In JMP 11 there is a function Last Modification Date() that should be useful here.
For example:
mypath = Pick directory();
files=files in directory(mypath);
{t,p}={0,1};
For( i = 1, i <= N Items( files ), i++,
ti = Last Modification Date( mypath || files[i] );
If( ti > t, t = ti; p = i)
);
Open(mypath||files[p]);