Computational Economics

Article	Citations
Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression	89
Technical Note: Maximum Likelihood Optimization via Parallel Estimating Gradient Ascent	60
Identifying Systemically Important Banks Based on an Improved DebtRank Model	54
Can Text-Based Statistical Models Reveal Impending Banking Crises?	52
Using Signal Decomposition Methods and Deep Learning Approaches to Forecast Bitcoin Price	43
Size-Dependent Enforcement, Tax Evasion and Dimensional Trap	36
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	32
Dynamic Investigations of an Endogenous Business Cycle Model with Heterogeneous Agents	28
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	27
Household Financial Fragility, Debt and Income in a Dynamic Model	26
The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network	25
Editorial to the Special Issue on Game Theory	24
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	23
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	22
Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction	19
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options	18
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	18
Optimal Technical Indicator Based Trading Strategies Using Evolutionary Multi Objective Optimization Algorithms	17
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network	15
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	15
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach	15
Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco	13
The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions	13
Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness	13
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	12

Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	12
Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model	12
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	12
Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets	12
Truncated Dantzig–Wolfe Decomposition for a Class of Constrained Variational Inequality Problems	11
Zero-Adjusted Log-Symmetric Quantile Regression Models	11
Machine Learning Method for Return Direction Forecast of Exchange Traded Funds (ETFs) Using Classification and Regression Models	11
Correction to: Computational Performance of Deep Reinforcement Learning to Find Nash Equilibria	11
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data	11
Computing Synthetic Controls Using Bilevel Optimization	11
Post-COVID Recovery and Long-Run Forecasting of Indian GDP with Factor-Augmented Error Correction Model (FECM)	11
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	11
A Critical Introduction to the Usual Robust Control Framework in Macroeconomics	11
A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	11
Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning	11
Cryptocurrency Exchange Simulation	10
Engineering Optimal Cooperation Levels with Prosocial Autonomous Agents in Hybrid Human-Agent Populations: An Agent-Based Modeling Approach	10
Correction to: Option Pricing Based on the Residual Neural Network	10
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	10
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	10
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	10
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	10
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model	10
Dynamic Time Warping: Intertemporal Clustering Alignments for Hotel Tourism Demand	9
Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices	9
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	9
Accuracy in Recursive Minimal State Space Methods	9
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	9
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	9
Machine Learning-Based Time Series Prediction at Brazilian Stocks Exchange	9
Reconstructing Cryptocurrency Processes via Markov Chains	9
Robust Prediction Intervals for Valuation of Large Portfolios of Variable Annuities: A Comparative Study of Five Models	9
The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks	9
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	9
Housing GANs: Deep Generation of Housing Market Data	9
Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression	8
Ensuring Mutual Benefit in a Trans-boundary Industrial Pollution Control Problem	8
Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents	8
The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity	8
The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins	8
Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data	8
Estimation of Models for Stock Returns	8
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio	8
An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance	8
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	8
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	8
Evaluation of International Monetary Policy Coordination: Evidence from Machine Learning Algorithms	7
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy	7
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	7
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	7

A Finite Difference Scheme for Pairs Trading with Transaction Costs	7
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors	7
What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?	7
A Method to Pre-compile Numerical Integrals When Solving Stochastic Dynamic Problems	6
Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains	6
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	6
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications	6
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	6
Estimation of Rank-Ordered Regret Minimization Models	6
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	6
Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach	6
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	6
Risk Estimation in the Bitcoin Market Using a Three-Stage Ensemble Method	6
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	6
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling	6
A Fusion Method Integrated Econometrics and Deep Learning to Improve the Interpretability of Prediction: Evidence From Chinese Carbon Emissions Forecast Based on OLS-CNN Model	6
Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR	6
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	6
Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets	6
Connectedness between Currency Risk Hedging and Firm Value: A Deep Neural Network-based Evaluation	6
Auctions: A New Method for Selling Objects with Bimodal Density Functions	5
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model	5
The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods	5
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis	5
A Pricing Method in a Constrained Market with Differential Informational Frameworks	5
Forecasting Brazilian Stock Market Using Sentiment Indices from Textual Data, Chat-GPT-Based and Technical Indicators	5
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	5
Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis	5
Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM	5
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms	5
Personal Finance Decisions with Untruthful Advisors: An Agent-Based Model	5
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	5
Intelligent Decision Making for Commodities Price Prediction: Opportunities, Challenges and Future Avenues	5
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	5
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	4
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	4
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	4
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	4
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?	4
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	4
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	4
Analysis of Frequent Trading Effects of Various Machine Learning Models	4
Can Machine Learning Explain Alpha Generated by ESG Factors?	4
Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis	4
Causal Linkage Effect on Chinese Industries via Partial Cross Mapping Under the Background of COVID-19	4
Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes	4
A Dynamic Baseline Calibration Procedure for CGE models	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data	4
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	4
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	4
Financial Time Series Forecasting: A Comprehensive Review of Signal Processing and Optimization-Driven Intelligent Models	4
Perturbating and Estimating DSGE Models in Julia	4
Reinforcement Learning in Economics and Finance	4
Time–Frequency Connectedness Among NFT Assets	4
Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning	4
Performance of Different Machine Learning Algorithms in Detecting Financial Fraud	4
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	4
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	4
Wavelet Denoising and Double-Layer Feature Selection for Stock Trend Prediction	4
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	4
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	4
Prediction and Allocation of Stocks, Bonds, and REITs in the US Market	4
Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness	3
A Grey Structure Incidence Clustering Method for Panel Data and its Application	3
Economic Policy Uncertainty Index Meets Ensemble Learning	3
Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach	3
Nowcasting Monthly Chinese GDP with Mixed Frequency Data: A Model Averaging Approach	3
Evaluating the Efficacy of NHITS for Forecasting Stock Realized Volatility: A Comparative Analysis with Established Models	3
Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk	3
A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ$$\beta$$ Formulation	3
Analytic Method for Pricing Vulnerable External Barrier Options	3
Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	3
Stock Market Trend Prediction Using Deep Learning Approach	3
Using CNN to Model Stock Prices	3
An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints	3

