Report NEP-CMP-2026-06-29

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:

• Ruizhe Zhou & Xiaoyang Liu & Gaoyuan Du & Yi Zheng & Shouxi Ren & Deepayan Chakrabarti & Dengdu Jiang, 2026, "From Accuracy to Auditability: A Survey of Determinism in Financial AI Systems," Papers, arXiv.org, number 2605.23955, May, revised May 2026.
• Yurii Kvasiuk & Tianyi Li & Owen Colegrove & Moritz Munchmeyer, 2026, "MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models," Papers, arXiv.org, number 2605.23007, May.
• Yiqing Wang & Dehao Dai & Ding Ma & Kerui Geng, 2026, "Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction," Papers, arXiv.org, number 2606.08283, Jun.
• Pierre Brugière & Gabriel Turinici, 2026, "Model-Free Deep Hedging with Transaction Costs and Light and Augmented Data Methods," Post-Print, HAL, number hal-05642615, Jun.
• Junyi Yao & Zihao Zheng, 2026, "Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems," Papers, arXiv.org, number 2606.08285, Jun.
• Masahiro Kato, 2026, "AI Economist Agent: An Agentic Framework for Model-Grounded Economic Analysis with RAG, Knowledge Graphs, and Large Language Models," Papers, arXiv.org, number 2606.20041, Jun.
• Marie Soehl Coolsaet & Roberto Gallardo & Zhen Gao, 2026, "From Index to Equity: Pre-Training Transformers for Stock Return Prediction," Papers, arXiv.org, number 2605.23962, May.
• Kasberger, Bernhard & Martin, Simon & Normann, Hans-Theo & Werner, Tobias, 2026, "Algorithmic cooperation: A comparison with human play in the infinitely repeated prisoner's dilemma," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 437.
• Manuel Noseda & Nathan Soldati & Marco Paina, 2026, "Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning," Papers, arXiv.org, number 2605.25894, May.
• Hainaut, Donatien, 2026, "Explaining Regional Mortality Differences with an Economic-Neural Model: Evidence from European NUTS-2 Regions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026009, Apr.
• Antoine Pesenti & Aidan O'Sullivan, 2026, "Analysing drivers and interdependencies in European electricity markets using XAI," Papers, arXiv.org, number 2606.19118, Jun.
• Pablo Rodriguez Manzi, 2026, "Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints," Papers, arXiv.org, number 2605.24031, May.
• John R. Graham & Campbell R. Harvey & Manish Jha, 2026, "CFOs Meet LLMs," Papers, arXiv.org, number 2606.13812, Jun.
• Shree Murthy & Rohan Pandey, 2026, "Failure Modes of Deep Multi-Agent RL in Asynchronous Pricing: Reproducible Triggers, Trace Diagnostics, and a Partial Fix," Papers, arXiv.org, number 2606.09884, Jun.
• Achintya Ranjan & Uma Ranjan, 2026, "Differing Roles of Leisure and Productivity in GDP - A Machine Learning based comparative analysis of Germany and USA," Papers, arXiv.org, number 2606.01234, May.
• Xintong Wu & Peiting Tsai & Jing Yuan & Michael Yu & Greg Sun & Luyao Zhang, 2026, "Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token," Papers, arXiv.org, number 2605.20192, Apr.
• Ricardo Alonzo Fern'andez Salguero, 2026, "Testing Centralized and Polycentric Computational Planning," Papers, arXiv.org, number 2606.19214, Jun.
• Magdalena Cornejo & Walter Sosa Escudero, 2026, "Machine Learning and Shrinkage in Dynamic Panel Forecasting," Working Papers, Universidad de San Andres, Departamento de Economia, number 183, May, revised May 2026.
• Valerio Fedele Addis & Giuseppe Attanasi & Giovanni Di Bartolomeo & Michele Mariella & Valentina Peruzzi, 2026, "Evaluating Creative Work with Artificial Intelligence: Evidence from Constrained Innovation Tasks," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 197.
• Possnig, Clemens, 2026, "Monitoring, Market Primitives, and the Stability of Algorithmic Collusion," Working Papers, University of Waterloo, Department of Economics, number 26005, Mar.
• Haochuan Kevin Wang, 2026, "Agent-Facing Information Design in LLM Tool Registries," Papers, arXiv.org, number 2605.23916, Apr.