Computational Economics

1993 - 2025

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

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Springer
Society for Computational Economics
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Volume 59, issue 4, 2022

Deep Learning for Financial Engineering pp. 1277-1281

Mu-Yen Chen, Arun Kumar Sangaiah, Ting-Hsuan Chen, Edwin David Lughofer and Erol Egrioglu

National Governance Differences and Foreign Bank Performance in Asian Countries: The Role of Bank Competition pp. 1283-1333

Sheng-Hung Chen and Feng-Jui Hsu

Enterprise Intelligent Audit Model by Using Deep Learning Approach pp. 1335-1354

Rui Ding

A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting pp. 1355-1383

Erol Eğrioğlu and Robert Fildes

The Use of Machine Learning Combined with Data Mining Technology in Financial Risk Prevention pp. 1385-1405

Bo Gao

Intelligent FinTech Data Mining by Advanced Deep Learning Approaches pp. 1407-1422

Shian-Chang Huang, Cheng-Feng Wu, Chei-Chang Chiou and Meng-Chen Lin

Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model pp. 1423-1441

Qilun Li, Zhaoyi Xu, Xiaoqin Shen and Jiacheng Zhong

Innovative Risk Early Warning Model under Data Mining Approach in Risk Assessment of Internet Credit Finance pp. 1443-1464

Min Lin

Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things pp. 1465-1480

Jinquan Liu, Yupin Wei and Hongzhen Xu

Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network pp. 1481-1499

Zixian Liu, Guansan Du, Shuai Zhou, Haifeng Lu and Han Ji

Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning pp. 1501-1524

Chunyi Lu, Zhuoqi Teng, Yu Gao, Renhong Wu, Md. Alamgir Hossain and Yuantao Fang

A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic pp. 1525-1538

Fatemeh Safara

A Novel ARMA Type Possibilistic Fuzzy Forecasting Functions Based on Grey-Wolf Optimizer (ARMA-PFFs) pp. 1539-1556

Nihat Tak

Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network pp. 1557-1576

Guangji Tong and Zhiwei Yin

Financial Performance Analysis with the Fuzzy COPRAS and Entropy-COPRAS Approaches pp. 1577-1605

Yüksel Akay Ünvan and Cansu Ergenç

Using Machine Learning Approach to Evaluate the Excessive Financialization Risks of Trading Enterprises pp. 1607-1625

Zhennan Wu

Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms pp. 1627-1644

Mu-En Wu, Jia-Hao Syu and Chien-Ming Chen

The Impact of News Sentiment Indicators on Agricultural Product Prices pp. 1645-1657

Jia-Lang Xu and Ying-Lin Hsu

Blockchain-Based Cryptocurrency Regulation: An Overview pp. 1659-1675

Satya Prakash Yadav, Krishna Kant Agrawal, Bhoopesh Singh Bhati, Fadi Al-Turjman and Leonardo Mostarda

A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies pp. 1677-1698

Meng‐Feng Yen, Yu‐Pei Huang, Liang‐Chih Yu and Yueh‐Ling Chen

The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting pp. 1699-1711

Oguzhan Yılmaz, Eren Bas and Erol Egrioglu

GPS data Mining at Signalized Intersections for Congestion Charging pp. 1713-1734

Wang Yu, Zhang Dongbo and Zhang Yu

An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy pp. 1735-1753

Linhai Zhao, Yingjie Li and Yenchun Jim Wu

Optimizing Financial Engineering Time Indicator Using Bionics Computation Algorithm and Neural Network Deep Learning pp. 1755-1772

Zeyu Wang and Yue Deng

Volume 59, issue 3, 2022

A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix pp. 913-933

D. Stephen G. Pollock and Emi Mise

A Bootstrap Method to Test Granger-Causality in the Frequency Domain pp. 935-966

Matteo Farnè and Angela Montanari

A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions pp. 967-1004

Ranik Raaen Wahlstrøm, Florentina Paraschiv and Michael Schürle

$$\ell _{1}$$ ℓ 1 Common Trend Filtering pp. 1005-1025

Hiroshi Yamada and Ruoyi Bao

Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models pp. 1027-1068

Yong Shi, Bo Li, Wen Long and Wei Dai

Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching pp. 1069-1085

Sha Lin and Xin-Jiang He

The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach pp. 1087-1111

Ehsan Bagheri, Seyed Babak Ebrahimi, Arman Mohammadi, Mahsa Miri and Stelios Bekiros

A Mellin Transform Approach to the Pricing of Options with Default Risk pp. 1113-1134

