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Computational Economics

1993 - 2018

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

From:
Springer
Society for Computational Economics
Contact information at EDIRC.

Bibliographic data for series maintained by Sonal Shukla ().

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Volume 52, issue 4, 2018

How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights pp. 1045-1052 Downloads
Malin Song and Ron Fisher
Canonical Correlation Analysis Between Residents’ Living Standards and Community Management Service Levels in Rural Areas: An Empirical Analysis Based on Municipal Data in Anhui Province pp. 1053-1068 Downloads
Deyou Chen, Lei Wang, Tao Su and Youtao Zhang
Environmental Protection in Scenic Areas: Traffic Scheme for Clean Energy Vehicles Based on Multi-agent pp. 1069-1087 Downloads
Lei Li, Wenting Liu, Lindi Xiao, Hui Sun and Shi Wang
How Should the Chinese Government Invest R&D Funds: Enterprises or Institutions? pp. 1089-1112 Downloads
Yuhan Zhao and Xuguang Song
Coordinated Development of Metropolitan Logistics and Economy Toward Sustainability pp. 1113-1138 Downloads
Shulin Lan and Ming-Lang Tseng
Exploring Dynamic Impact of Foreign Direct Investment on China’s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model pp. 1139-1151 Downloads
Xiongfeng Pan, Jing Zhang, Changyu Li, Rong Quan and Bin Li
The Income Gap Between Urban and Rural Residents in China: Since 1978 pp. 1153-1174 Downloads
Xiao Ma, Feiran Wang, Jiandong Chen and Yang Zhang
The Potential Gains from Carbon Emissions Trading in China’s Industrial Sectors pp. 1175-1194 Downloads
Yanni Yu, Weijie Zhang and Ning Zhang
The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach pp. 1195-1211 Downloads
Jianlin Wang, Jiajia Zhao and Hongzhou Li
Insights into the Effects of Cognitive Factors and Risk Attitudes on Fire Risk Mitigation Behavior pp. 1213-1232 Downloads
Tianzhuo Liu and Huifang Jiao
Credit Rationing and the Simulation of Multi-bank Credit Market Model: A Computational Economics Approach pp. 1233-1256 Downloads
Yu Zhang, Xiong Xiong, Wei Zhang and Xuefeng Liu
Explaining Environmental Sustainability in Supply Chains Using Graph Theory pp. 1257-1275 Downloads
Zongwei Luo, Rameshwar Dubey, Thanos Papadopoulos, Benjamin Hazen and David Roubaud
Spatial Pattern of Regional Urbanization Efficiency: An Empirical Study of Shanghai pp. 1277-1291 Downloads
Jinyan Zhan, Fan Zhang, Siqi Jia, Xi Chu and Yifan Li
Does Expressway Consume More Land of the Agricultural Production Base of Shandong Province? pp. 1293-1316 Downloads
Xiangzheng Deng, John Gibson and Siqi Jia
Nonparametric Regression Using Clusters pp. 1317-1334 Downloads
Hrishikesh D. Vinod and Fred Viole
Evaluating Design of Increasing Block Tariffs for Residential Natural Gas in China: A Case Study of Henan Province pp. 1335-1351 Downloads
Chang Liu and Boqiang Lin
Design and Analysis of Supply Chain Networks with Low Carbon Emissions pp. 1353-1374 Downloads
Tsai-Chi Kuo, Ming-Lang Tseng, Hsiao-Min Chen, Ping-Shun Chen and Po-Chen Chang

Volume 52, issue 3, 2018

Introduction: Special Issue on Evolutionary Dynamics and Agent-Based Modeling in Economics pp. 707-710 Downloads
Herbert Dawid and Andreas Pyka
Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach pp. 711-744 Downloads
Zhenxi Chen and Thomas Lux
Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth pp. 745-772 Downloads
Thomas Brenner and Matthias Duschl
The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study pp. 773-808 Downloads
Ben Vermeulen and Andreas Pyka
Network Externalities and Compatibility Among Standards: A Replicator Dynamics and Simulation Analysis pp. 809-837 Downloads
Torsten Heinrich
The Impact of Credit Rating on Innovation in a Two-Sector Evolutionary Model pp. 839-872 Downloads
Pascal Aßmuth
The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt pp. 873-920 Downloads
Sander Hoog
Evolutionary Climate-Change Modelling: A Multi-Agent Climate-Economic Model pp. 921-951 Downloads
Sylvie Geisendorf
Agent-Based Analysis of Industrial Dynamics and Paths of Environmental Policy: The Case of Non-renewable Energy Production in Germany pp. 953-994 Downloads
Frank Beckenbach, Maria Daskalakis and David Hofmann
Endogenous Economic Growth, Climate Change and Societal Values: A Conceptual Model pp. 995-1028 Downloads
Michael W. M. Roos
Assortative Matching with Inequality in Voluntary Contribution Games pp. 1029-1043 Downloads
Stefano Duca, Dirk Helbing and Heinrich H. Nax

Volume 52, issue 2, 2018

Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect? pp. 313-340 Downloads
Mariusz Górajski
Making Decisions in a Sustainable Development Context: A State-of-the-Art Survey and Proposal of a Multi-period Single Synthesizing Criterion Approach pp. 341-385 Downloads
Anissa Frini and Sarah Benamor
Brownian Signals: Information Quality, Quantity and Timing in Repeated Games pp. 387-404 Downloads
António Osório
New Splitting Scheme for Pricing American Options Under the Heston Model pp. 405-420 Downloads
Maryam Safaei, Abodolsadeh Neisy and Nader Nematollahi
Debt Persistence in a Deflationary Environment: A Regime-Switching Model pp. 421-442 Downloads
Piero Ferri and Fabio Tramontana
Multi Criteria Decision Making in Financial Risk Management with a Multi-objective Genetic Algorithm pp. 443-457 Downloads
Sujatha Srinivasan and T. Kamalakannan
Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors pp. 459-477 Downloads
Shuaimin Kang, Guangying Liu, Howard Qi and Min Wang
Simulation Solution to a Two-Dimensional Mortgage Refinancing Problem pp. 479-492 Downloads
Dejun Xie, Nan Zhang and David A. Edwards
A Spatial Game Theoretic Analysis of Conflict and Identity pp. 493-519 Downloads
Anirban Ghatak, Diganta Mukherjee and K. S. Mallikarjuna Rao
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches pp. 521-530 Downloads
Christos Avdoulas and Stelios Bekiros
Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions pp. 531-553 Downloads
Chunzheng Cao, Yahui Wang, Jian Qing Shi and Jinguan Lin
A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models pp. 555-582 Downloads
Fengkai Yang
Labor Market Volatility in the RBC Search Model: A Look at Hagedorn and Manovskii’s Calibration pp. 583-602 Downloads
Manoj Atolia, John Gibson and Milton Marquis
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View pp. 603-626 Downloads
Chaker Aloui, Rania Jammazi and Hela Ben Hamida
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles pp. 627-652 Downloads
Edward Sun, Yu-Jen Wang and Min-Teh Yu
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading pp. 653-684 Downloads
Yi-Ting Chen, Edward Sun and Min-Teh Yu
Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function pp. 685-706 Downloads
Farshid Mehrdoust and Ali Reza Najafi

Volume 52, issue 1, 2018

A Unique and Stable $$\hbox {Se}{\mathcal {C}}\hbox {ure}$$ Se C ure Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis pp. 1-23 Downloads
Cédric Wanko
Can Efficiency of Returns Be Considered as a Pricing Factor? pp. 25-54 Downloads
J. Francisco Rubio, Neal Maroney and M. Kabir Hassan
Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall pp. 55-77 Downloads
Yu-Ying Tzeng, Paul Beaumont and Giray Ökten
Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market pp. 79-104 Downloads
Ya-Chi Huang and Chueh-Yung Tsao
Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market pp. 105-121 Downloads
Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier and Yi-Ming Wei
Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market pp. 123-123 Downloads
Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier and Yi-Ming Wei
An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming pp. 125-144 Downloads
Alexandre Pimenta, Ciniro A. L. Nametala, Frederico G. Guimarães and Eduardo G. Carrano
A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models pp. 145-166 Downloads
Lourdes Uribe, Benjamin Perea, Gerardo Hernández-del-Valle and Oliver Schütze
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors pp. 167-193 Downloads
Tolga Omay, Mübariz Hasanov and Yongcheol Shin
Decision Theory Matters for Financial Advice pp. 195-226 Downloads
Thorsten Hens and János Mayer
An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory pp. 227-252 Downloads
Chao Gong, Chunhui Xu and Ji Wang
On the Allocation of Multiple Divisible Assets to Players with Different Utilities pp. 253-274 Downloads
Ephraim Zehavi and Amir Leshem
Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks pp. 275-297 Downloads
D. Fernández-Arias, M. López-Martín, T. Montero-Romero, F. Martínez-Estudillo and F. Fernández-Navarro
Programming Correlation Criteria with free CAS Software pp. 299-311 Downloads
George Halkos and Kyriaki Tsilika
Page updated 2018-12-09