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 62, issue 4, 2023

Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation pp. 1393-1411

Najid Ahmad, Fredj Jawadi and Muhammad Azam

Using Quadratic Interpolated Beetle Antennae Search for Higher Dimensional Portfolio Selection Under Cardinality Constraints pp. 1413-1435

Ameer Tamoor Khan, Xinwei Cao and Shuai Li

Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods pp. 1437-1455

Nader Karimi, Hirbod Assa, Erfan Salavati and Hojatollah Adibi

On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach pp. 1457-1479

Takfarinas Saber, Dominik Naeher and Philippe Lombaerde

A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps pp. 1481-1504

Ligang Zhou and Chao Ma

Identifying Systemically Important Banks Based on an Improved DebtRank Model pp. 1505-1523

Hu Wang and Shouwei Li

Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features pp. 1525-1544

Gyana Ranjan Patra and Mihir Narayan Mohanty

A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries pp. 1545-1566

Xiaohan Xu, Roy Anthony Rogers and Mario Ruiz Estrada

Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth pp. 1567-1609

Ba Chu and Shafiullah Qureshi

Estimation of Rank-Ordered Regret Minimization Models pp. 1611-1630

Changbiao Liu and Yuling Li

Performance of Different Machine Learning Algorithms in Detecting Financial Fraud pp. 1631-1667

Alhanouf Abdulrahman Saleh Alsuwailem, Emad Salem and Abdul Khader Jilani Saudagar

A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels pp. 1669-1720

Hannes Wallimann, David Imhof and Martin Huber

Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market pp. 1721-1750

Qixuan Luo, Shijia Song and Handong Li

Working Together: Optimal Control of Wolf Management Across Multiple States pp. 1751-1780

M. Ben Goodwin, Jamal Mamkhezri and Fidel Gonzalez

Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak pp. 1781-1799

Ha Che-Ngoc, Nga Do-Thi and Thao Nguyen-Trang

A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting pp. 1801-1843

Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen Miller

The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model pp. 1845-1856

H. Mesgarani, M. Bakhshandeh, Y. Esmaeelzade Aghdam and J. F. Gómez-Aguilar

An Alternative Bootstrap for Proxy Vector Autoregressions pp. 1857-1882

Martin Bruns and Helmut Lütkepohl

An Incentive-Compatible and Computationally Efficient Fog Bargaining Mechanism pp. 1883-1918

Kwang Mong Sim

Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks pp. 1919-1945

Bhaskar Tripathi and Rakesh Kumar Sharma

Volume 62, issue 3, 2023

Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output pp. 721-759

Christian Troost, Julia Parussis-Krech, Matías Mejaíl and Thomas Berger

Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap pp. 761-816

Christopher Ferrall

Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model pp. 817-854

Chinonso I. Nwankwo, Weizhong Dai and Ruihua Liu

Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations pp. 855-890

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne and Bernhard Herz

Application of Robust Control for CSR Formalization and Stakeholders Interest pp. 891-934

Sana Ben Abdallah, Dhafer Saidane and Mihaly Petreczky

On the Hedging of Interest Rate Margins on Bank Demand Deposits pp. 935-967

Hamza Cherrat and Jean-Luc Prigent

On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection pp. 969-1005

Stefano Ferretti

Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets pp. 1007-1045

Ivo Bakota

Parallel Computation of Sovereign Default Models pp. 1047-1085

Mingzhuo Deng, Pablo A. Guerron-Quintana and Lewis Tseng

The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model pp. 1087-1106

Zili Yang

Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm pp. 1107-1123

Ahmed R. M. Alsayed

Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors pp. 1125-1154

Huei-Wen Teng

Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing pp. 1155-1175

Meihui Zhang and Xiangcheng Zheng

A Polynomial-Affine Approximation for Dynamic Portfolio Choice pp. 1177-1213

Yichen Zhu, Marcos Escobar-Anel and Matt Davison

A Novel Hybrid House Price Prediction Model pp. 1215-1232

Süreyya Özöğür Akyüz, Birsen Eygi Erdogan, Özlem Yıldız and Pınar Karadayı Ataş

Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach pp. 1233-1249

Simona Hašková and Petr Fiala

Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets pp. 1251-1286

George Tzagkarakis and Frantz Maurer

Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis pp. 1287-1311

Zeyi Fu, Hongli Niu and Weiqing Wang

An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods pp. 1313-1340

C. Veeramani, R. Venugopal and S. Muruganandan

A Novel Financial Forecasting Approach Using Deep Learning Framework pp. 1341-1392

Yunus Santur

Volume 62, issue 2, 2023

Crisis and Risk Management: Recent Developments in Computational Economics pp. 487-491

Zied Ftiti and Jean-Luc Prigent

Omega Compatibility: A Meta-analysis pp. 493-526

Carole Bernard, Massimiliano Caporin, Bertrand Maillet and Xiang Zhang

Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China pp. 527-559

Bo Li, Sabri Boubaker, Zhenya Liu, Waël Louhichi and Yao Yao

Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness pp. 561-587

Haithem Awijen, Younes Ben Zaied and Ahmed Hunjra

The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices pp. 589-608

Hachmi Ben Ameur, Eric Le Fur and Julien Pillot

Risk Connectedness Between Green and Conventional Assets with Portfolio Implications pp. 609-637

Muhammad Abubakr Naeem, Sitara Karim and Aviral Tiwari

When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune? pp. 639-661

Toan Luu Duc Huynh

Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling pp. 663-687

Kais Tissaoui, Taha Zaghdoudi, Abdelaziz Hakimi and Mariem Nsaibi

Role of Comprehensive Income in Predicting Bankruptcy pp. 689-720

Asyrofa Rahmi, Hung-Yuan Lu, Deron Liang, Dinda Novitasari and Chih-Fong Tsai

Volume 62, issue 1, 2023

A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options pp. 1-28

Fei Ren, Mei-Ling Cai, Sai-Ping Li, Xiong Xiong and Zhang-HangJian Chen

Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach pp. 29-47

Marcus L. Nascimento, Kelly C. M. Gonçalves and Mario Jorge Mendonça

Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach pp. 49-89

Paolo Massimo Buscema, Francesca Della Torre, Giulia Massini, Guido Ferilli and Pier Luigi Sacco

Ensuring Mutual Benefit in a Trans-boundary Industrial Pollution Control Problem pp. 91-128

Ryle S. Perera and Kimitoshi Sato

Modeling Tail Dependence Using Stochastic Volatility Model pp. 129-147

See-Woo Kim, Yong-Ki Ma and Ciprian Necula

A Deep Learning Based Numerical PDE Method for Option Pricing pp. 149-164

Xiang Wang, Jessica Li and Jichun Li

Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm pp. 165-186

Mohammad Javad Bazrkar and Soodeh Hosseini

A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization pp. 187-204

Bernardo K. Pagnoncelli, Domingo Ramírez, Hamed Rahimian and Arturo Cifuentes

Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis pp. 205-227

Mike G. Tsionas, Dionisis Philippas and Constantin Zopounidis

Forecasting Forex Trend Indicators with Fuzzy Rough Sets pp. 229-287

J. C. Garza Sepúlveda, F. Lopez-Irarragorri and S. E. Schaeffer

Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset pp. 289-324

Burcu Aydoğan, Ömür Uğur and Ümit Aksoy

Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks pp. 325-360

Chao Yu and Xiaoqun Wang

Portfolio Optimization Via Online Gradient Descent and Risk Control pp. 361-381

J. D. M. Yamim, C. C. H. Borges and R. F. Neto

Spatial Interactions and the Spread of COVID-19: A Network Perspective pp. 383-405

Cui Zhang and Dandan Zhang

Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors pp. 407-424

Jan G. Gooijer

Reinforcement Learning in Economics and Finance pp. 425-462

Arthur Charpentier, Romuald Élie and Carl Remlinger

Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data pp. 463-485

Vladimír Holý and Petra Tomanová