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 58, issue 4, 2021

A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure pp. 943-964

Jeff Stephenson, Bruce Vanstone and Tobias Hahn

A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns pp. 965-999

Kuang-Liang Chang

Reinforcement Learning in a Cournot Oligopoly Model pp. 1001-1024

Junyi Xu

Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model pp. 1025-1049

Qixuan Luo, Yu Shi, Xuan Zhou and Handong Li

A Computational Approach to Uncovering Economic Growth Factors pp. 1051-1076

Mohsen Ahmadi

Trust and Social Control: Sources of Cooperation, Performance, and Stability in Informal Value Transfer Systems pp. 1077-1102

Claudius Gräbner-Radkowitsch, Wolfram Elsner and Alex Lascaux

Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States pp. 1103-1125

Pejman Bahramian and Andisheh Saliminezhad

Implementing Convex Optimization in R: Two Econometric Examples pp. 1127-1135

Zhan Gao and Zhentao Shi

Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay pp. 1137-1165

Steven M. Ramsey and Jason Bergtold

A Statistical Analysis of Global Economies Using Time Varying Copulas pp. 1167-1194

Emmanuel Afuecheta, Saralees Nadarajah and Stephen Chan

The $$\alpha$$ α -Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions pp. 1195-1224

Han Yang, Ming-hui Wang and Nan-jing Huang

A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit pp. 1225-1261

Nitu Sharma, S. Dharmaraja and Viswanathan Arunachalam

Matlab, Python, Julia: What to Choose in Economics? pp. 1263-1288

Chase Coleman, Spencer Lyon, Lilia Maliar and Serguei Maliar

Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets pp. 1289-1299

Stelios Bekiros, Axel Hedström, Evgeniia Jayasekera, Tapas Mishra and Gazi Uddin

Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach pp. 1301-1346

George Halkos, Shunsuke Managi and Kyriaki Tsilika

Volume 58, issue 3, 2021

Computational Aspects of Sustainability pp. 549-553

George Halkos and Kyriaki Tsilika

Towards Better Computational Tools for Effective Environmental Policy Planning pp. 555-572

George Halkos and Kyriaki Tsilika

Performance Management of Supply Chain Sustainability in Small and Medium-Sized Enterprises Using a Combined Structural Equation Modelling and Data Envelopment Analysis pp. 573-613

Prasanta Kumar Dey, Guo-liang Yang, Chrysovalantis Malesios, Debashree De and Konstantinos Evangelinos

Evaluation of Urban Competitiveness of the Huaihe River Eco-Economic Belt Based on Dynamic Factor Analysis pp. 615-639

Malin Song and Qianjiao Xie

MOLES: A New Approach to Modeling the Environmental and Economic Impacts of Urban Policies pp. 641-690

Ioannis Tikoudis and Walid Oueslati

Pollution and Health Effects: A Nonparametric Approach pp. 691-714

George Halkos and Georgia Argyropoulou

Making Predictions of Global Warming Impacts Using a Semantic Web Tool that Simulates Fuzzy Cognitive Maps pp. 715-745

Athanasios Tsadiras, Maria Pempetzoglou and Iosif Viktoratos

A Guide on Solving Non-convex Consumption-Saving Models pp. 747-775

Jeppe Druedahl

Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter pp. 777-798

G. Rigatos

Social Influence of Competing Groups and Leaders in Opinion Dynamics pp. 799-823

Catherine A. Glass and David H. Glass

The Valuation of Weather Derivatives Using One Sided Crank–Nicolson Schemes pp. 825-847

Peng Li

Coalition Feature Interpretation and Attribution in Algorithmic Trading Models pp. 849-866

James V. Hansen

Pricing Exotic Option Under Jump-Diffusion Models by the Quadrature Method pp. 867-884

Jin-Yu Zhang, Wen-Bo Wu, Yong Li and Zhu-Sheng Lou

An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem pp. 885-914

Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin and Zhou Yang

On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks pp. 915-941

Saadet Eskiizmirliler, Korhan Günel and Refet Polat

Volume 58, issue 2, 2021

Censored Nonparametric Time-Series Analysis with Autoregressive Error Models pp. 169-202

Dursun Aydin and Ersin Yilmaz

Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields pp. 203-232

Levent Onural, Mustafa Çelebi Pınar and Can Fırtına

Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach pp. 233-278

Patrick Mellacher and Timon Scheuer

How Robust is Robust Control in Discrete Time? pp. 279-309

Marco P. Tucci

Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application pp. 311-326

Kristofer Månsson and B. M. Golam Kibria

A Markov Decision Process Model for Optimal Trade of Options Using Statistical Data pp. 327-346

Ali Nasir, Ambreen Khursheed, Kazim Ali and Faisal Mustafa

Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach pp. 347-394

Michael Donadelli, Marcus Jüppner, Antonio Paradiso and Christian Schlag

Accelerating FHS Option Pricing Under Linear GARCH pp. 395-411

Haibin Xie, Xinyu Wu and Pengying Fan

On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations pp. 413-433

Cathy W. S. Chen, Hong Than-Thi and Manabu Asai

A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints pp. 435-460

Ayşe Kabukçuoğlu Dur and Enrique Martínez-García

Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas pp. 461-482

Aida Karmous, Heni Boubaker and Lotfi Belkacem

Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps pp. 483-515

Wei-Guo Zhang, Zhe Li, Yong-Jun Liu and Yue Zhang

Parallel Extended Path Method for Solving Perfect Foresight Models pp. 517-534

N. B. Melnikov, A. P. Gruzdev, M. G. Dalton, Matthias Weitzel and B. C. O’Neill

Foreign Currency Power Option Pricing Based on Esscher Transform pp. 535-548

Wenhan Li, Cuixiang Li, Lixia Liu and Mengna Wang

Volume 58, issue 1, 2021

Introduction to the Special Issue on Agent-Based Computational Economics pp. 1-2

Christopher Ruebeck and Troy Tassier

The Emergence of Money: Computational Approaches with Fully and Boundedly Rational Agents pp. 3-26

Zakaria Babutsidze and Maurizio Iacopetta

Spatially Heterogeneous Vaccine Coverage and Externalities in a Computational Model of Epidemics pp. 27-55

Myong-Hun Chang and Troy Tassier

Endogenous Shared Punishment Model in Threshold Public Goods Games pp. 57-81

Gabriela Koľveková, Manuela Raisová, Martin Zoričak and Vladimír Gazda

Microconsistency in Simple Empirical Agent-Based Financial Models pp. 83-101

Blake LeBaron

Plant location decisions in the ethanol industry: a dynamic and spatial analysis pp. 103-132

Jason Wood and James Nolan

Realizable Utility Maximization as a Mechanism for the Stability of Competitive General Equilibrium in a Scarf Economy pp. 133-167

Tongkui Yu and Shu-Heng Chen