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 2021-08-01 to 2025-08-01.)

Article	Citations
Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs	109
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	40
Estimation of Models for Stock Returns	35
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	32
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	28
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	28
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	27
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	27
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	24
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	21
A Pricing Method in a Constrained Market with Differential Informational Frameworks	19
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	19
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	18
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	18
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	17
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	17
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	17
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	17