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Computational Economics

1993 - 2022

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

Society for Computational Economics
Contact information at EDIRC.

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Volume 59, issue 4, 2022

Deep Learning for Financial Engineering pp. 1277-1281 Downloads
Mu-Yen Chen, Arun Kumar Sangaiah, Ting-Hsuan Chen, Edwin David Lughofer and Erol Egrioglu
National Governance Differences and Foreign Bank Performance in Asian Countries: The Role of Bank Competition pp. 1283-1333 Downloads
Sheng-Hung Chen and Feng-Jui Hsu
Enterprise Intelligent Audit Model by Using Deep Learning Approach pp. 1335-1354 Downloads
Rui Ding
A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting pp. 1355-1383 Downloads
Erol Eğrioğlu and Robert Fildes
The Use of Machine Learning Combined with Data Mining Technology in Financial Risk Prevention pp. 1385-1405 Downloads
Bo Gao
Intelligent FinTech Data Mining by Advanced Deep Learning Approaches pp. 1407-1422 Downloads
Shian-Chang Huang, Cheng-Feng Wu, Chei-Chang Chiou and Meng-Chen Lin
Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model pp. 1423-1441 Downloads
Qilun Li, Zhaoyi Xu, Xiaoqin Shen and Jiacheng Zhong
Innovative Risk Early Warning Model under Data Mining Approach in Risk Assessment of Internet Credit Finance pp. 1443-1464 Downloads
Min Lin
Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things pp. 1465-1480 Downloads
Jinquan Liu, Yupin Wei and Hongzhen Xu
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network pp. 1481-1499 Downloads
Zixian Liu, Guansan Du, Shuai Zhou, Haifeng Lu and Han Ji
Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning pp. 1501-1524 Downloads
Chunyi Lu, Zhuoqi Teng, Yu Gao, Renhong Wu, Md. Alamgir Hossain and Yuantao Fang
A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic pp. 1525-1538 Downloads
Fatemeh Safara
A Novel ARMA Type Possibilistic Fuzzy Forecasting Functions Based on Grey-Wolf Optimizer (ARMA-PFFs) pp. 1539-1556 Downloads
Nihat Tak
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network pp. 1557-1576 Downloads
Guangji Tong and Zhiwei Yin
Financial Performance Analysis with the Fuzzy COPRAS and Entropy-COPRAS Approaches pp. 1577-1605 Downloads
Yüksel Akay Ünvan and Cansu Ergenç
Using Machine Learning Approach to Evaluate the Excessive Financialization Risks of Trading Enterprises pp. 1607-1625 Downloads
Zhennan Wu
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms pp. 1627-1644 Downloads
Mu-En Wu, Jia-Hao Syu and Chien-Ming Chen
The Impact of News Sentiment Indicators on Agricultural Product Prices pp. 1645-1657 Downloads
Jia-Lang Xu and Ying-Lin Hsu
Blockchain-Based Cryptocurrency Regulation: An Overview pp. 1659-1675 Downloads
Satya Prakash Yadav, Krishna Kant Agrawal, Bhoopesh Singh Bhati, Fadi Al-Turjman and Leonardo Mostarda
A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies pp. 1677-1698 Downloads
Meng‐Feng Yen, Yu‐Pei Huang, Liang‐Chih Yu and Yueh‐Ling Chen
The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting pp. 1699-1711 Downloads
Oguzhan Yılmaz, Eren Bas and Erol Egrioglu
GPS data Mining at Signalized Intersections for Congestion Charging pp. 1713-1734 Downloads
Wang Yu, Zhang Dongbo and Zhang Yu
An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy pp. 1735-1753 Downloads
Linhai Zhao, Yingjie Li and Yenchun Jim Wu
Optimizing Financial Engineering Time Indicator Using Bionics Computation Algorithm and Neural Network Deep Learning pp. 1755-1772 Downloads
Zeyu Wang and Yue Deng

Volume 59, issue 3, 2022

A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix pp. 913-933 Downloads
D. Stephen G. Pollock and Emi Mise
A Bootstrap Method to Test Granger-Causality in the Frequency Domain pp. 935-966 Downloads
Matteo Farnè and Angela Montanari
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions pp. 967-1004 Downloads
Ranik Raaen Wahlstrøm, Florentina Paraschiv and Michael Schürle
$$\ell _{1}$$ ℓ 1 Common Trend Filtering pp. 1005-1025 Downloads
Hiroshi Yamada and Ruoyi Bao
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models pp. 1027-1068 Downloads
Yong Shi, Bo Li, Wen Long and Wei Dai
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching pp. 1069-1085 Downloads
Sha Lin and Xin-Jiang He
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach pp. 1087-1111 Downloads
Ehsan Bagheri, Seyed Babak Ebrahimi, Arman Mohammadi, Mahsa Miri and Stelios Bekiros
A Mellin Transform Approach to the Pricing of Options with Default Risk pp. 1113-1134 Downloads
Sun-Yong Choi, Sotheara Veng, Jeong-Hoon Kim and Ji-Hun Yoon
Credit Scoring Model Based on HMM/Baum-Welch Method pp. 1135-1154 Downloads
Badreddine Benyacoub, Souad ElBernoussi, Abdelhak Zoglat and Mohamed Ouzineb
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? pp. 1155-1171 Downloads
Evangelos Vasileiou
Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? pp. 1173-1173 Downloads
Evangelos Vasileiou
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach pp. 1175-1201 Downloads
Xiaobing Zheng, Kun Liang, Qiang Xia and Dabin Zhang
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach pp. 1203-1229 Downloads
Shoukun Jiao and Wuyi Ye
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data pp. 1231-1249 Downloads
Hyeongjun Kim, Hoon Cho and Doojin Ryu
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization pp. 1251-1275 Downloads
José Cerda, Nicolás Rojas-Morales, Marcel Minutolo and Werner Kristjanpoller

