Computational Economics

Article	Citations
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	93
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network	55
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	54
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	44
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	40
Estimation of Models for Stock Returns	35
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	30
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	28
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	26
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	26
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	26
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	23
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	23
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	20
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	20
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	18
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	18
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	17
The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network	16
A Pricing Method in a Constrained Market with Differential Informational Frameworks	16
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	15
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	14
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	14
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	13
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	13

Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	13
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies	13
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	13
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	13
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	13
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	13
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	12
On the Replication of the Pre-kernel and Related Solutions	12
Using CNN to Model Stock Prices	12
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	12
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	11
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	11
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	11
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	11
Stochastic Default Risk Estimation Evidence from the South African Financial Market	11
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	10
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	10
Computational Aspects of Sustainability	10
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	10
COVID-19 and REITs Crash: Predictability and Market Conditions	10
Time–Frequency Connectedness Among NFT Assets	10
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	10
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	9
Does the Real Business Cycle Help Forecast the Financial Cycle?	9
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	9
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	9
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	9
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	9
A Novel ARMA Type Possibilistic Fuzzy Forecasting Functions Based on Grey-Wolf Optimizer (ARMA-PFFs)	9
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	9
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	9
A New Neural Network Approach for Predicting the Volatility of Stock Market	9
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	9
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	9
Undirected and Directed Network Analysis of the Chinese Stock Market	9
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	8
A Bootstrap Method to Test Granger-Causality in the Frequency Domain	8
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	8
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	8
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	8
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	8
Trading Strategy Model Based on Dynamic Programming	8
Spatial Interactions and the Spread of COVID-19: A Network Perspective	8
Competitive Pricing Using Model-Based Bandits	8
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	8
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	7
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	7
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	7

Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	7
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	7
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	6
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	6
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	6
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	6
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	6
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach	6
Decentralized Online Portfolio Selection with Transaction Costs	6
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	6
A Neural Network Approach to Value R&D Compound American Exchange Option	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	6
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	6
The Effect of the Interest Rate on a Credit System	6
Modelling Mixed-Frequency Time Series with Structural Change	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	5
Interacting Cobweb Demands	5
Pricing of Vulnerable Timer Options	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	5
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	5
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	5
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	5
Parallel Computation of Sovereign Default Models	5
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	5
Solving Linear DSGE Models with Bernoulli Iterations	5
Explaining Mortgage Defaults Using SHAP and LASSO	5
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	5
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	5
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	5
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	4
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	4
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	4
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	4
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Generalized, Partial and Canonical Correlation Coefficients	4
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	4
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	4
Asset Prices with Investor Protection in the Cross-Sectional Economy	4
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	4
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	4
GPS data Mining at Signalized Intersections for Congestion Charging	4
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
Accuracy in Recursive Minimal State Space Methods	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
Panel Interval-Valued Data Nonlinear Regression Models and Applications	4
Computing Longitudinal Moments for Heterogeneous Agent Models	4
The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods	4
A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps	4
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	4
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	4
Optimal Pricing of Climate Risk	4
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	4
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	4
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	4
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	4
Editorial to the Special Issue on Game Theory	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	4
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	4
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	3
Perturbating and Estimating DSGE Models in Julia	3
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	3

A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems	3
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors	3
PPDNN-CRP: CKKS-FHE Enabled Privacy-Preserving Deep Neural Network Processing for Credit Risk Prediction	3
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model	3
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data	3
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
Estimation of Rank-Ordered Regret Minimization Models	3
A Time-Dependent Markovian Model of a Limit Order Book	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
Analyzing Stationarity in World Coffee Prices	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models	3
Computing Quantiles of Functions of the Agent Distribution Using t-Digests	3
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	3
Economic Policy Uncertainty Index Meets Ensemble Learning	3
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms	3
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach	3
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	3
ARDL: An R Package for ARDL Models and Cointegration	3
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	3
The Geometry of the World of Currency Volatilities	3
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	3
Market Ecology: Trading Strategies and Market Volatility	3
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	3
Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode	3
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis	3
Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	3
Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis	2
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation	2
Indicator Selection of Index Construction by Adaptive Lasso with a Generic $$\varepsilon $$-Insensitive Loss	2
Pareto Distribution of the Forbes Billionaires	2
Option Pricing and Parameter Estimation for Uncertain Mean-Reverting Currency Model	2
The Factors Influencing China’s Population Distribution and Spatial Heterogeneity: Based on Multi-source Remote Sensing Data	2
High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach	2
Estimating Income Distributions From Grouped Data: A Minimum Quantile Distance Approach	2
Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market	2
Panel Stochastic Frontier Analysis with Positive Skewness	2
Environmental Regulation and Green Technology Innovation: An Evolutionary Game Analysis Between Government and High Energy Consuming Enterprises	2
Towards a Validation Methodology for Macroeconomic Agent-Based Models	2
The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis	2
Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting	2
Computing Competitive Equilibrium in Simplex Economies	2
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach	2
Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition	2
Ensemble Methods for Bankruptcy Resolution Prediction: A New Approach	2
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark	2
Is the Price of Ether Driven by Demand or Pure Speculation?	2
Spatiotemporal Analysis of Coupling-Coordination Between Developments of Economic High-Quality and Ecological Innovation of China’s Inter-Provinces	2
Greymodels: A Shiny Package for Grey Forecasting Models in R	2
Complex Systems Modeling of Community Inclusion Currencies	2
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	2
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS	2
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	2
Correction To: Time–Frequency Connectedness Among NFT Assets	2
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	2
Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns	2
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis	2
Comprehensive Stock Market Insight: Bayesian Networks for Multi-output Forecasting	2
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)	2
Financial Fraud Transaction Prediction Approach Based on Global Enhanced GCN and Bidirectional LSTM	2
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis	2
Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network	2
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	2
Option Pricing Based on the Residual Neural Network	2
Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm	2
Learning Bermudans	2
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model	2
Headline-Driven Classification and Local Interpretation for Market Outperformance and Low-Risk Stock Prediction	2
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model	2
The Impact of News Sentiment Indicators on Agricultural Product Prices	2
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	2
Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data	2
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	2
Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy	2
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	2
Insights on the Theory of Robust Games	2
Forecasting the Stock Price of Listed Innovative SMEs Using Machine Learning Methods Based on Bayesian optimization: Evidence from China	2
An Accurate Multiple Data Based Stock Prediction and Sentiment Analysis Using Synergic Deep Info Convolutional Neural Network	2
Optimal Strategy in Blockchain Transaction Issuances with CIR Process	2
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	2
Convergence Speed and Growth Patterns: A Dynamical Systems Approach	2
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap	2
Empirical Performance of an ESG Assets Portfolio from US Market	2
Systemic Financial Risk of Stock Market Based on Multiscale Networks	2
Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap	2