Report NEP-CMP-2026-08-10

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Gabaix, Xavier & Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2025, "Asset Embeddings," CEPR Discussion Papers, Centre for Economic Policy Research, number 20082, Mar.
• Liao, Yuan & Ma, Xinjie & Neuhierl, Andreas & Schilling, Linda, 2025, "The Uncertainty of Machine Learning Predictions in Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 20080, Mar.
• Fr'ed'eric Godin, 2026, "Is Deep Hedging Reinforcement Learning?," Papers, arXiv.org, number 2607.13353, Jul, revised Jul 2026.
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2025, "Machine Learning the Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 19964, Feb.
• Anamol Khadka & Milan Arjel & Ayush Lataula & Aayam Dhakal & Prajun Trital & Mingmar Sherpa & Biman Rimal, 2026, "Modeling the Dynamic Relationship Between Brent Crude Oil Prices and the Nepal Stock Exchange: An Integrated Econometric and Explainable Machine Learning Approach," Papers, arXiv.org, number 2607.11922, Jul.
• Catherine Chen & Chen Gao & Jonathon Hazell & Lihua Lei & Chen Lian, 2026, "Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach," Papers, arXiv.org, number 2607.12345, Jul.
• Igor Halperin & Andrey Itkin, 2026, "SciPhy Reinforcement Learning for Portfolio Optimization," Papers, arXiv.org, number 2607.15195, Jul.
• Beroud, Mohammed & Qiu, Feng & Wichmann, Bruno & Fan, Xiaoli, 2026, "Valuation Impact of Data Quality Using Geospatial Machine Learning: Application to Soil Data in Prairie Canada," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404720, DOI: 10.22004/ag.econ.404720.
• David Imhof & Thierry Madi`es & Martin Huber, 2026, "Swimming in Dark Water: When Cartels Mimic Competition," Papers, arXiv.org, number 2606.30470, Jun.
• Hauzenberger, Niko & Marcellino, Massimiliano & Pfarrhofer, Michael & Stelzer, Anna, 2025, "Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes," CEPR Discussion Papers, Centre for Economic Policy Research, number 19965, Feb.
• Maria Saveria Mavillonio & Stefano Borgioli & Caterina Giannetti & Chiara Ongari & Giampiero M. Gallo, 2026, "Measuring Sentiment News with Transformer-Based Language Models," Papers, arXiv.org, number 2607.13968, Jul.
• Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas, 2026, "Factor-Augmented Machine Learning Panel Regressions," Papers, arXiv.org, number 2607.06368, Jul.