OOIR: Observatory of International Research

Papers

(The H4-Index of Computational Economics is 15. 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 2021-02-01 to 2025-02-01.)

Article	Citations
Estimation of Rank-Ordered Regret Minimization Models	69
Robust Prediction Intervals for Valuation of Large Portfolios of Variable Annuities: A Comparative Study of Five Models	45
Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression	43
Auctions: A New Method for Selling Objects with Bimodal Density Functions	42
Technical Note: Maximum Likelihood Optimization via Parallel Estimating Gradient Ascent	36
A Pricing Method in a Constrained Market with Differential Informational Frameworks	30
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	26
Identifying Systemically Important Banks Based on an Improved DebtRank Model	24
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling	23
Machine Learning Method for Return Direction Forecast of Exchange Traded Funds (ETFs) Using Classification and Regression Models	23
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms	22
A Method to Pre-compile Numerical Integrals When Solving Stochastic Dynamic Problems	20
Editorial to the Special Issue on Game Theory	19
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	18
Housing GANs: Deep Generation of Housing Market Data	17
Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression	15
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model	15
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	15