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
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Volume 68, issue 3, 2026

Call for Papers: Technological and Financial Innovation in Climate Risk Governance: Opportunities and Challenges pp. 1889-1893

Malin Song, Marilen Gabriel Pirtea and Santiago Budría

Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy pp. 1895-1937

Yuvaraja Boddu and Manimaran A

Understanding Machine Learning-based Methods in Macroeconomic Forecasting: Tracking Chinese GDP Growth Rate pp. 1939-1991

Qin Zhang and Yong Bian

Deep Learning-based VVIX Forecasting with Time Series Image Encoding and Hybrid ResNet-LSTM Model pp. 1993-2012

Ahoora Rostamian, John O’Hara and Delaram Jarchi

Unveiling the Efficiency Black Box of Chinese Commercial Banks through the Lens of ESG pp. 2013-2042

Li Yang, Shiying Chen, Yung-ho Chiu and Tzu-Han Chang

Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective pp. 2043-2071

Guiyuan Fu, Xingling Xiao, Yupu Zhang, Xuechen Zheng, Jiayu Wang, Xin Yan and Hejun Liang

Conjugation of Artificial Neural Networks with Nature-Inspired Optimization Algorithms for Predicting the Economic Growth of the Top Oil-Producing Countries in Africa pp. 2073-2110

Bello Sani Yahaya, Sagiru Mati, Demet Beton Kalmaz and Isah Wada

Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach pp. 2111-2134

Tomas Ruzgas, Alina Stundziene, Rozita Susniene, Mantas Lukauskas, Egidijus Sinkevicius, Ieva Staneviciute and Jurgita Arnastauskaite Zenceviciene

Money Supply, Inflation, and Economic Growth: The Case of the Eurozone (1990–2022) pp. 2135-2170

Cynthia Tabet, Charbel Tabet and Faten El Chakchouk

Research on Enterprise Credit Rating Method based on Structural Parameter Co-optimization Convolutional Neural Network pp. 2171-2197

Xuanyun Liu

Competitive Bidding Strategy in an Auction with Random Cutoff - Randomness is Always Unpredictable? pp. 2199-2228

Jin Hyung Lee

Leveraging Explainable AI, GRU and VAR Based Framework to Uncover Relationships Between Endogenous and Exogenous Volatility Indices for Effective Trading Strategies pp. 2229-2259

Mohd Raagib Shakeel, Taufeeque Ahmad Siddiqui, Shahzad Alam and Musheer Ahmad

Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies pp. 2261-2291

Hitesh Kumar Sahu and Avishek Bhandari

Robust Linear Shrinkage Estimator for Highly Volatile Times pp. 2293-2319

Sumanjay Dutta and Parthajit Kayal

Predicting Trends in Digital Financial Inclusion: A Novel Approach Based on Spatial Data Analysis and Graph Convolutional Neural Networks pp. 2321-2356

Pingfan Xia, Xuhui Zhu, Zhang-hangjian Chen, Feifei Jin and Qizhi He

Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review pp. 2357-2392

Suvasini Panigrahi and Venkata Lakshmi Narayana Gorle

Heteroskedastic Ordered Probit Models with an Artificial Neural Network for Predicting Potential Consumer Ratings on Amazon Software Reviews pp. 2393-2419

Jikhan Jeong

Stock Market Prediction Using Spider Feline Swarm Optimization Based Hybrid Gated Recurrent Unit and Bidirectional LSTM Model pp. 2421-2448

Eiman Ehtiwsh, Ahmad Alzubi and Kolawole Iyiola

A New Method to Measure Interest Rate Volatility Based on Interest Rate Futures pp. 2449-2466

Qi Han, Haipeng Yu and Xinzhou Xia

Deep Reinforcement Learning for Long-Short Portfolio Optimization pp. 2467-2503

Gang Huang, Xiaohua Zhou and Qingyang Song

A Novel Fuzzy Multi-Class Support Vector Machine: An Application to Asset Selection and Portfolio Optimization pp. 2505-2550

Simrandeep Kaur, Arti Singh and Abha Aggarwal

VAE-based Multivariate Nowcasting of the Japanese Economy pp. 2551-2581

Tsubasa Ueda, Kiyoshi Izumi and Yuri Murayama

Bayesian Networks and Machine Learning Approaches Applied to Social Backwardness pp. 2583-2610

Jesús Alejandro Navarro-Acosta, Jesús-Adolfo Mejía- de-Dios, José María González Lara and Edgar J. Sanchez Carrera

Application of Genetic Algorithm in Optimizing Stock Investment Portfolio: Achieving Superior Risk - Return Balance pp. 2611-2632

Rui Xia, Kaili Wang and Jingjing Wu

Competition Within Cooperation or Cooperation Within Competition? China’s Deposit Insurance Market and Bio-Inspired Algorithms pp. 2633-2659

Rongji Zhou, Shuai Yao, Jacky Yuk-Chow So and Qing Wang

Fraud Activity Detection in Bitcoin Transaction using Adaptive Stacked Gated Recurrent Unit with Attention Mechanism Framework pp. 2661-2697

S. Ezhilmathi and S. Selvakumara Samy

Predictive Power of Fuzzy Model vs. Statistical Model: Prediction of Tesla Car Sales pp. 2699-2728

Simona Hašková, Petr Šuleř and Martin Smrt

Selective Ensemble Financial Distress Prediction with Improved Discriminant-restricted Boltzmann Machine pp. 2729-2767

Xiaofang Chen, Zengli Mao and Chong Wu

Stock Price Prediction With Variational Mode Decomposition, Ecosystem-Based Optimization, and Radial Basis Function Models: Korea Composite Index Insights pp. 2769-2801

Yun Yang, Hong Liu and Shaoming Yang

A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets pp. 2803-2833

Konstantinos Liagkouras and Konstantinos Metaxiotis

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 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 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