Computational Economics

1993 - 2025

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 54, issue 4, 2019

Analysis of China’s Regional Eco-efficiency: A DEA Two-stage Network Approach with Equitable Efficiency Decomposition pp. 1263-1285

Junfei Chu, Jie Wu, Qingyuan Zhu, Qingxian An and Beibei Xiong

Environmental Performance and Benchmarking Information for Coal-Fired Power Plants in China: A DEA Approach pp. 1287-1302

Xiaohong Liu, Qingyuan Zhu, Junfei Chu, Xiang Ji and Xingchen Li

The Co-movement Between Chinese Oil Market and Other Main International Oil Markets: A DCC-MGARCH Approach pp. 1303-1318

Malin Song, Kuangnan Fang, Jing Zhang and Jianbin Wu

Hidden Carbon Emissions, Industrial Clusters, and Structure Optimization in China pp. 1319-1342

Shu-Hong Wang, Ma-Lin Song and Tao Yu

Measuring the Efficiency of Two-Stage Production Process in the Presence of Undesirable Outputs pp. 1343-1358

Yalei Fei, Gongbing Bi, Wen Song and Yan Luo

An Outlook on the Biomass Energy Development Out to 2100 in China pp. 1359-1377

Zhihui Li, Xiangzheng Deng, Xi Chu, Gui Jin and Wei Qi

The Usage Analysis and Policy Choice of CNG Taxis Based on a Multi-stage Dynamic Game Model pp. 1379-1390

Xiaoyao Xie, Yuhong Wang and Xiaozhong Li

Revealing Energy Over-Consumption and Pollutant Over-Emission Behind GDP: A New Multi-criteria Sustainable Measure pp. 1391-1421

Xiang Ji, Jiasen Sun, Qunwei Wang and Qianqian Yuan

Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China pp. 1423-1441

Liangliang Liu, Donghong Ding and Jun He

Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation pp. 1443-1471

Adeola Oyenubi

Buying on Margin and Short Selling in an Artificial Double Auction Market pp. 1473-1489

Xuan Zhou and Honggang Li

Effect of Information Exchange in a Social Network on Investment pp. 1491-1503

Ho Fai Ma, Ka Wai Cheung, Ga Ching Lui, Degang Wu and Kwok Yip Szeto

Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective pp. 1505-1537

Aki-Hiro Sato, Paolo Tasca and Takashi Isogai

Retraction Note to: Analyses of Economic Development Based on Different Factors pp. 1539-1539

Goran Maksimović, Srđan Jović, David Jovović and Marina Jovović

Volume 54, issue 3, 2019

Introduction to Network Modeling Using Exponential Random Graph Models (ERGM): Theory and an Application Using R-Project pp. 845-875

Johannes Pol

A Reformulation-Based Simplicial Homotopy Method for Approximating Perfect Equilibria pp. 877-891

Yin Chen and Chuangyin Dang

Individual Satisfaction and Economic Growth in an Agent-Based Economy pp. 893-903

João Silvestre, Tanya Araújo and Miguel Aubyn

Physician Emigration: Should they Stay or Should they Go? A Policy Analysis pp. 905-931

Mário Amorim-Lopes, Álvaro Almeida and Bernardo Almada-Lobo

Computing the Bargaining Approach for Equalizing the Ratios of Maximal Gains in Continuous-Time Markov Chains Games pp. 933-955

Kristal K. Trejo, Julio B. Clempner and Alexander S. Poznyak

Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment pp. 957-1003

Aryo Sasongko, Cynthia Afriani Utama, Buddi Wibowo and Zaäfri Ananto Husodo

Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis pp. 1005-1025

George Halkos and Mike Tsionas

An Evolutionary Game Approach in International Environmental Agreements with R&D Investments pp. 1027-1042

Giovanni Villani and Marta Biancardi

Machine Learning and Sampling Scheme: An Empirical Study of Money Laundering Detection pp. 1043-1063

Yan Zhang and Peter Trubey

On the Convergence of the Generalized Ibn Ezra Value pp. 1065-1084

Louis de Mesnard

A Spectral Approach to Pricing of Arbitrage-Free SABR Discrete Barrier Options pp. 1085-1111

Nawdha Thakoor, Désiré Yannick Tangman and Muddun Bhuruth

Price Convergence under a Probabilistic Double Auction pp. 1113-1155

Xiaojing Xu, Jinpeng Ma and Xiaoping Xie

Uniqueness and Multiple Trajectories for the Case of Lucas Model pp. 1157-1177

Constantin Chilarescu and I. Viasu

On the Numerical Solution of Mertonian Control Problems: A Survey of the Markov Chain Approximation Method for the Working Economist pp. 1179-1211

Simon Ellersgaard

Modeling Credit Risk with Hidden Markov Default Intensity pp. 1213-1229

Feng-Hui Yu, Jiejun Lu, Jia-Wen Gu and Wai-Ki Ching

Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach pp. 1231-1261

Raphaele Chappe and Willi Semmler

Volume 54, issue 2, 2019

Solving Transfer Pricing Involving Collaborative and Non-cooperative Equilibria in Nash and Stackelberg Games: Centralized–Decentralized Decision Making pp. 477-505

Julio B. Clempner and Alexander S. Poznyak

Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach pp. 507-534

Nader Naifar, Shawkat Hammoudeh and Aviral Tiwari

Computational Approach for the Firm’s Cost Minimization Problem Using the Selective Infimal Convolution Operator pp. 535-549

L. Bayón, P. Fortuny Ayuso, R. García-Rubio, J. M. Grau and M. M. Ruiz

How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach pp. 551-573

Thomas Dimpfl and Tobias Langen

How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model pp. 575-611

Wei Zhao, Yi Lu and Genfu Feng

Computing the Substantial-Gain–Loss-Ratio pp. 613-624

Jan Voelzke and Sebastian Mentemeier

Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data pp. 625-645

Kazuhiko Kakamu and Haruhisa Nishino

Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches pp. 647-667

Stelios Bekiros, Nikolaos Loukeris, Nikolaos Matsatsinis and Frank Bezzina

Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market pp. 669-704

Guanqing Liu

Option Implied Risk-Neutral Density Estimation: A Robust and Flexible Method pp. 705-728

Arindam Kundu, Sumit Kumar and Nutan Kumar Tomar

A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising pp. 729-761

Fan He and Xuansen He

Approximating the Solution of Stochastic Optimal Control Problems and the Merton’s Portfolio Selection Model pp. 763-782

Behzad Kafash

Exploring House Price Dynamics: An Agent-Based Simulation with Behavioral Heterogeneity pp. 783-807

Tolga A. Ozbakan, Serdar Kale and Irem Dikmen

Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data pp. 809-844

Yi-Ting Chen, Wan-Ni Lai and Edward Sun

Volume 54, issue 1, 2019

Introduction to Advanced Statistical Analyses for Computational Economics and Finance pp. 1-3

Fredj Jawadi

Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance pp. 5-5

Fredj Jawadi

Forecasting Corporate Bankruptcy Using Accrual-Based Models pp. 7-43

Philippe du Jardin, David Veganzones and Eric Séverin

Testing for Periodic Integration with a Changing Mean pp. 45-75

Tomás del Barrio Castro, Mariam Camarero and Cecilio Tamarit

Performances of Model Selection Criteria When Variables are Ill Conditioned pp. 77-98

Peter S. Karlsson, Lars Behrenz and Ghazi Shukur

Fast and Adaptive Cointegration Based Model for Forecasting High Frequency Financial Time Series pp. 99-112

Paola Arce, Jonathan Antognini, Werner Kristjanpoller and Luis Salinas

Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration pp. 113-137

J. Hoyo, G. Llorente and C. Rivero

Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK pp. 139-176

João M. Sousa and Ricardo Sousa

Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model pp. 177-198

Ruey Yau and C. Hueng

Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis pp. 199-244

Zeineb Affes and Rania Hentati-Kaffel

Asset Market Volatility and New Keynesian Macroeconomics: A Game-Theoretic Approach pp. 245-266

Namun Cho and Tae-Seok Jang

Low Complexity Algorithmic Trading by Feedforward Neural Networks pp. 267-279

J. Levendovszky, I. Reguly, A. Olah and A. Ceffer

Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading pp. 281-303

Attila Ceffer, Janos Levendovszky and Norbert Fogarasi

Agent-Based Modeling of a Non-tâtonnement Process for the Scarf Economy: The Role of Learning pp. 305-341

Shu-Heng Chen, Bin-Tzong Chie, Ying-Fang Kao and Ragupathy Venkatachalam

Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing pp. 343-366

Ye Xiao and Xiaoqun Wang

A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates pp. 367-417

Farid Mkaouar, Jean-Luc Prigent and Ilyes Abid

Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism pp. 419-454

Enrique Martínez-García

Forecasting Inflation Uncertainty in the United States and Euro Area pp. 455-476

Zied Ftiti and Fredj Jawadi