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Computational Economics / Springer

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
29
Impact Factor (IF)
0.53
5 Years IF
0.52
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1993 0 0.13 0 0 17 17 20 0 0 0 0 0 0.06
1994 0 0.14 0.06 0 19 36 73 1 2 17 17 0 1 0.05 0.06
1995 0.11 0.22 0.23 0.11 16 52 71 8 14 36 4 36 4 0 4 0.25 0.1
1996 0.31 0.25 0.25 0.23 21 73 86 16 32 35 11 52 12 0 1 0.05 0.12
1997 0.11 0.24 0.13 0.1 22 95 90 7 44 37 4 73 7 0 0 0.11
1998 0.05 0.28 0.19 0.19 30 125 221 22 68 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.3 0.16 0.13 29 154 509 21 92 52 7 108 14 1 4.8 6 0.21 0.15
2000 0.46 0.35 0.35 0.36 27 181 281 56 155 59 27 118 43 0 4 0.15 0.16
2001 0.48 0.38 0.34 0.4 30 211 169 62 227 56 27 129 51 0 2 0.07 0.17
2002 0.26 0.41 0.33 0.36 26 237 1276 79 306 57 15 138 49 0 10 0.38 0.21
2003 0.66 0.44 0.43 0.58 45 282 186 120 427 56 37 142 82 4 3.3 8 0.18 0.22
2004 0.92 0.49 0.52 0.73 32 314 156 161 591 71 65 157 115 5 3.1 4 0.13 0.22
2005 0.21 0.5 0.49 0.58 41 355 495 172 766 77 16 160 93 8 4.7 5 0.12 0.23
2006 0.32 0.5 0.5 0.66 46 401 359 190 965 73 23 174 115 25 13.2 3 0.07 0.23
2007 0.49 0.46 0.43 0.6 50 451 455 190 1157 87 43 190 114 12 6.3 4 0.08 0.2
2008 0.45 0.49 0.66 0.53 41 492 348 323 1484 96 43 214 114 29 9 6 0.15 0.23
2009 0.33 0.47 0.56 0.48 27 519 132 290 1777 91 30 210 100 15 5.2 12 0.44 0.23
2010 0.54 0.48 0.55 0.56 39 558 181 304 2083 68 37 205 114 20 6.6 5 0.13 0.21
2011 0.38 0.52 0.5 0.46 41 599 180 288 2381 66 25 203 93 17 5.9 4 0.1 0.24
2012 0.39 0.51 0.56 0.54 44 643 141 360 2743 80 31 198 106 16 4.4 10 0.23 0.22
2013 0.35 0.56 0.56 0.43 51 694 270 391 3135 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.55 0.54 0.4 48 742 226 401 3537 95 39 202 80 35 8.7 8 0.17 0.23
2015 0.52 0.55 0.51 0.44 60 802 345 399 3945 99 51 223 98 26 6.5 17 0.28 0.23
2016 0.69 0.53 0.56 0.58 66 868 205 482 4429 108 75 244 142 28 5.8 16 0.24 0.21
2017 0.47 0.55 0.53 0.48 58 926 149 483 4916 126 59 269 129 30 6.2 11 0.19 0.21
2018 0.4 0.57 0.49 0.57 107 1033 280 500 5421 124 49 283 162 65 13 23 0.21 0.24
2019 0.52 0.6 0.42 0.56 137 1170 195 488 5911 165 85 339 189 71 14.5 15 0.11 0.24
2020 0.4 0.73 0.4 0.46 95 1265 126 501 6416 244 97 428 196 54 10.8 16 0.17 0.34
2021 0.53 1.02 0.49 0.52 114 1379 76 664 7089 232 124 463 243 97 14.6 45 0.39 0.38
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

668
21999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

285
32005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

243
42002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

203
52002Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

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152
62007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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125
72002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

Full description at Econpapers || Download paper

121
82006An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

Full description at Econpapers || Download paper

105
92008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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89
102007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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83
112000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

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81
122002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86.

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79
132006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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78
142007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

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65
152018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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59
162001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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53
172014Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536.

