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 67, issue 4, 2026

Valuing Vulnerable Geometric Asian Basket Options Under Stochastic Volatility Jump Diffusion Model pp. 2361-2397

Guohe Deng and Zhiqin Hong

The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms pp. 2399-2427

Mahmut Bağcı and Pınar Kaya Soylu

Application of the MPSI-CoCoSo Method to Rank OECD Member Countries Towards the Energy Transition pp. 2429-2458

Vinicius Wittig Vianna, Marcos dos Santos, Carlos Francisco Simões Gomes and Adriano Lauro

Interdependence Dynamics of Official and Informal Argentine Exchange Rates through Copulas pp. 2459-2476

Omid M. Ardakani and Mariana Saenz

Robust Portfolio Optimization via Linear Deviation Risk Measures pp. 2477-2514

Kamayani Shukla, Ruchika Sehgal and Amita Sharma

A Bankruptcy Prediction Model Based on Risk Feature Fusion and a Multihead Residual Self-Attention Mechanism pp. 2515-2553

Ruozhou Wang, Shiheng Gu, Yinong Shi, Yihong Dong and Ling Tian

Connectedness Between Government Expenditure and Economic Growth in the UK: Evidence from Wavelet Approach pp. 2555-2574

Demet Beton Kalmaz and Nuru Giritli

A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient pp. 2575-2601

Wenze He, Quan Yuan, Lingjuan Xu and Zitong Ling

Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques pp. 2603-2642

Wael Dammak, Ali Ben Mrad, Christian de Peretti and Salah Ben Hamad

Uncovering the Switching Impact of Economic Policy Uncertainty on the Cross-Correlation Between Stock Markets: An Innovative Hurst-Based Wavelet Coherence Approach pp. 2643-2661

Dongkai Zhao, Peizhi Li, Jianing Zheng, Yingqi Lian and Mo Yang

A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks pp. 2663-2696

S Sapna and Biju R. Mohan

Impact of Monetary Policy on Corporate Defaults and Associated Welfare Costs pp. 2697-2729

Kwangwon Ahn, Hanwool Jang and Daeyong Lee

Improved Artificial Bee Colony Algorithm for Feature Selection to Enhance the Prediction of Credit Risk in SMEs pp. 2731-2764

Lu Bai and Xuezhou Wen

A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking pp. 2765-2795

Aqib Gul

Modeling of Virtual Currencies through AR(1) Process Considering Loss-Profit Regimes pp. 2797-2821

Jitendra Kumar and Abhishek Kumar Jilowa

A Crude Oil Price Forecasting Model Based on Local Mean Decomposition, Marine Predators Algorithm and Least Squares Support Vector Regression pp. 2823-2848

Xiwen Qin, Siqi Zhang, Hongmei Zhou and Liping Yuan

Risk Disclosure Quality Assessment Using Hidden Markov Chain Analysis of Firms' Risk State pp. 2849-2892

Mohammad Hossein Safarzadeh and Mojdeh Derakhshan

A Multivariate GARCH Model with Time-Varying Correlations: What Do Inflation Data Show in Ethiopia? pp. 2893-2925

Habte Tadesse Likassa, Ding-Geng Chen, Saralees Nadarajah, Meskerem Sema, Jenny K. Chen, Shibru Temesgen and Butte Gotu

A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market pp. 2927-2959

Seyed Mehrzad Asaad Sajadi, Ali Fereydooni, Seyed Alireza Athari and Sabri Farhadi

Quality-diversity and Novelty Search for Portfolio Optimization and Beyond pp. 2961-2984

Bruno Gašperov, Stjepan Begušić, Tessa Bauman and Zvonko Kostanjčar

Enhancing Cryptocurrency Price Prediction through Inter-Coin Volatility and Hyperparameter Optimization pp. 2985-3019

Nasreddine Hafidi, Zakaria Khoudi, Mourad Nachaoui and Soufian Lyaqini

Enhancing Forex Market Forecasting with ConvLSTM2D: A Comprehensive Analysis of Spatiotemporal Dependencies and Data Preprocessing Techniques pp. 3021-3065

Behzad Sanaei and Sahand Daneshvar

Prediction of Bank Systemic Risk Based on LSTM Model pp. 3067-3086

Jiaxiang Huang and Renxiang Wang

Gasoline and Crude Oil Price Prediction using Multi-headed Variational Neighbour Search-tuned Recurrent Neural Networks pp. 3087-3122

Maja Kljajic, Vule Mizdrakovic, Luka Jovanovic, Nebojsa Bacanin, Vladimir Simic, Dragan Pamucar and Miodrag Zivkovic

Analyzing Mechanisms of Business Fluctuations involving Time-Varying Structure in Japan: Methodological Proposition and Empirical Study pp. 3123-3182

Koki Kyo and Hideo Noda

On the Realized Volatility Forecasting Based on Hybrid Model Integrating HAR Model with Machine Learning Method pp. 3183-3213

Yan Song, Tiantian Yin and Yuping Song

Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production pp. 3215-3248

Anupam Yadav, A. K. Dasarathy, Rishabh Thakur, Mohammed Rauf Abdulla, Marwea Al-hedrewy, R. Padmapriya, Navin Kedia, Priyadarshi Das and Kamred Udham Singh

Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty pp. 3249-3274

Zübeyir Akturk, Erdal Kılıç, Ömer Algorabi, Mesut Ulu, Yusuf Sait Türkan and Ersin Namlı

An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models pp. 3275-3309

Koushik Bera, Prakash Raj and N. Selvaraju

The Efficiency analysis of China’s Lithium Resources Enterprises Organizational Performance Based on ESG perspective pp. 3311-3345

Shaoyu Chen, Jianlin Wang and Zehao Wu

Volume 67, issue 3, 2026

The Effect of Data Types’ on the Performance of Machine Learning Algorithms for Cryptocurrency Prediction pp. 1429-1462

Hulusi Mehmet Tanrikulu and Hakan Pabuccu

Age Specific Multi-Stage OLG Model for PAYG Pension Schemes pp. 1463-1510

Hangsuck Lee, Jimin Hong, Byungdoo Kong and Seung Yeon Jeong

Stability of International Environmental Agreements: Effects of Mitigation and Adaptation Policies pp. 1511-1531

Marta Biancardi and Giovanni Villani

High-frequency Growth-at-Risk of China: the Role of Macro-financial Environment pp. 1533-1570

Mengnan Xu, Qifa Xu, Cuixia Jiang and Xingxuan Zhuo

Reinforced Distillation Learning: Fine-Grained Imbalanced Classifier for Financial Crisis Prediction pp. 1571-1604

Zengli Mao, Xiaofang Chen and Chong Wu

An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients pp. 1605-1639

Anthony T. Flegg, Xesús Pereira-López, Napoleón Sánchez-Chóez, Fernando de la Torre Cuevas and Timo Tohmo

Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry pp. 1641-1673

Qing Guo, Youyang Liu and Weiyu Lin

A New Algorithm for Constructing a Characteristic Function pp. 1675-1692

Marcus Franz Konrad Pisch

An Efficient Numerical Algorithm to Solve the Chaotic Behaviour of Fractional Financial Model Using Bernstein Polynomials with Convergence and Bifurcation Analysis pp. 1693-1731

Nagendra Kumar Yadav, Rajesh Kumar Sinha, Ranbir Kumar and Rakesh Ranjan

A Consensus Blockchain-Based Credit Risk Evaluation and Credit Data Storage Using Novel Deep Learning Approach pp. 1733-1766

Vadipina Amarnadh and Moparthi Nageswara Rao

An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning pp. 1767-1795

Gaoshan Wang, Zhiyi Wang, Mingyue Chen and Xiaohong Shen

Comparison of Income Inequality Among Indian States Using Quantile Functions pp. 1797-1832

Ashlin Varkey and Haritha N. Haridas

Pricing High-Dimensional Bermudan Options via Kernel-Based Dual Variance Minimization pp. 1833-1847

Nan Li

The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader pp. 1849-1876

Ahmet Umur Özsoy and Ömür Uğur

Enlarging of the Sample to Address Multicollinearity pp. 1877-1899

Román Salmerón-Gómez, Catalina Beatriz García-García and Ainara Rodríguez-Sánchez

Macroeconomic-Energy-Related Uncertainty and Economic Complexity as Drivers of Renewable Energy Investment pp. 1901-1926

Paul Terhemba Iorember, Chor Foon Tang, Oktay Ozkan, Chinazaekpere Nwani and Andrew Adewale Alola

Static Pricing of Exotic Derivatives Under Conditional Value-at-Risk (CVaR) in Incomplete Markets pp. 1927-1953

Benyanee Kosapong, Ratinan Boonklurb and Udomsak Rakwongwan

When Firms Make Decisions: A New Constant Relative Risk Aversion Approach pp. 1955-1980

Freddy H. Marín-Sánchez, Julian Pareja-Vasseur and Diego Manzur

Clean Energy Stock Market and Energy/Metals as Safe-Haven Assets: New Insights from Quantile-on-Quantile and Markov-Switching Approaches pp. 1981-2010

Wajih Khallouli and Kamal Smimou

MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction pp. 2011-2053

Ibanga Kpereobong Friday, Sarada Prasanna Pati and Debahuti Mishra

Analyzing Transaction Graphs via Motif-Based Graph Representation Learning for Cryptocurrency Price Prediction pp. 2055-2076

Peker Celik and Emre Sefer

An Accurate Multiple Data Based Stock Prediction and Sentiment Analysis Using Synergic Deep Info Convolutional Neural Network pp. 2077-2106

T. M. Sanara and M. Umme Salma

Enhancing Labor Market Intelligence in Ecuador: A Framework for Generating, Standardizing and Analyzing Job Demand Data pp. 2107-2149

Diego Del Pozo-Villafuerte and Andrés Villacís-Miranda

Portfolio Selection Based on Time–Frequency Connectedness: Evidence from GCC Sectoral Stock Markets and the Oil Market pp. 2151-2181

Amine Ben Amar, Néjib Hachicha, Mariem Brahim and Abdelkader Sbihi

The Innovation Efficiency Improvement of the Sustainable Development in Chinese University-Industrial-Enterprise pp. 2183-2229

Jingjing Qiu, Yongqi Feng, Yung-ho Chiu and Tzu-Han Chang

Variable Selection and Fusion Sampling of Unbalanced Data in Credit Risk Assessment pp. 2231-2261

Shujie Zou, Zhiming Cai, Chiawei Chu, Zefeng Zhao, Haohao Cai, Ning Shen and Jie Ren

A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation pp. 2263-2276

Seungyoon Kang, Soobin Kwak, Gyeonggyu Lee, Yougjin Hwang, Seokjun Ham and Junseok Kim

Technical Analysis and Machine Learning Applied to the Short-Term Electricity Trading Market: Italian and Brazilian Cases pp. 2277-2300

Raphael Paulo Beal Piovezan, Pedro Paulo de Andrade Junior, Sérgio Luciano Ávila and Erinaldo Farias dos Santos

Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning pp. 2301-2344

Bhanu Pratap, Amit Pawar and Shovon Sengupta

Jump Detection Using Deep Learning: With Applications to Financial Time Series Data pp. 2345-2360

Weizheng Chen and Guang Zhang

Volume 67, issue 2, 2026

An Identification and Estimation of Stock Price Pattern Equations using K-Means pp. 511-554

Matej Steinbacher, Matjaž Steinbacher and Mitja Steinbacher

Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach pp. 555-608

Müge Özdemir

Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness pp. 609-642

Yueli Liu, Xiu Jin and Jinming Yu

Governance Factors Influencing Financial Performance in Cloud-Based Enterprises: A Machine Learning Analysis pp. 643-662

Ziling Huang, Lichao Lin and Xiaofei Jia

Strategic Dynamics of Innovation Support: Evolutionary Game Insights into Firm, Bank, and Government Interactions pp. 663-684

Hufeng Li, Wenhao Zhou and Qifu Lai

Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method pp. 685-708

Jaspreet Kaur and Srinivasan Natesan

Autoregressive Model for Panel Matrix-Valued Data pp. 709-735

Kun Li and Aibing Ji

Predictive Recurrent Neural Networks Based Carbon Price Forecasting: A Generative Perspective pp. 737-755

Zhong Zheng and Yan Zhang

A Novel Bayesian Model Enhanced with Heuristic Likelihood Estimation for the Prediction of Stock Price Trend pp. 757-780

Vo Van-Truc and Bor-Shen Lin

Augmented Graphical Ridge Estimation with Application in the Cryptocurrency Market pp. 781-825

A. Bekker, A. Kheyri and M. Arashi

Welfare Consequences of Approximation: The Case of Monetary Policy Analysis pp. 827-853

Tomohide Mineyama

Enhancing Sentiment Analysis in Stock Market Tweets Through BERT-Based Knowledge Transfer pp. 855-877

Emre Cicekyurt and Gokhan Bakal

Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation pp. 879-913

Markus Krecik

Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications pp. 915-935

Kiarash Firouzi and Mohammad Jelodari Mamaghani

Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution pp. 937-961

Kecen Li and Xu Wu

Financial Time Series Forecasting: A Comprehensive Review of Signal Processing and Optimization-Driven Intelligent Models pp. 963-989

Mande Praveen, Satish Dekka, Dasari Manendra Sai, Das Prakash Chennamsetty and Durga Prasad Chinta

A Direct Nonparametric Estimator for EVaR of Dependent Financial Returns pp. 991-1008

