Computational Economics

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	69
Estimation of Models for Stock Returns	61
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	46
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	41
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	40
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	37
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	34
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	34
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	33
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	27
Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	26
A Novel Data Fusion Method for Multi-Dimensional Temporal Data Forecasting of Financial Homologous	26
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	25
Explainable Hybrid Recurrent Models for Stock Price Prediction: Integrating Attention for Transparency	23
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	22
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	22
Computing Aggregate Fluctuations of Economies with Private Information	22
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	21
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	21
Measuring Inflation Expectations Using Artificial Intelligence	21
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	20
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	20
Financial Stress in Asean + 3 Economies: Risk Regime Identification and Predictability	20
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	20

Improving the Forecast of the Global Gold Price By Combining Marine Predator Algorithm and Cascade-forward Neural Network	19
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	19
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	19
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	18
On the Replication of the Pre-kernel and Related Solutions	18
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	18
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	17
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	17
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	17
Stochastic Default Risk Estimation Evidence from the South African Financial Market	17
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	17
Integrating Machine Learning Techniques and the Unified Theory of Acceptance and Use of Technology to Evaluate Drivers for the Acceptance of Blockchain-Based Loyalty Programmes	16
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	15
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
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	15
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models	14
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	14
A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets	14
Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review	14
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	14
Construction of the Business Cycle by Phase Synchronization and Principal Component Analysis	14
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	13
Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis	13
Time–Frequency Connectedness Among NFT Assets	13
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	13
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	13
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	13
Forecasting of Gold Prices Using Hybrid Markov Weighted Fuzzy Intuitionistic Crayfish Time Series	12
COVID-19 and REITs Crash: Predictability and Market Conditions	12
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	12
Uncertainty Indicators as Key Predictors of Oil Volatility: An Interpretable Machine Learning Approach	12
Research on Asymmetric Volatility Spillover Effects of Financial Institutions’ Risk Transmission—A Perspective Based on Frequency Domain Decomposition	12
Using CNN to Model Stock Prices	11
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	11
Fiscal Policy Towards Optimizing Macroeconomic Indicators by Integrating FRB/US with Reinforcement Learning	11
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	11
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	11
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	11
A Fuzzy Correlation Measurement Framework for Mixed Market Conditions	11
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	11
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	11
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	10
Do Multilayer Networks Amplify Systemic Risk? Evidence from the Chinese Real Estate Industry	10
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	10
Improving Portfolio Optimization Results with Bandit Networks	10
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	10
PerRegMod: An R Package for Periodic Coefficients Linear Regression Models	10
FEIS: A Credit Risk Assessment Model Combining Feature Engineering Approach and Interpretable Submodels	10
Examining Challenges in Implied Volatility Forecasting: A Critical Review of Data Leakage and Feature Engineering combined with High-Complexity Models	10

Deep Reinforcement Learning for Long-Short Portfolio Optimization	10
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	10
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	10
Mitigating Class Imbalance in Banking Transactions: A Graph-Based GAN Solution for Fraud Detection	9
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	9
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	9
Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach	9
An Improved Collocation Based Singular Resilient Numerical Scheme for Time-fractional Generalized Black-Scholes Equations Arising in Financial Derivative Market	9
Exercise Price and Corporate Principal-agent Conflict: Optimizing Equity Incentive Programs Under Fractal Markets	9
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	9
Competitive Pricing Using Model-Based Bandits	9
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	9
Testing the Fractal Market Hypothesis Using MFDFA Across Multiple Asset Classes	9
Trading Strategy Model Based on Dynamic Programming	9
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	9
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	8
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	8
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	8
Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective	8
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	8
Spatial Interactions and the Spread of COVID-19: A Network Perspective	8
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	8
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	8
The Effect of the Interest Rate on a Credit System	8
Decentralized Online Portfolio Selection with Transaction Costs	8
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	7
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	7
Building the Point Forecasting Model for Time Series based on the Improved Fuzzy Relationship and Predictive Principle	7
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	7
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	7
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	7
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	7
A Novel Advanced Time Series Forecasting: Integrating DSES and HA-ED-BiGRU with Nipuna Activation Function	7
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	7
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	7
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	7
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	7
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	7
Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	7
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	7
Unveiling the Determinants of Competitive Industrial Performance Index (CIP) Evolution: a Machine Learning Approach to Midterm Dynamics	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	7
Modelling Mixed-Frequency Time Series with Structural Change	7
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	7
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
A New Fractal Method for the Modelling and Analysis of Financial Time Series	6
Data Imputation in Large Datasets: A Comparative Study of PCA and Machine Learning Approaches	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	6
Contemporary Approaches to Hybrid Forecasting	6
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	6
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	6
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	6
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	6
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	6
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	6
Explainable Bank Failure Prediction Models: Counterfactual Explanations to Reduce the Failure Risk	6
Interacting Cobweb Demands	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
Solving Linear DSGE Models with Bernoulli Iterations	6
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	6
k-QREM: Integrating Hierarchical Structures to Optimize Bounded Rationality Modeling	6
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	6
Explaining Mortgage Defaults Using SHAP and LASSO	6
Computing Longitudinal Moments for Heterogeneous Agent Models	6
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	5
Predicting ESG Ratings with Recurrent Neural Network Models: Evidence from China’s A-share Listed Companies	5
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	5
Asset Prices with Investor Protection in the Cross-Sectional Economy	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Implicit-Explicit Local Radial Point Interpolation Methods for Pricing Options with Liquidity Shocks	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	5

