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Citation Profile [Updated: 2025-06-12 13:54:01]
5 Years H Index
32
Impact Factor (IF)
0.55
5 Years IF
0.57
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 76 1 5 17 17 0 1 0.05 0.06
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 0.24 0.13 0.1 22 95 91 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 0.3 0.16 0.13 29 154 584 21 95 52 7 108 14 1 4.8 6 0.21 0.15
2000 0.47 0.36 0.35 0.37 27 181 312 57 159 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.39 0.35 0.4 30 211 181 63 232 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.4 0.35 0.36 26 237 1348 83 315 57 15 138 50 0 10 0.38 0.21
2003 0.66 0.44 0.44 0.6 45 282 193 124 440 56 37 142 85 4 3.2 8 0.18 0.22
2004 0.9 0.49 0.54 0.76 32 314 159 166 609 71 64 157 119 5 3 4 0.13 0.22
2005 0.21 0.51 0.5 0.6 41 355 537 176 788 77 16 160 96 8 4.5 5 0.12 0.23
2006 0.32 0.5 0.53 0.69 46 401 403 203 1000 73 23 174 120 25 12.3 3 0.07 0.22
2007 0.51 0.46 0.43 0.61 50 451 497 192 1194 87 44 190 116 12 6.3 4 0.08 0.2
2008 0.47 0.49 0.69 0.55 41 492 396 336 1534 96 45 214 118 29 8.6 6 0.15 0.23
2009 0.36 0.47 0.61 0.5 27 519 142 311 1848 91 33 210 105 15 4.8 12 0.44 0.23
2010 0.56 0.48 0.56 0.56 39 558 203 308 2158 68 38 205 115 20 6.5 5 0.13 0.21
2011 0.41 0.52 0.52 0.47 41 599 203 301 2468 66 27 203 96 17 5.6 4 0.1 0.24
2012 0.41 0.52 0.59 0.58 44 643 176 377 2847 80 33 198 114 16 4.2 11 0.25 0.22
2013 0.35 0.55 0.57 0.43 51 694 303 392 3240 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.55 0.56 0.4 48 742 277 412 3653 95 39 202 81 35 8.5 8 0.17 0.23
2015 0.55 0.55 0.52 0.45 60 802 422 412 4074 99 54 223 101 26 6.3 17 0.28 0.22
2016 0.7 0.52 0.57 0.59 66 868 268 495 4571 108 76 244 144 28 5.7 16 0.24 0.21
2017 0.47 0.54 0.55 0.49 58 926 227 501 5076 126 59 269 132 30 6 11 0.19 0.21
2018 0.4 0.55 0.5 0.57 107 1033 435 516 5597 124 49 283 162 66 12.8 23 0.21 0.23
2019 0.54 0.56 0.43 0.58 137 1170 367 502 6101 165 89 339 195 71 14.1 15 0.11 0.22
2020 0.41 0.68 0.41 0.48 95 1265 270 518 6624 244 101 428 204 55 10.6 16 0.17 0.32
2021 0.55 0.79 0.5 0.54 114 1379 326 681 7314 232 127 463 248 98 14.4 48 0.42 0.29
2022 0.54 0.82 0.4 0.54 132 1511 188 598 7912 209 112 511 274 64 10.7 21 0.16 0.24
2023 0.56 0.78 0.37 0.52 132 1643 90 602 8514 246 137 585 305 106 17.6 11 0.08 0.21
2024 0.55 1.04 0.38 0.57 224 1867 35 717 9231 264 146 610 345 148 20.6 22 0.1 0.29
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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718
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.

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351
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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262
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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157
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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140
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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130
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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119
92008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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108
102000Decomposing 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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104
112006An 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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91
122007Empirical 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
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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86
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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82
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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65
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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57
182007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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50
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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50
202021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Bussmann, Niklas ; Papenbrock, Jochen ; Marinelli, Dimitri. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

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49
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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45
221999Using 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
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
242015Carbon 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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38
252018Estimation 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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37
261998A 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
271996Computing 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
282005Tests 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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35
292008Integrating 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
302005A 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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35
312008Solving 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
322016Causality 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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34
331995Self-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
342010How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154.

