Computational Economics

1993 - 2025

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
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An Evolutionary Model of Price Competition Among Spatially Distributed Firms pp. 373-391: Ludo Waltman, Nees Eck, Rommert Dekker and Uzay Kaymak
Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis pp. 393-414: Yudong Wang and Chongfeng Wu
A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading pp. 415-431: Georgios Vasilakis, Konstantinos Theofilatos, Efstratios Georgopoulos, Andreas Karathanasopoulos and Spiros Likothanassis
Error Analysis and Comparison of Two Algorithms Measuring Compensated Income pp. 433-452: Zhen Sun and Yang Xie
Bacterial Foraging Optimization Approach to Portfolio Optimization pp. 453-470: Yucheng Kao and Hsiu-Tzu Cheng
Bayesian Unit Root Test in Double Threshold Heteroskedastic Models pp. 471-490: Cathy Chen, Shu-Yu Chen and Sangyeol Lee

Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective pp. 267-289: Shu-Peng Chen and Ling-Yun He
Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets pp. 291-306: Heni Boubaker and Anne Péguin-Feissolle
Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions pp. 307-325: Lilia Maliar, Serguei Maliar and Sébastien Villemot
High-Water Marks and Hedge Fund Management Contracts with Partial Information pp. 327-350: Dandan Song, Jinqiang Yang and Zhaojun Yang
Expected Optimal Feedback with Time-Varying Parameters pp. 351-371: Marco Tucci, David Kendrick and Hans Amman

Using Constrained Optimization for the Identification of Convergence Clubs pp. 151-174: Paolo Postiglione, M. Andreano and Roberto Benedetti
Tensor Spline Approximation in Economic Dynamics with Uncertainties pp. 175-198: Moody Chu, Chun-Hung Kuo and Matthew Lin
A Comparison of Various Artificial Intelligence Methods in the Prediction of Bank Failures pp. 199-215: Halil Erdal and Aykut Ekinci
Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction pp. 217-240: Tristan Fletcher and John Shawe-Taylor
Using Economic Theory to Guide Numerical Analysis: Solving for Equilibria in Models of Asymmetric First-Price Auctions pp. 241-266: Timothy Hubbard, Rene Kirkegaard and Harry Paarsch

Comparing Strategies of Collaborative Networks for R&D: An Agent-Based Study pp. 1-22: Pedro Campos, Pavel Brazdil and Isabel Mota
Network Formation with Heterogeneous Agents and Absolute Friction pp. 23-45: Joost Vandenbossche and Thomas Demuynck
The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling pp. 47-69: Foued Saâdaoui
A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series pp. 71-105: George Monokroussos
Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects pp. 107-118: D. Blueschke, V. Blueschke-Nikolaeva and Reinhard Neck
Partially Adaptive Estimation of Interval Censored Regression Models pp. 119-131: Jason Cook and James McDonald
Is the Leading Role Desirable?: A Simulation Analysis of the Stackelberg Behavior in World Petroleum Market pp. 133-150: Zili Yang

A Generic Framework for a Combined Agent-based Market and Production Model pp. 425-445: Bas Straatman, Danielle Marceau and Roger White
Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany pp. 447-474: Stefan Boeters
Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms pp. 475-492: J. Wiesinger, D. Sornette and J. Satinover
Can They Beat the Cournot Equilibrium? Learning with Memory and Convergence to Equilibria in a Cournot Oligopoly pp. 493-516: Thomas Vallee and Murat Yildizoglu
SIMUL 3.2: An Econometric Tool for Multidimensional Modelling pp. 517-524: Rodolphe Buda
Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach pp. 525-555: Anna Kormilitsina
On the Use of the Renormalization Procedure to Estimate the Bifurcation Parameters in Nonlinear Dynamic Models pp. 557-574: Walter Briec and Laurence Lasselle

Editorial for the Special Issue: Quantitative Methods in Banking and Finance pp. 297-298: Chrysovalantis Gaganis, Constantin Zopounidis and Michael Doumpos
Wind Derivatives: Modeling and Pricing pp. 299-326: A. Alexandridis and A. Zapranis
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options pp. 327-358: George Chalamandaris and Andrianos Tsekrekos
The Forecasting Performance of Corridor Implied Volatility in the Italian Market pp. 359-386: Silvia Muzzioli
Regulations and Audit Opinions: Evidence from EU Banking Institutions pp. 387-405: Chrysovalantis Gaganis, Fotios Pasiouras and Charalambos Spathis
Portfolio Risk Measures: The Time’s Arrow Matters pp. 407-424: Alain Ruttiens

The Interest of Having Loyal Buyers in a Perishable Market pp. 151-170: Juliette Rouchier
Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk pp. 171-193: Muffasir Badshah, Paul Beaumont and Anuj Srivastava
Simulation Analysis for Choice of Binary Lotteries pp. 195-211: Ichiro Nishizaki and Tomohiro Hayashida
A Graphical Tool for Describing the Temporal Evolution of Clusters in Financial Stock Markets pp. 213-231: Argimiro Arratia and Alejandra Cabaña
Stochastic Evolutionary Game Dynamics and Their Selection Mechanisms pp. 233-247: Xing Gao, Weijun Zhong and Shue Mei
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence pp. 249-265: Mohamed Chikhi, Anne Péguin-Feissolle and Michel Terraza
Comparing Numerical Methods for Solving the Competitive Storage Model pp. 267-295: Christophe Gouel

Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots pp. 1-9: Jesus Otero and Jeremy Smith
Norwegian Overnight Interbank Interest Rates pp. 11-29: Qaisar Akram and Casper Christophersen
Motivations for Open Source Project Participation and Decisions of Software Developers pp. 31-57: Dongryul Lee and Byung Kim
Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method pp. 59-69: Yushu Li and Ghazi Shukur
Computing Equilibria in Discounted 2 × 2 Supergames pp. 71-88: Kimmo Berg and Mitri Kitti
Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis pp. 89-100: Jin-Yu Zhang, Yong Li and Zhu-Ming Chen
Testing for Structural Breaks at Unknown Time: A Steeplechase pp. 101-123: Makram El-Shagi and Sebastian Giesen
Monetary Policy Under Time-Varying Uncertainty Aversion pp. 125-150: Fidel Gonzalez and Arnulfo Rodriguez