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Computational Economics / Springer

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
33
Impact Factor (IF)
0.36
5 Years IF
0.41
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 91 7 50 37 4 73 7 0 0 0.11
1998 0.05 0.27 0.19 0.19 30 125 239 22 74 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.29 0.16 0.13 29 154 587 21 98 52 7 108 14 1 4.8 6 0.21 0.14
2000 0.47 0.34 0.36 0.37 27 181 316 57 163 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.38 0.33 0.4 30 211 182 63 233 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.39 0.35 0.36 26 237 1361 83 316 57 15 138 50 0 10 0.38 0.2
2003 0.66 0.43 0.44 0.6 45 282 194 124 441 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 0.51 0.61 41 355 542 179 792 77 16 160 97 8 4.5 5 0.12 0.23
2006 0.34 0.49 0.54 0.71 46 401 408 209 1010 73 25 174 123 25 12 3 0.07 0.22
2007 0.51 0.44 0.44 0.62 50 451 500 195 1207 87 44 190 117 12 6.2 4 0.08 0.2
2008 0.47 0.47 0.69 0.56 41 492 411 337 1548 96 45 214 119 29 8.6 6 0.15 0.22
2009 0.36 0.46 0.61 0.5 27 519 142 313 1864 91 33 210 105 15 4.8 12 0.44 0.23
2010 0.56 0.46 0.56 0.56 39 558 206 308 2174 68 38 205 115 20 6.5 5 0.13 0.2
2011 0.41 0.51 0.51 0.47 41 599 204 299 2482 66 27 203 96 17 5.7 4 0.1 0.23
2012 0.41 0.5 0.59 0.58 44 643 180 377 2861 80 33 198 115 16 4.2 11 0.25 0.21
2013 0.35 0.54 0.57 0.43 51 694 311 392 3254 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.53 0.55 0.4 48 742 291 410 3665 95 39 202 81 35 8.5 8 0.17 0.22
2015 0.55 0.52 0.53 0.45 60 802 428 413 4087 99 54 223 101 26 6.3 17 0.28 0.22
2016 0.7 0.5 0.57 0.59 66 868 278 495 4584 108 76 244 144 28 5.7 16 0.24 0.2
2017 0.46 0.52 0.54 0.49 58 926 235 499 5087 126 58 269 131 30 6 11 0.19 0.21
2018 0.4 0.53 0.51 0.57 107 1033 455 518 5610 124 49 283 162 66 12.7 23 0.21 0.22
2019 0.54 0.54 0.43 0.58 137 1170 390 504 6116 165 89 339 195 71 14.1 15 0.11 0.21
2020 0.41 0.64 0.42 0.48 95 1265 300 521 6642 244 101 428 205 55 10.6 16 0.17 0.3
2021 0.55 0.74 0.5 0.54 114 1379 381 685 7336 232 127 463 248 98 14.3 49 0.43 0.27
2022 0.54 0.73 0.4 0.54 132 1511 228 599 7935 209 112 511 274 64 10.7 22 0.17 0.22
2023 0.56 0.69 0.37 0.52 132 1643 136 600 8535 246 137 585 304 106 17.7 11 0.08 0.2
2024 0.56 0.81 0.39 0.57 224 1867 91 723 9258 264 148 610 349 148 20.5 22 0.1 0.23
2025 0.36 0.27 0.41 317 2184 9 586 9844 356 128 697 284 124 21.2 9 0.03
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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724
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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353
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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264
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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215
52002Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

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157
62007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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140
72002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

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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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120
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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107
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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93
122007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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89
132018Correlation 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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87
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
172001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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58
182014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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55
192021Explainable 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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52
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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45
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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44
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
242000A 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
252015Carbon 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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39
261998A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63.

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37
272016Causality 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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37
282018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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37
291996Computing 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
302008Solving 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
312005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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35
322008Integrating 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
332005A 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
341995Self-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
352015Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260.

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32
362010How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154.