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32
352003Traders 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
362015Tractable 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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31
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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31
382003Is 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
392021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jae Hyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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30
402007Validating 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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30
412016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Birch, Jenna ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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29
421999A 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
431999A 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
44A 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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28
452013The 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
462019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). Liu, Liangliang ; He, Jun ; Ding, Donghong. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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27
472000Collinearity 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
482019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Rezaie, Mohammadreza ; Ghiasi, Mohammad ; Alipour, Hamidreza. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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25
492007A 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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25
502004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288.

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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

42
22021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Bussmann, Niklas ; Papenbrock, Jochen ; Marinelli, Dimitri. 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

35
32021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jae Hyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

Full description at Econpapers || Download paper

23
41999Applied 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

20
52016Causality 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

18
62021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Donadelli, Michael ; Juppner, Marcus ; Schlag, Christian ; Paradiso, Antonio. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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16
72018Correlation 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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15
82021Machine 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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15
92008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

Full description at Econpapers || Download paper

12
102005Estimation 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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12
112021Forecasting 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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12
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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12
132020A 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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12
142021Co-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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11
152015Carbon 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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11
162019Introduction 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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10
172021Predicting 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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10
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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10
192014Efficient 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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10
202019Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Ramyar, Sepehr ; Kianfar, Farhad. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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10
212021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Bourgeois-Gironde, Sacha ; Lussange, Johann ; Lazarevich, Ivan ; Gutkin, Boris ; Palminteri, Stefano. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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9
222019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). Liu, Liangliang ; He, Jun ; Ding, Donghong. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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9
232020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Bekiros, Stelios ; Kang, Sang Hoon. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6.

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9
242023Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral ; 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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252018The Income Gap Between Urban and Rural Residents in China: Since 1978. (2018). Zhang, Yang ; Ma, Xiao ; Chen, Jiandong ; Wang, Feiran. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9759-4.

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262022Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data. (2022). Kim, Hyeong Jun ; Cho, Hoon ; Ryu, Doojin. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10126-5.

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272018Estimation 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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282011A 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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292020A 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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302022Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results. (2022). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10062-w.

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312020Intertemporal 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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322006An 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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332020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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342015A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Proaño, Christian ; 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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352008Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions. (2008). Richard, Jean-Francois. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:3:p:245-278.

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362022Blockchain-Based Cryptocurrency Regulation: An Overview. (2022). Yadav, Satya Prakash ; Mostarda, Leonardo ; Agrawal, Krishna Kant ; Al-Turjman, Fadi ; Bhati, Bhoopesh Singh. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10050-0.

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372007A 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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382017A 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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392021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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402022A 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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412018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jaewoo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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422022Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network. (2022). Liu, Zixian ; Zhou, Shuai ; Ji, Han ; Lu, Haifeng ; Du, Guansan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-021-10229-z.

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432022Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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442021Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market. (2021). Gonzalez, Sahudy Montenegro ; Duarte, Juvenal Jose ; Cruz, Jose Cesar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10060-y.

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452022Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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462020An 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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472019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Rezaie, Mohammadreza ; Ghiasi, Mohammad ; Alipour, Hamidreza. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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482021The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches. (2021). Chen, Ting-Hsuan ; Du, Guan-Ting. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10057-7.

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492022The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach. (2022). Bekiros, Stelios ; Ebrahimi, Seyed Babak ; Miri, Mahsa ; Bagheri, Ehsan ; Mohammadi, Arman. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10120-x.

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502023Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering. (2023). ben Jabeur, Sami ; Carmona, Pedro ; Stef, Nicolae. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10227-1.

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2024Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters. (2024). Dai, Tian-Shyr ; Ti, Yen-Wu ; Sun, You-Jia ; Chang, Hao-Han ; Wang, Kuan-Lun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10539-4.

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2024Quantile coherency of futures prices in palm and soybean oil markets. (2024). Fousekis, Panos. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09647-6.

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2024Price linkages in major EU virgin olive oil markets. (2024). Tremma, Ourania ; Theofanous, Pamela. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000094.

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2024Connectedness between conventional and organic milk prices in the USA. (2024). Fousekis, Panos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000161.

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2024Machine Learning Solutions for Fast Real Estate Derivatives Pricing. (2024). He, Xubiao ; Cao, Peiwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10506-z.

