Using Computational Science Methods in Accounting and Finance Research

David A. Ziebart, Mark Cheng, Sohee Kim, Wenyin Li, Anh Pham and Darren Woodward

Chapter 71 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes, 2024, pp 2237-2264 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Computational modeling is being used in more research and applications in accounting and finance. These approaches include simulations and computer-intensive methods that are different from traditional methods in most prior research. This chapter explains the underlying philosophy of these methods and discusses several research studies using them. Inferences of the studies are discussed and both benefits and concerns with the methods are addressed.

Keywords: Financial Accounting; Financial Auditing; Mutual Funds; Hedge Funds; Asset Pricing; Options; Portfolio Analysis; Risk Management; Investment Analysis; Momentum Analysis; Behavior Analysis; Futures; Index Futures; CDCs; Financial Econometrics; Statistics; Financial Derivatives; Financial Accounting (search for similar items in EconPapers)
JEL-codes: G1 G11 G12 G3 M41 M42 (search for similar items in EconPapers)
Date: 2024
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