Report NEP-CMP-2025-12-15

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:

• Hanno Kase & Matthias Rottner & Fabio Stohler, 2025. "Generative economic modeling," BIS Working Papers 1312, Bank for International Settlements.
• Kamal Paykan, 2025. "Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms," Papers 2511.20678, arXiv.org.
• Stefano Vrizzi & Daniel W. O'Neill, 2025. "Modelling the Doughnut of social and planetary boundaries with frugal machine learning," Papers 2512.02200, arXiv.org, revised Dec 2025.
• Marta Grzeskiewicz, 2025. "Solving Heterogeneous Agent Models with Physics-informed Neural Networks," Papers 2511.20283, arXiv.org.
• Klakow Akepanidtaworn & Korkrid Akepanidtaworn, 2025. "GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms: Simulation and Case Studies," IMF Working Papers 2025/252, International Monetary Fund.
• Zhang, Yuxiang & Liu, Yizao & Sears, James M., 2024. "Using Machine Learning Method to Estimate the Heterogeneous Impacts of the Updated Nutrition Facts Panel," 2024 Annual Meeting, July 28-30, New Orleans, LA 343727, Agricultural and Applied Economics Association.
• Yijie Huang & Mengge Li & Xiang Yu & Zhou Zhou, 2025. "Continuous-time reinforcement learning for optimal switching over multiple regimes," Papers 2512.04697, arXiv.org, revised Dec 2025.
• Luca Attolico, 2025. "Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy," Papers 2512.00399, arXiv.org.
• Feng, Yuan & Liu, Shuang & Zhang, Man & Jin, Yanhong & Yu, Xiaohua, 2024. "Investigating Factors Influencing Dietary Quality in China: Machine Learning Approaches," 2024 Annual Meeting, July 28-30, New Orleans, LA 343836, Agricultural and Applied Economics Association.
• Xiang Gao & Cody Hyndman, 2025. "Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints," Papers 2511.17892, arXiv.org.
• Wenbin Wu & Kejiang Qian & Alexis Lui & Christopher Jack & Yue Wu & Peter McBurney & Fengxiang He & Bryan Zhang, 2025. "DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks," Papers 2511.22314, arXiv.org.
• Zhiming Lian, 2025. "Financial Text Classification Based On rLoRA Finetuning On Qwen3-8B model," Papers 2512.00630, arXiv.org.
• Xiaoting Kuang & Boken Lin, 2025. "A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading," Papers 2512.01123, arXiv.org.
• Sang-Kyu Lee, 2025. "Enhancing the Efficiency of National R&D Programs Using Machine Learning-Based Anomaly Detection," Industrial Economic Review 021804, Korea Institute for Industrial Economics and Trade.
• Jun Kevin & Pujianto Yugopuspito, 2025. "Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization," Papers 2511.17963, arXiv.org.
• Brian Ezinwoke & Oliver Rhodes, 2025. "Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks," Papers 2512.05868, arXiv.org.
• Sriram Tolety, 2025. "Tacit Bidder-Side Collusion: Artificial Intelligence in Dynamic Auctions," Papers 2511.21802, arXiv.org.
• Zhongjie Jiang, 2025. "Workflow is All You Need: Escaping the "Statistical Smoothing Trap" via High-Entropy Information Foraging and Adversarial Pacing," Papers 2512.10121, arXiv.org.
• Paulo Roberto de Melo Barros Junior & Monica Alexandra Vilar Ribeiro De Meireles & Jose Luis Lima de Jesus Silva, 2025. "Optimizing Information Asset Investment Strategies in the Exploratory Phase of the Oil and Gas Industry: A Reinforcement Learning Approach," Papers 2512.00243, arXiv.org.
• Sidharth Rony & Jack Patman, 2025. "Standard Occupation Classifier -- A Natural Language Processing Approach," Papers 2511.23057, arXiv.org.
• Eghbal Rahimikia & Hao Ni & Weiguan Wang, 2025. "Re(Visiting) Time Series Foundation Models in Finance," Papers 2511.18578, arXiv.org.
• Mainak Singha, 2025. "Detecting AI Hallucinations in Finance: An Information-Theoretic Method Cuts Hallucination Rate by 92%," Papers 2512.03107, arXiv.org.
• Zeyun Hu & Yang Liu, 2025. "Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network," Papers 2512.00299, arXiv.org.
• Natasha Aggarwal & Satyavrat Bondre & Amrutha Desikan & Bhavin Patel & Dipyaman Sanyal, 2025. "Can technology augment order writing capacity at regulators?," Working Papers 16, Trustbridge Rule of Law Foundation.
• Ethan Hartley, 2025. "Narratives to Numbers: Large Language Models and Economic Policy Uncertainty," Papers 2511.17866, arXiv.org, revised Nov 2025.
• Igor Halperin, 2025. "Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations," Papers 2512.05156, arXiv.org, revised Dec 2025.
• Takayuki Sakuma, 2025. "Diagram-to-Circuit QNLP for Financial Sentiment Analysis," Papers 2511.18804, arXiv.org, revised Dec 2025.
• Popoola,Osuolale Peter & Kumafan, Dzaan, 2025. "Data Science and Artificial Intelligence for Statistics Education: Creating Smart Future of Teaching and Learning," EconStor Research Reports 333610, ZBW - Leibniz Information Centre for Economics.
• Marcello Esposito, 2025. "Adaptive agent-based modeling in finance : selected applications," LIUC Papers in Economics 2025-19, Cattaneo University (LIUC).
• Marek Adamczyk & Micha{l} Dk{a}browski, 2025. "Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques," Papers 2512.02037, arXiv.org.
• Zhongjie Jiang, 2025. "The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness," Papers 2512.01354, arXiv.org, revised Dec 2025.
• Sam Ganzfried, 2025. "Computing Evolutionarily Stable Strategies in Multiplayer Games," Papers 2511.20859, arXiv.org, revised Jan 2026.
• Gilles Zumbach, 2025. "Random processes for long-term market simulations," Papers 2511.18125, arXiv.org.
• Charlie Joyez, 2025. "COMPLEXITY: A Generalized Approach in Stata for Specialization Complexity Indices," GREDEG Working Papers 2025-50, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.