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2024Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets. (2024). Zhou, Junzi ; Hu, Wenbin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10567-8.

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2024Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?. (2024). Iglesias, Emma ; Rivera-Alonso, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454.

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2024A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions. (2024). Gartner, Ivan Ricardo ; Peng, Yaohao ; Castro, Daniel Tavares ; Moraes, Joao Gabriel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10514-z.

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2024Parameter Tuning of Agent-Based Models: Metaheuristic Algorithms. (2024). Sannikova, Tatiana E ; Vlad, Andrei I ; Romanyukha, Alexei A. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2208-:d:1435221.

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2024Quantum carbon finance: Carbon emission rights option pricing and investment decision. (2024). Zhang, Tianrui ; Liang, Guoqiang ; Zhai, Dongsheng ; Liu, Baoliu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003360.

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2024Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method. (2024). Ou, Haiying ; Liang, Mengkun ; Zhang, Yanbo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10557-w.

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2024Multi-regime foreign exchange rate model: Calibration and pricing. (2024). Zhang, Ziqing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:204-218.

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2024Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024Valuing of timer path-dependent options. (2024). Ha, Mijin ; Yoon, Ji-Hun ; Kim, Donghyun. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:208-227.

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2024A local volatility correction to mean-reverting stochastic volatility model for pricing derivatives. (2024). Ha, Mijin ; Yoon, Ji-Hun ; Kim, Jeong-Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001078.

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2024Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing. (2024). He, Kaijian ; Fai, Geoffrey Kwok ; Chen, Chiming. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-023-10365-8.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams. (2024). Chandra, Rohitash ; Tavakoli, Mahsa ; Tian, Fengrui ; Bravo, Cristi'An. In: Papers. RePEc:arx:papers:2304.10740.

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2024Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation. (2024). Chen, Zhensong ; Wang, Yunong ; Mi, Yunlong ; Shi, Yong ; Qu, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:786-801.

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2024Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy. (2024). Brorsson, Mats ; Kraussl, Zs'Ofia ; Wang, Xinlin. In: Papers. RePEc:arx:papers:2411.01928.

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2024Term Spread Prediction using Lasso in Machine Learning Frameworks. (2024). Ryu, Doojin ; Webb, Alexander ; Kang, Daeyun. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:31-45.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Blockchain technology and international countertrade. (2024). Wu, Zhenyu ; Yu, Hai ; Jacoby, Gady ; Yang, Fan ; Wilson, Craig. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002019.

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2024Global cryptocurrency use, corruption, and the shadow economy: New insights into the underlying linkages. (2024). Goel, Rajeev ; Saunoris, James W ; Berdiev, Aziz N. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:3:p:609-629.

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2024Cryptocurrency use and tax collections: Direct and indirect channels of influence. (2024). Goel, Rajeev ; Mazhar, Ummad. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000366.

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2024Explore the Impact Mechanism of Block Chain Technology on Chinas Carbon Market. (2024). Li, Xiaoming ; Xu, Lan ; Yang, Jun ; Dong, Hanghang. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10437-9.

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2024From CFOs to crypto: exploratory study unraveling factors in corporate adoption. (2024). Campino, Jose ; Rodrigues, Bruna. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00661-z.

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2024RETRACTED ARTICLE: Unveiling the Impact of Live Video Marketing on College Students’ Online Grocery Repurchase Behavior: A Performance Technology Approach. (2024). Jantan, Amer Hamzah ; Li, Shao ; Yu, Yunpeng. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01499-z.

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2024Kinetic Models for the Exchange of Production Factors in a Multi-agent Market. (2024). Chen, Hongjing ; Hu, Hanlei ; Lai, Chong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10417-z.

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2024Decomposed-coordinated framework with intelligent extremum network for operational reliability analysis of complex system. (2024). Wei-Huang, Pan ; Cheng, LU ; Jia-Qi, Liu ; Yun-Wen, Feng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:242:y:2024:i:c:s095183202300666x.

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2024Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3.

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2024Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets. (2024). Wu, Zhizhong ; Cheng, YU ; Gu, Xingxin ; Wang, Liyang. In: Papers. RePEc:arx:papers:2407.19352.

