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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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Solving 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 | 718 |
2 | 1999 | Applied 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 | 351 |
3 | 2005 | Estimation 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 | 262 |
4 | 2002 | Heterogeneous 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 | 209 |
5 | 2002 | Production, 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. Full description at Econpapers || Download paper | 157 |
6 | 2007 | A 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 | 140 |
7 | 2002 | Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers || Download paper | 130 |
8 | 2006 | An 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 | 119 |
9 | 2008 | Analysing 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 | 108 |
10 | 2000 | Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers || Download paper | 104 |
11 | 2006 | An 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 | 91 |
12 | 2007 | Empirical 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. Full description at Econpapers || Download paper | 89 |
13 | 2002 | System 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. Full description at Econpapers || Download paper | 86 |
14 | 2018 | Correlation 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 | 82 |
15 | 2007 | Dynamic 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. Full description at Econpapers || Download paper | 70 |
16 | 2014 | Efficient 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 | 65 |
17 | 2001 | A 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. Full description at Econpapers || Download paper | 57 |
18 | 2007 | Validating 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. Full description at Econpapers || Download paper | 50 |
19 | 2014 | Accuracy, 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 | 50 |
20 | 2021 | Explainable 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 | 49 |
21 | 2011 | A 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. Full description at Econpapers || Download paper | 45 |
22 | 1999 | Using 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. Full description at Econpapers || Download paper | 42 |
23 | 2000 | A 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. Full description at Econpapers || Download paper | 39 |
24 | 2015 | Carbon 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. Full description at Econpapers || Download paper | 38 |
25 | 2018 | Estimation 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 | 37 |
26 | 1998 | A 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. Full description at Econpapers || Download paper | 37 |
27 | 1996 | Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers || Download paper | 36 |
28 | 2005 | Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers || Download paper | 35 |
29 | 2008 | Integrating 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. Full description at Econpapers || Download paper | 35 |
30 | 2005 | A 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. Full description at Econpapers || Download paper | 35 |
31 | 2008 | Solving 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. Full description at Econpapers || Download paper | 34 |
32 | 2016 | Causality 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 | 34 |
33 | 1995 | Self-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. Full description at Econpapers || Download paper | 32 |
34 | 2010 | How 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. Full description at Econpapers || Download paper | 32 |
35 | 2003 | Traders 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. Full description at Econpapers || Download paper | 31 |
36 | 2015 | Tractable 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. Full description at Econpapers || Download paper | 31 |
37 | 2007 | Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers || Download paper | 31 |
38 | 2003 | Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass 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. Full description at Econpapers || Download paper | 31 |
39 | 2021 | Forecasting 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 | 30 |
40 | 2007 | Validating 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. Full description at Econpapers || Download paper | 30 |
41 | 2016 | Analysis 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. Full description at Econpapers || Download paper | 29 |
42 | 1999 | A 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. Full description at Econpapers || Download paper | 28 |
43 | 1999 | A 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. Full description at Econpapers || Download paper | 28 |
44 | A 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. Full description at Econpapers || Download paper | 28 | |
45 | 2013 | The 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. Full description at Econpapers || Download paper | 27 |
46 | 2019 | Fiscal 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. Full description at Econpapers || Download paper | 27 |
47 | 2000 | Collinearity 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. Full description at Econpapers || Download paper | 26 |
48 | 2019 | Extracting 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. Full description at Econpapers || Download paper | 25 |
49 | 2007 | A Taxonomy of Inference in Simulation Models. (2007). Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244. Full description at Econpapers || Download paper | 25 |
50 | 2004 | Spectral 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. Full description at Econpapers || Download paper | 25 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Solving 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 |
2 | 2021 | Explainable 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 |
3 | 2021 | Forecasting 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 |
4 | 1999 | Applied 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 |
5 | 2016 | Causality 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 |
