Computational Economics

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	120
Estimation of Models for Stock Returns	60
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	47
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	43
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	37
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	34
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	32
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	31
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	31
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	29
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	25
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	25
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	25
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	24
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	24
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	21
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	20
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	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
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	18
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	18
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	18
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	17
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	16

A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	16
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	16
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	15
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	15
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	14
On the Replication of the Pre-kernel and Related Solutions	14
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	13
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	13
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	12
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	12
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	12
Stochastic Default Risk Estimation Evidence from the South African Financial Market	12
Time–Frequency Connectedness Among NFT Assets	12
Using CNN to Model Stock Prices	12
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	12
Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review	11
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	11
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	11
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	11
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	11
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	11
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	11
A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets	11
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	11
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	10
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	10
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	10
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	10
COVID-19 and REITs Crash: Predictability and Market Conditions	10
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	10
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	10
Improving Portfolio Optimization Results with Bandit Networks	10
Competitive Pricing Using Model-Based Bandits	9
Trading Strategy Model Based on Dynamic Programming	9
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	9
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	9
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	9
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	9
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	9
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	9
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	9
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	8
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	8
Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach	8
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	8
A New Neural Network Approach for Predicting the Volatility of Stock Market	8
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	8
Spatial Interactions and the Spread of COVID-19: A Network Perspective	8
Deep Reinforcement Learning for Long-Short Portfolio Optimization	8
Modelling Mixed-Frequency Time Series with Structural Change	7

Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	7
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	7
The Effect of the Interest Rate on a Credit System	7
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	7
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	7
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	7
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	7
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	7
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	7
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	7
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	6
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	6
Decentralized Online Portfolio Selection with Transaction Costs	6
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	6
Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective	6
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	6
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
Contemporary Approaches to Hybrid Forecasting	6
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	6
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	6
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	6
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	6
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	6
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	6
Building the Point Forecasting Model for Time Series based on the Improved Fuzzy Relationship and Predictive Principle	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
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	6
Solving Linear DSGE Models with Bernoulli Iterations	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	5
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
GPS data Mining at Signalized Intersections for Congestion Charging	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Interacting Cobweb Demands	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
Computing Longitudinal Moments for Heterogeneous Agent Models	5
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	5
Pricing of Vulnerable Timer Options	5
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	5
Explaining Mortgage Defaults Using SHAP and LASSO	5
Parallel Computation of Sovereign Default Models	5
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	5
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	5
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	5
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	4
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	4
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	4
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	4
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	4
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	4
Accuracy in Recursive Minimal State Space Methods	4
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	4
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	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
Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	4
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	4
Robust Portfolio Optimization via Linear Deviation Risk Measures	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	4

Asset Prices with Investor Protection in the Cross-Sectional Economy	4
Pricing Convertible Bonds Based on GAN and Transformer	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	4
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	4
Panel Interval-Valued Data Nonlinear Regression Models and Applications	4
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	4
Editorial to the Special Issue on Game Theory	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	4
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	4
Estimation of Rank-Ordered Regret Minimization Models	4
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	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
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model	3
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	3
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	3
Nature-Inspired Artificial Neural Network Integrated with Hybrid Firefly and Particle Swarm Optimisation: A Novel Approach for Modelling the Eurozone Financial Stress Index for Macroeconomic Policy	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	3
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	3
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	3
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	3
Data-Driven Green Technology Integration and Geopolitical Risks in East Asian Economic Development: A Predictive Analysis	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
Deep Learning-based VVIX Forecasting with Time Series Image Encoding and Hybrid ResNet-LSTM Model	3
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	3
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation	3
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	3
Competitive Bidding Strategy in an Auction with Random Cutoff - Randomness is Always Unpredictable?	3
ARDL: An R Package for ARDL Models and Cointegration	3
Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model	3
Perturbating and Estimating DSGE Models in Julia	3
Panel Stochastic Frontier Analysis with Positive Skewness	3
A Time-Dependent Markovian Model of a Limit Order Book	3
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	3
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	3
Computing Quantiles of Functions of the Agent Distribution Using t-Digests	3
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	3
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	3
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	3
Analyzing Stationarity in World Coffee Prices	3
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Machine Learning XAI for Early Loan Default Prediction	3
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	3
A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks	3
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
PPDNN-CRP: CKKS-FHE Enabled Privacy-Preserving Deep Neural Network Processing for Credit Risk Prediction	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
The Factors Influencing China’s Population Distribution and Spatial Heterogeneity: Based on Multi-source Remote Sensing Data	3
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	3
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	3
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	3
The European Gas Market Integration During 2018–2024	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical 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
Market Ecology: Trading Strategies and Market Volatility	3
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	3
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	3
Pareto Distribution of the Forbes Billionaires	3
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	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
Optimal Exercise and Pricing of Swing Options with Global Constraints under the Regime-Switching Model	3
Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network	2
Is the Price of Ether Driven by Demand or Pure Speculation?	2
Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations	2
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage	2
Stock Market Prediction Using Spider Feline Swarm Optimization Based Hybrid Gated Recurrent Unit and Bidirectional LSTM Model	2
Analysis of Tax Evasion Dynamics using the Genocchi Wavelet Method	2
Comparison of Income Inequality Among Indian States Using Quantile Functions	2
Correction To: Time–Frequency Connectedness Among NFT Assets	2
Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm	2
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	2
Headline-Driven Classification and Local Interpretation for Market Outperformance and Low-Risk Stock Prediction	2
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model	2
Option Pricing Based on the Residual Neural Network	2
Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap	2
High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach	2
Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators	2
Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data	2
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap	2
Complex Systems Modeling of Community Inclusion Currencies	2
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark	2