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Computational Economics / Springer

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
32
Impact Factor (IF)
0.52
5 Years IF
0.49
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 3 0 0 0 0 0.06
1994 0 0.14 0.06 0 19 36 77 1 5 17 17 0 1 0.05 0.07
1995 0.11 0.22 0.23 0.11 16 52 73 8 17 36 4 36 4 0 4 0.25 0.09
1996 0.31 0.25 0.25 0.23 21 73 87 16 35 35 11 52 12 0 1 0.05 0.12
1997 0.11 0.25 0.13 0.1 22 95 90 7 47 37 4 73 7 0 0 0.11
1998 0.05 0.28 0.19 0.19 30 125 239 22 71 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.31 0.16 0.13 29 154 570 21 95 52 7 108 14 1 4.8 6 0.21 0.15
2000 0.47 0.36 0.35 0.37 27 181 311 57 159 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.39 0.35 0.4 30 211 177 63 232 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.41 0.35 0.36 26 237 1325 83 315 57 15 138 50 0 10 0.38 0.21
2003 0.66 0.44 0.44 0.6 45 282 193 122 438 56 37 142 85 4 3.3 8 0.18 0.22
2004 0.92 0.5 0.54 0.76 32 314 158 167 608 71 65 157 120 5 3 4 0.13 0.22
2005 0.21 0.51 0.5 0.59 41 355 523 173 784 77 16 160 95 8 4.6 5 0.12 0.24
2006 0.32 0.51 0.53 0.69 46 401 397 203 996 73 23 174 120 25 12.3 3 0.07 0.23
2007 0.51 0.47 0.43 0.61 50 451 486 192 1190 87 44 190 115 12 6.3 4 0.08 0.2
2008 0.46 0.49 0.68 0.54 41 492 381 331 1525 96 44 214 116 29 8.8 6 0.15 0.23
2009 0.36 0.48 0.6 0.5 27 519 137 308 1836 91 33 210 104 15 4.9 12 0.44 0.24
2010 0.54 0.49 0.55 0.56 39 558 196 306 2144 68 37 205 114 20 6.5 5 0.13 0.21
2011 0.39 0.52 0.5 0.45 41 599 197 293 2446 66 26 203 92 17 5.8 4 0.1 0.24
2012 0.41 0.52 0.58 0.56 44 643 167 372 2820 80 33 198 111 16 4.3 11 0.25 0.22
2013 0.35 0.56 0.57 0.43 51 694 292 393 3214 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.55 0.55 0.4 48 742 271 408 3623 95 39 202 81 35 8.6 8 0.17 0.23
2015 0.55 0.55 0.51 0.45 60 802 397 401 4033 99 54 223 100 26 6.5 17 0.28 0.23
2016 0.69 0.53 0.57 0.58 66 868 249 493 4528 108 75 244 142 28 5.7 16 0.24 0.21
2017 0.47 0.54 0.54 0.49 58 926 209 497 5029 126 59 269 132 30 6 11 0.19 0.22
2018 0.4 0.55 0.5 0.57 107 1033 389 511 5545 124 49 283 162 66 12.9 23 0.21 0.23
2019 0.53 0.57 0.43 0.57 137 1170 335 498 6045 165 88 339 193 71 14.3 15 0.11 0.23
2020 0.4 0.68 0.4 0.46 95 1265 236 507 6556 244 97 428 196 55 10.8 16 0.17 0.32
2021 0.54 0.8 0.49 0.53 114 1379 254 668 7233 232 126 463 246 97 14.5 46 0.4 0.29
2022 0.53 0.84 0.38 0.52 132 1511 133 575 7808 209 110 511 264 64 11.1 21 0.16 0.25
2023 0.52 0.86 0.34 0.49 132 1643 48 561 8369 246 127 585 284 105 18.7 10 0.08 0.25
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

702
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

340
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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256
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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209
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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156
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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137
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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128
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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120
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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99
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
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.