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32
372003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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31
382007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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31
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
412019Extracting 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
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
432016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Birch, Jenna ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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29
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
452019Fiscal 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
461999A 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
472013The 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
482013Using 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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27
492008Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions. (2008). Richard, Jean-Francois. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:3:p:245-278.

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26
502000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199.

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26
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

33
22021Forecasting 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
32021Explainable 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

23
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

16
52016Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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16
62023Risk 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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12
72021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4.

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12
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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12
92018Correlation 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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12
102021Computing 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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11
112021Modelling 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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11
122014Accuracy, 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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11
131999Applied 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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10
142021Predicting Stock Price Using Two-Stage Machine Learning Techniques. (2021). Chen, Wei ; Li, Lan ; Zhang, Jun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10013-5.

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10
152019Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Ramyar, Sepehr ; Kianfar, Farhad. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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10
162006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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9
172021Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH. (2021). Jana, R K ; Sanyal, Manas K ; Ghosh, Indranil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09965-0.

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9
182023Reinforcement 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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9
192022Corporate 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
202020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Bekiros, Stelios ; Kang, Sang Hoon. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6.

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8
212023A 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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8
222005Estimation 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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8
232023Bankruptcy 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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242021Nowcasting 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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252015Carbon 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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262023Bitcoin 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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272022Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results. (2022). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10062-w.

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282020A 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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292020A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction. (2020). He, Ling-Yun ; Qin, Quande. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9862-1.

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302018The 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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312020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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322018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jaewoo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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332017Online Portfolio Selection Strategy Based on Combining Experts’ Advice. (2017). Zhang, Yong ; Yang, Xingyu. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9585-0.

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342022Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process. (2022). Pipa, Gordon ; Khalil, Faisal. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10145-2.

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352001A 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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362014Efficient 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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372014Minimizing 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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382021Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market. (2021). Gonzalez, Sahudy Montenegro ; Duarte, Juvenal Jose ; Cruz, Jose Cesar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10060-y.

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392022Bayesian 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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402022Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network. (2022). Liu, Zixian ; Zhou, Shuai ; Ji, Han ; Lu, Haifeng ; Du, Guansan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-021-10229-z.

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412020An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6.

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422024LSTM–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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432022Predicting 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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442008Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions. (2008). Richard, Jean-Francois. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:3:p:245-278.

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452006An 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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462022A Mellin Transform Approach to the Pricing of Options with Default Risk. (2022). Choi, Sun-Yong ; Veng, Sotheara ; Yoon, Ji-Hun ; Kim, Jeong-Hoon. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10121-w.

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472016Credit Risk Scoring with Bayesian Network Models. (2016). Leong, Chee Kian. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9505-8.

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482023Modeling 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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492019Introduction to Network Modeling Using Exponential Random Graph Models (ERGM): Theory and an Application Using R-Project. (2019). Pol, Johannes. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9853-2.

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502022Blockchain-Based Cryptocurrency Regulation: An Overview. (2022). Yadav, Satya Prakash ; Mostarda, Leonardo ; Agrawal, Krishna Kant ; Al-Turjman, Fadi ; Bhati, Bhoopesh Singh. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10050-0.

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Citing documents used to compute impact factor: 128
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2025Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law. (2025). Li, DI ; Liu, Zihao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10679-1.

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2025Ensemble with Divisive Bagging for Feature Selection in Big Data. (2025). Kwon, Tae Yeon ; Park, Yousung. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10741-y.

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2025Skew Index: a machine learning forecasting approach. (2025). Mora-Valencia, Andrés ; Vanegas, Esteban. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00152-6.

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2025Gold Price Prediction Using Two-layer Decomposition and XGboost Optimized by the Whale Optimization Algorithm. (2025). Li, Chen ; Guo, Yibin ; Wang, Xiang ; Duan, Yonghui. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10736-9.

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2025A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices. (2025). Mahdi, Esam ; Martin-Barreiro, Carlos ; Cabezas, Xavier. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1484-:d:1646790.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2025Assessing the spatial interactions between development sustainability, renewable energy, and economic growth in selected European nations. (2025). Ayad, Hicham ; Chekouri, Sidi Mohamed ; Chibi, Abderrahim ; Sari-Hassoun, Salaheddine. In: Renewable Energy. RePEc:eee:renene:v:250:y:2025:i:c:s0960148125009863.

