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Computational Economics / Springer

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
33
Impact Factor (IF)
0.11
5 Years IF
0.13
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1993 0 0.13 0 0 17 17 20 6 0 0 0 0 0.06
1994 0 0.14 0.06 0 19 36 76 1 8 17 17 0 1 0.05 0.07
1995 0.11 0.22 0.23 0.11 16 52 76 8 20 36 4 36 4 0 4 0.25 0.1
1996 0.31 0.25 0.25 0.23 21 73 87 16 38 35 11 52 12 0 1 0.05 0.11
1997 0.11 0.24 0.13 0.1 22 95 92 7 50 37 4 73 7 0 0 0.11
1998 0.05 0.28 0.19 0.19 30 125 241 22 74 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.3 0.16 0.13 29 154 594 21 98 52 7 108 14 1 4.8 6 0.21 0.14
2000 0.47 0.34 0.36 0.37 27 181 321 57 163 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.38 0.33 0.4 30 211 184 63 233 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.39 0.35 0.36 26 237 1369 83 316 57 15 138 50 0 10 0.38 0.21
2003 0.66 0.43 0.44 0.6 45 282 196 124 441 56 37 142 85 4 3.2 8 0.18 0.21
2004 0.9 0.47 0.54 0.76 32 314 162 166 610 71 64 157 119 5 3 4 0.13 0.21
2005 0.21 0.51 0.52 0.61 41 355 549 180 793 77 16 160 98 8 4.4 5 0.12 0.23
2006 0.34 0.5 0.55 0.71 46 401 411 210 1012 73 25 174 124 25 11.9 3 0.07 0.22
2007 0.51 0.44 0.44 0.62 50 451 507 196 1210 87 44 190 117 12 6.1 4 0.08 0.2
2008 0.47 0.47 0.69 0.56 41 492 418 337 1551 96 45 214 119 29 8.6 6 0.15 0.22
2009 0.36 0.46 0.61 0.5 27 519 144 313 1867 91 33 210 105 15 4.8 12 0.44 0.23
2010 0.56 0.46 0.56 0.56 39 558 207 308 2177 68 38 205 115 20 6.5 5 0.13 0.2
2011 0.41 0.5 0.51 0.47 41 599 210 299 2485 66 27 203 96 17 5.7 4 0.1 0.23
2012 0.41 0.5 0.6 0.6 44 643 186 381 2868 80 33 198 118 16 4.2 11 0.25 0.21
2013 0.35 0.53 0.57 0.43 51 694 319 394 3263 85 30 192 83 27 6.9 22 0.43 0.23
2014 0.42 0.52 0.56 0.41 48 742 300 412 3676 95 40 202 82 35 8.5 8 0.17 0.22
2015 0.55 0.52 0.53 0.45 60 802 441 413 4098 99 54 223 101 26 6.3 17 0.28 0.22
2016 0.72 0.49 0.58 0.61 66 868 285 499 4599 108 78 244 148 28 5.6 16 0.24 0.2
2017 0.46 0.51 0.54 0.48 58 926 241 498 5101 126 58 269 130 30 6 11 0.19 0.2
2018 0.38 0.52 0.51 0.57 107 1033 483 517 5623 124 47 283 160 66 12.8 23 0.21 0.22
2019 0.54 0.53 0.43 0.58 137 1170 406 505 6130 165 89 339 196 71 14.1 15 0.11 0.21
2020 0.41 0.63 0.42 0.48 95 1265 322 521 6656 244 101 428 205 55 10.6 16 0.17 0.3
2021 0.55 0.72 0.5 0.54 114 1379 439 685 7350 232 127 463 248 98 14.3 49 0.43 0.26
2022 0.57 0.71 0.41 0.56 132 1511 267 618 7968 209 119 511 286 64 10.4 24 0.18 0.21
2023 0.56 0.66 0.37 0.53 132 1643 174 606 8574 246 138 585 309 106 17.5 11 0.08 0.19
2024 0.57 0.71 0.39 0.58 224 1867 161 732 9306 264 151 610 355 148 20.2 22 0.1 0.21
2025 0.52 0.94 0.34 0.54 317 2184 47 752 10058 356 184 697 376 148 19.7 20 0.06 0.27
2026 0.11 0.09 0.13 196 2380 0 217 10275 541 58 919 121 22 10.1 1 0.01
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

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728
21999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

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360
32005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

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268
42002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

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217
52002Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

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158
62007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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142
72002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

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131
82008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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126
92006An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

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119
102000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

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108
112006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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96
122018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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90
132007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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89
142002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86.

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86
152007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

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70
162014Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536.

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67
172021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Bussmann, Niklas ; Papenbrock, Jochen ; Marinelli, Dimitri. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

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66
182001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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58
192014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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58
202007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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50
212011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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48
222021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jae Hyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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48
231999Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60.

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43
242015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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42
252016Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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40
262000A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78.

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40
272018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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38
281998A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63.

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37
292005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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36
301996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

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36
312008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162.

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35
322005A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102.

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35
332008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

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

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33
351995Self-Organization of Markets: An Example of a Computational Approach.. (1995). Vriend, Nicolaas. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31.

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33
362003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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32
372007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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32
382015Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260.

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32
392003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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31
402007Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290.

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31
412016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Birch, Jenna ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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30
42A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.

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29
432019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Rezaie, Mohammadreza ; Ghiasi, Mohammad ; Alipour, Hamidreza. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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29
441999A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87.

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28
452013Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Benedetti, Roberto ; Andreano, M.. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174.

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

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28
471999A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218.

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28
482013The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386.

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27
492000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199.

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27
502021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4.

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26
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jae Hyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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20
22021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Bussmann, Niklas ; Papenbrock, Jochen ; Marinelli, Dimitri. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

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19
32002Solving 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

16
42008Analysing 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

14
51999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

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13
62024The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Tang, Xuan ; Shah, Waheed Ullah ; Gupta, Himani ; Younis, Ijaz. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10552-1.

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10
72024Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

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9
82021Machine Learning in Economics and Finance. (2021). Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-021-10094-w.

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9
92021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4.

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9
102022Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data. (2022). Kim, Hyeong Jun ; Cho, Hoon ; Ryu, Doojin. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10126-5.

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8
112014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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8
122023Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w.

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7
132015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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7
142023Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering. (2023). ben Jabeur, Sami ; Carmona, Pedro ; Stef, Nicolae. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10227-1.

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7
152024LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. (2024). Aguayo-Moreno, Ester ; Garcia-Medina, Andres. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10373-8.

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7
162016Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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7
172018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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7
182021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Bourgeois-Gironde, Sacha ; Lussange, Johann ; Lazarevich, Ivan ; Gutkin, Boris ; Palminteri, Stefano. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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7
192005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

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7
202023A Deep Learning Based Numerical PDE Method for Option Pricing. (2023). Wang, Xiang ; Li, Jichun. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10279-x.

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6
212023Reinforcement Learning in Economics and Finance. (2023). Elie, Romuald ; Remlinger, Carl ; Charpentier, Arthur. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10119-4.

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6
222024Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization. (2024). Boyd, Stephen ; Schiele, Philipp ; Luxenberg, Eric. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10556-x.

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6
232006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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242023Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks. (2023). Sharma, Rakesh Kumar ; Tripathi, Bhaskar. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10325-8.

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252020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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262019Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data. (2019). Ganga, Hicham ; Fernandez-Rodriguez, Fernando ; Acosta-Gonzalez, Eduardo. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9737-x.

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272024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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282023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Sarker, Provash ; Wang, Lei ; Bouri, Elie. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

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292021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Donadelli, Michael ; Juppner, Marcus ; Schlag, Christian ; Paradiso, Antonio. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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302014Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model. (2014). Ritter, Matthias ; Odening, Martin ; Musshoff, Oliver ; Muhoff, O.. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:1:p:67-86.

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312022Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting. (2022). Smith, Matthew ; Alvarez, Francisco. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10078-2.

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322011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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332002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

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342024Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; Bhatti, Ishaq M ; Diner, Hasan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10341-8.

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352019Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Ramyar, Sepehr ; Kianfar, Farhad. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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362023An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w.

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372020A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model. (2020). Nikan, Omid ; Golbabai, Ahmad. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09880-4.

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382019Improving Financial Distress Prediction Using Financial Network-Based Information and GA-Based Gradient Boosting Method. (2019). Li, Yongli ; Liu, Jiaming ; Wu, Chong. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9768-3.