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88
132002System 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
142018Correlation 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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76
152007Dynamic 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
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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63
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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54
182014Accuracy, 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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50
192007Validating 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
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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43
211999Using 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
222021Explainable 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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40
232000A 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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39
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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37
251996Computing 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
262018Estimation 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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35
272008Integrating 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
282008Solving 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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34
292005Tests 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
302015Carbon 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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34
312005A 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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34
321995Self-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
332003Traders 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
342003Is 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
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
362007Validating 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
371999A 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
382010How 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
392007Multidimensional 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
401999A 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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28
412016Analysis 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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27
42A 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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27
432019Fiscal 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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27
442013The 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
452016Causality 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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27
462000Collinearity 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
472000Explaining 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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25
482008E&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
492004Spectral 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
502019Extracting 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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25
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

48
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

32
32021Explainable 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.

Full description at Econpapers || Download paper

32
42021Forecasting 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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23
52019Fiscal 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

20
61999Applied 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

17
72021Computing 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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17
82005Estimation 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

17
92016Causality 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.

Full description at Econpapers || Download paper

16
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.

Full description at Econpapers || Download paper

16
112019Extracting 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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15
122020A 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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14
132014Efficient 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

14
142007A 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

14
152018Estimation 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

14
162006An 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

14
172019Forecasting 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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12
182014Accuracy, 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

12
192006An 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

11
202002Heterogeneous 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

10
212021Machine 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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10
222020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Bekiros, Stelios ; Kang, Sanghoon. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6.

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9
232021Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH. (2021). Jana, R K ; Sanyal, Manas K ; Ghosh, Indranil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09965-0.

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9
242021Predicting Stock Price Using Two-Stage Machine Learning Techniques. (2021). Chen, Wei ; Li, Lan ; Zhang, Jun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10013-5.

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252021Forecasting 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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262020Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method. (2020). Zhang, Yong ; Lin, Hong ; He, Jinan ; Yang, Xingyu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09890-2.

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272020A 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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282017Online Portfolio Selection Strategy Based on Combining Experts’ Advice. (2017). Yang, Xingyu ; Zhang, Yong. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9585-0.

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292016Analysis 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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302015Carbon 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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312020Measuring 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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322015A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Flaschel, Peter ; Proao, Christian. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691.

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332020Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price. (2020). Ri, Kum-Sun ; Jang, Myong-Hun ; Kim, Sun-Hak ; Han, Jin-Bom. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09928-5.

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342019Introduction to Network Modeling Using Exponential Random Graph Models (ERGM): Theory and an Application Using R-Project. (2019). Pol, Johannes. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9853-2.

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352020An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6.

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362022A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

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372015A 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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382011A 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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392018State 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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402017An 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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412020An 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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422022Blockchain-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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432021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann ; Gutkin, Boris. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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442018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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452019A Reformulation-Based Simplicial Homotopy Method for Approximating Perfect Equilibria. (2019). Dang, Chuangyin ; Chen, Yin. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9847-0.

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462021The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches. (2021). Du, Guan-Ting ; Chen, Mu-Yen. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10057-7.

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472021Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market. (2021). Cruz, Jose Cesar ; Gonzalez, Sahudy Montenegro ; Duarte, Juvenal Jose. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10060-y.

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482019Predicting 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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492000Decomposing 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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502017A 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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Citing documents used to compute impact factor: 127
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2023A network based fintech inclusion platform. (2023). Pediroda, Valentino ; Giudici, Paolo ; Ahelegbey, Daniel. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000551.

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2023A Comprehensive Review on Financial Explainable AI. (2023). Mengaldo, Gianmarco ; Satapathy, Ranjan ; Cambria, Erik ; Mao, Rui ; van der Heever, Wihan ; Yeo, Wei Jie. In: Papers. RePEc:arx:papers:2309.11960.

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2023Interpretable selective learning in credit risk. (2023). Ye, Weicheng ; Chen, Dangxing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000661.

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2023Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models. (2023). Chen, Dangxing. In: Papers. RePEc:arx:papers:2309.13246.

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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2023Performance of Different Machine Learning Algorithms in Detecting Financial Fraud. (2023). Salem, Emad ; Saleh, Alhanouf Abdulrahman ; Jilani, Abdul Khader. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10314-x.

