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 19, issue 3, 2002

Capturing and Tuning Nonlinear Characteristics of Economic Stabilization Systems by Fuzzy Control Techniques pp. 247-71

V Georgescu

Two Fuzzy Approaches for Solving Multiobjective Decision Problems pp. 273-86

Teresa Leon, Vicente Liern and Enriqueta Vercher

Rough Sets and Multivariate Statistical Classification: A Simulation Study pp. 287-301

Michael Doumpos and Constantin Zopounidis

A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data pp. 303-22

J A Barria and Stephen Hall

Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment pp. 323-39

Luis Gil-Alana

Solution of Multi-player Linear-Quadratic Alternating-Move Games and Its Application to the Timing Pattern of Wage Adjustment pp. 341-57

Sau-Him Paul Lau

Volume 19, issue 2, 2002

Analytical Score for Multivariate GARCH Models pp. 133-43

Riccardo (Jack) Lucchetti

Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI pp. 145-78

Christopher Swann

The Dynamics of Palladium and Platinum Prices pp. 179-95

Bahram Adrangi and Arjun Chatrath

Rational Error Correction pp. 197-225

Peter Tinsley

Procurement Bidding in First-Price and Second-Price, Sealed-Bid Auctions within the Common-Value Paradigm pp. 227-44

Anders Lunander

Volume 19, issue 1, 2002

Evolutionary Process in Economics: Introduction pp. 1-4

Nicolaas Vriend

Financial Markets Can Be at Sub-optimal Equilibria pp. 5-23

Shareen Joshi, Jeffrey Parker and Mark A Bedau

Evolutionary Models of Bargaining: Comparing Agent-Based Computational and Analytical Approaches to Understanding Convention Evolution pp. 25-49

Jeffrey Carpenter

Competing R&D Strategies in an Evolutionary Industry Model pp. 51-65

Murat Yildizoglu

A Behavioural Learning Approach to the Dynamics of Prices pp. 67-94

Thomas Brenner

Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model pp. 95-132

Carl Chiarella and Xuezhong (Tony) He

Volume 18, issue 3, 2001

A Computational Approach to the Fundamental Theorem of Asset Pricing in a Single-Period Market pp. 233-49

F Acedo, F. Benito, A. Falcó, A. Rubia and J. Torres

Modeling Instrumental Rationality, Land Tenure and Conflict Resolution pp. 251-57

Hans Amman and Anantha Kumar Duraiappah

Two-Stage Budgeting: A Difficult Problem pp. 259-71

A Norman, J. Chou, Md Niaz Chowdhury, A. Dalal, M. Fortson, M. Jindal, K. Payne and M. Rajan

A Merit Function for Variational Inequalities Applied to Equilibrium Problems pp. 273-86

Gianfranco Corradi

Digital Portfolio Theory pp. 287-316

C. Kenneth Jones

Volume 18, issue 2, 2001

Estimating a Game Theoretic Model pp. 141-57

Wietze Lise

Climate Coalitions in an Integrated Assessment Model pp. 159-72

Richard Tol

Influence of Economic Constraints on the Shape of Emissions Corridors pp. 173-91

Marian Leimbach and Thomas Bruckner

Formulating and Solving Nonlinear Integrated Ecological-Economic Models Using GAMS pp. 193-215

Anantha Kumar Duraiappah

Solving Infinite Horizon Growth Models with an Environmental Sector pp. 217-31

David Kelly and Charles Kolstad

Volume 18, issue 1, 2001

Learning to Be Thoughtless: Social Norms and Individual Computation pp. 9-24

Joshua M Epstein

Self Organization and Coordination pp. 25-48

Scott E Page

Bilateral Trade and 'Small-World' Networks pp. 49-64

Allen Wilhite

Leaving the Prison: Permitting Partner Choice and Refusal in Prisoner's Dilemma Games pp. 65-87

Esther Hauk

Reinforcement Learning Rules in a Repeated Game pp. 89-110

Ann Maria Bell

Towards a Descriptive Model of Agent Strategy Search pp. 113-35

Bruce Edmonds

Volume 17, issue 2-3, 2001

A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model pp. 125-39

Fabrice Collard and Michel Juillard

Extending the High Level Architecture Paradigm to Economic Simulation pp. 141-54

James A Calpin, Marnie R. Salisbury, John A. Vitkevich and David R. Woodward

Limited Computational Ability and Approximation of Dynamical Systems pp. 155-78

Domenico Colucci

Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries pp. 179-201

Rajalakshmi Ramachandran and Paul Beaumont

Estimating Internet Users' Demand Characteristics pp. 203-18

Alok Gupta, Boris Jukic, Mingzhi Li, Dale Stahl and Andrew B. Whinston

Asset Pricing Models, Specification Search, and Stability Analysis pp. 219-37

J del Hoyo and J Guillermo Llorente

Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events pp. 239-52

Rosella Castellano and Rosella Giacometti

The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma pp. 253-63

David van Bragt, Cees van Kemenade and Han la Poutre

Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods pp. 265-84

Marie Odejar and Mark S McNulty

Volume 17, issue 1, 2001

Financial Networks and Optimally-Sized Portfolios pp. 5-27

Anna Nagurney and June Dong

Bicriteria Decision Making and Financial Equilibrium: A Variational Inequality Perspective pp. 29-42

June Dong and Anna Nagurney

Numerical Schemes for Variational Inequalities Arising in International Asset Pricing pp. 43-80

James E Hodder, Agnes Tourin and Thaleia Zariphopoulou

Time Changes, Laplace Transforms and Path-Dependent Options pp. 81-92

Helyette Geman

Equilibrium Values in a Competitive Power Exchange Market pp. 93-121

Chonawee Supatgiat, Rachel Q Zhang and John Birge

Volume 16, issue 3, 2000

Numerical Solution of Infinite-Horizon Optimal-Control Problems pp. 189-205

Peter Kunkel and Oskar von dem Hagen

Genetic Programming Prediction of Stock Prices pp. 207-236

M. A. Kaboudan

Detection of Spurious Maxima through Random Draw Tests and Specification Tests pp. 237-256

Robert E. Dorsey and Walter J. Mayer

Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium pp. 257-284

Antoni Bosch-Domènech and Shyam Sunder

Volume 16, issue 1/2, 2000

Preface pp. 1-3

David Belsley

A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions pp. 5-45

David Belsley

Estimation of the Bivariate Stable Spectral Representation by the Projection Method pp. 47-62

J. Huston McCulloch

Inconsistencies in SURE Models: Computational Aspects pp. 63-70

Erricos Kontoghiorghes

Recursive Estimation and Testing of Dynamic Models pp. 71-85

Juan Del Hoyo and J. Guillermo Llorente

Optimized Multivariate Lag Structure Selection pp. 87-103

Peter Winker

A Computational Approach to Finding Causal Economic Laws pp. 105-136

I-Lok Chang, P.A.V.B. Swamy, Charles Hallahan and George Tavlas

Confidence Interval Estimation for Inequality Indices of the Gini Family pp. 137-147

Paola Palmitesta, Corrado Provasi and Cosimo Spera

Explaining the Persistence of Commodity Prices pp. 149-171

Serena Ng and Francisco Ruge-Murcia

Parallel Krylov Methods for Econometric Model Simulation pp. 173-186

Giorgio Pauletto and Manfred Gilli