6 | 2021 | Computing 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. Full description at Econpapers || Download paper | 16 |
7 | 2018 | Correlation 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 | 15 |
8 | 2021 | Machine 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. Full description at Econpapers || Download paper | 15 |
9 | 2008 | Analysing 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 |
10 | 2005 | Estimation 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 | 12 |
11 | 2021 | Forecasting 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. Full description at Econpapers || Download paper | 12 |
12 | 2006 | An 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 | 12 |
13 | 2020 | A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional BlackâScholes 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. Full description at Econpapers || Download paper | 12 |
14 | 2021 | Co-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. Full description at Econpapers || Download paper | 11 |
15 | 2015 | Carbon 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. Full description at Econpapers || Download paper | 11 |
16 | 2019 | Introduction 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. Full description at Econpapers || Download paper | 10 |
17 | 2021 | Predicting 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. Full description at Econpapers || Download paper | 10 |
18 | 2014 | Accuracy, 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 | 10 |
19 | 2014 | Efficient 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 | 10 |
20 | 2019 | Forecasting 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. Full description at Econpapers || Download paper | 10 |
21 | 2021 | Modelling 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. Full description at Econpapers || Download paper | 9 |
22 | 2019 | Fiscal 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. Full description at Econpapers || Download paper | 9 |
23 | 2020 | Bitcoin 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. Full description at Econpapers || Download paper | 9 |
24 | 2023 | Risk 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. Full description at Econpapers || Download paper | 9 |
25 | 2018 | The 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. Full description at Econpapers || Download paper | 9 |
26 | 2022 | Corporate 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. Full description at Econpapers || Download paper | 8 |
27 | 2018 | Estimation 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 | 8 |
28 | 2011 | A 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. Full description at Econpapers || Download paper | 8 |
29 | 2020 | A 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. Full description at Econpapers || Download paper | 7 |
30 | 2022 | Multivariate 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. Full description at Econpapers || Download paper | 7 |
31 | 2020 | Intertemporal 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. Full description at Econpapers || Download paper | 7 |
32 | 2006 | An 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 | 7 |
33 | 2020 | Prediction 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. Full description at Econpapers || Download paper | 6 |
34 | 2015 | A 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. Full description at Econpapers || Download paper | 6 |
35 | 2008 | Numerical 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. Full description at Econpapers || Download paper | 6 |
36 | 2022 | Blockchain-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. Full description at Econpapers || Download paper | 6 |
37 | 2007 | A 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 | 6 |
38 | 2017 | A 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. Full description at Econpapers || Download paper | 6 |
39 | 2021 | Nowcasting 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. Full description at Econpapers || Download paper | 6 |
40 | 2022 | A 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. Full description at Econpapers || Download paper | 6 |
41 | 2018 | State 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. Full description at Econpapers || Download paper | 6 |
42 | 2022 | Analysis 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. Full description at Econpapers || Download paper | 6 |
43 | 2022 | Bayesian 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. Full description at Econpapers || Download paper | 6 |
44 | 2021 | Predicting 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. Full description at Econpapers || Download paper | 6 |
45 | 2022 | Bayesian 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. Full description at Econpapers || Download paper | 6 |
46 | 2020 | An 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. Full description at Econpapers || Download paper | 5 |
47 | 2019 | Extracting 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. Full description at Econpapers || Download paper | 5 |
48 | 2021 | The Determinants of Bitcoinâs 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. Full description at Econpapers || Download paper | 5 |
49 | 2022 | The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel TimeâFrequency 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. Full description at Econpapers || Download paper | 5 |
50 | 2023 | Bankruptcy 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. Full description at Econpapers || Download paper | 5 |
Year | Title | |
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2024 | A Strongly Group Strategyproof and Shill Resistant Bargaining Mechanism for Fog Resource Pricing. (2024). Sim, Kwang Mong. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00550-7. Full description at Econpapers || Download paper | |
2024 | Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410. Full description at Econpapers || Download paper | |
2024 | Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers || Download paper | |
