Report NEP-CMP-2026-08-31

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:

• Boris Belyakov, 2026, "AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios," Papers, arXiv.org, number 2607.18001, Jul.
• Yang, Bixuan & Kropp, Jaclyn & Grigsby-Calage, Charles & Sowell, Samantha & Mullally, Conner & Volpe, Ricky & Byrne, Anne, 2026, "Store-Level Food Healthfulness Measurements Using Scanner Data and Machine Learning Imputation," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404588, DOI: 10.22004/ag.econ.404588.
• Nirvik Sahoo & Chyng Wen Tee & Paul Robert Griffin, 2026, "Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization," Papers, arXiv.org, number 2608.14134, Aug.
• Jeron Tan Kang, 2026, "Yield Curve Prediction with Machine Learning: Forecasting Approaches and the Role of Macroeconomic Predictors," Papers, arXiv.org, number 2608.07536, Jul.
• Kwon, Alexander & Maliar, Lilia, 2024, "Predicting Retirement and Social Security Claiming Decisions using Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 19198, Jul.
• Rishab Ghosh & Vinay Devarakonda, 2026, "FinBench: Time-Gated Calibration and Uncertainty Benchmarking for Agentic Financial Forecasting," Papers, arXiv.org, number 2607.16229, Jun.
• Gbenga Ibikunle & Ben Moews & Dmitriy Muravyev & Khaladdin Rzayev, 2026, "Data-Driven Measures of High-Frequency Trading," Papers, arXiv.org, number 2608.00858, Aug, revised Sep 2026.
• Genta Okada & Shunya Noda & Junpei Komiyama & Akira Matsushita, 2026, "Learning Optimal Dynamic Matching via Graph Neural Networks," Papers, arXiv.org, number 2607.28925, Jul, revised Aug 2026.
• Himaz, Rozana & Salmanidou, Dimitra & Ghaffarian, Saman, 2026, "Machine Learning for Estimating Catastrophic Health Spending in Disaster-Affected, Data-Scarce Settings," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2026-05, Mar.
• Cho, Rachel & Görtz, Christoph & McGowan, Danny & Schröder, Max, 2025, "Defining Current and Expected Financial Constraints using AI: Reinterpreting the Cash Flow Sensitivity of Cash," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2025-11, Sep.
• James Chapman & Ajit Desai & Maryam Haghighi & James (Jim) C. MacGee, 2026, "Integrating Non-traditional Data and AI into Central Banking: A Canadian Perspective," Staff Analytical Papers, Bank of Canada, number 2026-17, May, DOI: 10.34989/sap-2026-17.
• Zhiyuan Wang & Qinxu Ding & Ding Ding & Siying Zhu & Jing Ren & Yue Wang & Chong Hui Tan, 2026, "Reinforcement Learning-Guided NSGA-II Enhanced with Gray Relational Coefficient for Multi-Objective Optimization: Application to NASDAQ Portfolio Optimization," Papers, arXiv.org, number 2607.16194, Apr.
• Yves Achdou & Johannes Brumm & Lukas Frank, 2026, "Mastering Stochastic OLG Models in Continuous Time," Papers, arXiv.org, number 2608.11134, Aug.
• Dantong Chu & Xuefeng Gao & Yufei Zhang, 2026, "Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games," Papers, arXiv.org, number 2608.08268, Aug.
• Alberto M. G. Saruggia & Sebastien Germano, 2026, "Predicting Startup Exit from Textual Descriptors - A Computational Linguistics Framework," Papers, arXiv.org, number 2608.00045, Jul, revised Sep 2026.
• Jan Sporer, 2026, "Can Open-Weight Models Compete on Financial Text Comprehension?," Papers, arXiv.org, number 2608.08634, Aug.
• Weicheng Ye & Youran Sun & Xingyu Ren & Shunyao Yu & Chugang Yi & Haizhao Yang, 2026, "AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search," Papers, arXiv.org, number 2608.11250, Aug.
• YILMAZ, Erdem & Kruithof, Elias H. & Verhaeghe, Pieter-Paul, 2026, "From 4-Digit Codes to Social Class: Benchmarking Supervised Classification, Semantic Retrieval, and LLM Reranking for Multilingual Occupational Coding and Downstream Stratification (Technical report: model design, evaluation, and derived-measure accu," SocArXiv, Center for Open Science, number xv2gf_v1, Jul, DOI: 10.31235/osf.io/xv2gf_v1.
• Chen Liang & Fasheng Xu, 2026, "When LLM Agents Negotiate: Private Information and Dynamic Bargaining in Supply Chains," Papers, arXiv.org, number 2608.07538, Jul.
• Joy Buchanan & Joshua Foster, 2026, "The Innate Economic Preferences of Language Models," Papers, arXiv.org, number 2607.26288, Jul.
• Mojtaba Eslami, 2026, "Dynamic Coalition Formation and Communication Pricing in Skill-Based Agentic AI Systems," Papers, arXiv.org, number 2608.07532, Jul.
• Ekkehardt Bauer & Dirk Hollander & David Scholz & Linus Wolff & Christoph Ostermair & Kyrillus Aiad & Joachim Hasebrook, 2026, "AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management," Papers, arXiv.org, number 2608.12424, Aug, revised Aug 2026.
• Bruno Feunou & Jean-Sébastien Fontaine & Rishi Vala, 2026, "Macro News in Market Moves: Classifying News through Asset Co-movements," Staff Analytical Papers, Bank of Canada, number 2026-7, Mar, DOI: 10.34989/sap-2026-7.
• Wenzel, Julia, 2026, "Simulation-Driven Analysis of Warehouse Operations in Multi-Level Robotic Mobile Fulfillment Systems to Support Decision-Making," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 161017, Jun.
• Miles, David & Sefton, James, 2024, "Optimal risk for pension funds: the sustainability of the UK Universities pension scheme," CEPR Discussion Papers, Centre for Economic Policy Research, number 19254, Jul.
• Zhipeng Huang & Cornelis W. Oosterlee, 2026, "An Analytic COS Method for Compound Option Valuation," Papers, arXiv.org, number 2607.25599, Jul.

Report NEP-CMP-2026-08-31

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: