Computational Economics

1993 - 2026

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
Contact information at EDIRC.
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Volume 68, issue 2, 2026

Robust Prediction Intervals for Valuation of Large Portfolios of Variable Annuities: A Comparative Study of Five Models pp. 913-934

Tingting Sun, Haoyuan Wang and Donglin Wang

A Full-Fledged Stock Market Prediction Framework using Adaptive TCN with a Bayesian Learning Network via Enhanced Good and Bad Groups-Based Optimizer pp. 935-1001

Rakesh Roshan, Krishna Kumar N, Supraja Ballari, C Antony, Surya Kiran Chebrolu, Om Prakash Rishi, V Biksham, Kumar Neeraj and Vangapally Raju

Enhanced Bankruptcy Prediction Model Based on Network Analysis and Explainable Machine Learning pp. 1003-1095

Saba Taheri Kadkhoda and Babak Amiri

High-Frequency Trading, Short Squeeze and ARMA-GARCH-Fractal Neural Networks pp. 1097-1154

David Alaminos, M. Belén Salas-Compás and Estefanía Alaminos

Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure pp. 1155-1189

Federico Belotti and Giancarlo Ferrara

Cyber Finance Fraud Recognition Method Based on Ensemble Machine Learning pp. 1191-1211

Jiguang Shi, Shancheng Lin, Ning Ding, Jianfeng Song and Yan Zhai

VAE-INN: Variational Autoencoder with Integrated Neural Network Classifier for Imbalanced Credit Scoring, Utilizing Weighted Loss for Improved Accuracy pp. 1213-1243

Dalia Atif

On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances pp. 1245-1292

Klaus Grobys

Robust Quarterly Recession Forecasts of the U. S. Economy pp. 1293-1310

Rolando F. Peláez

New Evidence on Nonlinear Causal Relationships between the Cryptocurrency and the Foreign Exchange Markets pp. 1311-1336

Xunfa Lu, Zhijie Chu, Nicholas Apergis, David Roubaud and Kin Keung Lai

Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets pp. 1337-1377

Mohammad Enamul Hoque, Tahmina Akhter, Faik Bilgili, Md. Akther Uddin and Samiha Binte Tariq

Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption pp. 1379-1423

Robin Kunju Mol Raj, Marek Vochozka and Yelyzaveta Apanovych

Synergistic Optimization of GM(1,1) Model with Buffer Operators and Residual Correction and its Applications pp. 1425-1444

Chaofeng Shen and Jun Zhang

A 2D-CNN-LSTM-Based Deep Learning Model for Forex Price Prediction using Lag Features pp. 1445-1470

Bilguun Narmandakh, Yuming Zhang, Zhen Li and Paul Anderson

A PPP Projects Valuation: Real Options, Competition and Anchoring Bias pp. 1471-1491

Daniel Anyebe, Antonio Di Bari, Domenico Santoro and Giovanni Villani

Smart Grid Real-time Pricing for Multitype Users: A Multi-agent DQL-MHA-PER Algorithm for Welfare Equilibrium pp. 1493-1538

Haixiao Song, Zhongqing Wang and Yan Gao

Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach pp. 1539-1555

Henryk Gzyl and Silvia Mayoral

Differential Game Analysis of University-Enterprise Co-innovation in General Purpose Technologies Innovation Based on Resource Complementation and Collaborative R&D pp. 1557-1599

Yucai Jia, Xiaohu Zhou, Guiyang Zhang, Yue Sui and Lixin Li

Game-Theoretic Pricing Model for Data Service Products from the Perspective of Consumer Heterogeneity pp. 1601-1630

Shuchu Xiong, Han Meng and Zhiyong Zeng

Tail Dependence in Foreign Exchange Market Pressure: A Quantile GMM and Bayesian Diffusion-Regression State-Space Approach pp. 1631-1657

Oleg Mariev, Suleiman O. Mamman and Jamilu Iliyasu

Cumulative-Parisian Option Pricing in Uncertainty Theory pp. 1659-1684

Zhihan Shi, Yaodong Ni and Xiangfeng Yang

Can Investors Profit from Measuring Stock Liquidity with Ordered Fuzzy Numbers? pp. 1685-1723

Szymon Stereńczak and Adam Marszałek

The Impact and Prediction of Investor Sentiment on Stock Market Returns: Evidence from Multisource Heterogeneous Data pp. 1725-1754

Fengfeng Gao, Yu Gao and Zong Wang

Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights pp. 1755-1782

Imran Ali Khan and Sami Ur Rahman

Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights pp. 1783-1783

Imran Ali Khan and Sami Ur Rahman

Ensemble Learning for Foreign Exchange Market Trend Prediction pp. 1785-1800

Ekla Njoki, Jael Sanyanda Wekesa and Denis Gitari Njagi

Leveraging Wavelet Transform & Deep Learning for Option Price Prediction: Insights from the Indian Derivative Market pp. 1801-1814

Akanksha Sharma and Chandan Kumar Verma

Deep Learning Predictions for Bitcoin Market Price and Illegitimate Activity Classification pp. 1815-1843

Mai Ramadan Ibraheem, Esraa Hassan, Sarah A. Abed, Israa S. Kamil and Fatma M. Talaat

Using Machine Learning To Decode the Impact of Financial Performance on ESG: Evidence from China pp. 1845-1870

Zhenghao Chang

Inflation Target Credibility and Inflation Regimes in a Heterogeneous Agent-Based Model pp. 1871-1888

Emiliano Alvarez

Volume 68, issue 1, 2026

Signing Off pp. 1-5

Hans M. Amman

Decomposition-Ensemble Approach for Realized Volatility Prediction pp. 7-59

John Kamwele Mutinda and Li Yong

Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market pp. 61-109

Rana Baamer and Hamoud Aljamaan

Principal Component Copulas for Capital Modelling and Systemic Risk pp. 111-141

K. B. Gubbels, J. Y. Ypma and C. W. Oosterlee

SDPDmod: An R Package for Spatial Dynamic Panel Data Modeling pp. 143-156

Rozeta Simonovska

An Intuitionistic Fuzzy Gaussian Process Regression Function Approach for Forecasting Problem pp. 157-174

Erdinc Yucesoy, Erol Egrioglu and Eren Bas

Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model pp. 175-226

Wang Libin and Liu Lixia

Solving Multiple Discretization Portfolio Optimization Problem with Quantum-Classical Hybrid Algorithms pp. 227-256

Haijing Wei, Yanbo J. Wang, Haoxiang Yang, Xuan Yang, Mingming Cao, Qi Xu, Minglei Cai, Yiduo Wang, Zhichao Mao, Xiaofeng Cao, Quanxin Mei, Jie Wang, Xiaojun Zhou, Lin Yao and Wending Zhao

Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model pp. 257-305

İhsan Erdem Kayral, Melike Aktaş Bozkurt, Tuğba Sarı and Nisa Şansel Tandoğan Aktepe

A New Perspective for Financial Option Pricing with New Dynamic Solutions of the Black-Scholes Equation pp. 307-333

Betül Koc, Kasirga Yildirak and Asıf Yokus

Modelling Causality for Foreign Direct Investment with Hybrid TCDF-Bradford-Hill Criteria pp. 335-359

Vladas Verkelis, Mantas Landauskas and Jurgita Bruneckienė

MIDAS Regression: A New Horse in the Race of Macroeconomic Time Series Filtering pp. 361-399

Michal Benčík

An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities pp. 401-435

Tuan Tran and Duc A. Tran

Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis pp. 437-455

Gökhan Çobanoğulları

Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning pp. 457-474

Shafeeq Ur Rahaman

Domain Knowledge Matters: Evidence from Bank Failure Rate Predictions with Machine Learning pp. 475-488

Ujjal K. Chatterjee and Joseph J. French

Agent-Based Models for Simulating Consumer-led Innovation: Pathways to Dual Upgrading in China's Economic Development Strategy pp. 489-521

Feng Chen and Wentao He

Predicting Stock Prices Based on Machine Learning to Build Self-adaptive Trading Strategy pp. 523-547

Yang Wang, Peng Huang and Jianwen Luo

Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices pp. 549-577

Ayben Koy and Andaç Batur Çolak

Nature-Inspired Artificial Neural Network Integrated with Hybrid Firefly and Particle Swarm Optimisation: A Novel Approach for Modelling the Eurozone Financial Stress Index for Macroeconomic Policy pp. 579-598

Munir Abdulsaleh and Murad Bein

A Fake News Detection Method Tailored for Financial Regulatory Agencies pp. 599-620

Hongting Fan, Li Xue and Bo Zhao

When Positive Sentiment is not so Positive: Textual Analytics and Bank Failures pp. 621-661

Aparna Gupta, Cheng Lu, Majeed Simaan and Mohammed J. Zaki

Contemporary Approaches to Hybrid Forecasting pp. 663-705

Ugur Sener and Salvatore Joseph Terregrossa

Enhancing Insurance Fraud Detection Accuracy with Integrated Machine Learning and Statistical Methods pp. 707-738

Ahmed Abdelreheem Khalil

Improving Portfolio Optimization Results with Bandit Networks pp. 739-778

Gustavo de Freitas Fonseca, Lucas Coelho e Silva and Paulo André Lima de Castro

Enhancing Fraud Detection in Credit Card Transactions: A Comparative Study of Machine Learning Models pp. 779-805

Masad A. Alrasheedi

Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees pp. 807-824

Rakhymzhan Kazbek and Aidana Abdukarimova

Central Bank Communication, Economic Policy Uncertainty, and Financial Market Volatility: A Time-Varying Perspective on Chinese Markets pp. 825-861

Juan Meng, Bin Mo and Shaokai Ding

Financial Inclusion’s Impact on Economic Growth: D7 vs. E7 Unveiled with FsQCA pp. 863-885

Farah Naz, Sitara Karim and Naila Sadiq

Optimizing Rank-Dependent Utility Theory Computations: Algorithm Analysis with Applications to Firm Hedging Strategies pp. 887-911

Martín Egozcue and Luis Fuentes García