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2023An explainable financial risk early warning model based on the DS-XGBoost model. (2023). Hu, Xue ; Zhang, Chao ; Wu, Zihao ; Zhu, Weidong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004178.

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2023Explainable FinTech lending. (2023). Giudici, Paolo ; Raffinetti, Emanuela ; Babaei, Golnoosh. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300019x.

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2023The value of official website information in the credit risk evaluation of SMEs. (2023). Tang, Qian ; Yin, Chang ; Jiang, Cuiqing ; Wang, Zhao. In: Journal of Business Research. RePEc:eee:jbrese:v:169:y:2023:i:c:s0148296323006495.

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2023A user-centered explainable artificial intelligence approach for financial fraud detection. (2023). Xiao, Zhi ; Li, Haoran ; Zhou, Ying ; Qiu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006815.

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2023Fund performance evaluation with explainable artificial intelligence. (2023). Fan, Xiuyi ; Fu, Hsuan ; Reddy, Veera Raghava ; Seisenberger, Monika. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007912.

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2023The Cohort Shapley value to measure fairness in financing small and medium enterprises in the UK. (2023). Calabrese, Raffaella ; Lu, Xuefei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009145.

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2023‘Seeing’ the Future: Improving Macroeconomic Forecasts with Spatial Data Using Recurrent Convolutional Neural Networks. (2023). Leslie, Jonathan. In: CAEPR Working Papers. RePEc:inu:caeprp:2023003.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029.

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2023A comparative study of machine learning algorithms for the prediction of compressive strength of rice husk ash-based concrete. (2023). Patel, Mahesh ; Singh, Rajwinder ; Manchanda, Aditya ; Bassi, Akshita. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:118:y:2023:i:1:d:10.1007_s11069-023-05998-9.

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2023Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks. (2023). Yaniv-Rosenfeld, Amit ; Fleischer, Tzach ; Lazebnik, Teddy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11232-:d:1197230.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71.

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2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

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2023Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm. (2023). , Ahmed. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10293-z.

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2023ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting. (2023). Lima, Gilberto ; Matos, Joao Vitor ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon13.

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2023When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6.

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2023The Artificial Intelligence Revolution in Digital Finance in Saudi Arabia: A Comprehensive Review and Proposed Framework. (2023). Al-Baity, Heyam H. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13725-:d:1240235.

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2023Evaluating interpretable machine learning predictions for cryptocurrencies. (2023). Rabhi, Fethi A ; el Majzoub, Ahmad ; Hussain, Walayat. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:3:p:137-149.

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2023Determinants of non-performing loans: An explainable ensemble and deep neural network approach. (2023). Nwafor, Obumneme Zimuzor. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004567.

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2023Time-varying relationship between geopolitical uncertainty and agricultural investment. (2023). Ghosh, Indranil ; Jana, Rabin K. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006973.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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2023Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838.

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2023Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Early evidence on how Industry 4.0 reshapes MNEs’ global value chains: The role of value creation versus value capturing by headquarters and foreign subsidiaries. (2023). Jimenez, Alfredo ; Choi, Byungchul ; Kim, Daekwan ; Lee, Jeoung Yul. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:4:d:10.1057_s41267-022-00596-6.

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2023Short-term daily reference evapotranspiration forecasting using temperature-based deep learning models in different climate zones in China. (2023). Zhu, GE ; Zhao, Xin ; Zhang, Lei ; Singh, Vijay P ; Liu, Junguo ; Traore, Seydou ; Chen, Zhicheng. In: Agricultural Water Management. RePEc:eee:agiwat:v:289:y:2023:i:c:s0378377423003633.

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2023Resource Risk and the Origins of Inequality: Evidence from a Pastoralist Economy. (2023). Papyrakis, Elissaios ; Agol, Dorice ; Mancy, Rebecca ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10611.

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2023Stock market forecasting using DRAGAN and feature matching. (2023). Ebadzadeh, Mohammad Mehdi ; Nejad, Fateme Shahabi. In: Papers. RePEc:arx:papers:2301.05693.