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392021Support Vector Machine Algorithms: An Application to Ship Price Forecasting. (2021). Syriopoulos, Theodore ; Tsatsaronis, Michael ; Karamanos, Ioannis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10032-2.

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402019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Akbary, Paria ; Ghadimi, Noradin ; Rezaie, Mohammadreza ; Ghiasi, Mohammad ; Alipour, Hamidreza. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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412021A Guide on Solving Non-convex Consumption-Saving Models. (2021). Druedahl, Jeppe. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10045-x.

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422021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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432007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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442021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Chakraborty, Tanujit ; Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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452023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Zaghdoudi, Taha ; Nsaibi, Mariem ; Tissaoui, Kais ; Hakimi, Abdelaziz. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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462022Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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472023Bitcoin Price Prediction: A Machine Learning Sample Dimension Approach. (2023). Ranjan, Sumit ; Kayal, Parthajit ; Saraf, Malvika. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10262-6.

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482021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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492018The Income Gap Between Urban and Rural Residents in China: Since 1978. (2018). Zhang, Yang ; Ma, Xiao ; Chen, Jiandong ; Wang, Feiran. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9759-4.

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502020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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Citing documents used to compute impact factor: 58
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2026Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs. (2026). Le, Thai Hong ; Thi, Huong Mai ; Pham, Dat Thanh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:681:y:2026:i:c:s0378437125007320.

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2026Return and volatility spillover drivers among conventional cryptocurrencies. (2026). Kammoun, Wafa Masmoudi. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00167-y.

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2026Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments. (2026). Duramaz, Selim ; Erer, Elif ; Gle, Tuna Can. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00886-6.

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2026Economic Impact of Global Warming in India: An Updated Review of Methods, Policies, and Recent Empirical Literature*. (2026). Maiti, Dibyendu ; Kumar, Naveen. In: SocArXiv. RePEc:osf:socarx:4dhy6_v1.

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2026Herd investing and market inefficiency in forex markets over the COVID-19 outbreak: the multifractality analysis. (2026). Yalinta, Selin ; Zdemir, Onur. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:3:d:10.1007_s43546-026-01072-1.

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2026Toward climate-resilient agriculture in Iran: Modeling quinoa viability under future climate scenarios. (2026). Bannayan, Mohammad ; Yaghoubi, Fatemeh. In: Agricultural Systems. RePEc:eee:agisys:v:231:y:2026:i:c:s0308521x25002914.

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2026Finding Core Balanced Modules in Statistically Validated Stock Networks. (2025). Qing, Huan ; Xu, Xiaofei. In: Papers. RePEc:arx:papers:2508.04970.

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2026The Sentiment Augmented GARCH-LSTM Hybrid Model for Value-at-Risk Forecasting. (2026). Egyed, Balzs ; Lber, Dniel. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:1:d:10.1007_s10614-025-11042-8.

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2026Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets. (2026). Kamdem, Jules Sadefo ; Pokou, Fredy ; Gnandi, Kpante Emmanuel. In: Papers. RePEc:arx:papers:2605.26890.

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2026Onflow: a model free, online portfolio allocation algorithm robust to transaction fees. (2026). Brugiere, Pierre ; Turinici, Gabriel. In: Annals of Finance. RePEc:kap:annfin:v:22:y:2026:i:1:d:10.1007_s10436-026-00480-5.

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2026The role of global factors in Bitcoin dynamics: Evidence from the TVP-VAR-SV model. (2026). Gayaker, Savas ; Nal, Emre ; Kse, Nezir. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-026-02897-3.

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2026Beyond market stress: Incremental long-term information in geopolitical tension for gold volatility. (2026). Liu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x2600020x.

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2026Mitigating downside risk: ESG integration in portfolio construction with stock preselection using machine learning and mean-CVaR optimization. (2026). de Smedt, Johannes ; Stevens, Alexander ; Zhang, Yanyi ; Vanneste, Line ; van Wallendael, Larry. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:106:y:2026:i:c:s106297692600013x.

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2026Dynamic spillovers among policy uncertainty, financial markets and energy markets in developed and emerging economies. (2026). Soriano-Felipe, Pilar ; Molina-Muoz, Jess Enrique. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:59:y:2026:i:1:d:10.1007_s10644-025-09949-1.

