Computational Economics

Article	Citations
Estimation of Models for Stock Returns	73
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	71
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	57
Financial Stress in Asean + 3 Economies: Risk Regime Identification and Predictability	49
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	43
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	38
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	37
Measuring Inflation Expectations Using Artificial Intelligence	35
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	34
Explainable Hybrid Recurrent Models for Stock Price Prediction: Integrating Attention for Transparency	33
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	30
A Novel Data Fusion Method for Multi-Dimensional Temporal Data Forecasting of Financial Homologous	29
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	28
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	27
Computing Aggregate Fluctuations of Economies with Private Information	26
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	25
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	25
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	25
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	24
Improving the Forecast of the Global Gold Price By Combining Marine Predator Algorithm and Cascade-forward Neural Network	24
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	23
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	23
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	23
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	22
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	21

Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	21
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	21
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	20
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	20
On the Replication of the Pre-kernel and Related Solutions	20
Stochastic Default Risk Estimation Evidence from the South African Financial Market	20
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	20
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	20
COVID-19 and REITs Crash: Predictability and Market Conditions	19
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	19
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	19
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	18
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	18
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	18
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	17
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	17
Construction of the Business Cycle by Phase Synchronization and Principal Component Analysis	17
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	16
Fiscal Policy Towards Optimizing Macroeconomic Indicators by Integrating FRB/US with Reinforcement Learning	16
Using CNN to Model Stock Prices	16
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models	15
Forecasting of Gold Prices Using Hybrid Markov Weighted Fuzzy Intuitionistic Crayfish Time Series	15
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	15
A Fuzzy Correlation Measurement Framework for Mixed Market Conditions	15
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	15
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	14
Research on Asymmetric Volatility Spillover Effects of Financial Institutions’ Risk Transmission—A Perspective Based on Frequency Domain Decomposition	14
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	13
A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets	13
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	13
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	13
Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review	13
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	13
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	13
Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis	13
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	12
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	12
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	12
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	12
Uncertainty Indicators as Key Predictors of Oil Volatility: An Interpretable Machine Learning Approach	12
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	12
Time–Frequency Connectedness Among NFT Assets	12
Precision Investing: Combining Gated Recurrent Unit and Sentiment Analysis for Enhanced Stock Market Predictions	12
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	12
Trading Strategy Model Based on Dynamic Programming	11
FEIS: A Credit Risk Assessment Model Combining Feature Engineering Approach and Interpretable Submodels	11
Do Multilayer Networks Amplify Systemic Risk? Evidence from the Chinese Real Estate Industry	11
Testing the Fractal Market Hypothesis Using MFDFA Across Multiple Asset Classes	11
An Improved Collocation Based Singular Resilient Numerical Scheme for Time-fractional Generalized Black-Scholes Equations Arising in Financial Derivative Market	11
PerRegMod: An R Package for Periodic Coefficients Linear Regression Models	11

Exercise Price and Corporate Principal-agent Conflict: Optimizing Equity Incentive Programs Under Fractal Markets	11
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	11
Examining Challenges in Implied Volatility Forecasting: A Critical Review of Data Leakage and Feature Engineering combined with High-Complexity Models	11
Competitive Pricing Using Model-Based Bandits	11
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	10
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	10
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	10
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	10
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	10
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	10
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	10
Improving Portfolio Optimization Results with Bandit Networks	10
Mitigating Class Imbalance in Banking Transactions: A Graph-Based GAN Solution for Fraud Detection	9
The Effect of the Interest Rate on a Credit System	9
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	9
Deep Reinforcement Learning for Long-Short Portfolio Optimization	9
Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach	9
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	9
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	9
Building the Point Forecasting Model for Time Series based on the Improved Fuzzy Relationship and Predictive Principle	9
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	8
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	8
Decentralized Online Portfolio Selection with Transaction Costs	8
Unveiling the Determinants of Competitive Industrial Performance Index (CIP) Evolution: a Machine Learning Approach to Midterm Dynamics	8
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	8
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	8
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	8
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	8
A Novel Advanced Time Series Forecasting: Integrating DSES and HA-ED-BiGRU with Nipuna Activation Function	8
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	8
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	8
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	8
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	8
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	8
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	8
Explaining Mortgage Defaults Using SHAP and LASSO	7
Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets	7
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	7
Modelling Mixed-Frequency Time Series with Structural Change	7
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	7
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	7
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	7
A New Fractal Method for the Modelling and Analysis of Financial Time Series	7
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	7
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	7
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	7
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	7
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	7
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	7
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	7
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	7
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	7
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	7
Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective	7
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	7
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	7
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	7
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	7
k-QREM: Integrating Hierarchical Structures to Optimize Bounded Rationality Modeling	7
Contemporary Approaches to Hybrid Forecasting	7
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	6
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	6
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	6
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	6
Morlet Wavelet Neural Network Simulation for Nonlinear Finance Model: an Intelligent and Comparative analysis	6
Implicit-Explicit Local Radial Point Interpolation Methods for Pricing Options with Liquidity Shocks	6
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
Solving Linear DSGE Models with Bernoulli Iterations	6
Explainable Bank Failure Prediction Models: Counterfactual Explanations to Reduce the Failure Risk	6
Intelligent Stock Price Prediction Model Research Integrating Multimodal Information and KAN Networks	6
A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps	6
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	6
Research on the Diffusion Mechanism of Digital Financial Services: An Evolutionary Game Model in Complex Network	6
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	6
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	6
Financial Markets and Individual Attitudes: The Stick-balancing Model	6
Computing Longitudinal Moments for Heterogeneous Agent Models	6
Data Imputation in Large Datasets: A Comparative Study of PCA and Machine Learning Approaches	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	6

