Computational Economics

Article	Citations
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	112
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	59
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	41
Estimation of Models for Stock Returns	36
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	34
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	34
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	29
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	28
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	28
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	28
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	24
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	22
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	20
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	19
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	19
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	18
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	17
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	17
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	17
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	17
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	17
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	16
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	16
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	16
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	16

Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	16
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	14
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	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	13
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	13
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	13
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	13
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	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	13
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	13
Stochastic Default Risk Estimation Evidence from the South African Financial Market	12
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	12
On the Replication of the Pre-kernel and Related Solutions	12
Time–Frequency Connectedness Among NFT Assets	11
COVID-19 and REITs Crash: Predictability and Market Conditions	11
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	11
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	11
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	10
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	10
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	10
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	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
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	10
A New Neural Network Approach for Predicting the Volatility of Stock Market	10
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	9
Spatial Interactions and the Spread of COVID-19: A Network Perspective	9
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	9
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	9
Trading Strategy Model Based on Dynamic Programming	9
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	9
Competitive Pricing Using Model-Based Bandits	9
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	9
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	8
Does the Real Business Cycle Help Forecast the Financial Cycle?	8
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	8
Improving Portfolio Optimization Results with Bandit Networks	8
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	8
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	8
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	8
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	8
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	8
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	8
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	7
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	7
Modelling Mixed-Frequency Time Series with Structural Change	7
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	7

Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	7
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	7
Decentralized Online Portfolio Selection with Transaction Costs	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
The Effect of the Interest Rate on a Credit System	7
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	7
Explaining Mortgage Defaults Using SHAP and LASSO	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
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	6
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	6
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	6
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	6
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	6
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	6
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	6
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	6
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	6
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	6
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	6
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	5
Interacting Cobweb Demands	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Generalized, Partial and Canonical Correlation Coefficients	5
Pricing of Vulnerable Timer Options	5
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	5
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	5
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	5
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Parallel Computation of Sovereign Default Models	5
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	5
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	5
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	5
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
Computing Longitudinal Moments for Heterogeneous Agent Models	5
Solving Linear DSGE Models with Bernoulli Iterations	5
Contemporary Approaches to Hybrid Forecasting	5
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	5
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	4
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	4
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	4
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	4
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	4
Editorial to the Special Issue on Game Theory	4
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	4
GPS data Mining at Signalized Intersections for Congestion Charging	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
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	4
Asset Prices with Investor Protection in the Cross-Sectional Economy	4
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	4
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	4
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	4
Panel Interval-Valued Data Nonlinear Regression Models and Applications	4
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	4
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	4
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	4
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	4
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	3

The European Gas Market Integration During 2018–2024	3
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	3
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	3
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	3
Market Ecology: Trading Strategies and Market Volatility	3
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	3
A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems	3
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	3
Machine Learning XAI for Early Loan Default Prediction	3
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	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
ARDL: An R Package for ARDL Models and Cointegration	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
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
The Factors Influencing China’s Population Distribution and Spatial Heterogeneity: Based on Multi-source Remote Sensing Data	3
Computing Quantiles of Functions of the Agent Distribution Using t-Digests	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation	3
Perturbating and Estimating DSGE Models in Julia	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	3
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	3
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	3
Robust Portfolio Optimization via Linear Deviation Risk Measures	3
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	3
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	3
Accuracy in Recursive Minimal State Space Methods	3
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	3
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	3
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	3
A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	3
Estimation of Rank-Ordered Regret Minimization Models	3
Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model	3
Pricing Convertible Bonds Based on GAN and Transformer	3
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	3
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	3
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	3
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	3
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors	3
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	3
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	3
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	3
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	3
Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach	3
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis	3
A Time-Dependent Markovian Model of a Limit Order Book	3
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model	3
Analyzing Stationarity in World Coffee Prices	3
Panel Stochastic Frontier Analysis with Positive Skewness	3
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	2
Hopf Bifurcation Analysis in a Business Cycle Model with Gamma-Type Distributed Time Delay	2
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis	2
Computing Competitive Equilibrium in Simplex Economies	2
RMB Exchange Rate Forecasting Model and Economic Factor Analysis Based on CEEMD Decomposition	2
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
Deep Learning for Spatial Additive Stochastic Frontier Model with Nonparametric Spatial Effects	2
Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm	2
Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting	2
Gasoline and Crude Oil Price Prediction using Multi-headed Variational Neighbour Search-tuned Recurrent Neural Networks	2
Is the Price of Ether Driven by Demand or Pure Speculation?	2
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	2
Option Pricing and Parameter Estimation for Uncertain Mean-Reverting Currency Model	2
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach	2
Correction To: Time–Frequency Connectedness Among NFT Assets	2
Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network	2
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model	2
Analysis of Tax Evasion Dynamics using the Genocchi Wavelet Method	2
Headline-Driven Classification and Local Interpretation for Market Outperformance and Low-Risk Stock Prediction	2
High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach	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
Towards a Validation Methodology for Macroeconomic Agent-Based Models	2
Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market	2
Forecasting the Stock Price of Listed Innovative SMEs Using Machine Learning Methods Based on Bayesian optimization: Evidence from China	2
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS	2
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap	2
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)	2
Systemic Financial Risk of Stock Market Based on Multiscale Networks	2
Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations	2
Prediction of Bank Systemic Risk Based on LSTM Model	2