NEP-CMP: Computational Economics
@repec-nep-cmp.bsky.social
The latest working papers from RePEc. NEP report CMP (Computational Economics)
https://nep.repec.org/
https://nep.repec.org/
Innovation and Bank Capital Adequacy: An Empirical Assessment across European Economies: Arnone, Massimo; Costantiello, Alberto; Drago, Carlo; Leogrande, Angelo
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November 22, 2025 at 2:45 AM
Innovation and Bank Capital Adequacy: An Empirical Assessment across European Economies: Arnone, Massimo; Costantiello, Alberto; Drago, Carlo; Leogrande, Angelo
Machine-Learning-Assisted Comparison of Regression Functions: Jian Yan; Zhuoxi Li; Yang Ning; Yong Chen
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November 22, 2025 at 1:45 AM
Machine-Learning-Assisted Comparison of Regression Functions: Jian Yan; Zhuoxi Li; Yang Ning; Yong Chen
Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach
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November 22, 2025 at 12:45 AM
Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach
Novelty and Impact of Economics Papers
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November 21, 2025 at 11:45 PM
Novelty and Impact of Economics Papers
Inequality, Financialization, and Political Disintegration
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November 21, 2025 at 10:45 PM
Inequality, Financialization, and Political Disintegration
Environmental Complexity and Respiratory Health: A Data-Driven Exploration Across European Regions: Resta, Onofrio; Resta, Emanuela; Costantiello, Alberto; Liuzzi, Piergiuseppe; Leogrande, Angelo
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November 21, 2025 at 9:45 PM
Environmental Complexity and Respiratory Health: A Data-Driven Exploration Across European Regions: Resta, Onofrio; Resta, Emanuela; Costantiello, Alberto; Liuzzi, Piergiuseppe; Leogrande, Angelo
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management: Tao Jin; Stuart Florescu; Heyu; Jin
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November 21, 2025 at 8:45 PM
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management: Tao Jin; Stuart Florescu; Heyu; Jin
Learning to Manage Investment Portfolios beyond Simple Utility Functions: Maarten P. Scholl; Mahmoud Mahfouz; Anisoara Calinescu; J. Doyne Farmer
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November 21, 2025 at 7:45 PM
Learning to Manage Investment Portfolios beyond Simple Utility Functions: Maarten P. Scholl; Mahmoud Mahfouz; Anisoara Calinescu; J. Doyne Farmer
The Prestakes of Stock Market Investing: Francesco Bianchi; Do Q. Lee; Sydney C. Ludvigson; Sai Ma
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November 21, 2025 at 6:45 PM
The Prestakes of Stock Market Investing: Francesco Bianchi; Do Q. Lee; Sydney C. Ludvigson; Sai Ma
Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification: Kaito Takano; Masanori Hirano; Kei Nakagawa
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November 21, 2025 at 5:45 PM
Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification: Kaito Takano; Masanori Hirano; Kei Nakagawa
Algorithmic Predation: Equilibrium Analysis in Dynamic Oligopolies with Smooth Market Sharing: Fabian Raoul Pieroth; Ole Petersen; Martin Bichler
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November 21, 2025 at 4:45 PM
Algorithmic Predation: Equilibrium Analysis in Dynamic Oligopolies with Smooth Market Sharing: Fabian Raoul Pieroth; Ole Petersen; Martin Bichler
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book: Patrick Cheridito; Jean-Loup Dupret; Zhexin Wu
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November 21, 2025 at 3:45 PM
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book: Patrick Cheridito; Jean-Loup Dupret; Zhexin Wu
Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance: Dmitry Lesnik; Tobias Schaefer
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November 21, 2025 at 2:45 PM
Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance: Dmitry Lesnik; Tobias Schaefer
Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas: Giulia Iadisernia; Carolina Camassa
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November 21, 2025 at 1:45 PM
Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas: Giulia Iadisernia; Carolina Camassa
One model to solve them all: 2BSDE families via neural operators: Takashi Furuya; Anastasis Kratsios; Dylan Possama\"i; Bogdan Raoni\'c
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November 21, 2025 at 12:45 PM
One model to solve them all: 2BSDE families via neural operators: Takashi Furuya; Anastasis Kratsios; Dylan Possama\"i; Bogdan Raoni\'c
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making: Ali Raza Jafree; Konark Jain; Nick Firoozye
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November 21, 2025 at 11:45 AM
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making: Ali Raza Jafree; Konark Jain; Nick Firoozye
A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management
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November 21, 2025 at 10:45 AM
A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
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November 21, 2025 at 9:45 AM
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
An Impulse Control Approach to Market Making in a Hawkes LOB Market: Konark Jain; Nick Firoozye; Jonathan Kochems; Philip Treleaven
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November 21, 2025 at 8:45 AM
An Impulse Control Approach to Market Making in a Hawkes LOB Market: Konark Jain; Nick Firoozye; Jonathan Kochems; Philip Treleaven
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
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November 21, 2025 at 7:45 AM
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
Direct Debiased Machine Learning via Bregman Divergence Minimization
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November 21, 2025 at 6:45 AM
Direct Debiased Machine Learning via Bregman Divergence Minimization
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation: Ollie Olby; Andreea Bacalum; Rory Baggott; Namid Stillman
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November 21, 2025 at 5:45 AM
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation: Ollie Olby; Andreea Bacalum; Rory Baggott; Namid Stillman
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
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November 21, 2025 at 4:45 AM
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation: Ollie Olby; Rory Baggott; Namid Stillman
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November 21, 2025 at 3:45 AM
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation: Ollie Olby; Rory Baggott; Namid Stillman
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading: Valentin Mohl; Sascha Frey; Reuben Leyland; Kang Li; George Nigmatulin; Mihai Cucuringu; Stefan Zohren; Jakob Foerster; Anisoara Calinescu
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November 21, 2025 at 2:45 AM
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading: Valentin Mohl; Sascha Frey; Reuben Leyland; Kang Li; George Nigmatulin; Mihai Cucuringu; Stefan Zohren; Jakob Foerster; Anisoara Calinescu