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Report NEP-CMP-2026-01-12
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:
- Liying Zhang & Ying Gao, 2025, "An Efficient Machine Learning Framework for Option Pricing via Fourier Transform," Papers, arXiv.org, number 2512.16115, Dec, revised Dec 2025.
- Felipe J. P. Antunes & Yuri F. Saporito & Sebastian Jaimungal, 2025, "Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise," Papers, arXiv.org, number 2512.14967, Dec.
- Safiye Turgay & Serkan Erdou{g}an & v{Z}eljko Stevi'c & Orhan Emre Elma & Tevfik Eren & Zhiyuan Wang & Mahmut Baydac{s}, 2025, "Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making," Papers, arXiv.org, number 2512.17936, Dec.
- Abraham Itzhak Weinberg, 2025, "Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction," Papers, arXiv.org, number 2512.15738, Dec.
- Filippo Gusella & Eugenio Vicario, 2025, "Generative Agents and Expectations: Do LLMs Align with Heterogeneous Agent Models?," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_18.rdf.
- Yan Liu & Ye Luo & Zigan Wang & Xiaowei Zhang, 2026, "Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning," Papers, arXiv.org, number 2601.00593, Jan.
- Annalivia Polselli, 2025, "xtdml: Double Machine Learning Estimation to Static Panel Data Models with Fixed Effects in R," Papers, arXiv.org, number 2512.15965, Dec.
- Alina Voronina & Oleksandr Romanko & Ruiwen Cao & Roy H. Kwon & Rafael Mendoza-Arriaga, 2025, "Generative AI-enhanced Sector-based Investment Portfolio Construction," Papers, arXiv.org, number 2512.24526, Dec.
- Jiawei Du & Yi Hong, 2025, "Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective," Papers, arXiv.org, number 2601.00011, Dec.
- Zhenyu Gao & Wenxi Jiang & Yutong Yan, 2025, "A Test of Lookahead Bias in LLM Forecasts," Papers, arXiv.org, number 2512.23847, Dec.
- Haibo Wang, 2025, "Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries," Papers, arXiv.org, number 2512.20515, Dec.
- Yijia Chen, 2025, "The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading," Papers, arXiv.org, number 2512.15732, Dec.
- Mallory, Mindy & Peng, Rundong & Ma, Meilin & Wang, H. Holly, 2025, "High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 361074, DOI: 10.22004/ag.econ.361074.
- P. Rajguru & I. R. Churchill & G. Graham, 2025, "The Peter Principle Revisited: An Agent-Based Model of Promotions, Efficiency, and Mitigation Policies," Papers, arXiv.org, number 2512.21467, Dec.
- Hongshen Sun & Juanjuan Zhang, 2025, "From Model Choice to Model Belief: Establishing a New Measure for LLM-Based Research," Papers, arXiv.org, number 2512.23184, Dec.
- Simon Paquette-Greenbaum & Jiangbo Yu, 2026, "LLM Agents for Combinatorial Efficient Frontiers: Investment Portfolio Optimization," Papers, arXiv.org, number 2601.00770, Jan.
- Hangcheng Zhao & Ron Berman, 2025, "The Impact of LLMs on Online News Consumption and Production," Papers, arXiv.org, number 2512.24968, Dec, revised Jan 2026.
- Jianping Mei & Michael Moses & Jan Waelty & Yucheng Yang, 2025, "Deep Learning for Art Market Valuation," Papers, arXiv.org, number 2512.23078, Dec.
- Tim J. Boonen & Xinyue Fan & Zixiao Quan, 2025, "Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach," Papers, arXiv.org, number 2512.24747, Dec.
- von Zahn, Moritz & Liebich, Lena & Jussupow, Ekaterina & Hinz, Oliver & Bauer, Kevin, 2025, "Knowing (not) to know: Explainable artificial intelligence and human metacognition," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 464, DOI: 10.2139/ssrn.5383106.
- Osadchiy, Maksim, 2025, "Modeling Loss Risk in Loan Portfolios with Various Heterogeneity Factors," MPRA Paper, University Library of Munich, Germany, number 127032, Nov.
- Andrea Caravaggio & Silvia Leoni, 2025, "An Agent-Based approach to high-cost drugs for infectious diseases," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_20.rdf.