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52
182007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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46
191999Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60.

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41
202014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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40
212000A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78.

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37
221996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

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36
232011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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35
242008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162.

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34
252005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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33
261995Self-Organization of Markets: An Example of a Computational Approach.. (1995). Vriend, Nicolaas. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31.

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31
272003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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31
282003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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31
292005A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102.

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30
302015Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260.

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29
312007Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290.

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29
321999A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218.

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28
332018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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28
342010How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154.

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27
352007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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27
361999A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87.

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27
372008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

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26
382013The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386.

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26
392016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Pantelous, Athanasios A ; Birch, Jenna . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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26
402015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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26
412000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199.

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26
422008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244.

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25
43A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136.

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25
442007A Taxonomy of Inference in Simulation Models. (2007). Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244.

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24
452004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian ; Hughes Hallett, Andrew. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288.

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24
461998A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63.

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24
472003Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223.

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23
482000Explaining the Persistence of Commodity Prices. (2000). Ruge-Murcia, Francisco ; Ng, Serena. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171.

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23
49A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.

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22
501999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Brooks, Chris. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62.

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21
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

78
21999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

36
32018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

Full description at Econpapers || Download paper

35
42005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

30
52007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

Full description at Econpapers || Download paper

26
62018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

Full description at Econpapers || Download paper

22
72014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

Full description at Econpapers || Download paper

19
82019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Alipour, Hamid Reza ; Rezaie, Mohammad Reza ; Ghiasi, Mohammad ; Akbary, Paria ; Ghadimi, Noradin. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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18
92019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). He, Jun ; Ding, Donghong ; Liu, Liangliang. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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18
102006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

Full description at Econpapers || Download paper

17
112016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Pantelous, Athanasios A ; Birch, Jenna . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

Full description at Econpapers || Download paper

16
122008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

Full description at Econpapers || Download paper

15
132002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

14
142014Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536.

Full description at Econpapers || Download paper

13
152006An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

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13
162021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Marinelli, Dimitri ; Bussmann, Niklas ; Papenbrock, Jochen . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

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12
172015Yield Curve and Recession Forecasting in a Machine Learning Framework. (2015). Papadimitriou, Theophilos ; Gogas, Periklis ; Matthaiou, Maria ; Chrysanthidou, Efthymia . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:635-645.

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12
182000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

Full description at Econpapers || Download paper

11
192018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Nobi, Ashadun ; Lee, Jaewoo. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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11
202011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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10
212002Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

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10
222020Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative. (2020). Zhang, Yue-Jun ; Shen, BO ; Jin, Yan-Lin. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9839-0.

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10
232002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

Full description at Econpapers || Download paper

10
242019Evolutionary Computation for Macroeconomic Forecasting. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9767-4.

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10
252018Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2.

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10
262013Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Benedetti, Roberto ; Andreano, M.. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174.

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10
272019Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Kianfar, Farhad ; Ramyar, Sepehr. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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9
282007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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292007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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302001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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312017A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.

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322014DSGE Model Estimation on the Basis of Second-Order Approximation. (2014). Ivashchenko, Sergey. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:1:p:71-82.

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332017Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles. (2017). ERDAL, Halil brahim ; Ekinci, Aykut. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9623-y.

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342015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:613-626.

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352020An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion. (2020). Yao, Jingjing ; Zhang, Jijian ; Yang, Aijun ; Liu, Yue. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09915-w.

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362020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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372016Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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382021Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach. (2021). Mellacher, Patrick ; Scheuer, Timon. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10026-0.

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392018Terms of Trade Shocks and Monetary Policy in India. (2018). Mallick, Debdulal ; Ghate, Chetan ; Gupta, Sargam. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:1:d:10.1007_s10614-016-9630-z.

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402015A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model. (2015). Wang, Zheng-Xin. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:437-453.

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412008Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures. (2008). Kiani, Khurshid. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:4:p:383-406.

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422018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Ma, Shujiao ; Zhu, Bangzhu ; Xie, Rui. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x.

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432018Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Xie, Rui ; Ma, Shujiao ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9679-3.

