OOIR: Observatory of International Research

Papers

(The H4-Index of Computational Economics is 21. 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 2022-05-01 to 2026-05-01.)

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	69
Estimation of Models for Stock Returns	61
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	46
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	41
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	40
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	37
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	34
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	34
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	33
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	27
A Novel Data Fusion Method for Multi-Dimensional Temporal Data Forecasting of Financial Homologous	26
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	26
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	25
Explainable Hybrid Recurrent Models for Stock Price Prediction: Integrating Attention for Transparency	23
Computing Aggregate Fluctuations of Economies with Private Information	22
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	22
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	22
Measuring Inflation Expectations Using Artificial Intelligence	21
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	21
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	21