Report NEP-CMP-2026-09-28

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:

• LiYang Wang & Zhen Zhong & Zhen Tian & Keyu Chen & Keyu Chen, 2026, "Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data," Papers, arXiv.org, number 2609.15744, Sep.
• Kemal Kirtac, 2026, "Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions," Papers, arXiv.org, number 2609.23703, Sep.
• Gabriel Nova & Stephane Hess & Sander Van Cranenburgh, 2026, "Multitask Reinforcement Learning for Assisting Choice Model Specification," Papers, arXiv.org, number 2609.18441, Sep.
• Asser Moustafa & Rares-Mihail Neagu & Jugal Kalita, 2026, "ViperQ: Order Flow Pattern Recognition via Auction Market Theory for Reinforcement Learning Trading," Papers, arXiv.org, number 2609.13825, Sep.
• Moore, Alexander K. & Li, Bingqing & Wang, Shane & Thomson, Matt, 2026, "LLM measurements that agree with human coders overall can still distort specific effects," SocArXiv, Center for Open Science, number dz3qe_v1, Sep, DOI: 10.31235/osf.io/dz3qe_v1.
• Aashish Bohra & Vivek Vijay, 2026, "VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion," Papers, arXiv.org, number 2609.12793, Sep.
• Ruimeng Hu & Yihan Zou, 2026, "Deep Learning for Reflected BSDEs: Regularization and Error Analysis," Papers, arXiv.org, number 2609.05434, Jun.
• Jan Lisicki & Tomasz Kopczewski, 2026, "Co-adaptation: From MARL Non-stationarity to the Dynamics of Economic Adjustment," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-31.
• Nacira Agram & Jan Rems & Emanuela Rosazza Gianin, 2026, "Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework," Papers, arXiv.org, number 2609.23768, Sep.
• Marco Albori & Andrea Zaghini, 2026, "Corporate bond pricing in the AI era," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1057, Sep.
• Masahiro Kato & Daiki Honma & Taka Kato, 2026, "Generative Marketing Mix Modeling: A Causal Inference Framework Linking GEO and GEM to Business Impact," Papers, arXiv.org, number 2609.11915, Sep.
• Borgioli, Stefano & Gallo, Giampiero M. & Ongari, Chiara & Mavillonio, Maria Saveria & Giannetti, Caterina, 2026, "Measuring sentiment news with transformer-based language models," Working Paper Series, European Central Bank, number 3283, Sep.
• Anna Kurowska & Magdalena Grabowska & Maciej Świtała & Beata Osiewalska, 2026, "Same Constraints in Changing Times? A Machine-Learning Approach to Childbearing and Fertility Intentions in Poland during and after the COVID-19 Pandemic," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-32.
• Rafael Macalaba & Aivin V. Solatorio & Patrick Michael Brock & Olivier Dupriez, 2026, "Extracting Dataset Mentions in Forced Displacement and FCV Documents: A Weakly Supervised Framework with LLM-Based Label Refinement," Papers, arXiv.org, number 2609.12107, Sep.
• Lilian Hu & Congxin He & Yue Kuen Kwok & Gongqiu Zhang, 2026, "Simulation of stochastic volatility models via operator splitting schemes," Papers, arXiv.org, number 2609.21301, Sep.
• Turner, Ryan & Jafari, Afshin & Tiwari, Sapan & Both, Alan & Singh, Dhirendra & Pemberton, Steve & De Gruyter, Chris, 2026, "FASTrack: A co-designed cloud-based planning support system for interactive cycling infrastructure scenario assessment," SocArXiv, Center for Open Science, number q69rv_v1, Sep, DOI: 10.31235/osf.io/q69rv_v1.
• Ana Isabel Castillo Pereda, 2026, "An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics," Papers, arXiv.org, number 2609.22202, Sep.
• Congxin He & Yue Kuen Kwok, 2026, "Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model," Papers, arXiv.org, number 2609.21291, Sep.
• Alexandra Glazova, 2026, "The labour market: details matter," Bank of Russia Working Paper Series, Bank of Russia, number wps176, Aug.
• André Binette & Colleen Smith, 2026, "Segmented Inflation Dynamics (SID): Identifying Trend Inflation from the Price Index," Staff Analytical Papers, Bank of Canada, number 2026-43, Sep, DOI: 10.34989/sap-2026-43.
• Antonio Diez de los Rios, 2026, "A New Approach to Estimating Portfolio-Balance Models of the Yield Curve," Staff Working Papers, Bank of Canada, number 26-33, Sep, DOI: 10.34989/swp-2026-33.
• Toyoda, Yuki, 2026, "ThSQCA: Reproducible Threshold-Sweep Workflows for QCA in R," SocArXiv, Center for Open Science, number yb8xs_v1, Sep, DOI: 10.31235/osf.io/yb8xs_v1.
• Bose, Joy, 2026, "Competitive Automation Overshoot: Demand-Side and Capital-Composition Channels, with Market Concentration as a Moderator," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 343301.

Report NEP-CMP-2026-09-28

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: