Computational Economics

1993 - 2025

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

From:
Springer
Society for Computational Economics
Contact information at EDIRC.
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Volume 52, issue 4, 2018

How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights pp. 1045-1052

Malin Song and Ron Fisher

Canonical Correlation Analysis Between Residents’ Living Standards and Community Management Service Levels in Rural Areas: An Empirical Analysis Based on Municipal Data in Anhui Province pp. 1053-1068

Deyou Chen, Lei Wang, Tao Su and Youtao Zhang

Environmental Protection in Scenic Areas: Traffic Scheme for Clean Energy Vehicles Based on Multi-agent pp. 1069-1087

Lei Li, Wenting Liu, Lindi Xiao, Hui Sun and Shi Wang

How Should the Chinese Government Invest R&D Funds: Enterprises or Institutions? pp. 1089-1112

Yuhan Zhao and Xuguang Song

Coordinated Development of Metropolitan Logistics and Economy Toward Sustainability pp. 1113-1138

Shulin Lan and Ming-Lang Tseng

Exploring Dynamic Impact of Foreign Direct Investment on China’s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model pp. 1139-1151

Xiongfeng Pan, Jing Zhang, Changyu Li, Rong Quan and Bin Li

The Income Gap Between Urban and Rural Residents in China: Since 1978 pp. 1153-1174

Xiao Ma, Feiran Wang, Jiandong Chen and Yang Zhang

The Potential Gains from Carbon Emissions Trading in China’s Industrial Sectors pp. 1175-1194

Yanni Yu, Weijie Zhang and Ning Zhang

The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach pp. 1195-1211

Jianlin Wang, Jiajia Zhao and Hongzhou Li

Insights into the Effects of Cognitive Factors and Risk Attitudes on Fire Risk Mitigation Behavior pp. 1213-1232

Tianzhuo Liu and Huifang Jiao

Credit Rationing and the Simulation of Multi-bank Credit Market Model: A Computational Economics Approach pp. 1233-1256

Yu Zhang, Xiong Xiong, Wei Zhang and Xuefeng Liu

Explaining Environmental Sustainability in Supply Chains Using Graph Theory pp. 1257-1275

Zongwei Luo, Rameshwar Dubey, Thanos Papadopoulos, Benjamin Hazen and David Roubaud

Spatial Pattern of Regional Urbanization Efficiency: An Empirical Study of Shanghai pp. 1277-1291

Jinyan Zhan, Fan Zhang, Siqi Jia, Xi Chu and Yifan Li

Does Expressway Consume More Land of the Agricultural Production Base of Shandong Province? pp. 1293-1316

Xiangzheng Deng, John Gibson and Siqi Jia

Nonparametric Regression Using Clusters pp. 1317-1334

Hrishikesh Vinod and Fred Viole

Evaluating Design of Increasing Block Tariffs for Residential Natural Gas in China: A Case Study of Henan Province pp. 1335-1351

Chang Liu and Boqiang Lin

Design and Analysis of Supply Chain Networks with Low Carbon Emissions pp. 1353-1374

Tsai-Chi Kuo, Ming-Lang Tseng, Hsiao-Min Chen, Ping-Shun Chen and Po-Chen Chang

Volume 52, issue 3, 2018

Introduction: Special Issue on Evolutionary Dynamics and Agent-Based Modeling in Economics pp. 707-710

Herbert Dawid and Andreas Pyka

Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach pp. 711-744

Zhenxi Chen and Thomas Lux

Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth pp. 745-772

Thomas Brenner and Matthias Duschl

The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study pp. 773-808

Ben Vermeulen and Andreas Pyka

Network Externalities and Compatibility Among Standards: A Replicator Dynamics and Simulation Analysis pp. 809-837

Torsten Heinrich

The Impact of Credit Rating on Innovation in a Two-Sector Evolutionary Model pp. 839-872

Pascal Aßmuth

The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt pp. 873-920

Sander Hoog

Evolutionary Climate-Change Modelling: A Multi-Agent Climate-Economic Model pp. 921-951

Sylvie Geisendorf

Agent-Based Analysis of Industrial Dynamics and Paths of Environmental Policy: The Case of Non-renewable Energy Production in Germany pp. 953-994