2024 | Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared. (2024). Omole, Oluwadamilare ; Enke, David. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00643-1. Full description at Econpapers || Download paper | |
2024 | Investigating 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. Full description at Econpapers || Download paper | |
2024 | Deep Learning Models for Bitcoin Prediction Using Hybrid Approaches with Gradient-Specific Optimization. (2024). Boubaker, Heni ; Ladhari, Amina. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:2:p:16-295:d:1380988. Full description at Econpapers || Download paper | |
2024 | A machine learning approach to detect collusion in public procurement with limited information. (2024). Onur, Bedri Kamil. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00293-4. Full description at Econpapers || Download paper | |
2024 | Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095. Full description at Econpapers || Download paper | |
2024 | Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-05. Full description at Econpapers || Download paper | |
2024 | Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215. Full description at Econpapers || Download paper | |
2024 | Asymmetric spotâfutures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363. Full description at Econpapers || Download paper | |
2024 | Improving 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. Full description at Econpapers || Download paper | |
2024 | Quantile 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. Full description at Econpapers || Download paper | |
2024 | Price 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. Full description at Econpapers || Download paper | |
2024 | Connectedness 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. Full description at Econpapers || Download paper | |
2024 | Machine 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. Full description at Econpapers || Download paper | |
2024 | Trading 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis. (2024). Feng, Sida ; Sun, Qingru ; Ma, Ning ; Li, Huajiao ; An, Haizhong ; Liu, Yanxin ; Guo, Sui. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008260. Full description at Econpapers || Download paper | |
2024 | Inter-industry and intra-industry switching as sources of productivity growth: structural change of Finlandâs ICT industries. (2024). Kuosmanen, Natalia. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:2:d:10.1007_s11123-023-00712-0. Full description at Econpapers || Download paper | |
2024 | Social status and marriage markets: Evaluating a Hukou policy in China. (2024). Hu, Qinyou. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:2:d:10.1007_s11150-023-09663-9. Full description at Econpapers || Download paper | |
2024 | Extended multivariate EGARCH model: A model for zero⬠return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Innovative Insights into Knowledge-Driven Financial Distress Prediction: a Comprehensive XAI Approach. (2024). Fan, Mengting ; Zhao, Qizhi ; Mo, Zan ; Liang, Zhouyang. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01602-4. Full description at Econpapers || Download paper | |
2024 | Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test. (2024). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10458-4. Full description at Econpapers || Download paper | |
2024 | Exploring the impact of customer concentration on stock price crash risk. (2024). Afghahi, Mahla ; Nassirzadeh, Farzaneh ; Askarany, Davood. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03069-3. Full description at Econpapers || Download paper | |
2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper | |
2024 | New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758. Full description at Econpapers || Download paper | |
2024 | Further development on the power of the double frequency Dickey Fuller test on unit roots. (2024). Magrini, Stefano ; Gerolimetto, Margherita. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:240104. Full description at Econpapers || Download paper | |
2024 | The Green Engine of Growth: Assessing the Influence of Renewable Energy Consumption and Environmental Policy on Chinaâs Economic Sustainability. (2024). He, Yugang ; Wu, Renhong ; Wang, Lin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3120-:d:1372523. Full description at Econpapers || Download paper | |
2024 | Option pricing under multifactor BlackâScholes model using orthogonal spline wavelets. (2024). Fikova, Kateina ; Erna, Dana. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:309-340. Full description at Econpapers || Download paper | |
2024 | Assessing the distributional impacts of ambitious carbon pricing in Chinas agricultural sector. (2024). Deng, Yizhi ; Wu, Wenchao ; Zhang, Runsen ; Liu, Jing-Yu ; Geng, Yong. In: Ecological Economics. RePEc:eee:ecolec:v:217:y:2024:i:c:s0921800923003452. Full description at Econpapers || Download paper | |
2024 | Impact of three carbon emission reduction policies on carbon verification behavior: An analysis based on evolutionary game theory. (2024). Shi, Zhuangfei ; Lao, Yongshuai ; Wu, Xiaoping ; Liu, Peng ; Yang, Lin. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006984. Full description at Econpapers || Download paper | |
2024 | Economic effects of sustainable energy technology progress under carbon reduction targets: An analysis based on a dynamic multi-regional CGE model. (2024). Gao, Zhiyuan ; Hao, YU ; Zhao, Ying ; Li, Lianqing. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004549. Full description at Econpapers || Download paper | |
2024 | Dynamic game evolution complexity of new energy and fuel vehicle manufacturers under carbon capâandâtrade policy. (2024). Wang, Xiaoyan ; Liu, Lixia ; Bao, Binshuo ; Ma, Junhai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:2566-2590. Full description at Econpapers || Download paper | |
2024 | Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates. (2024). Barde, Sylvain. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:196:y:2024:i:c:s0167947324000562. Full description at Econpapers || Download paper | |
2024 | Parameter 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. Full description at Econpapers || Download paper | |