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442017AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data. (2017). Lai, Kin Keung ; Zhou, Ligang. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9581-4.

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452015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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462022Using Double Frequency in Fourier Dickey–Fuller Unit Root Test. (2022). Omay, Tolga ; Cai, Yifei. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-020-10075-5.

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472019Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis. (2019). Hentati-Kaffel, Rania ; Affes, Zeineb. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9698-0.

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482007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

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492020Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2.

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502015The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach. (2015). Chen, Shiyi. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:405-420.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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2021Analysis and Forecasting of Risk in Count Processes. (2021). Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Alwan, Layth C. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533.

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2021Optimal non-uniform finite difference grids for the Black–Scholes equations. (2021). Lee, Chaeyoung ; Kim, Sangkwon ; Park, Eunchae ; Lyu, Jisang ; Yoon, Sungha. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:182:y:2021:i:c:p:690-704.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2021A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market. (2021). Bamdad, Shahrooz ; Babaei, Golnoosh. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10085-3.

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2021Underlying dynamics of crime transmission with memory. (2021). Agarwal, Shivi ; Mathur, Trilok ; Pritam, Kocherlakota Satya. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001910.

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2021Option to survive or surrender: carbon asset management and optimization in thermal power enterprises from China. (2021). Sun, Huaping ; Zhen, Zaili ; Xie, Zhuyun ; Tian, Lixin ; Liu, Yue. In: Papers. RePEc:arx:papers:2104.04729.

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2021Optimizing Algorithmic Strategies for Trading Bitcoin. (2021). Cohen, Gil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09972-6.

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2021Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158.

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2021Optimal hybrid energy system for locomotive utilizing improved Locust Swarm optimizer. (2021). Yousefi, Nasser ; Huang, Mingming ; Shi, Yuetao ; Gao, Ming ; Zhao, Gaiju ; Cheng, Shen. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220325998.

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2021Exergy analysis of a polymer fuel cell and identification of its optimum operating conditions using improved Farmland Fertility Optimization. (2021). Yousefi, Nasser ; Wang, Peifang ; Guo, Lin ; Li, Bing ; Lu, Xiaohui. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220323719.

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2021A new converged Emperor Penguin Optimizer for biding strategy in a day-ahead deregulated market clearing price: A case study in China. (2021). Yang, Yang ; Lu, Xiaohui ; Zafetti, Nicholas ; Yu, Fangzhong ; Fan, Yiming ; Wang, Peifang. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221006356.

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2021Analysis of the performance of the multi-objective hybrid hydropower-photovoltaic-wind system to reduce variance and maximum power generation by developed owl search algorithm. (2021). Zafetti, Nicholas ; Liu, Guoxu ; Hao, Dongmin ; Wu, Yongtang ; Ren, Xiaojun. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011580.

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2021Look-ahead risk-constrained scheduling for an energy hub integrated with renewable energy. (2021). Hu, Weihao ; Xu, Xiao ; Chen, Zhe ; Huang, QI ; Du, Yuefang ; Liu, Wen. In: Applied Energy. RePEc:eee:appene:v:297:y:2021:i:c:s0306261921005535.

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2021Multi-layer distributed multi-objective consensus algorithm for multi-objective economic dispatch of large-scale multi-area interconnected power systems. (2021). Sun, Zhixiang ; Yin, Linfei. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007923.

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2021Optimal estimation of the PEM fuel cells applying deep belief network optimized by improved archimedes optimization algorithm. (2021). Yuan, Honglei ; Xu, Liuyang ; Wang, Gaoliang ; Sun, Xianke ; Yousefi, Nasser. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221017801.

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2021Assessing of impact climate parameters on the gap between hydropower supply and electricity demand by RCPs scenarios and optimized ANN by the improved Pathfinder (IPF) algorithm. (2021). Ren, Guowen ; Wu, Minrong ; Li, Shanshan ; Hou, Rui ; Gholinia, Fatemeh ; Khayatnezhad, Majid ; Gao, Wei. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221018697.