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2024Zooming in and out the landscape: Artificial intelligence and system dynamics in business and management. (2024). Iandolo, Francesca ; Armenia, Stefano ; Vito, Pietro ; Maielli, Giuliano ; Franco, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008168.

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2024A single-valued neutrosophic CIMAS-CRITIC-RBNAR decision support model for the financial performance analysis: A study of technology companies. (2024). Simic, Vladimir ; Kara, Karahan ; Yalin, Galip Cihan ; Pamucar, Dragan ; Etinkaya, Asli. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000508.

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2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Xu, Wei ; Tang, Pan ; Wang, Haosen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2024A Comparative Study of Time Series, Machine Learning, and Deep Learning Models for Forecasting Global Price of Wheat. (2024). Yadav, Abhishek. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:4:d:10.1007_s43069-024-00395-9.

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2024Enhancing Financial Risk Prediction for Listed Companies: A Catboost-Based Ensemble Learning Approach. (2024). Hu, Xiaofeng ; Lu, Haitao. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01601-5.

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2024Financial warning for coal mining investments: Evidence from the fruit fly optimisation algorithm with backpropagation neural networks. (2024). Huang, Zilong ; He, Yiqun ; Ren, Xiaocong. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003025.

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2024Option Pricing and Local Volatility Surface by Physics-Informed Neural Network. (2024). Lee, Muhyun ; Kang, Seunggu ; Bae, Hyeong-Ohk. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10551-2.

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2024Machine learning in internet financial risk management: A systematic literature review. (2024). , Saleh ; Tian, Zongyi ; Wang, Yan. In: PLOS ONE. RePEc:plo:pone00:0300195.

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2024A comprehensive review on insider trading detection using artificial intelligence. (2024). Kumar, Prabhat ; Priyadarshi, Prashant. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00284-5.

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2024The impact of forest product collection and processing on household income in rural Liberia. (2024). Amadu, Festus O ; Miller, Daniel C. In: Forest Policy and Economics. RePEc:eee:forpol:v:158:y:2024:i:c:s1389934123001934.

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2024Predicting Firm Financial Performance from SEC Filing Changes Using Automatically Generated Dictionary. (2024). Rawte, Vipula ; Zaki, Mohammed J ; Gupta, Aparna. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10443-x.

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2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue ; Chandrasena, Supun. In: Working Papers. RePEc:afc:wpaper:06-24.

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2024Housing GANs: Deep Generation of Housing Market Data. (2024). Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10456-6.

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2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

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2024Deep Learning and American Options via Free Boundary Framework. (2024). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10459-3.

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2024Addressing unanticipated interactions in risk equalization: A machine learning approach to modeling medical expenditure risk. (2024). Koolman, X ; Stam, P. J. A., ; Portrait, F. R. M., ; Ismail, I ; van Witteloostuijn, A. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003760.

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2024Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4.

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2024COVID-19 uncertainty index in Japan: Newspaper-based measures and economic activities. (2024). Ono, Taiki ; Morita, Hiroshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:390-403.

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2024Fear of missing out and market stability: A networked minority game approach. (2024). Webb, Robert I ; Ryu, Doojin ; Park, Daehyeon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:634:y:2024:i:c:s0378437123009755.

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2024A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate. (2024). Kim, Junseok ; Lyu, Jisang ; Jang, Hanbyeol ; Park, Eunchae ; Lee, Chaeyoung. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10394-3.

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2024Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:300523.

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2024Recalculate Without Recomputing. (2024). DIAS CURTO, JOSÉ. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10558-9.

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2024An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753.

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2024A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies. (2024). Mikhaylov, Alexey ; Ecer, Fatih ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00563-6.

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2024Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005760.

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2024Pioneering Technology Mining Research for New Technology Strategic Planning. (2024). Li, Ziyi ; Yu, Zhaoxu ; Tang, Yixin ; Kang, Xiaoqi ; Zhao, Wenjing ; Zheng, Lingling. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6589-:d:1447857.

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2024Management of prosumers using dynamic export limits and shared Community Energy Storage. (2024). Gerdroodbari, Yasin Zabihinia ; Razzaghi, Reza ; Heidari, Rahmat ; Khorasany, Mohsen. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923015866.

