Computational Economics

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
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	28
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	28
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	27
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies	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
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	19
A Pricing Method in a Constrained Market with Differential Informational Frameworks	19
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	18
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	18
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
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	17
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	16
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	16
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	16
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	16
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	16

Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	16
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	16
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies	15
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	15
Undirected and Directed Network Analysis of the Chinese Stock Market	14
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	14
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	14
Using CNN to Model Stock Prices	13
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	13
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	13
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	13
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	13
Stochastic Default Risk Estimation Evidence from the South African Financial Market	12
On the Replication of the Pre-kernel and Related Solutions	12
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	12
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	12
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	12
Time–Frequency Connectedness Among NFT Assets	11
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	11
COVID-19 and REITs Crash: Predictability and Market Conditions	11
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	10
A New Neural Network Approach for Predicting the Volatility of Stock Market	10
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	10
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	10
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	10
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	10
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	10
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	10
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	10
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	9
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	9
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	9
Competitive Pricing Using Model-Based Bandits	9
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	9
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	9
Spatial Interactions and the Spread of COVID-19: A Network Perspective	9
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	9
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	9
Trading Strategy Model Based on Dynamic Programming	9
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	9
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	8
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	8
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	8
Does the Real Business Cycle Help Forecast the Financial Cycle?	8
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	8
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	8
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	8
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
Decentralized Online Portfolio Selection with Transaction Costs	7

Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	7
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	7
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	6
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	6
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	6
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	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
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
The Effect of the Interest Rate on a Credit System	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	6
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Modelling Mixed-Frequency Time Series with Structural Change	6
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	6
Explaining Mortgage Defaults Using SHAP and LASSO	6
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	6
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	6
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	6
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	5
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	5
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	5
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR	5
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	5
Generalized, Partial and Canonical Correlation Coefficients	5
Parallel Computation of Sovereign Default Models	5
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	5
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	5
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	5
Interacting Cobweb Demands	5
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	5
Pricing of Vulnerable Timer Options	5
Computing Longitudinal Moments for Heterogeneous Agent Models	5
Optimal Pricing of Climate Risk	5
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	5
Solving Linear DSGE Models with Bernoulli Iterations	5
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	5
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
GPS data Mining at Signalized Intersections for Congestion Charging	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	4
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	4
Accuracy in Recursive Minimal State Space Methods	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	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
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	4
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	4
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	4
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	4
Panel Interval-Valued Data Nonlinear Regression Models and Applications	4
Editorial to the Special Issue on Game Theory	4
Estimation of Rank-Ordered Regret Minimization Models	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
Asset Prices with Investor Protection in the Cross-Sectional Economy	4
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	4
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	4
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	3
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	3
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors	3

Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	3
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	3
Robust Portfolio Optimization via Linear Deviation Risk Measures	3
A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems	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
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	3
Analyzing Stationarity in World Coffee Prices	3
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	3
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	3
Market Ecology: Trading Strategies and Market Volatility	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
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	3
Pricing Convertible Bonds Based on GAN and Transformer	3
Machine Learning XAI for Early Loan Default Prediction	3
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	3
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	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
Perturbating and Estimating DSGE Models in Julia	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
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	3
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	3
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option	3
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	3
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	3
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	3
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	3
The European Gas Market Integration During 2018–2024	3
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	3
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	3
ARDL: An R Package for ARDL Models and Cointegration	3
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
How does Digital Technology Influence Natural Resource Use: A Global Perspective	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
A Time-Dependent Markovian Model of a Limit Order Book	3
Panel Stochastic Frontier Analysis with Positive Skewness	3
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	3
Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model	3
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	3
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing	3
Towards a Validation Methodology for Macroeconomic Agent-Based Models	2
Complex Systems Modeling of Community Inclusion Currencies	2
Hopf Bifurcation Analysis in a Business Cycle Model with Gamma-Type Distributed Time Delay	2
The Impact of News Sentiment Indicators on Agricultural Product Prices	2
Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap	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
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
Is the Price of Ether Driven by Demand or Pure Speculation?	2
Prediction of Bank Systemic Risk Based on LSTM Model	2
Headline-Driven Classification and Local Interpretation for Market Outperformance and Low-Risk Stock Prediction	2
Convergence Speed and Growth Patterns: A Dynamical Systems Approach	2
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach	2
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis	2
Optimal Strategy in Blockchain Transaction Issuances with CIR Process	2
Correction To: Time–Frequency Connectedness Among NFT Assets	2
Comparison of Income Inequality Among Indian States Using Quantile Functions	2
Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network	2
Option Pricing Based on the Residual Neural Network	2
The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model	2
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting	2
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX)	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
Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting	2
Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network	2
Spatiotemporal Analysis of Coupling-Coordination Between Developments of Economic High-Quality and Ecological Innovation of China’s Inter-Provinces	2
Forecasting the Stock Price of Listed Innovative SMEs Using Machine Learning Methods Based on Bayesian optimization: Evidence from China	2
Analysis of Tax Evasion Dynamics using the Genocchi Wavelet Method	2
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS	2
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage	2
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap	2
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark	2
Option Pricing and Parameter Estimation for Uncertain Mean-Reverting Currency Model	2
Systemic Financial Risk of Stock Market Based on Multiscale Networks	2
Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations	2
Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis	2
Indicator Selection of Index Construction by Adaptive Lasso with a Generic $$\varepsilon $$-Insensitive Loss	2
Ensemble Methods for Bankruptcy Resolution Prediction: A New Approach	2
Empirical Performance of an ESG Assets Portfolio from US Market	2