Report NEP-CMP-2025-11-10

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:

• Wenxuan Zhang & Yixiao Guo & Benzhuo Lu, 2025. "Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations," Papers 2510.27132, arXiv.org.
• Valentin Mohl & Sascha Frey & Reuben Leyland & Kang Li & George Nigmatulin & Mihai Cucuringu & Stefan Zohren & Jakob Foerster & Anisoara Calinescu, 2025. "JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading," Papers 2511.02136, arXiv.org.
• Ollie Olby & Rory Baggott & Namid Stillman, 2025. "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers 2510.22685, arXiv.org.
• Aryan Ranjan, 2025. "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers 2510.22348, arXiv.org.
• Ollie Olby & Andreea Bacalum & Rory Baggott & Namid Stillman, 2025. "Right Place, Right Time: Market Simulation-based RL for Execution Optimisation," Papers 2510.22206, arXiv.org.
• Masahiro Kato, 2025. "Direct Debiased Machine Learning via Bregman Divergence Minimization," Papers 2510.23534, arXiv.org, revised Oct 2025.
• Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025. "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers 2511.00665, arXiv.org.
• Konark Jain & Nick Firoozye & Jonathan Kochems & Philip Treleaven, 2025. "An Impulse Control Approach to Market Making in a Hawkes LOB Market," Papers 2510.26438, arXiv.org, revised Oct 2025.
• Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025. "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers 2510.26228, arXiv.org.
• Yuji Sakurai, 2025. "A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management," IMF Working Papers 2025/225, International Monetary Fund.
• Ali Raza Jafree & Konark Jain & Nick Firoozye, 2025. "When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making," Papers 2510.27334, arXiv.org.
• Takashi Furuya & Anastasis Kratsios & Dylan Possamai & Bogdan Raoni'c, 2025. "One model to solve them all: 2BSDE families via neural operators," Papers 2511.01125, arXiv.org.
• Giulia Iadisernia & Carolina Camassa, 2025. "Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas," Papers 2511.02458, arXiv.org.
• Dmitry Lesnik & Tobias Schaefer, 2025. "Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance," Papers 2510.26627, arXiv.org.
• Patrick Cheridito & Jean-Loup Dupret & Zhexin Wu, 2025. "ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book," Papers 2511.02016, arXiv.org.
• Fabian Raoul Pieroth & Ole Petersen & Martin Bichler, 2025. "Algorithmic Predation: Equilibrium Analysis in Dynamic Oligopolies with Smooth Market Sharing," Papers 2510.27008, arXiv.org.
• Kaito Takano & Masanori Hirano & Kei Nakagawa, 2025. "Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification," Papers 2511.02469, arXiv.org.
• Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma, 2025. "The Prestakes of Stock Market Investing," NBER Working Papers 34420, National Bureau of Economic Research, Inc.
• Maarten P. Scholl & Mahmoud Mahfouz & Anisoara Calinescu & J. Doyne Farmer, 2025. "Learning to Manage Investment Portfolios beyond Simple Utility Functions," Papers 2510.26165, arXiv.org.
• Tao Jin & Stuart Florescu & Heyu & Jin, 2025. "Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management," Papers 2510.26217, arXiv.org.
• Resta, Onofrio & Resta, Emanuela & Costantiello, Alberto & Liuzzi, Piergiuseppe & Leogrande, Angelo, 2025. "Environmental Complexity and Respiratory Health: A Data-Driven Exploration Across European Regions," MPRA Paper 126073, University Library of Munich, Germany.
• Alberto Russo, 2025. "Inequality, Financialization, and Political Disintegration," Working Papers 500, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Chaofeng Wu, 2025. "Novelty and Impact of Economics Papers," Papers 2511.01211, arXiv.org, revised Nov 2025.
• Jacob Carlson, 2025. "Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach," Papers 2511.01680, arXiv.org.
• Jian Yan & Zhuoxi Li & Yang Ning & Yong Chen, 2025. "Machine-Learning-Assisted Comparison of Regression Functions," Papers 2510.24714, arXiv.org.
• Arnone, Massimo & Costantiello, Alberto & Drago, Carlo & Leogrande, Angelo, 2025. "Innovation and Bank Capital Adequacy: An Empirical Assessment across European Economies," MPRA Paper 125982, University Library of Munich, Germany.