2024 | Conformism, distinction and heterogeneity in an agent-based model of fads. (2024). Bargigli, Leonardo ; Pietrini, Filippo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00419-x. Full description at Econpapers || Download paper | |
2024 | Quantum 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. Full description at Econpapers || Download paper | |
2024 | Dynamic connectedness of quantum computing, artificial intelligence, and big data stocks on renewable and sustainable energy. (2024). Hadj, Kamel Bel ; Nammouri, Hela ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007254. Full description at Econpapers || Download paper | |
2024 | Prediction 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. Full description at Econpapers || Download paper | |
2024 | Multi-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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | From the pandemic to the RussiaâUkraine 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Valuing 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Quantum 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. Full description at Econpapers || Download paper | |
2024 | Unlocking 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. Full description at Econpapers || Download paper | |
2024 | Multi-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. Full description at Econpapers || Download paper | |
2024 | Improved 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. Full description at Econpapers || Download paper | |
2024 | Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy. (2024). Brorsson, Mats ; Kraussl, Zs'Ofia ; Wang, Xinlin. In: Papers. RePEc:arx:papers:2411.01928. Full description at Econpapers || Download paper | |
2024 | Term 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. Full description at Econpapers || Download paper | |
2024 | Technology 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. Full description at Econpapers || Download paper | |
2024 | Price 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. Full description at Econpapers || Download paper | |
2024 | Blockchain 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. Full description at Econpapers || Download paper | |
2024 | Global 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. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency 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. Full description at Econpapers || Download paper | |
2024 | Explore 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. Full description at Econpapers || Download paper | |
2024 | From 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. Full description at Econpapers || Download paper | |
2024 | RETRACTED ARTICLE: Unveiling the Impact of Live Video Marketing on College Studentsâ 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. Full description at Econpapers || Download paper | |
2024 | Kinetic 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. Full description at Econpapers || Download paper | |
2024 | Decomposed-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. Full description at Econpapers || Download paper | |
2024 | Option 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. Full description at Econpapers || Download paper | |
2024 | Design 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. Full description at Econpapers || Download paper | |
2024 | Zooming 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Network-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. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Enhancing 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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Option 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. Full description at Econpapers || Download paper | |
2024 | Machine learning in internet financial risk management: A systematic literature review. (2024). , Saleh ; Tian, Zongyi ; Wang, Yan. In: PLOS ONE. RePEc:plo:pone00:0300195. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Predicting 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Housing 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. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Deep 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. Full description at Econpapers || Download paper | |
2024 | Addressing 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. Full description at Econpapers || Download paper | |
2024 | Predicting 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. Full description at Econpapers || Download paper | |
2024 | COVID-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. Full description at Econpapers || Download paper | |
2024 | Fear 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:300523. Full description at Econpapers || Download paper | |
2024 | Recalculate Without Recomputing. (2024). DIAS CURTO, JOSÃ. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10558-9. Full description at Econpapers || Download paper | |
2024 | An 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | Pioneering 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. Full description at Econpapers || Download paper | |
2024 | Management 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. Full description at Econpapers || Download paper | |
2024 | ARDL: 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. Full description at Econpapers || Download paper | |
2024 | Combining 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. Full description at Econpapers || Download paper | |
2024 | Advanced 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. Full description at Econpapers || Download paper | |
2024 | Research 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. Full description at Econpapers || Download paper | |
2024 | Cyclical 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. Full description at Econpapers || Download paper | |
2024 | Dynamics 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. Full description at Econpapers || Download paper | |
2024 | Evolution 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Valuation 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Research 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. Full description at Econpapers || Download paper | |
