Computational Economics

Article	Citations
Explainable Machine Learning in Credit Risk Management	143
Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach	86
Machine Learning in Economics and Finance	44
Blockchain-Based Cryptocurrency Regulation: An Overview	38
A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic	37
Reinforcement Learning in Economics and Finance	33
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	30
Unemployment Rate Forecasting: A Hybrid Approach	30
The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network	28
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War	27
Predicting Stock Price Using Two-Stage Machine Learning Techniques	26
Support Vector Machine Algorithms: An Application to Ship Price Forecasting	26
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data	25
Modelling Stock Markets by Multi-agent Reinforcement Learning	24
A New Appraisal Model of Second-Hand Housing Prices in China’s First-Tier Cities Based on Machine Learning Algorithms	22
When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?	22
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers	22
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping	20
The Impact of Financial Enterprises’ Excessive Financialization Risk Assessment for Risk Control based on Data Mining and Machine Learning	19
The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting	18
A Computational Approach to Uncovering Economic Growth Factors	17
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms	16
Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors	15
Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps	14
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	14

Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting	14
Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach	13
Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US	13
Multi-Factor RFG-LSTM Algorithm for Stock Sequence Predicting	13
Bitcoin Price Prediction: A Machine Learning Sample Dimension Approach	13
Using Machine Learning Approach to Evaluate the Excessive Financialization Risks of Trading Enterprises	13
A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting	12
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market	12
Innovative Risk Early Warning Model under Data Mining Approach in Risk Assessment of Internet Credit Finance	12
Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo	11
A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies	11
Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach	11
Predicting Extreme Financial Risks on Imbalanced Dataset: A Combined Kernel FCM and Kernel SMOTE Based SVM Classifier	11
Intelligent FinTech Data Mining by Advanced Deep Learning Approaches	11
The Use of Machine Learning Combined with Data Mining Technology in Financial Risk Prevention	11
Quantum Computing and Deep Learning Methods for GDP Growth Forecasting	11
Cap and Trade Versus Carbon Tax: An Analysis Based on a CGE Model	10
Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model	10
Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach	10
The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches	10
Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing	9
Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method	9
Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR	9
Using Double Frequency in Fourier Dickey–Fuller Unit Root Test	9
Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data	9
Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks	9
Financial Performance Analysis with the Fuzzy COPRAS and Entropy-COPRAS Approaches	9
An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model	9
A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market	9
Bayesian Estimation of Economic Simulation Models Using Neural Networks	8
Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm	8
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications	8
Maximum Likelihood Estimation Methods for Copula Models	8
Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode	8
A New Strategy for Short-Term Stock Investment Using Bayesian Approach	8
A New Scalable Bayesian Network Learning Algorithm with Applications to Economics	8
Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application	8
Enterprise Intelligent Audit Model by Using Deep Learning Approach	7
Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting	7
Gold Against the Machine	7
LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios	7
Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting	7
Entropy of Graphs in Financial Markets	7
On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations	7
A Machine Learning Approach to Detection of Trade-Based Manipulations in Borsa Istanbul	7
Making Predictions of Global Warming Impacts Using a Semantic Web Tool that Simulates Fuzzy Cognitive Maps	7
Connectedness between Currency Risk Hedging and Firm Value: A Deep Neural Network-based Evaluation	7
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach	6
How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems	6
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions	6

Social Influence of Competing Groups and Leaders in Opinion Dynamics	6
Deep Learning for Financial Engineering	6
Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay	6
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting	6
Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction	6
Optimizing Algorithmic Strategies for Trading Bitcoin	6
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm	6
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching	6
Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review	6
Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework	6
The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity	6
Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process	6
A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System	6
Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning	6
Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach	6
An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem	6
A Bootstrap Method to Test Granger-Causality in the Frequency Domain	6
Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital	6
Non-Cooperative Bargaining with Unsophisticated Agents	5
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns	5
Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach	5
Undirected and Directed Network Analysis of the Chinese Stock Market	5
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models	5
Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features	5
Matlab, Python, Julia: What to Choose in Economics?	5
Determining the Flat Sales Prices by Flat Characteristics Using Bayesian Network Models	5
Non-cooperative Mode, Cost-Sharing Mode, or Cooperative Mode: Which is the Optimal Mode for Desertification Control?	5
The $$\alpha$$-Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions	5
Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques	5
On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks	5
A Regression-Based Calibration Method for Agent-Based Models	5
A Mellin Transform Approach to the Pricing of Options with Default Risk	5
Comparison of Value at Risk (VaR) Multivariate Forecast Models	5
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies	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
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets	4
Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach	4
Two-Sided Matching with Indifferences: Using Heuristics to Improve Properties of Stable Matchings	4
COVID 19 Pandemic, Socio-Economic Behaviour and Infection Characteristics: An Inter-Country Predictive Study Using Deep Learning	4
On ESG Portfolio Construction: A Multi-Objective Optimization Approach	4
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	4
Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes	4
The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods	4
The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach	4
A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels	4
The Impact of News Sentiment Indicators on Agricultural Product Prices	4
V-Shaped BAS: Applications on Large Portfolios Selection Problem	4
Time-Varying Dictionary and the Predictive Power of FED Minutes	4
Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting	4
A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns	4
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms	4
A Guide on Solving Non-convex Consumption-Saving Models	4
Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States	4
Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis	4
A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data	4
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	4
Connectedness in International Crude Oil Markets	4
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods	4
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing	4
Textual Machine Learning: An Application to Computational Economics Research	4
Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression	4
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling	4
Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model	4
GPS data Mining at Signalized Intersections for Congestion Charging	4
Monitoring Liquidity Management of Banks With Recurrent Neural Networks	4
CO2 Emission Allowances Risk Prediction with GAS and GARCH Models	3
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches	3
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results	3
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis	3
An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy	3
New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation	3
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study	3
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?	3
A Finite Difference Scheme for Pairs Trading with Transaction Costs	3
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	3
Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach	3
Censored Nonparametric Time-Series Analysis with Autoregressive Error Models	3
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test	3
Diversification and Systemic Risk of Networks Holding Common Assets	3

