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. 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:

• Pinto, Claudio, 2025. "Combining machine learning techniques with NDEA methodology: the use of R.F. and A.N.N," MPRA Paper 126539, University Library of Munich, Germany.
• 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 2510.19173, arXiv.org.
• Marin François & Pierre-Emmanuel Arduin & Myriam Merad, 2025. "Physics-Informed Graph Neural Networks for Attack Path Prediction," Post-Print hal-05323716, HAL.
• 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 2510.15903, arXiv.org.
• Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025. "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers 2510.15929, arXiv.org.
• Abraham Atsiwo, 2025. "A three-step machine learning approach to predict market bubbles with financial news," Papers 2510.16636, arXiv.org.
• Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025. "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers 2510.20699, arXiv.org.
• 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 2510.15921, arXiv.org.
• Fernando Alonso & 'Alvaro Leitao & Carlos V'azquez, 2025. "Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing," Papers 2510.19494, arXiv.org.
• Alok Das & Kiseop Lee, 2025. "A Topological Approach to Parameterizing Deep Hedging Networks," Papers 2510.16938, arXiv.org.
• Brandon Kaplowitz, 2025. "Reinforcement Learning and Consumption-Savings Behavior," Papers 2510.20748, arXiv.org.
• 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 34380, National Bureau of Economic Research, Inc.
• 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 2510.15949, arXiv.org.
• Ji Ma & Albert Casella, 2025. "Integrating Transparent Models, LLMs, and Practitioner-in-the-Loop: A Case of Nonprofit Program Evaluation," Papers 2510.19799, arXiv.org.
• 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 2510.21147, arXiv.org.
• Rahul Billakanti & Minchul Shin, 2025. "At-Risk Transformation for U.S. Recession Prediction," Working Papers 25-34, Federal Reserve Bank of Philadelphia.
• 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 2025: 24, Department of Economics, University of Venice "Ca' Foscari".
• Yimeng Qiu & Feihuang Fang, 2025. "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers 2510.20066, arXiv.org.
• Brandon Istenes, 2025. "Job Allocation in the Levy Institute Microsimulation Model," Economics Working Paper Archive wp_1079, Levy Economics Institute.
• Diana Barro & Roberto Casarin & Anthony Osuntuyi, 2025. "Multiple-Try Simulated Annealing for Constrained Optimization," Working Papers 2025: 20, Department of Economics, University of Venice "Ca' Foscari".
• 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 2510.18995, arXiv.org.
• 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 2510.21156, arXiv.org, revised Nov 2025.