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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. 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:
- Wenxuan Zhang & Yixiao Guo & Benzhuo Lu, 2025, "Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations," Papers, arXiv.org, number 2510.27132, Oct.
- 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, arXiv.org, number 2511.02136, Nov.
- Ollie Olby & Rory Baggott & Namid Stillman, 2025, "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers, arXiv.org, number 2510.22685, Oct.
- Aryan Ranjan, 2025, "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers, arXiv.org, number 2510.22348, Oct.
- Ollie Olby & Andreea Bacalum & Rory Baggott & Namid Stillman, 2025, "Right Place, Right Time: Market Simulation-based RL for Execution Optimisation," Papers, arXiv.org, number 2510.22206, Oct.
- Masahiro Kato, 2025, "Direct Debiased Machine Learning via Bregman Divergence Minimization," Papers, arXiv.org, number 2510.23534, Oct, revised Oct 2025.
- Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025, "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers, arXiv.org, number 2511.00665, Nov.
- Konark Jain & Nick Firoozye & Jonathan Kochems & Philip Treleaven, 2025, "An Impulse Control Approach to Market Making in a Hawkes LOB Market," Papers, arXiv.org, number 2510.26438, Oct, revised Oct 2025.
- Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025, "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers, arXiv.org, number 2510.26228, Oct.
- Yuji Sakurai, 2025, "A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management," IMF Working Papers, International Monetary Fund, number 2025/225, Oct.
- 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, arXiv.org, number 2510.27334, Oct.
- Takashi Furuya & Anastasis Kratsios & Dylan Possamai & Bogdan Raoni'c, 2025, "One model to solve them all: 2BSDE families via neural operators," Papers, arXiv.org, number 2511.01125, Nov.
- Giulia Iadisernia & Carolina Camassa, 2025, "Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas," Papers, arXiv.org, number 2511.02458, Nov.
- Dmitry Lesnik & Tobias Schaefer, 2025, "Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance," Papers, arXiv.org, number 2510.26627, Oct.
- 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, arXiv.org, number 2511.02016, Nov.
- Fabian Raoul Pieroth & Ole Petersen & Martin Bichler, 2025, "Algorithmic Predation: Equilibrium Analysis in Dynamic Oligopolies with Smooth Market Sharing," Papers, arXiv.org, number 2510.27008, Oct.
- Kaito Takano & Masanori Hirano & Kei Nakagawa, 2025, "Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification," Papers, arXiv.org, number 2511.02469, Nov.
- Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma, 2025, "The Prestakes of Stock Market Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34420, Oct.
- Maarten P. Scholl & Mahmoud Mahfouz & Anisoara Calinescu & J. Doyne Farmer, 2025, "Learning to Manage Investment Portfolios beyond Simple Utility Functions," Papers, arXiv.org, number 2510.26165, Oct.
- Tao Jin & Stuart Florescu & Heyu & Jin, 2025, "Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management," Papers, arXiv.org, number 2510.26217, Oct.
- 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, University Library of Munich, Germany, number 126073, Sep.
- Alberto Russo, 2025, "Inequality, Financialization, and Political Disintegration," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 500, Oct.
- Chaofeng Wu, 2025, "Novelty and Impact of Economics Papers," Papers, arXiv.org, number 2511.01211, Nov, revised Nov 2025.
- Jacob Carlson, 2025, "Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach," Papers, arXiv.org, number 2511.01680, Nov, revised Jan 2026.
- Jian Yan & Zhuoxi Li & Yang Ning & Yong Chen, 2025, "Machine-Learning-Assisted Comparison of Regression Functions," Papers, arXiv.org, number 2510.24714, Oct.
- Arnone, Massimo & Costantiello, Alberto & Drago, Carlo & Leogrande, Angelo, 2025, "Innovation and Bank Capital Adequacy: An Empirical Assessment across European Economies," MPRA Paper, University Library of Munich, Germany, number 125982, Aug.