Computational Economics

Article	Citations
Explainable Machine Learning in Credit Risk Management	146
Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach	91
Machine Learning in Economics and Finance	49
Blockchain-Based Cryptocurrency Regulation: An Overview	41
A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic	38
Reinforcement Learning in Economics and Finance	35
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	34
Unemployment Rate Forecasting: A Hybrid Approach	30
Predicting Stock Price Using Two-Stage Machine Learning Techniques	29
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War	29
The Analysis of Credit Risks in Agricultural Supply Chain Finance Assessment Model Based on Genetic Algorithm and Backpropagation Neural Network	28
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data	27
Support Vector Machine Algorithms: An Application to Ship Price Forecasting	26
Modelling Stock Markets by Multi-agent Reinforcement Learning	26
When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?	24
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers	22
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping	21
The Impact of Financial Enterprises’ Excessive Financialization Risk Assessment for Risk Control based on Data Mining and Machine Learning	19
The Training of Pi-Sigma Artificial Neural Networks with Differential Evolution Algorithm for Forecasting	18
A Computational Approach to Uncovering Economic Growth Factors	17
Kelly-Based Options Trading Strategies on Settlement Date via Supervised Learning Algorithms	16
Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting	16
Multi-Factor RFG-LSTM Algorithm for Stock Sequence Predicting	15
Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors	15
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	14

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

Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models	6
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm	6
How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems	6
An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem	6
Comparison of Value at Risk (VaR) Multivariate Forecast Models	6
Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework	6
Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction	6
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions	6
A Bootstrap Method to Test Granger-Causality in the Frequency Domain	6
Optimized Machine Learning Algorithms for Investigating the Relationship Between Economic Development and Human Capital	6
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting	6
Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process	6
A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System	6
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching	6
Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review	6
Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay	6
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach	6
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies	5
Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach	5
The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model	5
Matlab, Python, Julia: What to Choose in Economics?	5
A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns	5
Non-Cooperative Bargaining with Unsophisticated Agents	5
Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach	5
Undirected and Directed Network Analysis of the Chinese Stock Market	5
The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach	5
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange	5
Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques	5
Credit Scoring Model Based on HMM/Baum-Welch Method	5
Determining the Flat Sales Prices by Flat Characteristics Using Bayesian Network Models	5
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns	5
The $$\alpha$$-Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions	5
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling	5
The Impact of News Sentiment Indicators on Agricultural Product Prices	5
Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features	5
On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks	5
A Regression-Based Calibration Method for Agent-Based Models	5
A Mellin Transform Approach to the Pricing of Options with Default Risk	5
Non-cooperative Mode, Cost-Sharing Mode, or Cooperative Mode: Which is the Optimal Mode for Desertification Control?	5
On ESG Portfolio Construction: A Multi-Objective Optimization Approach	4
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	4
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms	4
Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes	4
The Risk Early-Warning Model of Financial Operation in Family Farms Based on Back Propagation Neural Network Methods	4
Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis	4
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets	4
Connectedness in International Crude Oil Markets	4
Time-Varying Dictionary and the Predictive Power of FED Minutes	4
Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting	4
COVID 19 Pandemic, Socio-Economic Behaviour and Infection Characteristics: An Inter-Country Predictive Study Using Deep Learning	4
Economic Policy Uncertainty Index Meets Ensemble Learning	4
Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression	4
Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model	4
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	4
A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data	4
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	4
V-Shaped BAS: Applications on Large Portfolios Selection Problem	4
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods	4
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing	4
Textual Machine Learning: An Application to Computational Economics Research	4
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach	4
A Guide on Solving Non-convex Consumption-Saving Models	4
Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States	4
GPS data Mining at Signalized Intersections for Congestion Charging	4
Monitoring Liquidity Management of Banks With Recurrent Neural Networks	4
Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach	4
Two-Sided Matching with Indifferences: Using Heuristics to Improve Properties of Stable Matchings	4
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis	4
Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash	3
An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials	3
Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields	3
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study	3
A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
Collaborative Innovation Strategy of Supply Chain in the Context of MCU Domestic Substitution : A Differential Game Analysis	3
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?	3
CO2 Emission Allowances Risk Prediction with GAS and GARCH Models	3
Optimizing Financial Engineering Time Indicator Using Bionics Computation Algorithm and Neural Network Deep Learning	3
Data-Based Automatic Discretization of Nonparametric Distributions	3
A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels	3

Diversification and Systemic Risk of Networks Holding Common Assets	3
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	3
Portfolio Correlations in the Bank-Firm Credit Market of Japan	3
An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy	3
New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation	3
Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game	3
A Finite Difference Scheme for Pairs Trading with Transaction Costs	3
Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network	3
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets	3
Censored Nonparametric Time-Series Analysis with Autoregressive Error Models	3
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches	3
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results	3
How do Fines and Their Enforcement on Counterfeit Products Affect Social Welfare?	3
Integrating Wavelet Decomposition and Fuzzy Transformation for Improving the Accuracy of Forecasting Crude Oil Price	3
Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things	3
Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix	3
The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices	3
How Successful are Energy Efficiency Investments? A Comparative Analysis for Classification & Performance Prediction	3
Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression	3
Implementing Maximum Likelihood Estimation of Empirical Matching Models	3
Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains	3
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth	3
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process	3
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test	3
Multivariate Picture Fuzzy Time Series: New Definitions and a New Forecasting Method Based on Pi-Sigma Artificial Neural Network	3
Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory	3
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization	3