Volume 59, issue 2, 2022

Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis pp. 415-444 Downloads
George Halkos, Stylianos Nomikos and Kyriaki Tsilika
Using Double Frequency in Fourier Dickey–Fuller Unit Root Test pp. 445-470 Downloads
Yifei Cai and Tolga Omay
Macro-Regional Economic Structural Change Driven by Micro-founded Technological Innovation Diffusion: An Agent-Based Computational Economic Modeling Approach pp. 471-525 Downloads
Zhangqi Zhong and Lingyun He
Deviation-Based Model Risk Measures pp. 527-547 Downloads
Mohammed Berkhouch, Fernanda Maria Müller, Ghizlane Lakhnati and Marcelo Brutti Righi
Determining the Flat Sales Prices by Flat Characteristics Using Bayesian Network Models pp. 549-577 Downloads
Volkan Sevinç
How Successful are Energy Efficiency Investments? A Comparative Analysis for Classification & Performance Prediction pp. 579-598 Downloads
Haris Doukas, Panos Xidonas and Nikos Mastromichalakis
Bayesian Estimation of Economic Simulation Models Using Neural Networks pp. 599-650 Downloads
Donovan Platt
Revisiting the Merton Problem: from HARA to CARA Utility pp. 651-686 Downloads
Guiyuan Ma and Song-Ping Zhu
A Regression-Based Calibration Method for Agent-Based Models pp. 687-700 Downloads
Siyan Chen and Saul Desiderio
New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation pp. 701-718 Downloads
Aleksandra Rutkowska and Magdalena Szyszko
Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression pp. 719-748 Downloads
Hong Cheng, Yunqing Wang, Yihong Wang and Tinggan Yang
Option Pricing by the Legendre Wavelets Method pp. 749-773 Downloads
Reza Doostaki and Mohammad Mehdi Hosseini
Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game pp. 775-801 Downloads
Z. Nikooeinejad, M. Heydari, M. Saffarzadeh, G. B. Loghmani and Jacob Engwerda
Quantum Computing and Deep Learning Methods for GDP Growth Forecasting pp. 803-829 Downloads
David Alaminos, M. Belén Salas and Manuel A. Fernández-Gámez
The Benefits of Fractionation in Competitive Resource Allocation pp. 831-852 Downloads
Jonathan Lamb, Justin Grana and Nicholas O’Donoughue
Cap and Trade Versus Carbon Tax: An Analysis Based on a CGE Model pp. 853-885 Downloads
Jin-Feng Zhou, Dan Wu and Wei Chen
A New Strategy for Short-Term Stock Investment Using Bayesian Approach pp. 887-911 Downloads
Tai Vo- Van, Ha Che-Ngoc, Nghiep Le-Dai and Thao Nguyen-Trang

Volume 59, issue 1, 2022

Job Mobility and Wealth Inequality pp. 1-25 Downloads
J. M. Applegate and Marco A. Janssen
Implementing Maximum Likelihood Estimation of Empirical Matching Models pp. 1-32 Downloads
Baiyu Dong, Yu-Wei Hsieh and Xing Zhang
Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix pp. 27-38 Downloads
Yoojeong Song, Jae Won Lee and Jongwoo Lee
Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing pp. 39-58 Downloads
Efe Arin and A. Murat Ozbayoglu
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results pp. 59-70 Downloads
Jesús Otero, Theodore Panagiotidis and Georgios Papapanagiotou
Bayesian Analysis of Realized Matrix-Exponential GARCH Models pp. 103-123 Downloads
Manabu Asai and Michael McAleer
Economic Categorizing Based on DFT-induced Supervised Learning pp. 125-150 Downloads
Ray-Ming Chen
Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model pp. 151-176 Downloads
Tetsuji Tanaka, Jin Guo, Naruto Hiyama and Baris Karapinar
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test pp. 177-183 Downloads
Peter Sephton
Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids pp. 185-224 Downloads
Peter Schober, Julian Valentin and Dirk Pflüger
Correction to: Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids pp. 225-225 Downloads
Peter Schober, Julian Valentin and Dirk Pflüger
Connectedness in International Crude Oil Markets pp. 227-262 Downloads
Niyati Bhanja, Samia Nasreen, Arif Billah Dar and Aviral Tiwari
Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting pp. 263-295 Downloads
Matthew Smith and Francisco Alvarez
Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data pp. 297-324 Downloads
Pooja Bansal, Aparna Mehra and Sunil Kumar
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange pp. 325-356 Downloads
Ryuichi Yamamoto
The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market pp. 357-381 Downloads
Yun Feng and Xin Li
Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR pp. 383-414 Downloads
Liang Wang and Tingjia Xu
Page updated 2022-05-17