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2023A factor pricing model based on machine learning algorithm. (2023). Ren, Hang ; Chen, Yuzhi ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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2023Agent-based Modeling and the Sociology of Money: a Framework for the Study of Coordination and Plurality. (2023). Araujo, Tanya ; Ferraciolli, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp02852023.

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2023It’s worth a shot: urban density, endogenous vaccination decisions, and dynamics of infectious disease. (2023). Tassier, Troy ; Chang, Myong-Hun ; Souther, Andrew. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:1:d:10.1007_s11403-022-00367-4.

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2023Growth, 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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2023Monetary policy rules and the inequality-augmented Phillips Curve. (2023). Laura, Dany Lang ; Rolim, Lilian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon6.

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2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2023.

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2023The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020. (2023). Caraiani, Petre ; Gupta, Rangan ; van Eyden, Renee ; Kunene, Desiree M. In: Working Papers. RePEc:pre:wpaper:202321.

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2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

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2023On Asymmetric Correlations and Their Applications in Financial Markets. (2023). Liu, Conan ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:187-:d:1092699.

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2023Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w.

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2023New Sustainable Banana Value Chain: Waste Valuation toward a Circular Bioeconomy. (2023). Muller, Joachim ; Oechsner, Hans ; Mahayothee, Busarakorn ; Kingphadung, Kanokwan ; Hulsemann, Benedikt ; Krungkaew, Samatcha. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3453-:d:1123793.

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2023Using network data envelopment analysis to assess the sustainability and resilience of healthcare supply chains in response to the COVID-19 pandemic. (2023). Ishizaka, Alessio ; Mangla, Sachin Kumar ; Gunasekaran, Angappa ; Saen, Reza Farzipoor ; Moghaddas, Zohreh ; Azadi, Majid. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:1:d:10.1007_s10479-022-05020-8.

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2023The future of transport-related emissions in dense urban areas: an analysis of various policy scenarios with MOLES. (2023). Tikoudis, Ioannis ; Oueslati, Walid. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:2:d:10.1007_s10018-022-00357-7.

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2023Should Italy switch to a flat tax? An assessment based on a heterogeneous agents OLG model. (2023). Sommacal, Alessandro. In: European Journal of Political Economy. RePEc:eee:poleco:v:80:y:2023:i:c:s017626802300126x.

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2023New Insights into the Research Landscape on the Application of Artificial Intelligence in Sustainable Smart Cities: A Bibliometric Mapping and Network Analysis Approach. (2023). Bekun, Festus Victor ; Musa, Majd ; Ajibade, Samuel-Soma M ; Zaidi, Abdelhamid. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-30.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Unemployment and Labor Productivity Co-movement: the Role of Firm Exit. (2023). Silva, Mario Rafael ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202301.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023Towards machine learning for moral choice analysis in health economics: A literature review and research agenda. (2023). Chorus, Caspar G ; de Bekker-Grob, Esther W. In: Social Science & Medicine. RePEc:eee:socmed:v:326:y:2023:i:c:s0277953623002678.

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2023.

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2023Emerging Labour Flow Networks. (2023). Guerrero, Omar A ; Fair, Kathyrn R. In: Papers. RePEc:arx:papers:2301.07979.

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2023
2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Productivity changes of Asia-Pacific airlines: A Malmquist productivity index approach for a two-stage dynamic system. (2023). Nguyen, Minh-Anh Thi ; Yu, Ming-Miin. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001815.

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2023Inter-industry and Intra-industry Switching as Sources of Productivity Growth: Structural Change of Finland’s ICT Industries. (2023). Kuosmanen, Natalia. In: ETLA Working Papers. RePEc:rif:wpaper:100.

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2023
2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2023Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Risk Measure between Exchange Rate and Oil Price during Crises: Evidence from Oil-Importing and Oil-Exporting Countries. (2023). ben Saad, Mouna. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:250-:d:1128413.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023
2023An agent-based framework for the analysis of the macroeconomic effects of population aging. (2023). Desiderio, Saul ; Chen, Siyan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00814-w.