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2021Pricing American options with the Runge-Kutta-Legendre finite difference scheme. (2021). le Floc, Fabien. In: Papers. RePEc:arx:papers:2106.12049.

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2021Modelling tail risk with tempered stable distributions: an overview. (2021). Loeper, Gregoire ; Fallahgoul, Hasan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03204-3.

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2021Bayesian inference of multiple structural change models with asymmetric GARCH errors. (2021). Chen, Cathy W. S. ; Lee, Bonny. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00549-z.

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2021Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988.

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2021Military Spending and Economic Growth in Turkey: A Wavelet Approach. (2021). Khalid, Usman ; Habimana, Olivier. In: Defence and Peace Economics. RePEc:taf:defpea:v:32:y:2021:i:3:p:362-376.

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2021An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case. (2021). Grabchak, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:170:y:2021:i:c:s0167715220303187.

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2021Approximate-Analytical solution to the information measure’s based quanto option pricing model. (2021). Taneja, H C ; Batra, Luckshay. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s096007792100847x.

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2021A non-intrusive load monitoring approach for very short-term power predictions in commercial buildings. (2021). Agert, Carsten ; von Maydell, Karsten ; Hanke, Benedikt ; Steens, Thomas ; Telle, Jan-Simon ; Arens, Stefan ; Brucke, Karoline. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003494.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021A meso-level empirical validation approach for agent-based computational economic models drawing on micro-data: a use case with a mobility mode-choice model. (2021). Schuman, Rene ; Piana, Valentino ; Bektas, Alperen. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00083-4.

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2021Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility. (2021). Mukashov, Askar. In: Working Papers of Agricultural Policy. RePEc:zbw:cauapw:wp202101.

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2021The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer. (2021). Sari, Suci ; Hakim, Arief ; Syuhada, Khreshna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:125-:d:587197.

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2021Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Li, Xin ; Feng, Yun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02002-2.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2021Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback. (2021). Yu, Xiaohua ; Bao, Te ; Lu, Zhou. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10020-6.

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2021An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering. (2021). Wang, Xiaoqun ; He, Zhijian. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09976-2.

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2021Macroeconomic policy volatility and household consumption in Africa. (2021). Adelowokan, Oluwaseyi Adedayo ; Tella, Sheriffdeen Adewale ; Adekunle, Ibrahim Ayoade. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:3:d:10.1007_s43546-021-00055-8.

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2021Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression. (2021). Vsimovi, Petra Posedel ; Sun, Edward W ; Horvatic, Davor . In: Papers. RePEc:arx:papers:2105.07671.

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2021An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression. (2021). el Goumi, Badreddine ; Jamali-Alaoui, Amine ; Zizi, Youssef ; el Moudden, Abdeslam ; Oudgou, Mohamed. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:200-:d:674179.

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2021Streaming Perspective in Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2020). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2003.13062.

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2021Does the life cycle affect earnings management and bankruptcy?. (2021). Tumpach, Milos ; Marousek, Josef ; Privara, Andrej ; Michalkova, Lucia ; Durana, Pavol. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:12:y:2021:i:2:p:425-461.

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2021Can earnings management information improve bankruptcy prediction models?. (2021). Veganzones, David ; Severin, Eric. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04183-0.

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2021.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: Working Papers. RePEc:hal:wpaper:halshs-03234072.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: AMSE Working Papers. RePEc:aim:wpaimx:2133.

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2021Classical and Bayesian Inference for Income Distributions using Grouped Data. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:32-65.

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2021Comonotonicity and low volatility effect. (2021). Sun, Edward ; Chen, Yi-Ting ; Lai, Wan-Ni. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03320-0.

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2021Leveraging non-respondent data in customer satisfaction modeling. (2021). Ayanso, Anteneh ; Zihayat, Morteza ; Mengesha, Nigussie ; Kargar, Mehdi ; Davoudi, Heidar. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:112-126.

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2021Agricultural loan delinquency prediction using machine learning methods. (2021). Katchova, Ani ; Zhou, Chenxi ; Chen, Jian. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316316.

