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Computational Economics / Springer

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
31
Impact Factor (IF)
0.54
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 76 1 2 17 17 0 1 0.05 0.07
1995 0.11 0.22 0.23 0.11 16 52 72 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 30 125 235 22 68 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.3 0.16 0.13 29 154 552 21 92 52 7 108 14 1 4.8 6 0.21 0.15
2000 0.47 0.36 0.35 0.37 27 181 308 57 156 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.38 0.35 0.4 30 211 171 63 229 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.41 0.35 0.36 26 237 1301 83 312 57 15 138 50 0 10 0.38 0.21
2003 0.66 0.44 0.44 0.6 45 282 192 122 435 56 37 142 85 4 3.3 8 0.18 0.22
2004 0.92 0.49 0.54 0.76 32 314 158 167 605 71 65 157 120 5 3 4 0.13 0.22
2005 0.21 0.5 0.5 0.59 41 355 509 173 781 77 16 160 95 8 4.6 5 0.12 0.23
2006 0.32 0.5 0.52 0.69 46 401 383 201 991 73 23 174 120 25 12.4 3 0.07 0.22
2007 0.51 0.46 0.43 0.61 50 451 481 193 1186 87 44 190 116 12 6.2 4 0.08 0.2
2008 0.46 0.49 0.68 0.54 41 492 365 333 1523 96 44 214 116 29 8.7 6 0.15 0.23
2009 0.36 0.47 0.6 0.5 27 519 134 307 1833 91 33 210 104 15 4.9 12 0.44 0.24
2010 0.54 0.48 0.55 0.56 39 558 190 305 2140 68 37 205 114 20 6.6 5 0.13 0.21
2011 0.39 0.52 0.51 0.46 41 599 189 297 2446 66 26 203 94 17 5.7 4 0.1 0.24
2012 0.41 0.52 0.58 0.56 44 643 158 372 2820 80 33 198 111 16 4.3 11 0.25 0.22
2013 0.35 0.56 0.57 0.43 51 694 281 393 3214 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.55 0.55 0.4 48 742 250 407 3622 95 39 202 81 35 8.6 8 0.17 0.23
2015 0.54 0.55 0.52 0.45 60 802 362 406 4037 99 53 223 100 26 6.4 17 0.28 0.23
2016 0.69 0.53 0.57 0.58 66 868 225 493 4532 108 75 244 142 28 5.7 16 0.24 0.21
2017 0.47 0.54 0.54 0.49 58 926 173 497 5033 126 59 269 132 30 6 11 0.19 0.22
2018 0.4 0.56 0.5 0.57 107 1033 331 511 5549 124 49 283 162 66 12.9 23 0.21 0.24
2019 0.53 0.58 0.43 0.57 137 1170 267 497 6048 165 88 339 193 71 14.3 15 0.11 0.23
2020 0.41 0.7 0.41 0.47 95 1265 169 511 6563 244 99 428 200 55 10.8 16 0.17 0.33
2021 0.53 0.87 0.49 0.52 114 1379 140 667 7239 232 124 463 243 97 14.5 45 0.39 0.32
2022 0.54 1 0.38 0.52 132 1511 54 577 7816 209 112 511 266 64 11.1 21 0.16 0.31
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.

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683
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

327
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.

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250
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.

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208
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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155
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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134
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.

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126
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.

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115
92000Decomposing 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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103
102008Analysing 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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92
112007Empirical 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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89
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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81
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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81
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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70
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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66
162014Efficient 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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59
172001A 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
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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48
192014Accuracy, 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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42
201999Using 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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42
212011A 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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40
222000A 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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38
231996Computing 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
241998A 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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36
252008Integrating 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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35
262005Tests 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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34
272008Solving 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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33
282005A 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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33
291995Self-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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32
302003Traders 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
312018Estimation 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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31
322003Is 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
332007Validating 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
342015Carbon 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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29
352015Tractable 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
362010How 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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28
372007Multidimensional 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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28
381999A 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
391999A 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
402013The 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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27
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
422004Spectral 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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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
442008E&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
452016Analysis 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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25
462019Fiscal 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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24
472007A 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
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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24
492019Extracting 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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23
502003Asset 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
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

56
22018Correlation 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

36
31999Applied 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

32
42019Fiscal 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.

Full description at Econpapers || Download paper

22
52019Extracting 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.

Full description at Econpapers || Download paper

21
62005Estimation 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

19
72018Estimation 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

18
82021Explainable 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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17
92007A 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

17
102002Heterogeneous 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

15
112014Accuracy, 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

15
122006An 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

15
132000Decomposing 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

13
142021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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12
152016Analysis 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

12
162006An 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

12
172008Analysing 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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12
182020Measuring 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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12
192021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jaehyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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11
202014Efficient 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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11
212020An 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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10
222020A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model. (2020). Nikan, Omid ; Golbabai, Ahmad. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09880-4.

