Printed from https://ideas.repec.org/n/nep-cmp/2026-09-21.html
Report NEP-CMP-2026-09-21
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:
- Manuel Naviglio & Fabrizio Lillo, 2026, "Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models," Papers, arXiv.org, number 2609.06085, Sep.
- Haochen Li & Xinshuai Guo & Jingdong Ouyang & Wei Zhang & Leilei Shi, 2026, "Adaptive Entangled Neurons in the Brain and Natural Intelligence Simulations for Artificial General Intelligence," Papers, arXiv.org, number 2609.09226, Sep, revised Oct 2026.
- Nneka Umeorah & Tolulope Fadina, 2026, "A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking," Papers, arXiv.org, number 2608.27295, Aug.
- Kunjesh Parekh & Anil Kumar Tiwari & Divya Saxena, 2026, "CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering," Papers, arXiv.org, number 2608.26114, Jun.
- Pierre Brugière, 2026, "Machine Learning in Finance," Post-Print, HAL, number hal-05734318, Aug.
- Marouane Battach & Salah Eddine Elayoubi & Tania Jimenez & Linda Salahaldin, 2026, "Learn, Predict and Reschedule: Toward a Data-Driven Crowdfunding Platform Management," Post-Print, HAL, number hal-05744861, DOI: 10.1109/TEM.2026.3711324.
- Sheryan Kumar, 2026, "Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options," Papers, arXiv.org, number 2608.29025, Aug.
- Gijs A. F. Niewzwaag & Marijn G. S. Veth & Manuele Massei & Marcos R. Machado, 2026, "Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending," Papers, arXiv.org, number 2609.09945, Sep.
- Usman Ahmed & Jason Hawkins, 2026, "Residential Price Modeling using Spatially Validated Machine Learning Methods: A Comparison Across Geographic Contexts," Papers, arXiv.org, number 2609.00375, Jul.
- Parsa Yousefnezhad & Gholamreza Mansourfar & Mohammadreza Feizi Derakhshi, 2026, "Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds," Papers, arXiv.org, number 2608.26174, Jul.
- Andrea Molent & Michel Vellekoop, 2026, "Neural Calibration of a Complete Market Model," Papers, arXiv.org, number 2608.30867, Aug.
- Samira Amiriyan & Youness Boutaib, 2026, "Asymptotically-informed neural networks for Black-Scholes implied volatility computation," Papers, arXiv.org, number 2609.05491, Aug.
- Hesandi Mallawarachchi & Senilka Madurapperumage & Nadil Kulathunge & Thilokya Angeesa & Nethsith Gunaweera & Sandeepa Weerasekara & Patalee Narasinghe & Nisansa de Silva & Sandareka Wickramanayake, 2026, "Forecasting Weather-Driven Price Dynamics Across Sri Lankan Tea Market Catalogues," Papers, arXiv.org, number 2608.24894, Jun, revised Aug 2026.
- Ricardo Alonzo Fern'andez Salguero, 2026, "LPG Subsidy Reform, Energy Compensation, and Social Risk in Bolivia: A Machine-Learning Agent-Based Microsimulation," Papers, arXiv.org, number 2609.00414, Jul.
- Alex Chen, 2026, "A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY," Papers, arXiv.org, number 2608.26106, May.
- Vazquez Torres Estefania & Magliozzi Chiara & Caivano Arnaldo & Cardoso Ana Cristina, 2026, "GPT Scheduler: an LLM-based pipeline to semi-automate the assessment of Invasive Alien Species impacts," JRC Research Reports, Joint Research Centre, number JRC146630, Aug.
- Yonghong Zhang & Ricardo Correia & Isabel M. Parra & Yong Xie, 2026, "CausalVerify: End-to-End Verification of Causal Analyses by Language Models," Papers, arXiv.org, number 2609.07944, Sep, revised Sep 2026.
- Richard Dennis, 2026, "SolveDSGE: A System for Solving and Analyzing Nonlinear DSGE Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-79, Sep.
- YiLi Chien & Hyungsuk Lee & Junsang Lee, 2026, "Can the Public Carry Trade Restore Fiscal Sustainability? Evidence from Korea's Consolidated Balance Sheet," Working Papers, Federal Reserve Bank of St. Louis, number 2026-020, Aug, DOI: 10.20955/wp.2026.020.
- Aleksandar Arandjelovic & Pavel V. Shevchenko & George Tzougas, 2026, "On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs," Papers, arXiv.org, number 2608.27229, Aug.
- Van Herck Kristine & Princen Savina & Serruys Hannes & Depoortere Arne, 2026, "The fiscal and distributional impact of the reform of unemployment benefits in Belgium," JRC Research Reports, Joint Research Centre, number JRC147863, Aug.
- Jihwan Woo, 2026, "Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation," Papers, arXiv.org, number 2608.25844, Aug, revised Sep 2026.