Computational Economics

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

Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	20
A Novel Data Fusion Method for Multi-Dimensional Temporal Data Forecasting of Financial Homologous	20
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	19
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	19
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	19
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	18
On the Replication of the Pre-kernel and Related Solutions	18
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	17
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	17
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	17
Uncertainty Indicators as Key Predictors of Oil Volatility: An Interpretable Machine Learning Approach	17
Stochastic Default Risk Estimation Evidence from the South African Financial Market	17
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	16
Integrating Machine Learning Techniques and the Unified Theory of Acceptance and Use of Technology to Evaluate Drivers for the Acceptance of Blockchain-Based Loyalty Programmes	15
A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets	15
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	15
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	15
COVID-19 and REITs Crash: Predictability and Market Conditions	15
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	14
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	14
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	14
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	14
Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis	14
Construction of the Business Cycle by Phase Synchronization and Principal Component Analysis	14
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	14
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	14
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	13
Using CNN to Model Stock Prices	13
Fiscal Policy Towards Optimizing Macroeconomic Indicators by Integrating FRB/US with Reinforcement Learning	13
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	13
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	12
A Fuzzy Correlation Measurement Framework for Mixed Market Conditions	12
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	12
Time–Frequency Connectedness Among NFT Assets	11
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	11
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	11
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	11
Research on Asymmetric Volatility Spillover Effects of Financial Institutions’ Risk Transmission—A Perspective Based on Frequency Domain Decomposition	11
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models	11
Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review	11
Trading Strategy Model Based on Dynamic Programming	11
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	11
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	11
Forecasting of Gold Prices Using Hybrid Markov Weighted Fuzzy Intuitionistic Crayfish Time Series	11
Exercise Price and Corporate Principal-agent Conflict: Optimizing Equity Incentive Programs Under Fractal Markets	11
Mitigating Class Imbalance in Banking Transactions: A Graph-Based GAN Solution for Fraud Detection	11
Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach	10
FEIS: A Credit Risk Assessment Model Combining Feature Engineering Approach and Interpretable Submodels	10
An Improved Collocation Based Singular Resilient Numerical Scheme for Time-fractional Generalized Black-Scholes Equations Arising in Financial Derivative Market	10
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	10

Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	10
Improving Portfolio Optimization Results with Bandit Networks	10
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	10
Testing the Fractal Market Hypothesis Using MFDFA Across Multiple Asset Classes	10
Deep Reinforcement Learning for Long-Short Portfolio Optimization	10
Competitive Pricing Using Model-Based Bandits	10
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	10
Examining Challenges in Implied Volatility Forecasting: A Critical Review of Data Leakage and Feature Engineering combined with High-Complexity Models	9
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	9
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	9
Do Multilayer Networks Amplify Systemic Risk? Evidence from the Chinese Real Estate Industry	9
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	9
Spatial Interactions and the Spread of COVID-19: A Network Perspective	9
PerRegMod: An R Package for Periodic Coefficients Linear Regression Models	9
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	9
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	9
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	8
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	8
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	8
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	8
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	8
Building the Point Forecasting Model for Time Series based on the Improved Fuzzy Relationship and Predictive Principle	8
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	8
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	8
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	8
The Effect of the Interest Rate on a Credit System	8
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	8
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	8
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	8
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	7
Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective	7
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	7
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	7
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	7
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	7
Modelling Mixed-Frequency Time Series with Structural Change	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Unveiling the Determinants of Competitive Industrial Performance Index (CIP) Evolution: a Machine Learning Approach to Midterm Dynamics	7
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	7
Decentralized Online Portfolio Selection with Transaction Costs	7
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	7
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	7
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	7
A Novel Advanced Time Series Forecasting: Integrating DSES and HA-ED-BiGRU with Nipuna Activation Function	7
Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets	7
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	7
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	7
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	7
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	7
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	6
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	6
Interacting Cobweb Demands	6
Implicit-Explicit Local Radial Point Interpolation Methods for Pricing Options with Liquidity Shocks	6
Contemporary Approaches to Hybrid Forecasting	6
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	6
Data Imputation in Large Datasets: A Comparative Study of PCA and Machine Learning Approaches	6
A New Fractal Method for the Modelling and Analysis of Financial Time Series	6
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
Parallel Computation of Sovereign Default Models	6
Financial Markets and Individual Attitudes: The Stick-balancing Model	6
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	6
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	6
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
k-QREM: Integrating Hierarchical Structures to Optimize Bounded Rationality Modeling	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Solving Linear DSGE Models with Bernoulli Iterations	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	6
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	6
Britaly? Identifying Euro Area Historical Analogues to the UK’S 2022 Bond Market Shock	6
Computing Longitudinal Moments for Heterogeneous Agent Models	6
Explainable Bank Failure Prediction Models: Counterfactual Explanations to Reduce the Failure Risk	6
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	6
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	6
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	6
Explaining Mortgage Defaults Using SHAP and LASSO	6

Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	5
Morlet Wavelet Neural Network Simulation for Nonlinear Finance Model: an Intelligent and Comparative analysis	5
Accuracy in Recursive Minimal State Space Methods	5
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	5
Pricing of Vulnerable Timer Options	5
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	5
Research on the Diffusion Mechanism of Digital Financial Services: An Evolutionary Game Model in Complex Network	5
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	5
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	5
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	5
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	5
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	5
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	5
Panel Interval-Valued Data Nonlinear Regression Models and Applications	5
A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	5
Estimation of Rank-Ordered Regret Minimization Models	5
Editorial to the Special Issue on Game Theory	5
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	5
Asset Prices with Investor Protection in the Cross-Sectional Economy	5
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy	5
Intelligent Stock Price Prediction Model Research Integrating Multimodal Information and KAN Networks	5
Predicting ESG Ratings with Recurrent Neural Network Models: Evidence from China’s A-share Listed Companies	5
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	4
A Time-Dependent Markovian Model of a Limit Order Book	4
WaveESN–RegimeMLP: GA-Tuned Reservoirs and Regime-Aware Multiscale Forecasting	4
Data-Driven Green Technology Integration and Geopolitical Risks in East Asian Economic Development: A Predictive Analysis	4
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	4
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	4
Quantile Interactions and Spillovers among Blue Economy Indices, Bitcoin, VIX, and Traditional Assets during Crises	4
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	4
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	4
Pricing Convertible Bonds Based on GAN and Transformer	4
ARDL: An R Package for ARDL Models and Cointegration	4
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	4
The Rise of AI in Exchange-Traded Funds: Assessing Robo-Advisors and AI-Exposed ETFs	4
Identification of Performative ESG Behaviors Using Explainable Machine Learning	4
Risk Forecasting in Financial Management for Public Companies Using Efficient Multi-layer Diffusion Sea-horse Kernel Convolutional Spiking Attention Neural Network in the Digital Economy	4
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	4
Analyzing Stationarity in World Coffee Prices	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	4
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	4
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	4
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	4
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	4
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	4
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	4
The European Gas Market Integration During 2018–2024	4
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	4
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters	4
Nowcasting South Korea’s 1990s Unemployment Rate with News Sentiment	4
A Multidimensional Approach To the Measurement and Classification of Stock Market Inefficiency Across Economies	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	4
Robust Portfolio Optimization via Linear Deviation Risk Measures	4
Perturbating and Estimating DSGE Models in Julia	4
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	4
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	4
How does Digital Technology Influence Natural Resource Use: A Global Perspective	4
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	4
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	4
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	4
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	4
Machine Learning XAI for Early Loan Default Prediction	4
The Role of Market Confidence in U.S. Economic Fluctuations: Bayesian Model Comparison in an Extended TVP-VAR-SV Framework	4
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	4
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	4
Dynamic Factor Mining Based on Multi-Objective Fitness and Its Empirical Study in Multi-Factor Strategies	3
Estimation of Distribution Dependence Structures Using time-varying Copulas in R	3
Comprehensive Stock Market Insight: Bayesian Networks for Multi-output Forecasting	3
The Impact of Volatility Buffering in the Transition to Impermanent Loss Risk	3
A Novel Fuzzy Multi-Class Support Vector Machine: An Application to Asset Selection and Portfolio Optimization	3
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm	3
A Mixed Modified Fractional Stochastic Volatility Models with Application to DSX Market Data	3
New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices	3
Insights on the Theory of Robust Games	3
Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information	3
Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns	3
Learning Bermudans	3
Optimizing Energy Choices: MEREC-TOPSIS Analysis of Renewable Technologies	3
Greymodels: A Shiny Package for Grey Forecasting Models in R	3
Forecasting Volatility Using Hybrid Machine Learning Method: Sequencing Block, Multi-layer Perceptron, and Bayesian Optimization	3
Incremental Data Envelopment Analysis Model and Applications in Sustainable Efficiency Evaluation	3
Assessing Environmental and Health Efficiency for Sustainable Development of European Union Countries	3