A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps	5
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	5
Research on the Diffusion Mechanism of Digital Financial Services: An Evolutionary Game Model in Complex Network	5
Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy	5
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	5
Morlet Wavelet Neural Network Simulation for Nonlinear Finance Model: an Intelligent and Comparative analysis	5
Britaly? Identifying Euro Area Historical Analogues to the UK’S 2022 Bond Market Shock	5
Financial Markets and Individual Attitudes: The Stick-balancing Model	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
Intelligent Stock Price Prediction Model Research Integrating Multimodal Information and KAN Networks	5
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	5
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	5
Panel Interval-Valued Data Nonlinear Regression Models and Applications	5
Parallel Computation of Sovereign Default Models	5
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	5
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	5
Pricing of Vulnerable Timer Options	5
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	4
A Multidimensional Approach To the Measurement and Classification of Stock Market Inefficiency Across Economies	4
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	4
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	4
Perturbating and Estimating DSGE Models in Julia	4
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	4
Identification of Performative ESG Behaviors Using Explainable Machine Learning	4
Estimation of Rank-Ordered Regret Minimization Models	4
WaveESN–RegimeMLP: GA-Tuned Reservoirs and Regime-Aware Multiscale Forecasting	4
Editorial to the Special Issue on Game Theory	4
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	4
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Machine Learning XAI for Early Loan Default Prediction	4
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters	4
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	4
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	4
Analyzing Stationarity in World Coffee Prices	4
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	4
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	4
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	4
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	4
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	4
Nowcasting South Korea’s 1990s Unemployment Rate with News Sentiment	4
Accuracy in Recursive Minimal State Space Methods	4
Robust Portfolio Optimization via Linear Deviation Risk Measures	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	4
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	4
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	4
Comparison of Value at Risk (VaR) Multivariate Forecast Models	4
How does Digital Technology Influence Natural Resource Use: A Global Perspective	4
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	4
A Time-Dependent Markovian Model of a Limit Order Book	4
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	4
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	4
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	4
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	4
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	4
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	4
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	4
Pricing Convertible Bonds Based on GAN and Transformer	4
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	4
The European Gas Market Integration During 2018–2024	4
Environmental Regulation and Green Technology Innovation: An Evolutionary Game Analysis Between Government and High Energy Consuming Enterprises	3
A Study on Tail Risk Contagion Between China’s Edible Oil Futures Market and Financial Markets: a Complex Network-Based Perspective	3
Estimation of Distribution Dependence Structures Using time-varying Copulas in R	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
Deep Learning-based VVIX Forecasting with Time Series Image Encoding and Hybrid ResNet-LSTM Model	3
Directed association network analysis on the Standard and Poor’s 500 Index	3
The Dynamic Impact of Epidemic Shock on China’s Macro Economy from the Household Heterogeneity Perspective: Simulation Analysis Based on COVID-19 Data	3
Comprehensive Stock Market Insight: Bayesian Networks for Multi-output Forecasting	3
Assessing Ethereum’s Diversification Role with Bitcoin and Major Equity Index – A Bayesian Mixture Copula Approach	3
A Direct Nonparametric Estimator for EVaR of Dependent Financial Returns	3
New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices	3
Estimating Income Distributions From Grouped Data: A Minimum Quantile Distance Approach	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	3
A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks	3
Forecasting Volatility Using Hybrid Machine Learning Method: Sequencing Block, Multi-layer Perceptron, and Bayesian Optimization	3
Greymodels: A Shiny Package for Grey Forecasting Models in R	3
An Identification and Estimation of Stock Price Pattern Equations using K-Means	3
Advanced Deep Statistical Learning Approach for Forecasting Global Economic Policy Uncertainty and Volatility	3
Assessing Environmental and Health Efficiency for Sustainable Development of European Union Countries	3
Dynamic Factor Mining Based on Multi-Objective Fitness and Its Empirical Study in Multi-Factor Strategies	3
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	3
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model	3
Learning Bermudans	3
Insights on the Theory of Robust Games	3
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm	3