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2024ARDL: An R Package for ARDL Models and Cointegration. (2024). Tzeremes, Nickolaos G ; Natsiopoulos, Kleanthis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10487-z.

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2024Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation. (2024). Pan, Hui ; Li, Lingyun ; Zhang, Zhiwang. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10535-8.

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2024Advanced Supply Chain Management Using Adaptive Serial Cascaded Autoencoder with LSTM and Multi-Layered Perceptron Framework. (2024). Saikia, Manob Jyoti ; Das, Parag Jyoti ; Deka, Aniruddha. In: Logistics. RePEc:gam:jlogis:v:8:y:2024:i:4:p:102-:d:1496006.

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2024Research on green supply chain finance risk identification based on two-stage deep learning. (2024). Liu, Ying ; Lv, Mingli ; Yu, Chunmei. In: Operations Research Perspectives. RePEc:eee:oprepe:v:13:y:2024:i:c:s2214716024000150.

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2024Cyclical dynamics and co-movement of business, credit, and investment cycles: empirical evidence from India. (2024). Garg, Ridhima ; Sah, A N. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03021-5.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2024Evolution of Complex Network Topology for Chinese Listed Companies Under the COVID-19 Pandemic. (2024). Zhang, Wenfeng ; Li, Shuliang ; Liang, Kaihao ; He, Jiaying ; Wu, Zhuokui ; Wang, Yuling. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10418-y.

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2024The Spherical Parametrisation for Correlation Matrices and its Computational Advantages. (2024). Pedini, Luca ; Lucchetti, Riccardo (Jack). In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2024The use of derivatives on CO2-emission allowances in Italy. (2024). Vercelli, Francesco ; Magnani, Maurizio ; Bianchi, Michele Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_896_24.

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2024Research and application of a novel weight-based evolutionary ensemble model using principal component analysis for wind power prediction. (2024). Peng, Tian ; Qian, Shijie ; Nazir, Muhammad Shahzad ; Xiong, Jinlin ; Ji, Jie ; Zhang, Chu ; Tao, Zihan ; Fu, Yongyan. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011534.

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2024Identifying key sectors of sustainable development: A Bayesian framework estimating policy‐impacts in a general equilibrium. (2024). Ziesmer, Johannes. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:2:p:458-483.

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2024Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach. (2024). Ge, Lei ; Guo, Lingling ; Chen, Shun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10547-y.

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2024Implementation of deep learning models in predicting ESG index volatility. (2024). Rimal, Binod ; Dahal, Keshab R ; Pokhrel, Nawa Raj ; Bhandari, Hum Nath. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00604-0.

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2024A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting. (2024). Ahmed, Salman ; Khan, Saddam Hussain ; Ud, Riaz. In: Papers. RePEc:arx:papers:2401.11621.

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2024How good are different machine and deep learning models in forecasting the future price of metals? Full sample versus sub-sample. (2024). Maiti, Moinak ; Kayal, Parthajit ; Varshini, Anu. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724004070.

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2024Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis. (2024). Kayal, Parthajit ; Dutta, Sumanjay. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00104-x.

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2024How to Control Waste Incineration Pollution? Cost-Sharing or Penalty Mechanism—Based on Two Differential Game Models. (2024). Li, Huijie ; Tan, Deqing. In: Decision Analysis. RePEc:inm:ordeca:v:21:y:2024:i:2:p:91-109.

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2024Stochastic Differential Game of Sustainable Allocation Strategy for Idle Emergency Supplies in Post-Disaster Management. (2024). Wu, Jingyu ; Li, Lingfei ; Zhu, Minting ; Wang, Mancang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10003-:d:1522384.

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2024Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Optimizing Price Markup: The Impact of Power Purchase Agreements and Energy Production Uncertainty on the Economic Performance of Onshore and Offshore Wind Farms. (2024). , Dalton ; Silva, Vinaicius F ; Sodrae, Eduardo A ; Neto, Armando T. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-21.

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2024Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555.

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2024Generalized Logit Dynamics Based on Rational Logit Functions. (2024). Yoshioka, Hidekazu. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00551-6.

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2024Measuring Open Access Uptake: Methods and Metrics to Assess a Market Transformation. (2024). de Pretis, Francesco ; Abdin, Ahmad Yaman. In: Publications. RePEc:gam:jpubli:v:12:y:2024:i:4:p:33-:d:1492316.

