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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).

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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 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
Jung-Seung Yang
V-Shaped BAS: Applications on Large Portfolios Selection Problem pp. 1353-1373 Downloads
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 Downloads
Peter Sinka and Peter J. Zeitsch
An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model pp. 1413-1425 Downloads
Xin-Jiang He and Sha Lin
Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion pp. 1427-1455 Downloads
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 Downloads
Siyan Chen and Saul Desiderio
Generalized, Partial and Canonical Correlation Coefficients pp. 1479-1506 Downloads
Hrishikesh Vinod
Towards a Validation Methodology for Macroeconomic Agent-Based Models pp. 1507-1527 Downloads
Sebastiaan Tieleman
Does the Real Business Cycle Help Forecast the Financial Cycle? pp. 1529-1546 Downloads
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 Downloads
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 Downloads
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 Downloads
Mateus Waga, Davi Valladão, Alexandre Street and Thuener Silva
A Valid and Efficient Trinomial Tree for General Local-Volatility Models pp. 817-832 Downloads
U Hou Lok and Yuh-Dauh Lyuu
Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach pp. 833-859 Downloads
Noureddine Kouaissah, Sergio Ortobelli Lozza and Ikram Jebabli
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy pp. 861-882 Downloads
Baoqiang Zhan, Shu Zhang, Helen S. Du and Xiaoguang Yang
Euro Area Deflationary Pressure Index pp. 883-900 Downloads
Luca Brugnolini and Giuseppe Ragusa
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms pp. 901-923 Downloads
Zongxin Zhang and Ying Chen
Feature Screening in High Dimensional Regression with Endogenous Covariates pp. 949-969 Downloads
Qinqin Hu and Lu Lin
Indicator Selection of Index Construction by Adaptive Lasso with a Generic $$\varepsilon $$ ε -Insensitive Loss pp. 971-990 Downloads
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 Downloads
Gourav Kumar, Uday Pratap Singh and Sanjeev Jain
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies pp. 1041-1054 Downloads
Enrico Saltari, Willi Semmler and Giovanni Di Bartolomeo
A Pricing Method in a Constrained Market with Differential Informational Frameworks pp. 1055-1100 Downloads
Ivan Peñaloza and Pablo Padilla
Optimal Pricing of Climate Risk pp. 1101-1134 Downloads
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 Downloads
Leonhard Frerick, Georg Müller-Fürstenberger, Martin Schmidt and Max Späth
Undirected and Directed Network Analysis of the Chinese Stock Market pp. 1155-1173 Downloads
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 Downloads
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 Downloads
Martin Stepanek
Economic Policy Uncertainty Index Meets Ensemble Learning pp. 401-437 Downloads
Ivana Lolić, Petar Sorić and Marija Logarušić
The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity pp. 439-450 Downloads
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 Downloads
Thomas Lux
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process pp. 479-527 Downloads
Yizhou Bai, Yongjin Wang, Haoyan Zhang and Xiaoyang Zhuo
Portfolio Correlations in the Bank-Firm Credit Market of Japan pp. 529-569 Downloads
Duc Thi Luu
Bounded Rationality, Group Formation and the Emergence of Trust: An Agent-Based Economic Model pp. 571-599 Downloads
Jefferson Satoshi Kato and Adriana Sbicca
A Finite Difference Scheme for Pairs Trading with Transaction Costs pp. 601-632 Downloads
Zequn Li and Agnès Tourin
A Fitted L-Multi-Point Flux Approximation Method for Pricing Options pp. 633-663 Downloads
Rock Stephane Koffi and Antoine Tambue
Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution pp. 665-692 Downloads
Mahdi Teimouri and Saralees Nadarajah
Communication and Learning: The Bilateral Information Transmission in the Cobweb Model pp. 693-723 Downloads
Eran Guse and M. C. Sunny Wong
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study pp. 725-753 Downloads
Eliana Christou and Michael Grabchak
Averages: There is Still Something to Learn pp. 755-779 Downloads
José Dias Curto
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches pp. 781-815 Downloads
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 Downloads
Subhranginee Das, Sarat Chandra Nayak and Biswajit Sahoo
A Machine Learning Approach to Detection of Trade-Based Manipulations in Borsa Istanbul pp. 25-45 Downloads
Nurullah Celal Uslu and Fuat Akal
Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method pp. 47-69 Downloads
Lorenzo Reus and Rodolfo Prado
The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand pp. 71-97 Downloads
John N. Ng’ombe and B Brorsen
Maximum Likelihood Estimation Methods for Copula Models pp. 99-124 Downloads
Jinyu Zhang, Kang Gao, Yong Li and Qiaosen Zhang
The Geometry of the World of Currency Volatilities pp. 125-145 Downloads
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 Downloads
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 Downloads
Januj Amar Juneja
Menu Optimization for Multi-Profile Customer Systems on Large Scale Data pp. 221-242 Downloads
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 Downloads
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 Downloads
Ralf Korn and Bilgi Yilmaz
A Neural Network Approach to Value R&D Compound American Exchange Option pp. 305-324 Downloads
Giovanni Villani
DeepValue: A Comparable Framework for Value-Based Strategy by Machine Learning pp. 325-346 Downloads
K. J. Huang
Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital pp. 347-373 Downloads
Erdemalp Ozden and Didem Guleryuz
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