Computational Economics

Article	Citations
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	61
Machine Learning in Economics and Finance	60
Reinforcement Learning in Economics and Finance	42
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers	42
A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic	41
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data	41
The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network	32
The Impact of Financial Enterprises’ Excessive Financialization Risk Assessment for Risk Control based on Data Mining and Machine Learning	27
When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?	26
Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting	26
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	23
The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting	23
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications	23
Bitcoin Price Prediction: A Machine Learning Sample Dimension Approach	21
Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm	20
Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks	19
Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US	18
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market	17
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms	17
Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors	16
A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting	15
Cap and Trade Versus Carbon Tax: An Analysis Based on a CGE Model	15
Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR	15
The Use of Machine Learning Combined with Data Mining Technology in Financial Risk Prevention	14
Using Machine Learning Approach to Evaluate the Excessive Financialization Risks of Trading Enterprises	14

Innovative Risk Early Warning Model under Data Mining Approach in Risk Assessment of Internet Credit Finance	14
Quantum Computing and Deep Learning Methods for GDP Growth Forecasting	14
Financial Performance Analysis with the Fuzzy COPRAS and Entropy-COPRAS Approaches	13
On ESG Portfolio Construction: A Multi-Objective Optimization Approach	13
Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo	12
Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data	12
LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios	12
Using Double Frequency in Fourier Dickey–Fuller Unit Root Test	12
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions	11
The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches	11
Intelligent FinTech Data Mining by Advanced Deep Learning Approaches	11
A Machine Learning Approach to Detection of Trade-Based Manipulations in Borsa Istanbul	11
A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies	11
Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method	11
Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process	11
Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach	11
Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing	11
A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market	11
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm	10
Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode	10
Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model	10
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach	10
Bayesian Estimation of Economic Simulation Models Using Neural Networks	10
An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model	10
Enterprise Intelligent Audit Model by Using Deep Learning Approach	9
Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning	9
Deep Learning for Financial Engineering	9
Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital	9
Maximum Likelihood Estimation Methods for Copula Models	9
A Regression-Based Calibration Method for Agent-Based Models	9
Evaluating the Performance of Metaheuristic Based Artificial Neural Networks for Cryptocurrency Forecasting	9
The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach	8
A Deep Learning Based Numerical PDE Method for Option Pricing	8
Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review	8
Connectedness between Currency Risk Hedging and Firm Value: A Deep Neural Network-based Evaluation	8
A New Strategy for Short-Term Stock Investment Using Bayesian Approach	8
A Mellin Transform Approach to the Pricing of Options with Default Risk	8
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing	8
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting	8
Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction	8
A Bootstrap Method to Test Granger-Causality in the Frequency Domain	8
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms	8
The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity	8
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	7
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis	7
Comparison of Value at Risk (VaR) Multivariate Forecast Models	7
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth	7
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	7
Performance of Different Machine Learning Algorithms in Detecting Financial Fraud	7
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	7

Determining the Flat Sales Prices by Flat Characteristics Using Bayesian Network Models	7
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling	7
Non-cooperative Mode, Cost-Sharing Mode, or Cooperative Mode: Which is the Optimal Mode for Desertification Control?	6
Undirected and Directed Network Analysis of the Chinese Stock Market	6
The Impact of News Sentiment Indicators on Agricultural Product Prices	6
Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features	6
A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System	6
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models	6
V-Shaped BAS: Applications on Large Portfolios Selection Problem	6
Microfounded Tax Revenue Forecast Model with Heterogeneous Population and Genetic Algorithm Approach	6
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach	6
Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques	6
The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model	6
From the East-European Regional Day-Ahead Markets to a Global Electricity Market	6
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching	6
A Novel Hybrid House Price Prediction Model	6
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	6
On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks	6
Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach	6
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets	6
Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis	5
Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion	5
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model	5
Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting	5
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies	5
GPS data Mining at Signalized Intersections for Congestion Charging	5
A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels	5
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results	5
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization	5
Multivariate Picture Fuzzy Time Series: New Definitions and a New Forecasting Method Based on Pi-Sigma Artificial Neural Network	5
How Successful are Energy Efficiency Investments? A Comparative Analysis for Classification & Performance Prediction	5
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange	5
Credit Scoring Model Based on HMM/Baum-Welch Method	5
Connectedness in International Crude Oil Markets	5
Textual Machine Learning: An Application to Computational Economics Research	5
Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression	5
Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains	5
Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression	4
Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition	4
Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things	4
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	4
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test	4
The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets	4
COVID 19 Pandemic, Socio-Economic Behaviour and Infection Characteristics: An Inter-Country Predictive Study Using Deep Learning	4
An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials	4
Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes	4
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	4
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?	4
Monitoring Liquidity Management of Banks With Recurrent Neural Networks	4
CO2 Emission Allowances Risk Prediction with GAS and GARCH Models	4
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals	4
The Relationship Between Non-additivity Valuations, Cash Flows and Sales Growth	4
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods	4
Portfolio Correlations in the Bank-Firm Credit Market of Japan	4
New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation	4
The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods	4
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options	4
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio	4
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	4
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory	4
Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the China's Stock Markets	4
Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach	4
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches	4
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	4
Diversification and Systemic Risk of Networks Holding Common Assets	4
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	4
Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game	4
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network	4
A Finite Difference Scheme for Pairs Trading with Transaction Costs	3
Collaborative Innovation Strategy of Supply Chain in the Context of MCU Domestic Substitution : A Differential Game Analysis	3
A Neural Network Approach to Value R&D Compound American Exchange Option	3
Optimizing Financial Engineering Time Indicator Using Bionics Computation Algorithm and Neural Network Deep Learning	3
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	3
Using Newspapers for Textual Indicators: Guidance Based on Spanish- and Portuguese-Speaking Countries	3
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	3
A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting	3
Integrating Wavelet Decomposition and Fuzzy Transformation for Improving the Accuracy of Forecasting Crude Oil Price	3
An Application of Machine Learning to Logistics Performance Prediction: An Economics Attribute-Based of Collective Instance	3
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	3
An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy	3

Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
Implementing Maximum Likelihood Estimation of Empirical Matching Models	3
Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression	3
The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market	3
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis	3
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	3
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	3
Resilient Control for Macroeconomic Models	3
Derivation and Application of Some Fractional Black–Scholes Equations Driven by Fractional G-Brownian Motion	3
Does the Real Business Cycle Help Forecast the Financial Cycle?	3
How do Fines and Their Enforcement on Counterfeit Products Affect Social Welfare?	3
Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model	3
Economic Policy Uncertainty Index Meets Ensemble Learning	3
N-BEATS Perceiver: A Novel Approach for Robust Cryptocurrency Portfolio Forecasting	3
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy	3
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors	3
On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection	3
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process	3
National Governance Differences and Foreign Bank Performance in Asian Countries: The Role of Bank Competition	3
A Novel Financial Forecasting Approach Using Deep Learning Framework	3
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	3
Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash	3
A New Neural Network Approach for Predicting the Volatility of Stock Market	3
A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data	3
A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model	3
The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices	3
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study	3
Personal Finance Decisions with Untruthful Advisors: An Agent-Based Model	3
Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility	2
Deviation-Based Model Risk Measures	2
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees	2
Forecasting Forex Trend Indicators with Fuzzy Rough Sets	2
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	2
Portfolio Selection with a Rank-Deficient Covariance Matrix	2
Size-Dependent Enforcement, Tax Evasion and Dimensional Trap	2
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	2
Impact of Climate Variables Change on the Yield of Wheat and Rice Crops in Iran (Application of Stochastic Model Based on Monte Carlo Simulation)	2
Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?	2
Complex Systems Modeling of Community Inclusion Currencies	2
Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model	2
Reference Vector-Based Multiobjective Clustering Ensemble Approach for Time Series Forecasting	2
A Novel ARMA Type Possibilistic Fuzzy Forecasting Functions Based on Grey-Wolf Optimizer (ARMA-PFFs)	2
Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market	2
Bayesian Analysis of Realized Matrix-Exponential GARCH Models	2
Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters	2
Role of Comprehensive Income in Predicting Bankruptcy	2
Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation	2
Benchmark Analysis of Machine Learning Methods to Forecast the U.S. Annual Inflation Rate During a High-Decile Inflation Period	2
The Benefits of Fractionation in Competitive Resource Allocation	2
Revisiting the Merton Problem: from HARA to CARA Utility	2
An Incentive-Compatible and Computationally Efficient Fog Bargaining Mechanism	2
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	2
A Dynamic Baseline Calibration Procedure for CGE models	2
Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China	2
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	2
Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility	2
Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data	2
Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output	2
Averages: There is Still Something to Learn	2
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	2
Generalized, Partial and Canonical Correlation Coefficients	2
Sectoral Impacts of International Labour Migration and Population Ageing in the Czech Republic	2
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	2
An Application of the IFM Method for the Risk Assessment of Financial Instruments	2
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach	2
Option Pricing by the Legendre Wavelets Method	2
ARDL: An R Package for ARDL Models and Cointegration	2
Unfolding Beijing in a Hedonic Way	2
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	2
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	2
Non-linear Cointegration Test, Based on Record Counting Statistic	2
Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution	2
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	2
Forecasting the Stock Price of Listed Innovative SMEs Using Machine Learning Methods Based on Bayesian optimization: Evidence from China	2
Housing GANs: Deep Generation of Housing Market Data	2
Using Quadratic Interpolated Beetle Antennae Search for Higher Dimensional Portfolio Selection Under Cardinality Constraints	2
The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand	2
Macro-Regional Economic Structural Change Driven by Micro-founded Technological Innovation Diffusion: An Agent-Based Computational Economic Modeling Approach	2
A Novel Approach to Fuzzy Based Efficiency Assessment of a Financial System	2
Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak	2
Bounded Rationality, Group Formation and the Emergence of Trust: An Agent-Based Economic Model	2
A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies	2
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	2
$$\ell _{1}$$ Common Trend Filtering	2
House Prices as a Result of Trading Activities: A Patient Trader Model	2
Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets	2
Economic Categorizing Based on DFT-induced Supervised Learning	1
Zero-Adjusted Log-Symmetric Quantile Regression Models	1
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model	1
Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets	1
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	1
Machine Learning Method for Return Direction Forecast of Exchange Traded Funds (ETFs) Using Classification and Regression Models	1
Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids	1
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis	1
Identifying Systemically Important Banks Based on an Improved DebtRank Model	1