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2021An Agent-Based Modelling Approach to Brain Drain. (2021). Badur, Bertan ; Gursoy, Furkan. In: Papers. RePEc:arx:papers:2103.03234.

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2021Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach. (2021). Tsilika, Kyriaki ; Managi, Shunsuke ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10051-z.

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2021Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:494-:d:657397.

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2021Productivity and unemployment: an ABM approach. (2021). Vazquez, Francisco J ; Martinez, Juan Jose ; Fuentes, Matias ; Fernandez-Marquez, Carlos M. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00287-1.

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2021Infrastructure Investment and Regional Economic Growth: Evidence from Yangtze River Economic Zone. (2021). Xu, Junzhuo ; Zhang, Ruilian ; Shi, Guoqing ; Wang, Jie. In: Land. RePEc:gam:jlands:v:10:y:2021:i:3:p:320-:d:520658.

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2021Decarbonizing China’s iron and steel industry from the supply and demand sides for carbon neutrality. (2021). Dai, Hancheng ; Glynn, James ; O'Gallachoir, Brian ; Hanaoka, Tatsuya ; Fang, Yanru ; Hossain, M S ; Liu, Xiaorui ; Lu, Pantao ; Ren, Ming. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006334.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021.

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2021Nonlinear optimal control of coupled time-delayed models of economic growth. (2021). Ghosh, Taniya ; Abbaszadeh, M ; Siano, P ; Rigatos, G. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00327-w.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2021Brent–Dubai oil spread: Basic drivers. (2021). Berument, Hakan M ; Sahin, Serkan ; Haliloglu, Ebru Yuksel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:492-505.

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2021Fiscal decentralization and the imbalance between consumption and investment in China. (2021). Liu, Liangliang. In: The Annals of Regional Science. RePEc:spr:anresc:v:66:y:2021:i:1:d:10.1007_s00168-020-01006-1.

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2021How does fiscal decentralization affect CO2 emissions? The roles of institutions and human capital. (2021). Dong, Kangyin ; Yi, Rita ; Ali, Shahid ; Khan, Zeeshan. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s014098832030400x.

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2021The impact of public participation in environmental behavior on haze pollution and public health in China. (2021). Qu, Guohua ; Robert, Dixon ; Zhang, Xindong. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:319-335.

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2021Does fiscal decentralization improve energy and environmental performance? New perspective on vertical fiscal imbalance. (2021). Lin, Boqiang ; Zhou, Yicheng. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008813.

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2021Pollution and Health Effects: A Nonparametric Approach. (2021). HALKOS, GEORGE ; Argyropoulou, Georgia. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-019-09963-2.

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2021On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks. (2021). Polat, Refet ; Gunel, Korhan ; Eskiizmirliler, Saadet. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10070-w.

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2021Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation. (2021). Landesmann, Michael ; Mara, Isilda. In: wiiw Working Papers. RePEc:wii:wpaper:196.

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2021A study of robust portfolio optimization with European options using polyhedral uncertainty sets. (2021). Thiele, Aurelie C ; Ashrafi, Hedieh. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000014.

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2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2021Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2021.1p.

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2021Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético. (2021). Gomez, Jaime Alberto ; Roman, Luis Ignacio ; Alvarez, Federico Hernandez . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:4:a:8.

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2021Systemic Risk Modeling with Lévy Copulas. (2021). Kim, Youngshin ; Djuri, Petar M ; Liu, Yuhao ; Glimm, James ; Rachev, Svetlozar T. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:251-:d:569413.

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2021Analysis of stock market based on visibility graph and structure entropy. (2021). Wei, Daijun ; Zhu, Jia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:576:y:2021:i:c:s0378437121003083.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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2021Trade Relations Between Mauritius and China: A Gravity Model Approach. (2021). Sheong, Ip Ping ; Zhang, Yue ; Guan, Zhijie. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211058184.

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2021Who Will Establish New Trade Relations? Looking for Potential Relationship in International Nickel Trade. (2021). Zhang, Yichi ; Dong, Zhiliang ; Yang, Qiaoran ; Ding, Chao ; Liang, Ziyi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11681-:d:662304.