Frank Beckenbach, Maria Daskalakis and David Hofmann

Endogenous Economic Growth, Climate Change and Societal Values: A Conceptual Model pp. 995-1028

Michael W. M. Roos

Assortative Matching with Inequality in Voluntary Contribution Games pp. 1029-1043

Stefano Duca, Dirk Helbing and Heinrich H. Nax

Volume 52, issue 2, 2018

Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect? pp. 313-340

Mariusz Górajski

Making Decisions in a Sustainable Development Context: A State-of-the-Art Survey and Proposal of a Multi-period Single Synthesizing Criterion Approach pp. 341-385

Anissa Frini and Sarah Benamor

Brownian Signals: Information Quality, Quantity and Timing in Repeated Games pp. 387-404

António Osório

New Splitting Scheme for Pricing American Options Under the Heston Model pp. 405-420

Maryam Safaei, Abodolsadeh Neisy and Nader Nematollahi

Debt Persistence in a Deflationary Environment: A Regime-Switching Model pp. 421-442

Piero Ferri and Fabio Tramontana

Multi Criteria Decision Making in Financial Risk Management with a Multi-objective Genetic Algorithm pp. 443-457

Sujatha Srinivasan and T. Kamalakannan

Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors pp. 459-477

Shuaimin Kang, Guangying Liu, Howard Qi and Min Wang

Simulation Solution to a Two-Dimensional Mortgage Refinancing Problem pp. 479-492

Dejun Xie, Nan Zhang and David A. Edwards

A Spatial Game Theoretic Analysis of Conflict and Identity pp. 493-519

Anirban Ghatak, Diganta Mukherjee and K. S. Mallikarjuna Rao

Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches pp. 521-530

Christos Avdoulas and Stelios Bekiros

Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions pp. 531-553

Chunzheng Cao, Yahui Wang, Jian Qing Shi and Jinguan Lin

A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models pp. 555-582

Fengkai Yang

Labor Market Volatility in the RBC Search Model: A Look at Hagedorn and Manovskii’s Calibration pp. 583-602

Manoj Atolia, John Gibson and Milton Marquis

Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View pp. 603-626

Chaker Aloui, Rania Jammazi and Hela Ben Hamida

Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles pp. 627-652

Edward Sun, Yu-Jen Wang and Min-Teh Yu

Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading pp. 653-684

Yi-Ting Chen, Edward Sun and Min-Teh Yu

Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function pp. 685-706

Farshid Mehrdoust and Ali Reza Najafi

Volume 52, issue 1, 2018

A Unique and Stable $$\hbox {Se}{\mathcal {C}}\hbox {ure}$$ Se C ure Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis pp. 1-23

Cédric Wanko

Can Efficiency of Returns Be Considered as a Pricing Factor? pp. 25-54

J. Francisco Rubio, Neal Maroney and M. Kabir Hassan

Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall pp. 55-77

Yu-Ying Tzeng, Paul Beaumont and Giray Ökten

Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market pp. 79-104

Ya-Chi Huang and Chueh-Yung Tsao

Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market pp. 105-121

Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier and Yi-Ming Wei

Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market pp. 123-123

Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier and Yi-Ming Wei

An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming pp. 125-144

Alexandre Pimenta, Ciniro A. L. Nametala, Frederico G. Guimarães and Eduardo G. Carrano

A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models pp. 145-166

Lourdes Uribe, Benjamin Perea, Gerardo Hernández-del-Valle and Oliver Schütze

Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors pp. 167-193

Tolga Omay, Mübariz Hasanov and Yongcheol Shin

Decision Theory Matters for Financial Advice pp. 195-226

Thorsten Hens and János Mayer

An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory pp. 227-252

Chao Gong, Chunhui Xu and Ji Wang

On the Allocation of Multiple Divisible Assets to Players with Different Utilities pp. 253-274

Ephraim Zehavi and Amir Leshem

Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks pp. 275-297

D. Fernández-Arias, M. López-Martín, T. Montero-Romero, F. Martínez-Estudillo and F. Fernández-Navarro

Programming Correlation Criteria with free CAS Software pp. 299-311

George Halkos and Kyriaki Tsilika