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 47, issue 4, 2016

Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns pp. 501-525

Jenna Birch, Athanasios A. Pantelous and Kimmo Soramäki

Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets pp. 527-549

Javier Giner, Sandra Morini and Rafael Rosillo

Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading pp. 551-567

Jin Zhang and Dietmar Maringer

Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions pp. 569-587

Charalampos Stasinakis, Georgios Sermpinis, Konstantinos Theofilatos and Andreas Karathanasopoulos

Exploiting Financial News and Social Media Opinions for Stock Market Analysis using MCMC Bayesian Inference pp. 589-622

Manolis Maragoudakis and Dimitrios Serpanos

Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models pp. 623-643

Ron Tat Lung Chan

Volume 47, issue 3, 2016

Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application pp. 321-340

Olaolu Olayeni

Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data pp. 341-365

Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis and Cees Diks

Estimation of Panel Model with Spatial Autoregressive Error and Common Factors pp. 367-399

J. B. Qian

Winner Determination Algorithms for Combinatorial Auctions with Sub-cardinality Constraints pp. 401-421

Christopher Garcia

Credit Risk Scoring with Bayesian Network Models pp. 423-446

Chee Kian Leong

A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting pp. 447-472

Andrea Barth, Santiago Moreno–Bromberg and Oleg Reichmann

LU Decomposition in DEA with an Application to Hospitals pp. 473-488

Mehdi Toloo and Rahele Jalili

Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software pp. 489-497

George Halkos and Kyriaki Tsilika

Erratum to: Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis pp. 499-499

Yanni Yu and Yongrok Choi

Volume 47, issue 2, 2016

Convergence of European Business Cycles: A Complex Networks Approach pp. 97-119

Theophilos Papadimitriou, Periklis Gogas and Georgios Sarantitis

Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model pp. 121-155

David Hudgins and Joon Na

On Modeling Economic Default Time: A Reduced-Form Model Approach pp. 157-177

Jia-Wen Gu, Bo Jiang, Wai-Ki Ching and Harry Zheng

Balancing Social Accounting Matrices with Artificial Polymorphus Ants pp. 179-191

Rolando Gonzales Martínez

The Diablo 3 Economy: An Agent Based Approach pp. 193-217

Makram El-Shagi and Gregor von Schweinitz

Financial Time Series Modeling and Prediction Using Postfix-GP pp. 219-253

Vipul Dabhi and Sanjay Chaudhary

The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model pp. 255-274

R. Kalantari, S. Shahmorad and D. Ahmadian

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis pp. 275-295

Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun and Inna Makarenko

Economic Modeling Using Evolutionary Algorithms: The Influence of Mutation on the Premature Convergence Effect pp. 297-319

Michael Maschek

Volume 47, issue 1, 2016

Network Approaches to Interbank Markets: Foreword pp. 1-2

Simone Alfarano, Daniel Fricke, Thomas Lux and Matthias Raddant

Interbank Exposure Networks pp. 3-17

Sam Langfield and Kimmo Soramäki

Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks pp. 19-47

Bernardo Bravo-Benitez, Biliana Alexandrova-Kabadjova and Serafin Martinez-Jaramillo

Cascades in Real Interbank Markets pp. 49-66

Fariba Karimi and Matthias Raddant

Bank Capital Shock Propagation via Syndicated Interconnectedness pp. 67-96

Makoto Nirei, Vladyslav Sushko and Julian Caballero

Volume 46, issue 4, 2015

Constructing a CGE Database Using GEMPACK for an African Country pp. 495-518

Elizabeth Roos, Philip Adams and J. Heerden

Spatial Interaction Model of Credit Risk Contagion in the CRT Market pp. 519-537

Tingqiang Chen, Xindan Li and Jining Wang

Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market pp. 539-550

Ghazi Shukur, Kristofer Månsson and Pär Sjölander

Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application pp. 551-574

Heni Boubaker

Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis pp. 575-611

Zied Ftiti, Aviral Tiwari, Amel Belanes and Khaled Guesmi

Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation pp. 613-626

Massimo Franchi and Paolo Paruolo

Word-of-Mouth Communication and Demand for Products with Different Quality Levels pp. 627-651

Bharat Bhole and Bríd Hanna

The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely? pp. 653-670

Marco Cozzi

A Dynamic Interface for Trade Pattern Formation in Multi-regional Multi-sectoral Input-output Modeling pp. 671-681

George Halkos and Kyriaki Tsilika

Volume 46, issue 3, 2015

Analysis of Carbon Emissions and Their Influence Factors Based on Data from Anhui of China pp. 359-374

Ma-Lin Song and Yuan-Xiang Zhou

Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis pp. 375-388

Yanni Yu and Yongrok Choi

On Modeling Environmental Production Characteristics: A Slacks-Based Measure for China’s Poyang Lake Ecological Economics Zone pp. 389-404

Ning Zhang, Fanbin Kong and Chih-Chun Kung

The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach pp. 405-420

Linna Chen and Shiyi Chen

Strategic Adjustment of China’s Power Generation Capacity Structure Under the Constraint of Carbon Emission pp. 421-435

Yuhong Wang, Xin Yao and Pengfei Yuan

A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model pp. 437-453

Zheng-Xin Wang

Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach pp. 455-477

Jie Wu, Qingyuan Zhu, Junfei Chu and Liang Liang

Measuring Energy Congestion in Chinese Industrial Sectors: A Slacks-Based DEA Approach pp. 479-494

F. Wu, P. Zhou and D. Zhou

Volume 46, issue 2, 2015

Numerical Policy Error Bounds for $$\eta $$ η -Concave Stochastic Dynamic Programming with Non-interior Solutions pp. 171-187

Huiyu Li

Agent Heterogeneity and Facility Congestion pp. 189-203

Taiyo Maeda, Shigeru Matsumoto and Tadahiko Murata

Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming pp. 205-229

Florian Hauser, Jürgen Huber and Bob Kaempff

How to use SETAR models in gretl pp. 231-241

Federico Lampis, Ignacio Díaz-Emparanza and Anindya Banerjee

Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads pp. 243-273

Michele Bianchi and Frank Fabozzi

An Improved RBF Method for Solving Variational Problems Arising from Dynamic Economic Models pp. 275-285

A. Golbabai and A. Saeedi

Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change pp. 287-303

Richard Tol

A Complementarity Approach to Solving Computable General Equilibrium Models pp. 305-323

Sou-Cheng Choi

Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding pp. 325-357

Rodolphe Buda

Volume 46, issue 1, 2015

Partially and Wholly Overlapping Networks: The Evolutionary Dynamics of Social Dilemmas on Social Networks pp. 1-14

Yanlong Zhang

A Dynamic Discrete/Continuous Choice Model for Forward-Looking Agents Owning One or More Vehicles pp. 15-34

G. Cernicchiaro and M. Lapparent

Towards a Holistic Approach for Mutual Fund Performance Appraisal pp. 35-53

Vassilios Babalos, Michael Doumpos, Nikolaos Philippas and Constantin Zopounidis

Earnings Per Share Forecast Using Extracted Rules from Trained Neural Network by Genetic Algorithm pp. 55-63

Hossein Etemadi, Ahmad Ahmadpour and Seyed Moshashaei

Measuring Risk in Fixed Income Portfolios using Yield Curve Models pp. 65-82

João Caldeira, Guilherme Moura and Andre Santos

A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime pp. 83-102

M. Naresh Kumar and V. Sree Hari Rao

Financial Transaction Tax: Policy Analytics Based on Optimal Trading pp. 103-141

Edward Sun, Timm Kruse and Min-Teh Yu

Optimal Investment for the Insurers in Markov-Modulated Jump-Diffusion Models pp. 143-156

Jinzhi Li and Haiying Liu

Programming Identification Criteria in Simultaneous Equation Models pp. 157-170

George Halkos and Kyriaki Tsilika