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2021Identification and causal analysis of the influence channels of financial development on CO2 emissions. (2021). Huang, Shupei ; Xu, Xin. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001464.

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2021Does the participation in global value chains promote interregional carbon emissions transferring via trade? Evidence from 39 major economies. (2021). Guo, Zhifang ; Zhong, Zhangqi ; Zhang, Jianwu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002389.

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2021Industrial Land Change in Chinese Silk Road Cities and Its Influence on Environments. (2021). Han, Jing ; Yan, Yiran ; Zhao, Sidong. In: Land. RePEc:gam:jlands:v:10:y:2021:i:8:p:806-:d:605964.

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2021Servitization and Sustainable Value Creation Strategy for China’s Manufacturing Industry: A Multiple Case Study in the Belt and Road Initiative. (2021). Zhang, Xianyu ; Ming, Xinguo ; Chang, Yuan ; Cao, Sijia ; Liao, Xiaoqiang ; Zhou, Tongtong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11334-:d:655763.

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2021An Adaptable Conceptual Model for Construction Technology Transfer: The BRI in Africa, the Case of Ethiopia. (2021). Wang, Ling Ling ; Zhou, Ying ; Shukra, Zahra Abdulhadi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3376-:d:519913.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2021A Review of the Applications of Genetic Algorithms to Forecasting Prices of Commodities. (2021). Drachal, Krzysztof ; Pawowski, Micha. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:6-:d:483079.

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2021Coal industrial supply chain network: Mongolian capabilities across the Asian market. (2021). Purev, Bolortuya ; He, Weida. In: Technium Social Sciences Journal. RePEc:tec:journl:v:19:y:2021:i:1:p:401-411.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995.

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2021Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets. (2021). Uddin, Gazi ; Mishra, Tapas ; Bekiros, Stelios ; Jayasekera, Evgeniia ; Hedstrom, Axel. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10058-6.

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2021Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (2021). Peters, Gareth W ; Dias, Fabio S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005737.

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2021Modeling Energy Demand—A Systematic Literature Review. (2021). Burges, Simon ; Seim, Stephan ; Verwiebe, Paul Anton ; Muller-Kirchenbauer, Joachim ; Schulz, Lennart. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7859-:d:686290.

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2021Portfolio Selection with a Rank-deficient Covariance Matrix. (2021). Mazur, Stepan ; Oleynik, Anna ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2021_012.

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2021Tangency portfolio weights under a skew-normal model in small and large dimensions. (2021). Thorsen, Erik ; Mazur, Stepan ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_013.

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2021Modeling asset allocations and a new portfolio performance score. (2021). Dalamagas, Theodore ; Emiris, Ioannis Z ; Christoforou, Emmanouil ; Chalkis, Apostolos. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00040-8.

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Recent citations
Recent citations received in 2021
YearCiting document
2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2021Endogenous viral mutations, evolutionary selection, and containment policy design. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2107.04358.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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2021Growth, Concentration and Inequality in a Unified Schumpeter Mark I + II model. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09407.

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2021Opinion Dynamics with Conflicting Interests. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09408.

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2021Behavioural Economics, What Have we Missed? Exploring “Classical” Behavioural Economics Roots in AI, Cognitive Psychology, and Complexity Theory. (2021). Torgler, Benno ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-21.

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2021Reinforcement learning about asset variability and correlation in repeated portfolio decisions. (2021). Rieskamp, Jorg ; Diao, Linan ; Olschewski, Sebastian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001039.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2021Robust and accurate construction of the local volatility surface using the Black–Scholes equation. (2021). Kim, Junseok. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707.

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2021Forecasting the Unemployment Rate: Application of Selected Prediction Methods. (2021). Rokicki, Tomasz ; Gostkowski, Michal. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:985-1000.