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10
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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10
242018The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study. (2018). Vermeulen, Ben ; Pyka, Andreas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9776-3.

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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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9
262017An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach. (2017). Zhao, Dong ; Huang, Chunyu ; Wei, Yan ; Yu, Fanhua ; Chen, Huiling ; Wang, Mingjing. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-016-9562-7.

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272015Yield 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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282019Forecasting 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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292016Causality 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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302007Validating 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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312018State 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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322019Evolutionary 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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332002Production, 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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342018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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352017A 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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362013Using 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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372015Carbon 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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382017AdaBoost 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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392020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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402018Hilbert 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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412019Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data. (2019). Nishino, Haruhisa ; Kakamu, Kazuhiko. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9843-4.

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422018Erratum 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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432022Using 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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442021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4.

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452001A 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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462021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar ; Bhattacharya, Shramana. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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472015Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:575-611.

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482020A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction. (2020). He, Ling-Yun ; Qin, Quande. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9862-1.

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492008Solving 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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502007Empirical 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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Citing documents used to compute impact factor: 112
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2022Hybrid intelligent framework for carbon price prediction using improved variational mode decomposition and optimal extreme learning machine. (2022). He, Maolin ; Cui, Quan ; Wang, Jujie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s096007792101136x.

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2022Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224.

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2022Supply chain management based on volatility clustering: The effect of CBDC volatility. (2022). Du, Min ; Wu, Xiangling ; Cui, Tianxiang ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000782.

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2022Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect. (2022). Asaad, Seyed Mehrzad ; Khodaee, Pouya ; Hajizadeh, Ehsan ; Farhadi, Sabri ; Dastgoshade, Sohaib ; Du, BO. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:8124-:d:959377.

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2022Fertility and Family Labor Supply. (2022). Low, Hamish ; Jorgensen, Thomas H ; Jakobsen, Katrine. In: Economics Series Working Papers. RePEc:oxf:wpaper:965.

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2022Exploring the Systemic Risk of Domestic Banks with ?CoVaR and Elastic-Net. (2022). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:62:y:2022:i:1:d:10.1007_s10693-021-00366-9.

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2022Deviation-Based Model Risk Measures. (2022). Righi, Marcelo Brutti ; Lakhnati, Ghizlane ; Muller, Fernanda Maria ; Berkhouch, Mohammed. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10093-x.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2022Optimal Stopping Methods for Investment Decisions: A Literature Review. (2022). Mu, Yuhao ; Liu, Zhenya. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:96-:d:941528.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. (2022). Oliyide, Johnson ; Adeoye, Habeeb A ; Saleem, Owais ; Adekoya, Oluwasegun B. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x22000665.

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2022Global and local banking crises and risk-adjusted efficiency of Indian banks: Are the impacts really perspective-dependent?. (2022). Gulati, Rachita. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:23-39.

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2022Does primary stakeholder management improve competitiveness? A dynamic network non-parametric frontier approach. (2022). Managi, Shunsuke ; ben Zaied, Younes ; Taleb, Lotfi ; ben Lahouel, Bechir. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002504.

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2022Blockchain-Based Cryptocurrency Regulation: An Overview. (2022). Al-Turjman, Fadi ; Bhati, Bhoopesh Singh ; Agrawal, Krishna Kant ; Yadav, Satya Prakash ; Mostarda, Leonardo. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10050-0.

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2022A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches. (2022). Aminimehr, Amirhossein ; Raoofi, Ali. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-022-10283-1.

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2022Analytical pricing formulae for vulnerable vanilla and barrier options. (2022). Dai, Tian-Shyr ; Wang, Chuan-Ju ; Chiu, Chun-Yuan ; Liu, Liang-Chih ; Chang, Hao-Han. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:1:d:10.1007_s11156-021-00990-5.

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2022Valuing fade-in options with default risk in Heston–Nandi GARCH models. (2022). Wang, Xingchun. In: Review of Derivatives Research. RePEc:kap:revdev:v:25:y:2022:i:1:d:10.1007_s11147-021-09179-3.

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2022Vulnerable European option pricing in a Markov regime-switching Heston model with stochastic interest rate. (2022). Deng, Guohe ; Xie, Yurong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922001072.

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2022Pricing vulnerable options with stochastic liquidity risk. (2022). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002278.

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2022Economic valuation of urban parks with historical importance: The case of Quinta do Castelo, Portugal. (2022). Carvalho, Armindo ; Silva, Susana. In: Land Use Policy. RePEc:eee:lauspo:v:115:y:2022:i:c:s0264837722000692.

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2022The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand. (2022). Brorsen, B ; Ngombe, John N. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10138-1.

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2022Pricing discounted American capped options. (2022). Zaevski, Tsvetelin S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000443.

