OOIR: Observatory of International Research

Papers

(The H4-Index of Computational Economics is 20. 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 2022-01-01 to 2026-01-01.)

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	133
Estimation of Models for Stock Returns	61
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	48
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	44
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	44
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	37
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	33
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	33
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	32
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	30
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	30
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	30
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	29
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	29
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	26
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	22
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	22
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	21
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	21
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	20
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	20