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2021Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021Financial Inclusion in Emerging Economies: The Application of Machine Learning and Artificial Intelligence in Credit Risk Assessment. (2021). Mhlanga, David. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:39-:d:602632.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2021GJR-GARCH Volatility Modeling under NIG and ANN for Predicting Top Cryptocurrencies. (2021). Islam, Mohammad Rafiqul ; Saha, Pritam ; Mostafa, Fahad ; Nguyen, Nguyet. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:421-:d:628582.

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2021The Determinants of Green Bond Issuance in the European Union. (2021). Tiron-Tudor, Adriana ; Dan, Anamaria. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:446-:d:636764.

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2021Integrated Evaluations of Resource and Environment Carrying Capacity of the Huaihe River Ecological and Economic Belt in China. (2021). Xu, Haiying ; Shen, Xijuan ; Hsu, Wei-Ling ; Shiau, Yan-Chyuan ; Liu, Hsin-Lung ; Zhang, Chunmei. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1168-:d:669395.

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2021A Model-Based Strategy for Developing Sustainable Cosmetics Small and Medium Industries with System Dynamics. (2021). Yuri, T ; Hidayatno, Akhmad ; Amrina, Uly. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:4:p:225-:d:674077.

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2021Socioeconomic Effects of COVID-19 Pandemic: Exploring Uncertainty in the Forecast of the Romanian Unemployment Rate for the Period 2020–2023. (2021). Apostu, Simona-Andreea ; Davidescu, Adriana Anamaria ; Adriana Ana Maria Davidescu, ; Stoica, Liviu Adrian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7078-:d:580854.

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2021Unemployment Rates Forecasting with Grey-Based Models in the Post-COVID-19 Period: A Case Study from Vietnam. (2021). Kayral, Ihsan Erdem ; Tsai, Jung-Fa ; Nguyen, Phi-Hung ; Lin, Ming-Hua. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7879-:d:594224.

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2021Sustainable Manufacturing Practices, Competitive Capabilities, and Sustainable Performance: Moderating Role of Environmental Regulations. (2021). Hao, Yunhong ; Chen, Ting ; Ali, Hazem. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10051-:d:631297.

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2021Can System Log Data Enhance the Performance of Credit Scoring?—Evidence from an Internet Bank in Korea. (2021). Shin, Jinho ; Kim, Daehee ; Kyeong, Sunghyon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:130-:d:709585.

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2021Machine Learning in Economics and Finance. (2021). Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-021-10094-w.

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2021Computational Aspects of Sustainability. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-021-10142-5.

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2021Computational aspects of sustainability: Conceptual review and analytical framework. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:109632.

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2021Forging a new alliance between economics and engineering. (2021). Mariotti, Sergio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:4:d:10.1007_s40812-021-00187-w.

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2021Design, systems approaches, and the engineering-economics nexus. (2021). Garcia-Diaz, Cesar. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:4:d:10.1007_s40812-021-00199-6.

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2021Automation and labor market polarization in an evolutionary model with heterogeneous workers.. (2021). Lorentz, André ; Bordot, Florent. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-39.

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2021Trading using Hidden Markov Models during COVID-19 turbulences. (2021). Simona, Stamule ; Cornel, Lolea Iulian. In: Management & Marketing. RePEc:vrs:manmar:v:16:y:2021:i:4:p:334-351:n:2.

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Recent citations received in 2020
YearCiting document
2020Dynamic Volatility Spillover Among Chinese Black Series Futures Under Structural Breaks. (2020). Yang, Ruiwen ; Nimanussornkul, Chaiwat ; Pastpipatkul, Pathairat. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:236-246.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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2020The equivalence of two-step first difference and forward orthogonal deviations GMM. (2020). Phillips, Robert. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00800.

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2020How green is the “Belt and Road Initiative”? – Evidence from Chinese OFDI in the energy sector. (2020). Wu, Peng ; Jiang, Jie ; Wang, Yile ; Liu, Haiyue. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304365.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Effects of data localization on digital trade: An agent-based modeling approach. (2020). Sridhar, V ; Potluri, Sai Rakshith ; Rao, Shrisha. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:9:s0308596120301142.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2020The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market. (2020). Geng, Yude ; Wang, Guangyu ; Sheng, Chunguang ; Chen, Lirong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7317-:d:409876.