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2022Risk factor extraction with quantile regression method. (2022). Sun, Edward W ; Lai, Wan-Ni. In: Annals of Operations Research. RePEc:spr:annopr:v:316:y:2022:i:2:d:10.1007_s10479-022-04709-0.

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2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:202204.

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2022Portfolio optimization under multivariate affine generalized hyperbolic distributions. (2022). Tan, Ken Seng ; Li, Bin ; Liu, Kai ; Wang, Chou-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:49-66.

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2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

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2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

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2022News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454.

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2022The Concept of Wealth (mÄ l) in the SharÄ«Ê¿ah and Its Relation to Digital Assets. (2022). Rosele, Muhammad Ikhlas ; Muneem, Abdul ; Che, Azizi Bin ; Haji, Luqman Bin ; Binti, Noor Naemah. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221102424.

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2022FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance. (2021). Wang, Zhaoran ; Yang, Hongyang ; Qingyang, Liu ; Gao, Jiechao ; Rui, Jingyang ; Liu, Xiao-Yang ; Guo, Jian. In: Papers. RePEc:arx:papers:2112.06753.

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2022A novel class of reliability-based parallel hybridization (RPH) models for time series forecasting. (2022). Etemadi, Sepideh ; Khashei, Mehdi ; Hajirahimi, Zahra. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000911.

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2022Explainable models of credit losses. (2022). Bastos, João ; Matos, Sara M. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:386-394.

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2022Explainable artificial intelligence for crypto asset allocation. (2022). Raffinetti, Emanuela ; Giudici, Paolo ; Babaei, Golnoosh. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322002021.

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2022Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects. (2022). Hurlin, Christophe ; Hue, Sullivan ; Dumitrescu, Elena ; Tokpavi, Sessi. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1178-1192.

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2022A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection. (2022). Misheva, Branka Hadji ; Wildi, Marc. In: Papers. RePEc:arx:papers:2212.02906.

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2022Explainable product backorder prediction exploiting CNN: Introducing explainable models in businesses. (2022). Stevens, Gunnar ; Boden, Alexander ; Shajalal, MD. In: Electronic Markets. RePEc:spr:elmark:v:32:y:2022:i:4:d:10.1007_s12525-022-00599-z.

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2022An application of deep learning for exchange rate forecasting.. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202201.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2022A Novel Multi-Factor Three-Step Feature Selection and Deep Learning Framework for Regional GDP Prediction: Evidence from China. (2022). Yu, Cheng Ming ; Yan, Guangxi ; Li, Qingwen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4408-:d:788947.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2022Application of Machine Learning Algorithms for Sustainable Business Management Based on Macro-Economic Data: Supervised Learning Techniques Approach. (2022). Suud, Mazliham Mohd ; Abbas, Kumail ; Khan, Muhammad Anees ; Aziz, Roslizawati Che ; Amri, Nik Alif ; Jan, Amin ; Mehreen, Mehreen ; Aman, Nida ; Alam, Muhammad Mansoor ; Salameh, Anas A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9964-:d:886244.

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2022A Comparative Study of Demand Forecasting Models for a Multi-Channel Retail Company: A Novel Hybrid Machine Learning Approach. (2022). Kishore, Avinash ; Kumar, Pravin ; Mitra, Arnab ; Jain, Arnav. In: SN Operations Research Forum. RePEc:spr:snopef:v:3:y:2022:i:4:d:10.1007_s43069-022-00166-4.

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2022Tone at the Bottom: Measuring Corporate Misconduct Risk from the Text of Employee Reviews. (2022). Shang, Ruidi ; Campbell, Dennis W. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:9:p:7034-7053.

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2022Past, present, and future of the application of machine learning in cryptocurrency research. (2022). Baltas, Konstantinos ; Kong, Xiao-Lin ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Zureigat, Qasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001854.

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2022Landscape of Academic Finance with the Structural Topic Model. (2021). Ardia, David ; Meghani, Mohammad Abbas ; Bluteau, Keven. In: Papers. RePEc:arx:papers:2112.14902.

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2022Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318.

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2022Interpretable Dynamic Ensemble Selection Approach for the Prediction of Road Traffic Injury Severity: A Case Study of Pakistan’s National Highway N-5. (2022). Khattak, Afaq ; Almujibah, Hamad ; Elamary, Ahmed ; Matara, Caroline Mongina. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12340-:d:927866.

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2022The Research Development of Hedonic Price Model-Based Real Estate Appraisal in the Era of Big Data. (2022). Wang, LI ; Fu, Meichen ; Wei, Cankun ; Xiong, Yuqing ; Tang, Feng ; Yang, Hanbing. In: Land. RePEc:gam:jlands:v:11:y:2022:i:3:p:334-:d:758085.