2024 | Identifying key sectors of sustainable development: A Bayesian framework estimating policyâimpacts in a general equilibrium. (2024). Ziesmer, Johannes. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:2:p:458-483. Full description at Econpapers || Download paper | |
2024 | Increasing 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. Full description at Econpapers || Download paper | |
2024 | Implementation 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Regime 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. Full description at Econpapers || Download paper | |
2024 | How to Control Waste Incineration Pollution? Cost-Sharing or Penalty MechanismâBased 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. Full description at Econpapers || Download paper | |
2024 | Stochastic 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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2024 | Investigation 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. Full description at Econpapers || Download paper | |
2024 | Optimizing 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Generalized 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. Full description at Econpapers || Download paper | |
2024 | Measuring 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. Full description at Econpapers || Download paper | |
2024 | An 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. Full description at Econpapers || Download paper | |
2024 | SMART 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. Full description at Econpapers || Download paper | |
2024 | THE 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. Full description at Econpapers || Download paper | |
2024 | Maximizing 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. Full description at Econpapers || Download paper | |
2024 | Improving Portfolio Optimization Results with Bandit Networks. (2024). Andr, Paulo ; Coelho, Lucas ; de Freitas, Gustavo. In: Papers. RePEc:arx:papers:2410.04217. Full description at Econpapers || Download paper | |
2024 | Multinomial 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Fractional 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. Full description at Econpapers || Download paper | |
2024 | Pricing American Options using Machine Learning Algorithms. (2024). Djagba, Prudence ; Ndizihiwe, Callixte. In: Papers. RePEc:arx:papers:2409.03204. Full description at Econpapers || Download paper | |
2024 | European 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. Full description at Econpapers || Download paper | |
2024 | Multi-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. Full description at Econpapers || Download paper | |
2024 | Social 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. Full description at Econpapers || Download paper | |
2024 | Extreme weather, climate risk, and the leadâlag 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. Full description at Econpapers || Download paper | |
2024 | Lead-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. Full description at Econpapers || Download paper | |
2024 | Risk-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. Full description at Econpapers || Download paper | |
2024 | Incorporating green assets in equity portfolios. (2024). Lalwani, Vaibhav. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301187x. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | IMPACT 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. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Safe 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Impact of Bank Characteristics and Macroeconomic Factors on Banksâ¬â¢ 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. Full description at Econpapers || Download paper | |
2024 | Optimal 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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Insights 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Option 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. Full description at Econpapers || Download paper |
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2024 | Investigating 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. Full description at Econpapers || Download paper | |
2024 | Improving Portfolio Optimization Results with Bandit Networks. (2024). Andr, Paulo ; Coelho, Lucas ; de Freitas, Gustavo. In: Papers. RePEc:arx:papers:2410.04217. Full description at Econpapers || Download paper | |
2024 | European 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. Full description at Econpapers || Download paper | |
2024 | Quantifying Qualitative Insights: Leveraging LLMs to Market Predict. (2024). Kwon, Yuhee ; Choi, Youngsoo ; Lee, Hoyoung. In: Papers. RePEc:arx:papers:2411.08404. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2024 | Price 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the RussianâUkrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper | |
2024 | Bivariate 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Sectoral 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. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | Navigating 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Statistical 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. Full description at Econpapers || Download paper | |
2024 | Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari. In: GATR Journals. RePEc:gtr:gatrjs:afr236. Full description at Econpapers || Download paper | |
2024 | Minimum 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. Full description at Econpapers || Download paper | |
2024 | Asymptotic 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Modeling 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. Full description at Econpapers || Download paper |
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2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Deciphering 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. Full description at Econpapers || Download paper | |
2023 | Understanding 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. Full description at Econpapers || Download paper | |