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization	3
The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices	3
How Successful are Energy Efficiency Investments? A Comparative Analysis for Classification & Performance Prediction	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
Implementing Maximum Likelihood Estimation of Empirical Matching Models	3
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory	3
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network	3
Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things	3
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth	3
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets	3
Data-Based Automatic Discretization of Nonparametric Distributions	3
Integrating Wavelet Decomposition and Fuzzy Transformation for Improving the Accuracy of Forecasting Crude Oil Price	3
Portfolio Correlations in the Bank-Firm Credit Market of Japan	3
Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields	3
Economic Policy Uncertainty Index Meets Ensemble Learning	3
A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit	3
Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains	3
Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash	3
The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model	3
A Markov Decision Process Model for Optimal Trade of Options Using Statistical Data	2
Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis	2
The Benefits of Fractionation in Competitive Resource Allocation	2
A Neural Network Approach to Value R&D Compound American Exchange Option	2
Evaluating the Performance of Metaheuristic Based Artificial Neural Networks for Cryptocurrency Forecasting	2
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options	2
Optimizing Financial Engineering Time Indicator Using Bionics Computation Algorithm and Neural Network Deep Learning	2
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	2
Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?	2
Bounded Rationality, Group Formation and the Emergence of Trust: An Agent-Based Economic Model	2
Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter	2
Generalized, Partial and Canonical Correlation Coefficients	2
A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model	2
Omega Compatibility: A Meta-analysis	2
Sectoral Impacts of International Labour Migration and Population Ageing in the Czech Republic	2
Extreme Wavelet Fast Learning Machine for Evaluation of the Default Profile on Financial Transactions	2
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors	2
Option Pricing by the Legendre Wavelets Method	2
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	2
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	2
Bayesian Analysis of Realized Matrix-Exponential GARCH Models	2
Revisiting the Merton Problem: from HARA to CARA Utility	2
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	2
Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the China's Stock Markets	2
Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix	2
Introduction to Topics in Modelling Financial and Macroeconomic Time Series	2
The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand	2
A Dynamic Baseline Calibration Procedure for CGE models	2
Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data	2
Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game	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
Derivation and Application of Some Fractional Black–Scholes Equations Driven by Fractional G-Brownian Motion	2
Resilient Control for Macroeconomic Models	2
Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance	2
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	2
The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market	2
Multivariate Picture Fuzzy Time Series: New Definitions and a New Forecasting Method Based on Pi-Sigma Artificial Neural Network	2
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	2
Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution	2
A Novel Hybrid House Price Prediction Model	2
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process	2
Parallel Extended Path Method for Solving Perfect Foresight Models	2
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	2
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees	2
Deviation-Based Model Risk Measures	2
Optimal Portfolio Choice Under Shadow Costs with Fixed Assets when Time-Horizon Is Uncertain	2
From the East-European Regional Day-Ahead Markets to a Global Electricity Market	2
A Deep Learning Based Numerical PDE Method for Option Pricing	2
Performance of Different Machine Learning Algorithms in Detecting Financial Fraud	2
Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output	2
Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas	2
The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets	2
Reference Vector-Based Multiobjective Clustering Ensemble Approach for Time Series Forecasting	2
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	2
How do Fines and Their Enforcement on Counterfeit Products Affect Social Welfare?	2
Endogenous Shared Punishment Model in Threshold Public Goods Games	2
House Prices as a Result of Trading Activities: A Patient Trader Model	2
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	2
Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks	2
A New Neural Network Approach for Predicting the Volatility of Stock Market	2
Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach	2
Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation	2
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals	2
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	1
R-Squared-Bootstrapping for Gegenbauer-Type Long Memory	1
Reinforcement Learning in a Cournot Oligopoly Model	1
Job Mobility and Wealth Inequality	1
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	1
Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids	1
Personal Finance Decisions with Untruthful Advisors: An Agent-Based Model	1
Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression	1
Exploring Option Pricing and Hedging via Volatility Asymmetry	1
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	1
Economic Categorizing Based on DFT-induced Supervised Learning	1
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model	1
Zero-Adjusted Log-Symmetric Quantile Regression Models	1