Intelligent FinTech Data Mining by Advanced Deep Learning Approaches	3
Extended Slash Modified Lindley Distribution to Model Economic Variables Showing Asymmetry	3
A Team-Innovative Optimization Search Algorithm and its Application to Cash Flow Forecasting	3
Should We Trust the Credit Decisions Provided by Machine Learning Models?	3
Application of Robust Control for CSR Formalization and Stakeholders Interest	3
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices	3
Bias Correction in the Least-Squares Monte Carlo Algorithm	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset	3
Co-moment Insights from Environmental Sustainability with Financial Markets Dynamics	3
Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series	3
Predicting the Repayment Decisions of Korean Vulnerable Debtors: Evidence from an Empirical Study Utilizing a Stacking Algorithm	3
Advances in Forecasting Home Prices	3
Towards Precision Economics: Unveiling GDP Patterns Using Integrated Deep Learning Techniques	3
Do Uncertainties in US Affect Bitcoin Returns? Evidence from Time Series Analysis	3
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach	3
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	3
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	3
Finite-State Markov Chains with Flexible Distributions	3
Undirected and Directed Network Analysis of the Chinese Stock Market	3
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
DynareR: Harnessing Dynare for Economic Modelling in R, R Markdown and Quarto	3
A Review of Generalized Hyperbolic Distributions	2
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study	2
Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model	2
Computational Aspects of Sustainability	2
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	2
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	2
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	2
Stochastic Default Risk Estimation Evidence from the South African Financial Market	2
Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks	2
Policy Learning for Many Outcomes of Interest: Combining Optimal Policy Trees with Multi-objective Bayesian Optimisation	2
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	2
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	2
Tobin Tax, Carry Trade, and the Exchange Rate Dynamics	2
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	2
Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?	2
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	2
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters	2
The Geometry of the World of Currency Volatilities	2
On the Replication of the Pre-kernel and Related Solutions	2
Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets	2
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	2
Trade Friction in Two-Country HANK with Financial Friction	2
Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital	2
Deep Learning and American Options via Free Boundary Framework	2
Multi-Scale Event Detection in Financial Time Series	2
ARDL: An R Package for ARDL Models and Cointegration	2
Media Attention for Carbon Neutrality, Investor Sentiment, and Excess Stock Returns: Evidence from Mass Media and Social Media	2
An Incentive-Compatible and Computationally Efficient Fog Bargaining Mechanism	2
The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects	2
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees	2
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	2
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models	2
Global Stock Markets Volatility Correlation Structure and Implication of Portfolio Based on Complex Network Theory	2
GA-LSTM: Performance Optimization of LSTM driven Time Series Forecasting	2
Recalculate Without Recomputing	2
Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets	2
A Hybrid Spectral-Finite Difference Method for Numerical Pricing of Time-Fractional Black–Scholes Equation	2
A Time-Dependent Markovian Model of a Limit Order Book	2
Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets	2
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations	2
OG-CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	2
Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method	2
Early Warning of Chinese Yuan’s Exchange Rate Fluctuation and Value at Risk Measure Using Neural Network Joint Optimization Algorithm	2
A Novel Modified Binning and Logistics Regression to Handle Shifting in Credit Scoring	2
Construction and Analysis of Chinese Macro-Financial Stability Index	2
N-BEATS Perceiver: A Novel Approach for Robust Cryptocurrency Portfolio Forecasting	2
COVID-19 and REITs Crash: Predictability and Market Conditions	2
Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility	2
Non-linear Cointegration Test, Based on Record Counting Statistic	2
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms	2
Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model	2
Effective Convergence Trading of Sparse, Mean Reverting Portfolios	2
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	2
Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach	2
An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials	2
Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy	2
Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing	2
Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach	2
Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective	2
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	2