Computational Economics

Papers
(The H4-Index of Computational Economics is 17. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs93
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network55
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error54
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution44
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves40
Estimation of Models for Stock Returns35
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis30
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics28
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research26
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series26
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach26
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure23
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies23
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-1920
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations20
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks18
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms18
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model17
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