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. Stanley 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, Bank for International Settlements, number 1312, Dec.
• Kamal Paykan, 2025, "Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms," Papers, arXiv.org, number 2511.20678, Nov.
• Stefano Vrizzi & Daniel W. O'Neill, 2025, "Modelling the Doughnut of social and planetary boundaries with frugal machine learning," Papers, arXiv.org, number 2512.02200, Dec, revised Dec 2025.
• Marta Grzeskiewicz, 2025, "Solving Heterogeneous Agent Models with Physics-informed Neural Networks," Papers, arXiv.org, number 2511.20283, Nov.
• Klakow Akepanidtaworn & Korkrid Akepanidtaworn, 2025, "GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms: Simulation and Case Studies," IMF Working Papers, International Monetary Fund, number 2025/252, Dec.
• 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, Agricultural and Applied Economics Association, number 343727, DOI: 10.22004/ag.econ.343727.
• Yijie Huang & Mengge Li & Xiang Yu & Zhou Zhou, 2025, "Continuous-time reinforcement learning for optimal switching over multiple regimes," Papers, arXiv.org, number 2512.04697, Dec, revised Dec 2025.
• Luca Attolico, 2025, "Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy," Papers, arXiv.org, number 2512.00399, Nov.
• 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, Agricultural and Applied Economics Association, number 343836, DOI: 10.22004/ag.econ.343836.
• Xiang Gao & Cody Hyndman, 2025, "Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints," Papers, arXiv.org, number 2511.17892, Nov.
• 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, arXiv.org, number 2511.22314, Nov.
• Zhiming Lian, 2025, "Financial Text Classification Based On rLoRA Finetuning On Qwen3-8B model," Papers, arXiv.org, number 2512.00630, Nov.
• Xiaoting Kuang & Boken Lin, 2025, "A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading," Papers, arXiv.org, number 2512.01123, Nov.
• Sang-Kyu Lee, 2025, "Enhancing the Efficiency of National R&D Programs Using Machine Learning-Based Anomaly Detection," Industrial Economic Review, Korea Institute for Industrial Economics and Trade, number 021804, Oct.
• Jun Kevin & Pujianto Yugopuspito, 2025, "Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization," Papers, arXiv.org, number 2511.17963, Nov.
• Brian Ezinwoke & Oliver Rhodes, 2025, "Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks," Papers, arXiv.org, number 2512.05868, Dec.
• Sriram Tolety, 2025, "Tacit Bidder-Side Collusion: Artificial Intelligence in Dynamic Auctions," Papers, arXiv.org, number 2511.21802, Nov.
• Zhongjie Jiang, 2025, "Workflow is All You Need: Escaping the "Statistical Smoothing Trap" via High-Entropy Information Foraging and Adversarial Pacing," Papers, arXiv.org, number 2512.10121, Dec.
• 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, arXiv.org, number 2512.00243, Nov.
• Sidharth Rony & Jack Patman, 2025, "Standard Occupation Classifier -- A Natural Language Processing Approach," Papers, arXiv.org, number 2511.23057, Nov.
• Eghbal Rahimikia & Hao Ni & Weiguan Wang, 2025, "Re(Visiting) Time Series Foundation Models in Finance," Papers, arXiv.org, number 2511.18578, Nov.
• Mainak Singha, 2025, "Detecting AI Hallucinations in Finance: An Information-Theoretic Method Cuts Hallucination Rate by 92%," Papers, arXiv.org, number 2512.03107, Dec.
• Zeyun Hu & Yang Liu, 2025, "Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network," Papers, arXiv.org, number 2512.00299, Nov.
• Natasha Aggarwal & Satyavrat Bondre & Amrutha Desikan & Bhavin Patel & Dipyaman Sanyal, 2025, "Can technology augment order writing capacity at regulators?," Working Papers, Trustbridge Rule of Law Foundation, number 16, Dec.
• Ethan Hartley, 2025, "Narratives to Numbers: Large Language Models and Economic Policy Uncertainty," Papers, arXiv.org, number 2511.17866, Nov, revised Nov 2025.
• Igor Halperin, 2025, "Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations," Papers, arXiv.org, number 2512.05156, Dec, revised Dec 2025.
• Takayuki Sakuma, 2025, "Diagram-to-Circuit QNLP for Financial Sentiment Analysis," Papers, arXiv.org, number 2511.18804, Nov, 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, ZBW - Leibniz Information Centre for Economics, number 333610.
• Marcello Esposito, 2025, "Adaptive agent-based modeling in finance : selected applications," LIUC Papers in Economics, Cattaneo University (LIUC), number 2025-19, Nov.
• Marek Adamczyk & Micha{l} Dk{a}browski, 2025, "Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques," Papers, arXiv.org, number 2512.02037, Nov.
• Zhongjie Jiang, 2025, "The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness," Papers, arXiv.org, number 2512.01354, Dec, revised Dec 2025.
• Sam Ganzfried, 2025, "Computing Evolutionarily Stable Strategies in Multiplayer Games," Papers, arXiv.org, number 2511.20859, Nov, revised Jan 2026.
• Gilles Zumbach, 2025, "Random processes for long-term market simulations," Papers, arXiv.org, number 2511.18125, Nov.
• Charlie Joyez, 2025, "COMPLEXITY: A Generalized Approach in Stata for Specialization Complexity Indices," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-50, Dec.

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. 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: