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. Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com). Access Statistics for this journal.
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Volume 60, issue 4, 2022
- The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach pp. 1197-1220
- Cheng-Feng Wu, Shian-Chang Huang, Chei-Chang Chiou, Tsangyao Chang and Yung-Chih Chen
- The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods pp. 1221-1244
- Zhigui Guan, Yuanjun Zhao and Guojing Geng
- The Impact of Financial Enterprises’ Excessive Financialization Risk Assessment for Risk Control based on Data Mining and Machine Learning pp. 1245-1267
- Yuegang Song and Ruibing Wu
- The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network pp. 1269-1292
- Yingli Wu, Xin Li, Qingquan Liu and Guangji Tong
- Early Warning of Chinese Yuan’s Exchange Rate Fluctuation and Value at Risk Measure Using Neural Network Joint Optimization Algorithm pp. 1293-1315
- Zhaoyi Xu, Yuqing Zeng, Yangrong Xue and Shenggang Yang
- Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach pp. 1317-1351
- Jung-Seung Yang
- V-Shaped BAS: Applications on Large Portfolios Selection Problem pp. 1353-1373
- Spyridon D. Mourtas and Vasilios N. Katsikis
- Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis pp. 1375-1412
- Peter Sinka and Peter J. Zeitsch
- An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model pp. 1413-1425
- Xin-Jiang He and Sha Lin
- Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion pp. 1427-1455
- Jia Yue, Ming-Hui Wang and Nan-Jing Huang
- Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression pp. 1457-1478
- Siyan Chen and Saul Desiderio
- Generalized, Partial and Canonical Correlation Coefficients pp. 1479-1506
- Hrishikesh Vinod
- Towards a Validation Methodology for Macroeconomic Agent-Based Models pp. 1507-1527
- Sebastiaan Tieleman
- Does the Real Business Cycle Help Forecast the Financial Cycle? pp. 1529-1546
- Fredj Jawadi, Hachmi Ben Ameur, Stephanie Bigou and Alexis Flageollet
- How do Fines and Their Enforcement on Counterfeit Products Affect Social Welfare? pp. 1547-1573
- Marta Biancardi, Andrea Di Liddo and Giovanni Villani
- Correction to: The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market pp. 1575-1575
- Yun Feng and Xin Li
Volume 60, issue 3, 2022
- Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies pp. 1-24
- Mateus Waga, Davi Valladão, Alexandre Street and Thuener Silva
- A Valid and Efficient Trinomial Tree for General Local-Volatility Models pp. 817-832
- U Hou Lok and Yuh-Dauh Lyuu
- Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach pp. 833-859
- Noureddine Kouaissah, Sergio Ortobelli Lozza and Ikram Jebabli
- Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy pp. 861-882
- Baoqiang Zhan, Shu Zhang, Helen S. Du and Xiaoguang Yang
- Euro Area Deflationary Pressure Index pp. 883-900
- Luca Brugnolini and Giuseppe Ragusa
- Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms pp. 901-923
- Zongxin Zhang and Ying Chen
- Feature Screening in High Dimensional Regression with Endogenous Covariates pp. 949-969
- Qinqin Hu and Lu Lin
- Indicator Selection of Index Construction by Adaptive Lasso with a Generic $$\varepsilon $$ ε -Insensitive Loss pp. 971-990
- Yafen Ye, Renyong Chi, Yuan-Hai Shao, Chun-Na Li and Xiangyu Hua
- Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting pp. 991-1039
- Gourav Kumar, Uday Pratap Singh and Sanjeev Jain
- A Nash Equilibrium for Differential Games with Moving-Horizon Strategies pp. 1041-1054
- Enrico Saltari, Willi Semmler and Giovanni Di Bartolomeo
- A Pricing Method in a Constrained Market with Differential Informational Frameworks pp. 1055-1100
- Ivan Peñaloza and Pablo Padilla
- Optimal Pricing of Climate Risk pp. 1101-1134
- Thomas F. Coleman, Nicole S. Dumont, Wanqi Li, Wenbin Liu and Alexey Rubtsov
- Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents pp. 1135-1154
- Leonhard Frerick, Georg Müller-Fürstenberger, Martin Schmidt and Max Späth
- Undirected and Directed Network Analysis of the Chinese Stock Market pp. 1155-1173
- Binghui Li and Yuehan Yang
- An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees pp. 1175-1196
- Linjia Dong and Zhaojun Yang
Volume 60, issue 2, 2022
- Sectoral Impacts of International Labour Migration and Population Ageing in the Czech Republic pp. 375-400
- Martin Stepanek
- Economic Policy Uncertainty Index Meets Ensemble Learning pp. 401-437
- Ivana Lolić, Petar Sorić and Marija Logarušić
- The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity pp. 439-450
- Román Salmerón Gómez, Catalina B. García García and José García Pérez
- Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo pp. 451-477
- Thomas Lux
- Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process pp. 479-527
- Yizhou Bai, Yongjin Wang, Haoyan Zhang and Xiaoyang Zhuo
- Portfolio Correlations in the Bank-Firm Credit Market of Japan pp. 529-569
- Duc Thi Luu
- Bounded Rationality, Group Formation and the Emergence of Trust: An Agent-Based Economic Model pp. 571-599
- Jefferson Satoshi Kato and Adriana Sbicca
- A Finite Difference Scheme for Pairs Trading with Transaction Costs pp. 601-632
- Zequn Li and Agnès Tourin
- A Fitted L-Multi-Point Flux Approximation Method for Pricing Options pp. 633-663
- Rock Stephane Koffi and Antoine Tambue
- Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution pp. 665-692
- Mahdi Teimouri and Saralees Nadarajah
- Communication and Learning: The Bilateral Information Transmission in the Cobweb Model pp. 693-723
- Eran Guse and M. C. Sunny Wong
- Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study pp. 725-753
- Eliana Christou and Michael Grabchak
- Averages: There is Still Something to Learn pp. 755-779
- José Dias Curto
- A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches pp. 781-815
- Amin Aminimehr, Ali Raoofi, Akbar Aminimehr and Amirhossein Aminimehr
Volume 60, issue 1, 2022
- Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction pp. 1-23
- Subhranginee Das, Sarat Chandra Nayak and Biswajit Sahoo
- A Machine Learning Approach to Detection of Trade-Based Manipulations in Borsa Istanbul pp. 25-45
- Nurullah Celal Uslu and Fuat Akal
- Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method pp. 47-69
- Lorenzo Reus and Rodolfo Prado
- The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand pp. 71-97
- John N. Ng’ombe and B Brorsen
- Maximum Likelihood Estimation Methods for Copula Models pp. 99-124
- Jinyu Zhang, Kang Gao, Yong Li and Qiaosen Zhang
- The Geometry of the World of Currency Volatilities pp. 125-145
- Gueorgui S. Konstantinov and Frank J. Fabozzi
- Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process pp. 147-171
- Faisal Khalil and Gordon Pipa
- A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models pp. 173-220
- Januj Amar Juneja
- Menu Optimization for Multi-Profile Customer Systems on Large Scale Data pp. 221-242
- Jeyhun Karimov, Murat Ozbayoglu, Bulent Tavli and Erdogan Dogdu
- Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs pp. 243-280
- M. Rezaei, A. R. Yazdanian, A. Ashrafi and S. M. Mahmoudi
- House Prices as a Result of Trading Activities: A Patient Trader Model pp. 281-303
- Ralf Korn and Bilgi Yilmaz
- A Neural Network Approach to Value R&D Compound American Exchange Option pp. 305-324
- Giovanni Villani
- DeepValue: A Comparable Framework for Value-Based Strategy by Machine Learning pp. 325-346
- K. J. Huang
- Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital pp. 347-373
- Erdemalp Ozden and Didem Guleryuz
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