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 2022-06-01 to 2026-06-01.)

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	69
Estimation of Models for Stock Returns	64
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	50
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	47
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	43
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	40
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	38
Financial Stress in Asean + 3 Economies: Risk Regime Identification and Predictability	36
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	35
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	34
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	30
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	28
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	28
Measuring Inflation Expectations Using Artificial Intelligence	27
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	26
Improving the Forecast of the Global Gold Price By Combining Marine Predator Algorithm and Cascade-forward Neural Network	24
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	23
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	23
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	22
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	22
Computing Aggregate Fluctuations of Economies with Private Information	22
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	21
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	21
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	21
Explainable Hybrid Recurrent Models for Stock Price Prediction: Integrating Attention for Transparency	21