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2026Synthetic Control Misconceptions: Recommendations for Practice. (2026). Cowan, Sarah ; Hill, Jennifer ; Pickett, Robert. In: Papers. RePEc:arx:papers:2603.19211.

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2026From green hydrogen Hubs to electric vehicle Highways: Crafting feasible sustainable solutions for clean transportation. (2026). Ali, Sajid ; Nazar, Raima ; Anser, Muhammad Khalid ; Zhu, Delong. In: Transport Policy. RePEc:eee:trapol:v:178:y:2026:i:c:s0967070x25004974.

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2026Black–scholes equation in quantitative finance with variable parameters: a path to a generalized schrodinger equation. (2026). Anukool, Waranont ; El-Nabulsi, Rami Ahmad. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00877-7.

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2026Time-varying Granger causality in Bitcoin mining: Uncovering shifting links to environment, sustainability, and profitability. (2026). Hu, Yang ; Hou, Yang ; Oxley, Les ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:82:y:2026:i:c:s0275531925005197.

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2026Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread. (2026). el Aoun, Olfa. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00175-y.

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2026Extreme dependence and frequency connectedness across international stock markets and global uncertainties. (2026). Kang, Sang Hoon ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Eurasian Economic Review. RePEc:spr:eurase:v:16:y:2026:i:1:d:10.1007_s40822-025-00351-w.

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2026Extreme frequency connectedness between clean energy, fossil fuel, and G7 stock markets: Portfolio management implications. (2026). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Belghouthi, Houssem Eddine. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000019.

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2026Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations. (2026). Raza, Syed Maisam ; Jamal, Surayya ; Ishtiaq, Muhammad ; Mushtaq, Hina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002165.

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2026Innovative resource synergy, market integration, and new quality productive forces: testing based on threshold and moderating effects. (2026). Xiao, Jianhua ; Li, Jinting ; Huang, Daqian ; Wu, Shujuan. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00737-5.

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2026Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction. (2026). Nguyen, Loc H. In: Papers. RePEc:arx:papers:2606.12450.

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2026Financial openness, economic policy uncertainty, and financial development: Evidence from western economies. (2026). Wen, Rui ; Wu, Lingxia. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325024869.

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2026Predicting Market Volatility: An Ensemble Approach for Enhanced India VIX Prediction. (2026). Singh, Priya ; Jha, Manoj ; Verma, Chandan Kumar ; Sharma, Akanksha. In: SN Operations Research Forum. RePEc:spr:snopef:v:7:y:2026:i:1:d:10.1007_s43069-025-00596-w.

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2026Enhanced indexing using cumulative prospect theory utility function with expectile risk. (2026). Garg, Divyanee ; Mehra, Aparna ; Khan, Ahmad Zaman. In: Omega. RePEc:eee:jomega:v:139:y:2026:i:c:s0305048325001707.

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2026Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions. (2026). Wright, Craig S. In: Papers. RePEc:arx:papers:2601.07852.

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2026Internal Bank-Specific Determinants of Non-Performing Loans in Zambian Commercial Banks: A Time-Series Analysis, 2018€“2024. (2026). Chisenga, Daniel ; Kalenga, Danicious. In: East African Finance Journal. RePEc:cwk:eafjke:2026-22.

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2026Explainable adaptive ensemble learning with imbalance mitigation for manufacturing sector financial risk warning. (2026). Zou, Yao ; Lan, Xingyu ; Liu, Wanan ; Xia, Meng ; Tao, Jiacheng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:202:y:2026:i:p2:s0960077925015905.

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2026Forecasting corporate bankruptcy in imbalanced datasets using a new hybrid machine learning approach. (2026). ben Jabeur, Sami ; Sverin, Eric ; Veganzones, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004568.

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2026Opinion dynamics game in conservation discourse. (2026). Kareeva, Yulia ; Sedakov, Artem. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:9:y:2026:i:1:d:10.1007_s42001-025-00430-7.

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2026A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market. (2026). Jieni, Liu. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2606.

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2026Mapping the Landscape of Analyst Stock Recommendations: A Bibliometric Analysis. (2026). Sethi, Madhvi ; Kadam, Suresh. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:17:y:2026:i:2:d:10.1007_s13132-025-02835-1.

