Computational Economics

Article	Citations
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	116
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	60
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	43
Estimation of Models for Stock Returns	42
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	36
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	34
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	31
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	30
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	29
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	29
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	26
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	24
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	23
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	22
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	22
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	20
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	19
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	19
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	18
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	18
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	18
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	18
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	17
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	17
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	15

A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	15
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	15
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	14
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	14
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	14
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	14
Using CNN to Model Stock Prices	14
Stochastic Default Risk Estimation Evidence from the South African Financial Market	13
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	13
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	13
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	13
On the Replication of the Pre-kernel and Related Solutions	13
COVID-19 and REITs Crash: Predictability and Market Conditions	12
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	11
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	11
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	11
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	11
Time–Frequency Connectedness Among NFT Assets	11
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	11
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	10
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	10
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	10
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	10
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	10
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	10
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	10
A New Neural Network Approach for Predicting the Volatility of Stock Market	10
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	10
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	10
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	10
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	10
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	9
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	9
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	9
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	9
Improving Portfolio Optimization Results with Bandit Networks	9
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	8
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	8
Trading Strategy Model Based on Dynamic Programming	8
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	8
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	8
Competitive Pricing Using Model-Based Bandits	8
Spatial Interactions and the Spread of COVID-19: A Network Perspective	8
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	8
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	7
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	7
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
The Effect of the Interest Rate on a Credit System	7
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	7

Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	7
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	7
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	7
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	7
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	6
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	6
Decentralized Online Portfolio Selection with Transaction Costs	6
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	6
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	6
Solving Linear DSGE Models with Bernoulli Iterations	6
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
Explaining Mortgage Defaults Using SHAP and LASSO	6
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	6
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	6
Modelling Mixed-Frequency Time Series with Structural Change	6
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	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
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	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
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	6
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	6
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	5
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	5
Interacting Cobweb Demands	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
Pricing of Vulnerable Timer Options	5
Panel Interval-Valued Data Nonlinear Regression Models and Applications	5
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	5
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	5
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	5
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	5
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	5
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	5
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
Computing Longitudinal Moments for Heterogeneous Agent Models	5
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
Parallel Computation of Sovereign Default Models	5
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	4
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	4
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	4
Asset Prices with Investor Protection in the Cross-Sectional Economy	4
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	4
Estimation of Rank-Ordered Regret Minimization Models	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	4
GPS data Mining at Signalized Intersections for Congestion Charging	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
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	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
Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy	4
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	4
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	4
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	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
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	4

Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Editorial to the Special Issue on Game Theory	4
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	3
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	3
Pricing Convertible Bonds Based on GAN and Transformer	3
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
The European Gas Market Integration During 2018–2024	3
Pareto Distribution of the Forbes Billionaires	3
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	3
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
Computing Quantiles of Functions of the Agent Distribution Using t-Digests	3
Robust Portfolio Optimization via Linear Deviation Risk Measures	3
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis	3
Analyzing Stationarity in World Coffee Prices	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
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	3
ARDL: An R Package for ARDL Models and Cointegration	3
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	3
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	3
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	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
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	3
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	3
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model	3
Market Ecology: Trading Strategies and Market Volatility	3
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	3
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	3
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	3
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	3
Perturbating and Estimating DSGE Models in Julia	3
Machine Learning XAI for Early Loan Default Prediction	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	3
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	3
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	3
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach	3
Nature-Inspired Artificial Neural Network Integrated with Hybrid Firefly and Particle Swarm Optimisation: A Novel Approach for Modelling the Eurozone Financial Stress Index for Macroeconomic Policy	3
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	3
The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis	3
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors	3
A Time-Dependent Markovian Model of a Limit Order Book	3
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	3
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	3
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	3
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	3
Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap	2
Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data	2
Is the Price of Ether Driven by Demand or Pure Speculation?	2
Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition	2
Spatiotemporal Analysis of Coupling-Coordination Between Developments of Economic High-Quality and Ecological Innovation of China’s Inter-Provinces	2
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model	2
The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions	2
VAE-INN: Variational Autoencoder with Integrated Neural Network Classifier for Imbalanced Credit Scoring, Utilizing Weighted Loss for Improved Accuracy	2
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model	2
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap	2
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach	2
Empirical Performance of an ESG Assets Portfolio from US Market	2
Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network	2
Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis	2
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark	2
Systemic Financial Risk of Stock Market Based on Multiscale Networks	2
Correction to: Computational Performance of Deep Reinforcement Learning to Find Nash Equilibria	2
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio	2
Optimal Technical Indicator Based Trading Strategies Using Evolutionary Multi Objective Optimization Algorithms	2
Risk Estimation in the Bitcoin Market Using a Three-Stage Ensemble Method	2
Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market	2
RMB Exchange Rate Forecasting Model and Economic Factor Analysis Based on CEEMD Decomposition	2
Correction To: Time–Frequency Connectedness Among NFT Assets	2
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS	2
High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach	2
Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm	2
Deep Learning for Spatial Additive Stochastic Frontier Model with Nonparametric Spatial Effects	2
Truncated Dantzig–Wolfe Decomposition for a Class of Constrained Variational Inequality Problems	2
Intelligent Decision Making for Commodities Price Prediction: Opportunities, Challenges and Future Avenues	2
Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of	2
Can Text-Based Statistical Models Reveal Impending Banking Crises?	2
Game-Theoretic Pricing Model for Data Service Products from the Perspective of Consumer Heterogeneity	2
Computing Competitive Equilibrium in Simplex Economies	2
Option Pricing and Parameter Estimation for Uncertain Mean-Reverting Currency Model	2