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2024An Integer Optimization Approach for Determining Building Height. (2024). Egozcue, Martin. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:3:d:10.1007_s43069-024-00335-7.

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2024SMART CITY INITIATIVES AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL ANALYSIS. (2024). Tripathi, Sabyasachi ; Chandiramani, Jyoti ; Khan, Arshima. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_4.

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2024THE EFFICACY OF TECHNICAL ANALYSIS IN THE FOREIGN EXCHANGE MARKET: A CASE STUDY OF THE USD/JPY PAIR. (2024). Ruxho, Filipos ; Pinheiro, Susana Soares ; Teixeira, Fernando. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_5.

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2024Maximizing NFT Incentives: References Make You Rich. (2024). Chen, Shiping ; Wang, Qin ; Nguyen, Lam Duc ; H. M. N. Dilum Bandara, ; Yu, Guangsheng ; Sun, Caijun. In: Papers. RePEc:arx:papers:2402.06459.

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2024Improving Portfolio Optimization Results with Bandit Networks. (2024). Andr, Paulo ; Coelho, Lucas ; de Freitas, Gustavo. In: Papers. RePEc:arx:papers:2410.04217.

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2024Multinomial Thompson sampling for rating scales and prior considerations for calibrating uncertainty. (2024). Deliu, Nina. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00732-y.

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2024A Hybrid Intelligent Optimization Algorithm Based on a Learning Strategy. (2024). Ma, Xiaoxue ; Qiao, Weiliang ; Deng, Wanyi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2570-:d:1460068.

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2024Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations. (2024). Dufera, Tamirat Temesgen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001407.

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2024Pricing American Options using Machine Learning Algorithms. (2024). Djagba, Prudence ; Ndizihiwe, Callixte. In: Papers. RePEc:arx:papers:2409.03204.

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2024European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning. (2024). Gupta, Arvind Kumar ; Kumar, Arun ; Pasricha, Puneet ; Pande, Naman Krishna. In: Papers. RePEc:arx:papers:2410.10474.

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2024Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework. (2024). Wang, Yubing ; Kang, Weiyi ; Guo, Jingjun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002257.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

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2024Lead-lag relations between the Chinese carbon and energy markets: Evidence from extreme climate shocks. (2024). Koedijk, Kees ; Huisman, Ronald ; Gao, Xiang ; Chen, Zhang-Hangjian ; Li, Jingbo. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013461.

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2024Risk-adjusted exponential gradient strategies for online portfolio selection. (2024). Xie, Xiuying ; He, Jinan ; Peng, Fangping. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:48:y:2024:i:1:d:10.1007_s10878-024-01187-x.

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2024Incorporating green assets in equity portfolios. (2024). Lalwani, Vaibhav. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301187x.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024IMPACT OF CRISES ON INDIAN FINANCIAL MARKETS. (2024). Tuteja, Divya ; Dua, Pami. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3g:p:557-572.

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2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach. (2024). Triki, Rabab ; Kahouli, Bassem ; Tissaoui, Kais ; Tlili, Haykel. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03938-x.

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2024Impact of Bank Characteristics and Macroeconomic Factors on Banks€™ Profitability: A Study on Emerging Economy. (2024). Hossain, Mohammad Rokibul ; Uddin, Mohammad Ahsan. In: Journal of Scientific Reports. RePEc:aif:report:v:7:y:2024:i:1:p:100-116.

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2024Optimal Market Completion through Financial Derivatives with Applications to Volatility Risk. (2024). Escobar Anel, Marcos ; Zhu, Yichen ; Escobar-Anel, Marcos ; Davison, Matt. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:457-:d:1494361.

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2024Financial network communities and methodological insights: a case study for Borsa Istanbul Sustainability Index. (2024). Akguller, Omer ; Balci, Mehmet Ali ; Batrancea, Larissa M ; Nichita, Anca. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03527-y.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024The Role of R&D for Climate Change Mitigation in China: a Dynamic General Equilibrium Analysis. (2024). Xie, Danyang ; Lin, Fan. In: MPRA Paper. RePEc:pra:mprapa:123556.

