OOIR: Observatory of International Research

Papers

(The H4-Index of Computational Economics is 19. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-11-01 to 2025-11-01.)

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	120
Estimation of Models for Stock Returns	60
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	47
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	43
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	37
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	34
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	32
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	31
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	31
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	29
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	25
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	25
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	25
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	24
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	24
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	21
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	20
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	20
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	19
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	19