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2025Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression. (2025). Atif, Dalia. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10683-5.

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2025Uncertainty’s Effect on China’s Knowledge-Based Economy: Transformation Beyond Trade. (2025). Sindakis, Stavros ; Lyv, Yiqing ; Jiang, Hao. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02036-2.

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2025Predicting the technological complexity of global cities based on unsupervised and supervised machine learning methods. (2025). Riccaboni, Massimo ; Gnecco, Giorgio ; Edet, Samuel ; Nutarelli, Federico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001301.

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2025Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137.

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2025Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024.

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2025Determinants of Russia’s probability of default: evidence from domestic and global indicators. (2025). Gunay, Samet ; Denopoljac, Vladimir ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09728-8.

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2025Can Ethereum predict Bitcoin’s volatility?. (2025). Peresetsky, Anatoly ; Teterin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:0516.

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2025Impact of ESG Rating on Portfolio Diversification Benefits Among US Fintech Stocks and Cryptocurrencies. (2025). Boujelbne, Mouna ; Gharbi, Oumayma. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00530-0.

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2025Information flow between asset classes during extreme events. (2025). Quintino, Derick ; Ferreira, Paulo ; Almeida, Dora ; Dionsio, Andreia ; Aslam, Faheem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:671:y:2025:i:c:s0378437125003395.

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2025The impact of futures trade on the informational efficiency of the U.S. REIT market. (2025). Sohn, Sungbin ; Jeong, Minhyuk ; Jang, Hanwool ; Ahn, Kwangwon. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00715-2.

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2025Impact of Climate Change on Paddy Productivity in Malaysias Granary Areas: A Markov Chain Monte Carlo Analysis . (2025). Abdullah, Muhammad Zakir. In: GATR Journals. RePEc:gtr:gatrjs:afr238.

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

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2025Assessing the Dual Impact of the Social Media Platforms on Psychological Well-being: A Multiple-Option Descriptive-Predictive Framework. (2025). Bra, Adela ; Oprea, Simona-Vasilica. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10717-y.

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2025Learning the Macroeconomic Language. (2025). Chib, Siddhartha ; Tan, Fei. In: Papers. RePEc:arx:papers:2512.21031.

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2025An Empirical Study of Robust Mean-Variance Portfolios with Short Selling. (2025). Dhingra, Vrinda ; Gupta, S K. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10783-2.

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2025How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada. (2025). Kirikkaleli, Dervis ; Athari, Seyed Alireza. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02643-7.

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2025Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics. (2025). Shoaib, Muhammad ; Syed, Farwah Ali ; Fang, Kwo-Ting ; Kiani, Adiqa Kausar ; Zahoor, Muhammad Asif. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10587-4.

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2025An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns. (2025). Pastorek, Daniel ; Ceretta, Paulo Sergio ; Oliveira, Alexandre Silva. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10605-5.

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2025A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies. (2025). Che-Ngoc, HA ; Nguyen-Ngoc, Thach ; Nguyen-Trang, Thao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10528-7.

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2025A Continuous-Review Inventory Model: Harnessing the Spot and Futures Price Cointegration for Effective Cost Control. (2025). Li, Cong-Cong ; Ni, Jian. In: Omega. RePEc:eee:jomega:v:137:y:2025:i:c:s0305048325000817.

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2025A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076.

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2025Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach. (2025). Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10660-y.

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2025Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model. (2025). Jiang, Kunliang ; Song, Jiashan ; Luo, Pengfei ; Wei, Siyao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10621-5.

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2025An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance. (2025). Yin, Hang ; Yu, Lean ; Zhang, Xiaoming. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10690-6.

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2025Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure. (2025). Jardin, Philippe. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10579-4.