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2023Research on price transmission in Chinese mining stock market: Based on industry. (2023). Sun, Haoyu ; Wang, LU ; Zhou, Xuanru ; Xing, Wanli ; Zhang, Hua ; Zhu, Mingxue. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004385.

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2023
2023Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462.

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2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2023Comparing the Performance of Corporate Bankruptcy Prediction Models Based on Imbalanced Financial Data. (2023). Noh, Seol-Hyun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4794-:d:1091114.

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2023Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams. (2023). Bravo, Cristi'An ; Tian, Fengrui ; Chandra, Rohitash ; Tavakoli, Mahsa. In: Papers. RePEc:arx:papers:2304.10740.

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2023A transformer-based model for default prediction in mid-cap corporate markets. (2023). Bravo, Cristian ; Mues, Christophe ; Korangi, Kamesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:306-320.

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2023DeFi Security: Turning The Weakest Link Into The Strongest Attraction. (2023). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2312.00033.

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2023Interdisciplinary Teaching Reform of Financial Engineering Majors Based on the Analytic Hierarchy Process in the Post-Pandemic Era. (2023). Fang, Jiaqi ; Dong, Ximiao ; Xiong, Lihui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8652-:d:1156677.

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2023Decent Work and Economic Growth in EU Countries—Static and Dynamic Analyses of Sustainable Development Goal 8. (2023). Dmytrow, Krzysztof ; Bieszk-Stolorz, Beata. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13327-:d:1233628.

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2023.

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2023A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries. (2023). Rogers, Roy Anthony ; Xu, Xiaohan ; Ruiz, Mario Arturo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10311-0.

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2023A New Agricultural Drought Disaster Risk Assessment Framework: Coupled a Copula Function to Select Return Periods and the Jensen Model to Calculate Yield Loss. (2023). Jin, Cuicui ; Xiao, Zheyuan ; Shang, Chongju ; Leghari, Shah Jahan ; Li, Jie ; Pan, Hongwei ; Yu, Jie ; Lei, Hongjun ; Shi, Lili. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3786-:d:1073414.

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2023Construction and Analysis of Uncertainty Indices based on Multilingual Text Representations. (2023). Naboka-Krell, Viktoriia. In: MAGKS Papers on Economics. RePEc:mar:magkse:202310.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Using Google Trends to predict and forecast avocado sales. (2023). Xu, Zhenning ; Wu, DI ; Bach, Seung. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:4:d:10.1057_s41270-023-00232-8.

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2023Rare Earth Elements: A game between China and the rest of the world. (2023). Minooei Fard, Behnaz ; Di Bartolomeo, Giovanni ; Semmler, Willi. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp235.

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2023Addition of finer scale data and uncertainty analysis increases precision of geospatial suitability model for non-native plants in the US. (2023). Lieurance, Deah ; Takeuchi, YU ; Israel, Kimberly ; Fowler, Glenn ; Koop, Anthony ; Kim, Seokmin. In: Ecological Modelling. RePEc:eee:ecomod:v:484:y:2023:i:c:s0304380023001898.

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2023Investment and financing analysis for a venture capital alternative. (2023). Yang, Zhaojun ; Dong, Linjia. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002067.

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2023Two-stage investment, loan guarantees and share buybacks. (2023). Yang, Zhaojun ; Nishihara, Michi ; Dong, Linjia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001471.

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2023Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001063.

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2023Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

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2023A factor pricing model based on machine learning algorithm. (2023). Ren, Hang ; Chen, Yuzhi ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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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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2022Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions. (2022). Saadaoui, Jamel ; Cai, Yifei ; Keung, Marco Chi. In: Working Papers. RePEc:inf:wpaper:2022.07.

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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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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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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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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stephane ; Guegan, Dominique ; Chevallier, Julien. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-04250269.

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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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2021Economic development, weather shocks and child marriage in South Asia: A machine learning approach. (2021). Gassmann, Franziska ; Cebotari, Victor ; Rosales, Francisco ; Meysonnat, Aline ; Dietrich, Stephan. In: MERIT Working Papers. RePEc:unm:unumer:2021034.

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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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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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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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2020.

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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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