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2020Bankruptcy or Success? The Effective Prediction of a Company’s Financial Development Using LSTM. (2020). Suler, Petr ; Vrbka, Jaromir ; Vochozka, Marek. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7529-:d:412624.

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2020OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems. (2020). Neck, Reinhard ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09949-0.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2020On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:19.

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2020On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:21.

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2020ROBUST MATHEMATICAL FORMULATION AND PROBABILISTIC DESCRIPTION OF AGENT-BASED COMPUTATIONAL ECONOMIC MARKET MODELS. (2020). Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:23:y:2020:i:06:n:s0219525920500174.

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Recent citations received in 2019
YearCiting document
2019Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51.

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2019U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). Sorić, Petar ; Lolić, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74.

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2019A Comparison on Leading Methodologies for Bankruptcy Prediction: The Case of the Construction Sector in Lithuania. (2019). Morkūnas, Mangirdas ; Girinas, Lukas ; Giriniene, Gintare ; Brucaite, Laura ; Morkunas, Mangirdas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:82-:d:258468.

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2019Dynamic Bankruptcy Prediction Models for European Enterprises. (2019). Korol, Tomasz. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:185-:d:295688.

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2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Liu, Li-Na ; Zhao, Lu-Tao ; Wang, Zi-Jie. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

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2019The Modelling of Roof Installation Projects Using Decision Trees and the AHP Method. (2019). Ostak, Olga R ; Bugajev, Andrej ; Maceika, Augustinas. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:59-:d:299957.

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2019Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo A ; Tessone, Claudio J ; Fuentes, Miguel A. In: Complexity. RePEc:hin:complx:5041681.

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2019Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches. (2019). Loukeris, Nikolaos ; Bekiros, Stelios ; Bezzina, Frank ; Matsatsinis, Nikolaos. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9842-5.

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2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward ; Lai, Wan-Ni ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3.

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2019Retraction Note to: Analyses of Economic Development Based on Different Factors. (2019). Jovovi, Marina ; Jovi, Sran ; Maksimovi, Goran. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-019-09946-3.

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2019Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20.

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Recent citations received in 2018
YearCiting document
2018Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform. (2018). Tassinari, Gian Luca ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:1805.05584.

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2018Predetermined interest rates in an analytical RBC model. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp123.

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2018On the Frequency of Price Overreactions. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011.

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2018Predetermined interest rates in an analytical RBC model. (2018). Moura, Alban ; Fève, Patrick ; Pierrard, Olivier ; Feve, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:12-15.

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2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wang, Gang-Jin ; Ma, Chaoqun ; Wen, Danyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918.

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2018The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49.

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2018Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634.

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2018Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

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2018Exploring the Dedicated Knowledge Base of a Transformation towards a Sustainable Bioeconomy. (2018). Pyka, Andreas ; Mueller, Matthias ; Urmetzer, Sophie ; Bogner, Kristina B ; Schlaile, Michael P. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1694-:d:148475.

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2018Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets. (2018). Zhang, Yi-Cheng ; Jia, Zi-Yang ; Xiong, Jason Jie ; Tang, Yong. In: Complexity. RePEc:hin:complx:4680140.

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2018An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

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2018How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights. (2018). Fisher, Ron ; Song, Malin. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-018-9832-7.

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2018Dynamics of investor spanning trees around dot-com bubble. (2018). Kanniainen, Juho ; Kivela, Mikko ; Ranganathan, Sindhuja . In: PLOS ONE. RePEc:plo:pone00:0198807.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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2018Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter. In: Dynamic Modeling and Econometrics in Economics and Finance. RePEc:spr:dymchp:978-3-319-98714-9_3.

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2018It’s a match! Simulating compatibility-based learning in a network of networks. (2018). Mueller, Matthias ; Zeman, Johannes ; Schlaile, Michael P. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:5:d:10.1007_s00191-018-0579-z.

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2018Predetermined Interest Rates in a Analytical RBC model. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:32949.

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2018Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201807.

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