Report NEP-CMP-2025-02-10

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan 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:

• Fernando Perez-Cruz & Hyun Song Shin, 2024. "Testing the cognitive limits of large language models," BIS Bulletins 83, Bank for International Settlements.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025. "Forecasting Dutch inflation using machine learning methods," Working Papers 828, DNB.
• Shijie Han & Changhai Zhou & Yiqing Shen & Tianning Sun & Yuhua Zhou & Xiaoxia Wang & Zhixiao Yang & Jingshu Zhang & Hongguang Li, 2025. "FinSphere: A Conversational Stock Analysis Agent Equipped with Quantitative Tools based on Real-Time Database," Papers 2501.12399, arXiv.org.
• Douglas Kiarelly Godoy de Araujo & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2024. "Artificial intelligence in central banking," BIS Bulletins 84, Bank for International Settlements.
• Konstantinos-Leonidas Bisdoulis, 2024. "Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM," Papers 2501.07580, arXiv.org.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2025. "Inference for Regression with Variables Generated by AI or Machine Learning," Cowles Foundation Discussion Papers 2421, Cowles Foundation for Research in Economics, Yale University.
• Nicola Stalder & Michael Mayer & Steven C. Bourassa & Martin Hoesli, 2025. "Isolating Location Value Using SHAP and Interaction Constraints," Swiss Finance Institute Research Paper Series 25-02, Swiss Finance Institute.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," Swiss Finance Institute Research Paper Series 25-08, Swiss Finance Institute.
• Jiequn Han & Yucheng Yang & Weinan E, 2025. "DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks," Swiss Finance Institute Research Paper Series 25-06, Swiss Finance Institute.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025. "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers 01-2025, Economics Section, The Graduate Institute of International Studies.
• Adesina, Toheeb, 2025. "AI Agents in the Advertising Industry," MPRA Paper 123413, University Library of Munich, Germany.
• Avner Seror, 2024. "The Moral Mind(s) of Large Language Models," AMSE Working Papers 2433, Aix-Marseille School of Economics, France.
• Item repec:hal:journl:hal-04531031 is not listed on IDEAS anymore

• Ramin Mousa & Meysam Afrookhteh & Hooman Khaloo & Amir Ali Bengari & Gholamreza Heidary, 2025. "Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach," Papers 2501.13136, arXiv.org.
• Yuxi Hong, 2025. "Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure," Papers 2501.09760, arXiv.org.
• Jesús Villota, 2025. "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers wp2025_2501, CEMFI.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024. "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers #2024-13, National Bank of Kazakhstan.
• Item repec:hal:journl:hal-04854067 is not listed on IDEAS anymore

• Xia Li & Hanghang Zheng & Xiao Chen & Hong Liu & Mao Mao, 2025. "Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring," Papers 2501.10677, arXiv.org, revised Jan 2025.
• Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Mahyar Habibi, 2025. "Open Sourcing GPTs: Economics of Open Sourcing Advanced AI Models," Papers 2501.11581, arXiv.org.
• Dirk Czarnitzki & Robin Lepers & Maikel Pellens, 2025. "Adoption of circular economy innovations: The role of artificial intelligence," Working Papers of Department of Management, Strategy and Innovation, Leuven 758339, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
• Jonathan Payne & Adam Rebei & Yucheng Yang, 2025. "Deep Learning for Search and Matching Models," Swiss Finance Institute Research Paper Series 25-05, Swiss Finance Institute.
• Barman, Subrata & Nandi, Sukhendu, 2024. "Report of the International Capacity Building Training Program on Computable General Equilibrium (CGE) Modeling for Economic Policy Analysis," CGIAR Initative Publications Foresight, International Food Policy Research Institute (IFPRI).