2023 | Gold 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Malliavin 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. Full description at Econpapers || Download paper | |
2023 | Structural Analysis of Projected Networks of Shareholders and Stocks Based on the Data of Large Shareholdersâ Shareholding in Chinaâs Stocks. (2023). Huang, Yajing ; Liu, Ruijie. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1545-:d:1104179. Full description at Econpapers || Download paper | |
2023 | Incorporating 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. Full description at Econpapers || Download paper | |
2023 | Bankruptcy 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. Full description at Econpapers || Download paper | |
2023 | Research 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. Full description at Econpapers || Download paper |
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2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Testing for Causality between Climate Policies and Carbon Emissions Reduction. (2022). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022005. Full description at Econpapers || Download paper | |
2022 | Exploration 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. Full description at Econpapers || Download paper | |
2022 | On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858. Full description at Econpapers || Download paper | |
2022 | Deep learning and American options via free boundary framework. (2022). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2211.11803. Full description at Econpapers || Download paper | |
2022 | Handling 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. Full description at Econpapers || Download paper | |
2022 | Pruned 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. Full description at Econpapers || Download paper | |
2022 | Pruned 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. Full description at Econpapers || Download paper | |
2022 | Pricing 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. Full description at Econpapers || Download paper | |
2022 | Comparison 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Agricultural 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Deep 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. Full description at Econpapers || Download paper | |
2022 | Term premium estimation for South Africa. (2022). Steenkamp, Daan ; Erasmus, Ruan. In: MPRA Paper. RePEc:pra:mprapa:114895. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper |
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2021 | Big 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. Full description at Econpapers || Download paper | |
2021 | Endogenous viral mutations, evolutionary selection, and containment policy design. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2107.04358. Full description at Econpapers || Download paper | |
2021 | Look 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. Full description at Econpapers || Download paper | |
2021 | Opinion Dynamics with Conflicting Interests. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09408. Full description at Econpapers || Download paper | |
2021 | Behavioural Economics, What Have we Missed? Exploring âClassicalâ 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. Full description at Econpapers || Download paper | |
2021 | Reinforcement 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. Full description at Econpapers || Download paper | |
2021 | Artificial 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. Full description at Econpapers || Download paper | |
2021 | Robust and accurate construction of the local volatility surface using the BlackâScholes equation. (2021). Kim, Sangkwon. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Systemic 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | GJR-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Integrated 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. Full description at Econpapers || Download paper | |
2021 | Hybrid 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. Full description at Econpapers || Download paper | |
2021 | Detecting 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. Full description at Econpapers || Download paper | |
2021 | RiskLogitboost 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. Full description at Econpapers || Download paper | |
2021 | Socioeconomic Effects of COVID-19 Pandemic: Exploring Uncertainty in the Forecast of the Romanian Unemployment Rate for the Period 2020â2023. (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. Full description at Econpapers || Download paper | |
2021 | Unemployment 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. Full description at Econpapers || Download paper | |
2021 | Sustainable 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. Full description at Econpapers || Download paper | |
2021 | Can System Log Data Enhance the Performance of Credit Scoring?âEvidence 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. Full description at Econpapers || Download paper | |
2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Post-Print. RePEc:hal:journl:halshs-04250269. Full description at Econpapers || Download paper | |
2021 | Machine 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. Full description at Econpapers || Download paper | |
2021 | Computational 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. Full description at Econpapers || Download paper | |
2021 | Computational aspects of sustainability: Conceptual review and analytical framework. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:109632. Full description at Econpapers || Download paper | |
2021 | Forging 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. Full description at Econpapers || Download paper | |
2021 | Design, 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. Full description at Econpapers || Download paper | |
2021 | Automation 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Trading 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. Full description at Econpapers || Download paper |