," Papers, arXiv.org, number 2510.19173, Oct.
- Marin François & Pierre-Emmanuel Arduin & Myriam Merad, 2025, "Physics-Informed Graph Neural Networks for Attack Path Prediction," Post-Print, HAL, number hal-05323716, Apr.
- Chi-Sheng Chen & Aidan Hung-Wen Tsai, 2025, "Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers," Papers, arXiv.org, number 2510.15903, Sep.
- Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025, "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers, arXiv.org, number 2510.15929, Oct.
- Abraham Atsiwo, 2025, "A three-step machine learning approach to predict market bubbles with financial news," Papers, arXiv.org, number 2510.16636, Oct.
- Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025, "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers, arXiv.org, number 2510.20699, Oct.
- Amarendra Mohan & Ameer Tamoor Khan & Shuai Li & Xinwei Cao & Zhibin Li, 2025, "Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach," Papers, arXiv.org, number 2510.15921, Oct.
- Fernando Alonso & 'Alvaro Leitao & Carlos V'azquez, 2025, "Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing," Papers, arXiv.org, number 2510.19494, Oct.
- Alok Das & Kiseop Lee, 2025, "A Topological Approach to Parameterizing Deep Hedging Networks," Papers, arXiv.org, number 2510.16938, Oct.
- Brandon Kaplowitz, 2025, "Reinforcement Learning and Consumption-Savings Behavior," Papers, arXiv.org, number 2510.20748, Oct.
- David Bruns-Smith & Emi Nakamura & Jón Steinsson, 2025, "Disentangling Age, Time, and Cohort Effects in Income Inequality: A Proxy Machine Learning Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 34380, Oct.
- Charidimos Papadakis & Angeliki Dimitriou & Giorgos Filandrianos & Maria Lymperaiou & Konstantinos Thomas & Giorgos Stamou, 2025, "ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination," Papers, arXiv.org, number 2510.15949, Oct, revised Jan 2026.
- Ji Ma & Albert Casella, 2025, "Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation," Papers, arXiv.org, number 2510.19799, Oct.
- Chujun He & Zhonghao Huang & Xiangguo Li & Ye Luo & Kewei Ma & Yuxuan Xiong & Xiaowei Zhang & Mingyang Zhao, 2025, "Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market," Papers, arXiv.org, number 2510.21147, Oct.
- Rahul Billakanti & Minchul Shin, 2025, "At-Risk Transformation for U.S. Recession Prediction," Working Papers, Federal Reserve Bank of Philadelphia, number 25-34, Oct, DOI: 10.21799/frbp.wp.2025.34.
- Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
- Yimeng Qiu & Feihuang Fang, 2025, "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers, arXiv.org, number 2510.20066, Oct.
- Brandon Istenes, 2025, "Job Allocation in the Levy Institute Microsimulation Model," Economics Working Paper Archive, Levy Economics Institute, number wp_1079, Apr.
- Diana Barro & Roberto Casarin & Anthony Osuntuyi, 2025, "Multiple-Try Simulated Annealing for Constrained Optimization," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 20.
- Alexandre Boumezoued & Adel Cherchali & Vincent Lemaire & Gilles Pag`es & Mathieu Truc, 2025, "Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations," Papers, arXiv.org, number 2510.18995, Oct.
- Dong Yan & Ke Zhou & Zirun Wang & Xin-Jiang He, 2025, "Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model," Papers, arXiv.org, number 2510.21156, Oct, revised Nov 2025.