Feipeng Zhang, Yuhan Ma and Yongchang Hui

Using Signal Decomposition Methods and Deep Learning Approaches to Forecast Bitcoin Price pp. 1009-1041

Chun-Li Tsai, Mu-Yen Chen, Tsung-Yi Tsai, Jen-Wei Hu and Yi-Wei Lai

Quantum Finance: Exploring the Implications of Quantum Computing on Financial Models pp. 1043-1072

Jiawei Zhou

The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis pp. 1073-1108

Mingyu Shu, Chenghao Wang, Fengmin Liu, Yue Zhang and Shun Wang

Research on the Expansion of Deposit Insurance Pricing Model Based on the Merton Option Pricing Framework pp. 1109-1131

Xiaorong Yang, Qiwei Han, Jie Ni and Lu Li

Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment pp. 1133-1158

Haisheng Chen and Manhong Shen

Measuring Contagion Within a Financial Network: A New Conditional Distance to Default Approach pp. 1159-1201

Francesco Meglioli

Wavelet Denoising and Double-Layer Feature Selection for Stock Trend Prediction pp. 1203-1231

Yong Zhang, Jianping Qin, Bocun Lin, Yongbin Su and Xingyu Yang

The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach pp. 1233-1258

Seyed Armin Motahar and Siab Mamipour

Environmental Regulation and Green Technology Innovation: An Evolutionary Game Analysis Between Government and High Energy Consuming Enterprises pp. 1259-1289

Jiali Qian and Yinxiang Zhou

Evaluating the Efficacy of NHITS for Forecasting Stock Realized Volatility: A Comparative Analysis with Established Models pp. 1291-1348

Hugo Gobato Souto

Interval-Valued Time Series Prediction for Vietnam Stock Indicators Based on Ensemble Long Short-Term Memory Networks pp. 1349-1373

Thao Nguyen-Trang, Thuy Lethi-Thu and Tai Vo- Van

Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia pp. 1375-1412

Md. Saiful Islam, Md. Monirul Islam, Faroque Ahmed, Anis ur Rehman, Md. Fakhre Alam and Md. Aynul Islam

Forex-Net: A Hybrid Model for Improved Exchange Rate Prediction Using LSTM and Transfer Learning pp. 1413-1427

Juntao Tong

Volume 67, issue 1, 2026

Computational Approaches To Financial Markets, Risk, and Decision-Making pp. 1-6

Fredj Jawadi

The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects pp. 7-46

Mariam Camarero, Alejandro Muñoz and Cecilio Tamarit

Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms pp. 47-81

Zaheer Anwer, Wajahat Azmi, M. Kabir Hassan and Shamsher Mohamad

Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier pp. 83-112

Riccardo (Jack) Lucchetti, Mihaela Nicolau, Giulio Palomba and Luca Riccetti

Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk pp. 113-143

George Tzagkarakis, Eleftheria Lydaki and Frantz Maurer

A Near Optimal Portfolio Rule for the Life Cycle Merton Problem pp. 145-179

Lorenzo Reus and Pablo Castañeda

Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data pp. 181-216

Qingyuan Wu, William A. Barnett, Xue Wang and Junru Zhao

A Mixed Modified Fractional Stochastic Volatility Models with Application to DSX Market Data pp. 217-251

Eric Djeutcha and Jules Sadefo Kamdem

Mixed Modified Fractional Merton Model of the Bear Spread Basket Put Option using the Multidimensional Mellin Transform pp. 253-277

Eric Djeutcha, Jules Sadefo Kamdem and Louis Aimé Fono

Forecasting High Frequency Order Flow Imbalance using Hawkes Processes pp. 279-312

Aditya Nittur Anantha and Shashi Jain

The Sentiment Augmented GARCH-LSTM Hybrid Model for Value-at-Risk Forecasting pp. 313-353

Dániel Léber and Balázs Egyed

We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment pp. 355-385

Zhongya Han, Lili Shi, Zhengqiu Weng, Muyao Chen and Qinglin Li

Liquidity Risk in Chinese Banking System Based on Multiple Derivatives pp. 387-414

Miao Tang and Hong Fan

A Hybrid Novel Approach for Stock Portfolio Construction pp. 415-450

Rajat Jaiswal, Namita Srivastava and Manoj Jha

Data-Driven Green Technology Integration and Geopolitical Risks in East Asian Economic Development: A Predictive Analysis pp. 451-484

Kang Meng and Ying Wang

Nonlinear Causality Analysis of Bitcoin Returns and COVID-19 Pandemic pp. 485-509

Janesh Sami