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 28, issue 4, 2006

Fundamental Results on Evolutionary Simulations of Socio-economic Systems: Introduction to the Special Issue pp. 311-312

Floortje Alkemade and Han Poutré

Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach pp. 313-331

Shu-Heng Chen and Chung-Ching Tai

Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect pp. 333-354

Jasmina Arifovic and Michael Maschek

Robust Evolutionary Algorithm Design for Socio-economic Simulation pp. 355-370

Floortje Alkemade, Han Poutré and Hans Amman

How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters pp. 371-397

Herbert Dawid and Joern Dermietzel

Evolutionary Dynamics in Public Good Games pp. 399-420

Christiane Clemens and Thomas Riechmann

Toward a Non-Equilibrium Unemployment Theory pp. 421-446

Matteo Richiardi

Volume 28, issue 3, 2006

The Cognitive Origins of Social Stratification pp. 233-249

Robert Hoffmann

On the Computation of Stability in Multiple Coalition Formation Games pp. 251-275

M Sáiz, Eligius Hendrix and Niels Olieman

Optimizing the Garch Model–An Application of Two Global and Two Local Search Methods pp. 277-290

Kwami Adanu

Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments pp. 291-309

Ronald Hochreiter and Georg Pflug

Volume 28, issue 2, 2006

Guest Editorial: Introduction pp. 89-89

Peter Stemp

Controllability in Policy Games: Policy Neutrality and the Theory of Economic Policy Revisited pp. 91-112

Nicola Acocella, Giovanni Di Bartolomeo and Andrew Hughes Hallett

The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method pp. 113-137

Carl Chiarella and Chih-Ying Hsiao

The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation pp. 139-153

Luisa Corrado and Sean Holly

Central Bank Learning and Taylor Rules with Sticky Import Prices pp. 155-175

Guay Lim and Paul McNelis

Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment pp. 177-209

Mihaela Pintea and Stephen J Turnovsky

Solving Non-Linear Models with Saddle-Path Instabilities pp. 211-231

Peter Stemp and Ric Herbert

Volume 28, issue 1, 2006

Improving Portfolio Efficiency: A Genetic Algorithm Approach pp. 1-14

Xiaolou Yang

Incentives to Cooperate in Network Formation pp. 15-27

Haydée Lugo and Raul Jimenez

Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications pp. 29-49

Roberto Roson

On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach pp. 51-69

Shu-Heng Chen and Chung-Ching Tai

Forecasting Economic Data with Neural Networks pp. 71-88

Farzan Aminian, Emilio Suarez, Mehran Aminian and Daniel Walz

Volume 27, issue 4, 2006

Guest Editorial: Special Issue on Stochastic Optimization pp. 431-432

Marco Tucci

Approximate Policy Optimization and Adaptive Control in Regression Models pp. 433-452

Jiarui Han, Tze Lai and Viktor Spivakovsky

A Classification System for Economic Stochastic Control Models pp. 453-481

David Kendrick and Hans Amman

Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work pp. 483-496

Ruben Mercado and David Kendrick

Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options pp. 497-531

Moez Mrad, Nizar Touzi and Amina Zeghal

Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters pp. 533-558

Marco Tucci

Volume 27, issue 2, 2006

The Multifactor Nature of the Volatility of Futures Markets pp. 163-183

Carl Chiarella and Thuy-Duong Tô

Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks pp. 185-206

S. Sirakaya, Stephen J Turnovsky and M. Alemdar

An Application of Extreme Value Theory for Measuring Financial Risk pp. 207-228

Manfred Gilli and Evis Këllezi

Measuring the Degree of Convergence among European Business Cycles pp. 229-259

Andrew Hughes Hallett and Christian Richter

Computational Economics: Help for the Underestimated Undergraduate pp. 261-271

David Kendrick, Ruben Mercado and Hans Amman

An Enhanced Dynamic Slope Scaling Procedure with Tabu Scheme for Fixed Charge Network Flow Problems pp. 273-293

Dukwon Kim, Xinyan Pan and Panos Pardalos

Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate pp. 295-327

Sharon Kozicki and Peter Tinsley

Robust Artificial Neural Networks for Pricing of European Options pp. 329-351

Panayiotis Andreou, Chris Charalambous and Spiros Martzoukos

The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Dynamic Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels pp. 353-393

Anna Nagurney, Tina Wakolbinger and Li Zhao

Auctioning Bulk Mobile Messages pp. 395-430

S. Meij and Louis Pau

Volume 27, issue 1, 2006

Introduction pp. 1-1

Roberto Leombruni and Matteo Richiardi

An Evolutionary Model of Endogenous Business Cycles pp. 3-34

Giovanni Dosi, Giorgio Fagiolo and Andrea Roventini

Knowledge-Based Jobs and the Boundaries of Firms Agent-based Simulation of Firms Learning and Workforce Skill Set Dynamics pp. 35-62

Edoardo Mollona and David Hales

LABORsim: An Agent-Based Microsimulation of Labour Supply – An Application to Italy pp. 63-88

Roberto Leombruni and Matteo Richiardi

Job Search Mechanism and Individual Behaviour pp. 89-113

Massimo Giannini

Herding and Clustering in Economics: The Yule-Zipf-Simon Model pp. 115-134

U. Garibaldi, D. Costantini, S. Donadio and P. Viarengo

Toward a Non-Equilibrium Unemployment Theory pp. 135-160

Matteo Richiardi

Volume 26, issue 3, 2005

Discrete Working Time Choice in an Applied General Equilibrium Model pp. 1-29

Stefan Boeters, Michael Feil and Nicole Gürtzgen

Individual and Social Learning pp. 31-50

Nobuyuki Hanaki

A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration pp. 51-58

Luke Olson, Max Jerrell and Ryder Delaloye

The KPSS Test with Outliers pp. 59-67

Jesus Otero and Jeremy Smith

Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models pp. 69-102

Tak Kuen Siu, Wai-Ki Ching, Eric Fung and Michael Ng

Numerical Inversion Methods for Computing Approximate p-Values pp. 103-116

Hiroyuki Kawakatsu

Volume 26, issue 2, 2005

User-Friendly Parallel Computations with Econometric Examples pp. 107-128

Michael Creel

A Possible Conflict between Economic Efficiency and Political Pressure pp. 129-140

Phillip Simmons and Oscar Cacho

Computational Issues in the Sequential Probit Model: A Monte Carlo Study pp. 141-161

Patrick Waelbroeck

Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method pp. 163-172

Lilia Maliar and Serguei Maliar

A MATLAB Solver for Nonlinear Rational Expectations Models pp. 173-181

Paul Fackler

Volume 26, issue 1, 2005

Quadrature-Based Methods for Solving Heterogeneous Agent Models with Discontinuous Distributions pp. 1-17

Robert Hussey

Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model pp. 19-49

Simone Alfarano, Thomas Lux and Friedrich Wagner

Precautionary Money Demand in a Cash-in-Advance Economy with Capital pp. 51-63

Jana Hromcová

Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models pp. 65-89

Khurshid Kiani

Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation pp. 91-106

Paolo Zagaglia