Sun-Yong Choi, Sotheara Veng, Jeong-Hoon Kim and Ji-Hun Yoon

Credit Scoring Model Based on HMM/Baum-Welch Method pp. 1135-1154

Badreddine Benyacoub, Souad ElBernoussi, Abdelhak Zoglat and Mohamed Ouzineb

Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? pp. 1155-1171

Evangelos Vasileiou

Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? pp. 1173-1173

Evangelos Vasileiou

Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach pp. 1175-1201

Xiaobing Zheng, Kun Liang, Qiang Xia and Dabin Zhang

Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach pp. 1203-1229

Shoukun Jiao and Wuyi Ye

Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data pp. 1231-1249

Hyeongjun Kim, Hoon Cho and Doojin Ryu

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization pp. 1251-1275

José Cerda, Nicolás Rojas-Morales, Marcel Minutolo and Werner Kristjanpoller

Volume 59, issue 2, 2022

Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis pp. 415-444

George Halkos, Stylianos Nomikos and Kyriaki Tsilika

Using Double Frequency in Fourier Dickey–Fuller Unit Root Test pp. 445-470

Yifei Cai and Tolga Omay

Macro-Regional Economic Structural Change Driven by Micro-founded Technological Innovation Diffusion: An Agent-Based Computational Economic Modeling Approach pp. 471-525

Zhangqi Zhong and Lingyun He

Deviation-Based Model Risk Measures pp. 527-547

Mohammed Berkhouch, Fernanda Maria Müller, Ghizlane Lakhnati and Marcelo Righi

Determining the Flat Sales Prices by Flat Characteristics Using Bayesian Network Models pp. 549-577

Volkan Sevinç

How Successful are Energy Efficiency Investments? A Comparative Analysis for Classification & Performance Prediction pp. 579-598

Haris Doukas, Panos Xidonas and Nikos Mastromichalakis

Bayesian Estimation of Economic Simulation Models Using Neural Networks pp. 599-650

Donovan Platt

Revisiting the Merton Problem: from HARA to CARA Utility pp. 651-686

Guiyuan Ma and Song-Ping Zhu

A Regression-Based Calibration Method for Agent-Based Models pp. 687-700

Siyan Chen and Saul Desiderio

New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation pp. 701-718

Aleksandra Rutkowska and Magdalena Szyszko

Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression pp. 719-748

Hong Cheng, Yunqing Wang, Yihong Wang and Tinggan Yang

Option Pricing by the Legendre Wavelets Method pp. 749-773

Reza Doostaki and Mohammad Mehdi Hosseini

Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game pp. 775-801

Z. Nikooeinejad, M. Heydari, M. Saffarzadeh, G. B. Loghmani and Jacob Engwerda

Quantum Computing and Deep Learning Methods for GDP Growth Forecasting pp. 803-829

David Alaminos, M. Belén Salas and Manuel A. Fernández-Gámez

The Benefits of Fractionation in Competitive Resource Allocation pp. 831-852

Jonathan Lamb, Justin Grana and Nicholas O’Donoughue

Cap and Trade Versus Carbon Tax: An Analysis Based on a CGE Model pp. 853-885

Jin-Feng Zhou, Dan Wu and Wei Chen

A New Strategy for Short-Term Stock Investment Using Bayesian Approach pp. 887-911

Tai Vo- Van, Ha Che-Ngoc, Nghiep Le-Dai and Thao Nguyen-Trang

Volume 59, issue 1, 2022

Job Mobility and Wealth Inequality pp. 1-25

J. M. Applegate and Marco A. Janssen

Implementing Maximum Likelihood Estimation of Empirical Matching Models pp. 1-32

Baiyu Dong, Yu-Wei Hsieh and Xing Zhang

Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix pp. 27-38

Yoojeong Song, Jae Won Lee and Jongwoo Lee

Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing pp. 39-58

Efe Arin and A. Murat Ozbayoglu

Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results pp. 59-70

Jesus Otero, Theodore Panagiotidis and Georgios Papapanagiotou

Bayesian Analysis of Realized Matrix-Exponential GARCH Models pp. 103-123

Manabu Asai and Michael McAleer

Economic Categorizing Based on DFT-induced Supervised Learning pp. 125-150

Ray-Ming Chen

Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model pp. 151-176

Tetsuji Tanaka, Jin Guo, Naruto Hiyama and Baris Karapinar

Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test pp. 177-183

Peter Sephton

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids pp. 185-224

Peter Schober, Julian Valentin and Dirk Pflüger

Correction to: Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids pp. 225-225

Peter Schober, Julian Valentin and Dirk Pflüger

Connectedness in International Crude Oil Markets pp. 227-262

Niyati Bhanja, Samia Nasreen, Arif Dar and Aviral Tiwari

Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting pp. 263-295

Matthew Smith and Francisco Alvarez

Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data pp. 297-324

Pooja Bansal, Aparna Mehra and Sunil Kumar

Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange pp. 325-356

Ryuichi Yamamoto

The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market pp. 357-381

Yun Feng and Xin Li

Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR pp. 383-414

Liang Wang and Tingjia Xu