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2024Option Valuation with Conditional Heteroskedastic Hidden Truncation Models. (2024). Belhachemi, Rachid. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10480-6.

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Recent citations received in 2024

YearCiting document
2024Investigating the Role of Activation Functions in Predicting the Price of Cryptocurrencies during Critical Economic Periods. (2024). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:64-91.

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2024Improving Portfolio Optimization Results with Bandit Networks. (2024). Andr, Paulo ; Coelho, Lucas ; de Freitas, Gustavo. In: Papers. RePEc:arx:papers:2410.04217.

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2024European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning. (2024). Gupta, Arvind Kumar ; Kumar, Arun ; Pasricha, Puneet ; Pande, Naman Krishna. In: Papers. RePEc:arx:papers:2410.10474.

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2024Quantifying Qualitative Insights: Leveraging LLMs to Market Predict. (2024). Kwon, Yuhee ; Choi, Youngsoo ; Lee, Hoyoung. In: Papers. RePEc:arx:papers:2411.08404.

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2024Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

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2024Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200.

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2024Bivariate Tail Conditional Co-Expectation for elliptical distributions. (2024). Palestini, Arsen ; Cerqueti, Roy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:251-260.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024The Predictive Grey Forecasting Approach for Measuring Tax Collection. (2024). Brahmi, Mohsen ; Kansra, Pooja ; Kakran, Shubham ; Kaushik, Pitresh. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:558-:d:1543089.

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2024The Quest for an ESG Country Rank: A Performance Contribution Analysis/MCDM Approach. (2024). Tan, Yong ; Wanke, Peter ; Antunes, Jorge ; Correa, Henrique Luiz ; Coluccio, Giuliani ; Gunasekaran, Angappa ; Yazdi, Amir Karbassi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:12:p:1865-:d:1415272.

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2024Statistical Modeling to Improve Time Series Forecasting Using Machine Learning, Time Series, and Hybrid Models: A Case Study of Bitcoin Price Forecasting. (2024). Iftikhar, Hasnain ; Qureshi, Moiz ; Rodrigues, Paulo Canas ; Atif, S A ; Rehman, Mohd Ziaur. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3666-:d:1527322.

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2024Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari. In: GATR Journals. RePEc:gtr:gatrjs:afr236.

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2024Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix. (2024). Mazur, Stepan ; Oleynik, Anna ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2024_009.

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2024Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading. (2024). Wang, Kuan-Lun ; Kao, Chu-Lan ; Chang, Hao-Han ; Luo, Yi-Jen ; Dai, Tian-Shyr ; Liu, Liang-Chih. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01293-1.

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2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Ahn, Kwangwon ; Jang, Hanwool ; Choi, Gahyun ; Kim, Jihae. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

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2024Modeling the tail risk of crude oil futures using a quantum approach. (2024). Jeong, Minhyuk ; Ahn, Kwangwon. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04221-9.

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Recent citations received in 2023

YearCiting document
2023Does Bitcoin Affect Term Deposits? Evidence from MINT Countries. (2023). Orhan, Ozaydin ; Can, Dura Yahya ; Tuba, BA. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:17:y:2023:i:1:p:13:n:1020.

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2023Deciphering Algorithmic Collusion: Insights from Bandit Algorithms and Implications for Antitrust Enforcement. (2023). Warin, Thierry ; Marty, Frédéric. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-26.

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2023Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Slapnik, Ursula ; Lonarski, Igor. 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). Chen, Yuzhi ; Fang, YI ; Ren, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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2023Malliavin Calculus and Its Application to Robust Optimal Investment for an Insider. (2023). Cheng, Yuhan ; Yu, Chao. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:20:p:4378-:d:1264530.

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2023Structural Analysis of Projected Networks of Shareholders and Stocks Based on the Data of Large Shareholders’ Shareholding in China’s Stocks. (2023). Huang, Yajing ; Liu, Ruijie. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1545-:d:1104179.

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2023Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research. (2023). González-Ruiz, Juan David ; Marin-Rodriguez, Nini Johana ; Gonzalez-Ruiz, Juan David ; Valencia-Arias, Alejandro. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14897-:d:1260409.