Parallel Computation of Sovereign Default Models	6
Interacting Cobweb Demands	6
Panel Interval-Valued Data Nonlinear Regression Models and Applications	6
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	6
Asset Prices with Investor Protection in the Cross-Sectional Economy	6
Predicting ESG Ratings with Recurrent Neural Network Models: Evidence from China’s A-share Listed Companies	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	6
Britaly? Identifying Euro Area Historical Analogues to the UK’S 2022 Bond Market Shock	6
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	6
Heuristic Stochastic Controller for Stabilizing Exchange Rate Dynamics Under Uncertainty	6
Evaluating Quantile Treatment Effects with Machine Learning: An Application to the Informal Sector Wage Gap	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	6
Pricing of Vulnerable Timer Options	6
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	6
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	5
Pricing Convertible Bonds Based on GAN and Transformer	5
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	5
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	5
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	5
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	5
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	5
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	5
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	5
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	5
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	5
Accuracy in Recursive Minimal State Space Methods	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	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
WaveESN–RegimeMLP: GA-Tuned Reservoirs and Regime-Aware Multiscale Forecasting	5
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	5
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	5
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	5
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	5
Nowcasting South Korea’s 1990s Unemployment Rate with News Sentiment	5
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	5
Identification of Performative ESG Behaviors Using Explainable Machine Learning	5
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	5
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	5
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	5
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	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
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	5
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	5
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	5
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	5
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	5
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	5
Robust Portfolio Optimization via Linear Deviation Risk Measures	5
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	5
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	5
Estimation of Rank-Ordered Regret Minimization Models	5
Editorial to the Special Issue on Game Theory	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
Mitigating Information Asymmetry in the Intelligent Transformation of New Energy Vehicles: An Evolutionary Game Approach	4
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	4
Default Risk Identification of Chinese Corporate Bonds Using Interpretable Machine Learning	4
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	4
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation	4
Perturbating and Estimating DSGE Models in Julia	4
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	4
Comparison of Value at Risk (VaR) Multivariate Forecast Models	4
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis	4
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	4
A Time-Dependent Markovian Model of a Limit Order Book	4
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	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
Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode	4
Market Ecology: Trading Strategies and Market Volatility	4
Optimal Exercise and Pricing of Swing Options with Global Constraints under the Regime-Switching Model	4
The Factors Influencing China’s Population Distribution and Spatial Heterogeneity: Based on Multi-source Remote Sensing Data	4
The European Gas Market Integration During 2018–2024	4
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	4
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	4
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	4
ARDL: An R Package for ARDL Models and Cointegration	4
Decomposition-Ensemble Approach for Realized Volatility Prediction	4
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	4
Quantile Interactions and Spillovers among Blue Economy Indices, Bitcoin, VIX, and Traditional Assets during Crises	4
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	4
Computational Approaches To Financial Markets, Risk, and Decision-Making	4
Panel Stochastic Frontier Analysis with Positive Skewness	4
Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model	4
Extreme Value Index Estimation for Catastrophe Risk Evaluation Using Stacking Ensemble Model	4
Financial Contagion Through the Pan-European Financial Network: Spillover Effect on the Western Balkans	4
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	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
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	4
Machine Learning XAI for Early Loan Default Prediction	4
A Multidimensional Approach To the Measurement and Classification of Stock Market Inefficiency Across Economies	4
Credit Rating Model Based on the Difference in Loan Amounts	4
Analyzing Stationarity in World Coffee Prices	4
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	4
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	4
Wealth Redistribution and Strategic Behavior under Delayed Retirement: A Fokker–Planck and Mean-Field Game Approach	4