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2026Sentiment-aware mean-variance portfolio optimization for cryptocurrencies. (2026). Chen, Qizhao. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:2:d:10.1007_s42521-026-00187-2.

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2026From resource curse to financial opportunity: A quantile-based frontier analysis of resources conversion efficiency in Southeast Asia. (2026). Asongu, Simplice ; Agozie, Divine Q ; Gyamfi, Bright Akwasi ; Yadav, Ashutosh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:228:y:2026:i:c:s1364032125012559.

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2026EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction. (2026). Ślepaczuk, Robert ; Tang, Zhenpeng ; Liu, Dinggao. In: Papers. RePEc:arx:papers:2512.12727.

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2026How does green credit reshape the tourism industry chain? Dual path verification driving corporate green innovation and social welfare enhancement. (2026). Li, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009093.

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2026Quantile time-frequency connectedness and networks across cryptocurrency markets. (2026). Kashif, Muhammad ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00831-7.

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2026Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis. (2026). Soyyigit, Semanur ; Kazak, Hasan ; Kilic, Cuneyt ; Akcan, Ahmet Tayfur. In: Resources Policy. RePEc:eee:jrpoli:v:113:y:2026:i:c:s0301420726000231.

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2026Non-linearity Inflation-Growth relationship in Tunisia: application with threshold regression model. (2026). Helali, Kamel ; Kalai, Maha ; Ferhi, Afifa ; Becha, Hamdi. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:3:d:10.1007_s43546-026-01073-0.

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2026Nonlinear dynamics of government spending and economic growth in ethiopia: unpacking asymmetries via nonlinear autoregressive distributed lag modeling. (2026). Abegaz, Bazezew Endalew. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:4:d:10.1007_s43546-026-01118-4.

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2026The influence of exchange rate fluctuations on Import-Export performance in ghana: moderated by hedging strategies. (2026). Ofei, Eleazer Fianko ; Annan, Edward ; Dei, De-Graft Johnson ; Puttick, Constance Phyllis ; Peasah, Theresa Adusei ; Marfo, Mensah ; Anane-Donkor, Linda ; Hope, Eric. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:1:d:10.1007_s43546-025-01027-y.

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2026ETF Settlement Clocks in Cryptocurrency Markets. (2026). Pastorek, Daniel ; Albrecht, Peter. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:109_2026.

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2026Time-varying systemic risk in electricity markets using generative adversarial networks: Market resilience and policy. (2026). Uribe, Jorge ; Bohorquez Correa, Santiago ; Mosquera-Lpez, Stephana. In: Energy Policy. RePEc:eee:enepol:v:210:y:2026:i:c:s0301421525005415.

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2026Quantile time–frequency connectedness and spillover between artificial intelligence, clean energy, and traditional asset classes: insights and portfolio implications. (2026). Javed, Hassan ; Ali, Syed Zulfiqar ; Tariq, Anam ; Khan, Naveed. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00786-w.

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2026A hybrid adaptive trading strategy integrating investor sentiment for precious metal ETFs. (2026). Hajek, Petr ; Novotny, Josef. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00911-2.

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2026Quantum Finance: Exploring the Implications of Quantum Computing on Financial Models. (2026). Zhou, Jiawei. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:2:d:10.1007_s10614-025-10894-4.

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2026The role of financial development and technological innovation in sustaining the environmental effects of human development: evidence from OECD nations. (2026). Hroncova, Jana Vicianova ; Hronec, Martin ; Huashuai, Chen ; Elahi, Fazli ; Kafeel, Kafeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:59:y:2026:i:2:d:10.1007_s10644-026-10002-y.

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2026Analyzing the complexities of export: a heterogeneous analysis of BRICS economies and product types. (2026). Khan, Sher ; Vicianova, Jana Hroncova ; Hronec, Martin ; Kafeel, Kafeel ; Suplata, Marian. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00742-8.

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2026A Hybrid MLP-Based Framework for Stock Price Prediction Using Technical Indicators. (2026). Jha, Manoj ; Srivastava, Namita ; Porwal, Shubhangi. In: SN Operations Research Forum. RePEc:spr:snopef:v:7:y:2026:i:2:d:10.1007_s43069-026-00635-0.