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2023Bankruptcy prediction using machine learning and Shapley additive explanations. (2023). ben Jabeur, Sami ; Viviani, Jean-Laurent ; Nguyen, Hoang Hiep. In: Post-Print. RePEc:hal:journl:hal-04223161.

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2023Research on the Construction of Digital Economy Index System Based on K-means-SA Algorithm. (2023). He, Lin ; Su, KE ; Dong, Changhong. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:4:p:21582440231216359.

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Recent citations received in 2022

YearCiting document
2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Safi, Samir K ; Adeeko, Omotara ; Sanusi, Olajide I ; Tabash, Mosab 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. (2022). Benzaquen, Michael ; Knicker, Max Sina ; Naumann-Woleske, Karl ; Bouchaud, Jean-Philippe. 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). Maples, Josh ; Brorsen, B. 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). Mutschler, Willi ; Trede, Mark ; 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). Hu, Zhihao ; Lin, Sha ; Yan, Dong ; Yang, Ben-Zhang. 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). Righi, Marcelo ; Gossling, Thalles Weber ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

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2022A Hybrid Competitive Evolutionary Neural Network Optimization Algorithm for a Regression Problem in Chemical Engineering. (2022). Curteanu, Silvia ; Floria, Sabina-Adriana ; Gavrilescu, Marius ; Leon, Florin. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:19:p:3581-:d:930792.

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2022Agricultural Price Prediction Based on Combined Forecasting Model under Spatial-Temporal Influencing Factors. (2022). Guo, Yan ; Feng, Yang ; Tang, Wei ; Yang, Senqi ; Zhang, Fang. 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 ; Lau, Chi Keung ; Cai, Yifei ; Keung, Marco Chi. In: Working Papers. RePEc:inf:wpaper:2022.07.

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2022Deep Learning for Financial Engineering. (2022). Chen, Ting-Hsuan ; Egrioglu, Erol ; Lughofer, Edwin David ; Sangaiah, Arun Kumar. 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). Steenkamp, Daan ; Erasmus, Ruan. 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: KAE 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). Saadaoui, Jamel ; Lau, Chi Keung ; Cai, Yifei ; Keung, Marco Chi. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-11.

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Recent citations received in 2021

YearCiting document
2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Ortiz, Alvaro ; Isa, Berk ; Rodrigo, Tomasa ; Mert, Seda Guler ; Yazgan, Ege ; Soybilgen, Baris ; Barlas, Ali B. 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 ; Crosato, Lisa ; Repetto, Marco. 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). Bickley, Steve J ; Torgler, Benno. 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). Olschewski, Sebastian ; Diao, Linan ; Rieskamp, Jorg. 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 ; Kumar, Satish ; Lim, Weng Marc ; 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, Sangkwon. 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-part1:p:985-1000.

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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). Saha, Pritam ; Nguyen, Nguyet ; Islam, Mohammad Rafiqul ; Mostafa, Fahad. 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 ; Tiron-Tudor, Adriana. 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). Shiau, Yan-Chyuan ; Shen, Xijuan ; Hsu, Wei-Ling ; Liu, Hsin-Lung ; Xu, Haiying ; Zhang, Chunmei. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1168-:d:669395.

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2021Hybrid Model for Unemployment Impact on Social Life. (2021). Tudor, Irina-Valentina ; Stoian, Gabriel ; Dnciulescu, Daniela ; Popirlan, Cristina ; Dinu, Constantin-Cristian. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:18:p:2278-:d:636754.

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2021Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging. (2021). Huang, Yu-Chuan ; Chen, Kuo-Shing. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:20:p:2567-:d:655335.

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2021RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach. (2021). Guillen, Montserrat ; Alcaiz, Manuela ; Pesantez-Narvaez, Jessica. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:5:p:579-:d:513498.

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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 ; Stoica, Liviu Adrian ; Davidescu, Adriana Anamaria. 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, İhsan Erdem ; Nguyen, Phi-Hung ; Lin, Ming-Hua ; Tsai, Jung-Fa. 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). Kyeong, Sunghyon ; Shin, Jinho ; Kim, Daehee. 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, Stéphane ; Guegan, Dominique ; Chevallier, Julien. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-04250269.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Post-Print. RePEc:hal:journl: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 ; Dietrich, Stephan ; Rosales, Francisco ; Meysonnat, Aline. 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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