OOIR: Observatory of International Research

Papers

(The H4-Index of Computational Economics is 17. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-09-01 to 2025-09-01.)

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
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	34
Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis	34
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	29
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	28
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
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
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	19
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	19
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	18
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
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