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2026Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach. (2026). Nurujjaman, MD ; Ansari, Imran ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2604.19107.

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2026Decoding multifractality in DeFi through governance tokens. (2026). Kumar, Anoop S ; Jayasankar, Meghna. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00286.

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2026An operator-level ARCH Model. (2026). Vanderdoes, Jeremy ; Rice, Gregory ; Kuhnert, Sebastian ; Aue, Alexander. In: Papers. RePEc:arx:papers:2603.10272.

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Recent citations
Recent citations received in 2025
YearCiting document
2025Application of the Pareto Principle in Quality Management through an Integrated Model of Statistical Process Control and Design of Experiments. (2025). Kardas, Maciej. In: Virtual Economics. RePEc:aid:journl:v:8:y:2025:i:3:p:44-79.

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2025Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals. (2025). Paul, Parag ; Sp, Akshay ; Kandaswamy, Dhanashekar ; Sahoo, Ashutosh. In: Papers. RePEc:arx:papers:2507.20494.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2025Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange. (2025). Yaqoob, Ahad ; Abdullah, Syed M. In: Papers. RePEc:arx:papers:2509.14401.

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2025Predictive economics: Rethinking economic methodology with machine learning. (2025). Pereira, Miguel Alves. In: Papers. RePEc:arx:papers:2510.04726.

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2025Kernel based physics-informed machine learning for approximating CEV model under nonlinear volatility regimes in real-world financial environments. (2025). Chakraverty, S ; Mishra, Bhubaneswari. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:200:y:2025:i:p3:s0960077925011671.

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2025Decoding global economic dynamic: A graph-based examination of contemporary ETF markets. (2025). Gao, Yixian ; Geng, RU ; Zhang, Hong-Kun ; Yuan, Gangnan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p3:s0960077925013268.

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2025Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798.

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2025Financial distress warning and risk path analysis for Chinese listed companies: An interpretable machine learning approach. (2025). Yi, Siyu ; Deng, Shangkun ; Ning, Hong ; Wang, Bingsen ; Li, Yongqi ; Zhu, Yingke ; Shimada, Tatsuro. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002834.

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2025Portfolio diversification amid economic uncertainty in Pakistan: empirical evidence from the quantile-on-quantile approach. (2025). Ghardallou, Wafa ; Khan, Naveed ; Ur, Mobeen ; Zada, Hassan ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001263.

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2025Modeling GDP losses from unexpected oil price shocks: An extended CGE analysis in China. (2025). Yao, Junchen ; Ma, Xiangyang ; Wu, Wei ; Chen, Ying ; Liu, Yanqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005150.

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2025The impact of financial literacy on household property income: An empirical analysis based on CHFS data. (2025). Guan, Fuquan. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008177.

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2025Unpacking the black box: Board co-option and equity pledging by controlling shareholders. (2025). Cai, Zhihao ; Li, Ziqi ; Huang, Ho-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008578.

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2025The impact of ESG reporting audits on investor decisions: evidence from the capital market. (2025). Li, Junxuan ; Wang, Chunbao. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017039.

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2025Dynamic forecasting of exchange rate spillovers with TVP-VAR and deep learning models. (2025). Huang, Zishan ; Deng, Lingfeng ; Liu, Juan ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325019312.

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2025Power of decomposition in volatility forecasting for Bitcoins. (2025). Raj, Prakash ; Selvaraju, N ; Bera, Koushik. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001763.

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2025Green Transition and Environmental Policy in Imperfectly Competitive Markets: Insights from Agent-Based Modelling. (2025). Leoni, Silvia ; Catola, Marco. In: Discussion Papers. RePEc:pie:dsedps:2025/326.

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2025Enhancing GDP Growth Forecasting with LSTM, GRU, and Hybrid Model: Evidence from South Korea. (2025). Pyo, Dong-Jin. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:3:p:21582440251359828.

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2025Coevolution of stock prices and their perceived fundamental value. (2025). Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00517-w.

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2025Improving and evaluating GARCH-type models for Bitcoin volatility prediction. (2025). Ismail, Mohd Tahir ; Bin, Majid Khan ; Mohamed, Suleiman Dahir. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:4:d:10.1007_s40822-025-00328-9.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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