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2022Housing Price Prediction Using Machine Learning Algorithms in COVID-19 Times. (2022). Garcia, Raul-Tomas ; Perez-Sanchez, Raul V ; Cespedes-Lopez, Maria-Francisca ; Mora-Garcia, Raul-Tomas. In: Land. RePEc:gam:jlands:v:11:y:2022:i:11:p:2100-:d:979663.

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2022Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index. (2022). Dostal, Petr ; Jankova, Zuzana. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:41-57.

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2022Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498.

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2022Endogenous viral mutations, evolutionary selection, and containment policy design. (2022). Mellacher, Patrick. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-021-00344-3.

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2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

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2022Temperature surprise shocks. (2022). Natoli, Filippo. In: MPRA Paper. RePEc:pra:mprapa:112568.

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2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty. (2022). GUPTA, RANGAN ; Epni, Ouzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568.

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2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

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2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States. (2022). Ma, Jun ; Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202251.

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2022Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models. (2022). Cepni, Oguzhan ; Christou, Christina ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202252.

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2022ASEAN-5 Stock Price Index Valuation after COVID-19 Outbreak through GBM-MCS and VaR-SDPP Methods. (2022). Trimono, Trimono ; Asih, DI ; Widyarti, Endang Tri ; Hersugondo, Hersugondo. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:112-:d:989214.

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2022emIAM v1.0: an emulator for Integrated Assessment Models using marginal abatement cost curves. (2022). Lehtveer, Mariliis ; Ciais, Philippe ; Tanaka, Katsumasa ; Xiong, Weiwei. In: Papers. RePEc:arx:papers:2212.12060.

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2022Evaluation of Livability of Wuhan under Ecological Construction and Analysis of Its Spatial Pattern. (2022). Tian, Wengao ; Li, Wenzhuo ; Zheng, Wenlong ; Fang, Hanzhen ; Cui, Heng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11283-:d:910433.

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2022Integrating Social, Economic, and Environmental Factors to Evaluate How Competitive Urban Landscapes Are for the Development of Sustainable Cities: Penang Island in Malaysia as a Case Study. (2022). Wolf, Isabelle D ; Asma, Wan Izatul ; Adam, Radziah ; Jaafar, Mastura ; Tuan, Ku Azam ; Bagheri, Milad. In: Land. RePEc:gam:jlands:v:12:y:2022:i:1:p:104-:d:1018548.

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2022Beyond average population density: Measuring sprawl with density-allocation indicators. (2022). Oueslati, Walid ; Mebiame, Rose Mba ; Farrow, Katherine ; Tikoudis, Ioannis. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s026483772100555x.

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2022Parameter analysis for sigmoid and hyperbolic transfer functions of fuzzy cognitive maps. (2022). Koutsellis, Themistoklis ; Xexakis, Georgios ; Koasidis, Konstantinos ; Nikas, Alexandros ; Doukas, Haris. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:5:d:10.1007_s12351-022-00717-x.

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2022Volterra integral equations: An approach based on Lipschitz-continuity. (2022). Martire, Antonio Luciano. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:435:y:2022:i:c:s0096300322005707.

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2022Supply chain ethics and transparency: An agent?based model approach with Q?learning agents. (2022). Park, Daehyeon ; Ryu, Doojin. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:8:p:3331-3337.

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2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

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2022Testing for Causality between Climate Policies and Carbon Emissions Reduction. (2022). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022005.

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2022Exploration of the Parameter Space in Macroeconomic Agent-Based Models. (2021). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Knicker, Max Sina ; Naumann-Woleske, Karl. In: Papers. RePEc:arx:papers:2111.08654.

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2022On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858.

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2022Deep learning and American options via free boundary framework. (2022). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2211.11803.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122.

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2022Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach. (2022). Yang, Ben-Zhang ; Hu, Zhihao ; Lin, Sha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007718.

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2022Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

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2022Agricultural Price Prediction Based on Combined Forecasting Model under Spatial-Temporal Influencing Factors. (2022). Tang, Wei ; Guo, Yan ; Zhang, Fang ; Feng, Yang ; Yang, Senqi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10483-:d:895360.

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2022Deep Learning for Financial Engineering. (2022). Lughofer, Edwin David ; Chen, Ting-Hsuan ; Sangaiah, Arun Kumar ; Egrioglu, Erol. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-022-10260-8.

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2022Term premium estimation for South Africa. (2022). Erasmus, Ruan ; Steenkamp, Daan. In: MPRA Paper. RePEc:pra:mprapa:114895.

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2022On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour. (2022). Chudziak, Szymon. In: Working Papers. RePEc:sgh:kaewps:2022073.

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2022Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203.

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2022Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions.. (2022). Cai, Yifei ; Keung, Marco Chi ; Saadaoui, Jamel. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-11.

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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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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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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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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
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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
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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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2019.

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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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