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2025Machine Learning for Applied Economic Analysis: Gaining Practical Insights. (2025). Alvarez, Francisco ; Smith, Matthew. In: Working Papers. RePEc:fda:fdaddt:2025-03.

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2025Interpretable credit scoring based on an additive extreme gradient boosting. (2025). Lan, Xingyu ; Zou, Yao ; Xia, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002292.

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2025Bankruptcy prediction using machine learning and Shapley additive explanations. (2025). Nguyen, Hoang Hiep ; Viviani, Jean-Laurent ; ben Jabeur, Sami. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01192-x.

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2025Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold. (2025). Staňková, Michaela ; Stakov, Michaela. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10729-8.

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2025Transformer-Based Downside Risk Forecasting: A Data-Driven Approach with Realized Downward Semi-Variance. (2025). Hao, Liang ; Kao, Chunyu ; Peng, Jiayi ; Ning, PO ; Zhang, Yuetong ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1260-:d:1632745.

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2025LSTM-conformal forecasting-based bitcoin forecasting method for enhancing reliability. (2025). Wang, Keqing ; Kang, Yuyun ; Zhang, Xiangyue ; Li, Chao. In: PLOS ONE. RePEc:plo:pone00:0319008.

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2025Bitcoin Price Direction Forecasting and Market Variables. (2025). Kim, Taegyum ; Jang, Bonggyu ; Choi, Woohyuk ; Jo, Hyeontae. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1579-1600.

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2025The BTC Price Prediction Paradox Through Methodological Pluralism. (2025). Vasenska, Ivanka ; Paskaleva, Mariya. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:195-:d:1764792.

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2025Dynamic Stochastic Game Models for Collaborative Emergency Response in a Two-Tier Disaster Relief System. (2025). Wu, Jingyu ; Zhu, Minting ; Wang, Mancang ; Nie, Yifan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2780-:d:1737083.

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2025The R&D and sharing of emission reduction technology with uncertainty and carbon tax under inter-chain competition. (2025). Chen, Junlong ; Liu, Jiali ; Han, Zuli. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004530.

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2025“Dollarization vs. bitcoinization in Türkiye: Which is more dangerous for the financial market?”. (2025). Mansour-Ichrakieh, Layal ; Jabbour, George M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s104244312500006x.

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2025Hedging uncertainty: Bitcoins asymmetric diversification benefits in factor-based portfolios. (2025). Belascu, Lucian ; Horobet, Alexandra ; Mirza, Nawazish ; Marinescu, Ion-Iulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000560.

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2025Multiscale dependence and risk contagion between European carbon market, energy, and financial markets. (2025). Cao, Yuan ; Wang, Jia ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039106.

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2025Generalized replicator dynamics based on mean-field pairwise comparison dynamic. (2025). Yoshioka, Hidekazu. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:236:y:2025:i:c:p:200-220.

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2025Emergent task allocation and incentives: an agent-based model. (2025). Leitner, Stephan. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:33:y:2025:i:1:d:10.1007_s10100-024-00921-4.

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2025A Survey-Driven Ensemble Approach to Predicting Sovereign Debt Distress in Bangladesh. (2025). Ahmed, Sourov ; Badhon, Marjan Akter ; Maruf, Mahmudul Hassan. In: International Journal of Scientific Research and Modern Technology. RePEc:daw:ijsrmt:v:4:y:2025:i:10:p:103-114:id:910.

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2025Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices. (2025). Kwak, Soobin ; Hwang, Youngjin ; Kim, Hyundong ; Jang, Hanbyeol ; Yoo, Changwoo. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10590-9.

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2025Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations. (2025). Gulay, Emrah ; Akgun, Omer Burak. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10694-2.

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2025Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM. (2025). Wei, Jingwen ; Ling, Meijun ; Cao, Guangxi ; Chen, Chen. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10676-4.

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2025Hybrid GARCH-LSTM Forecasting for Foreign Exchange Risk. (2025). Ruranga, Charles ; Mungatu, Joseph K ; Nsengiyumva, Elysee. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:2:p:22-:d:1670909.

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2025TimeGPT’s Potential in Cryptocurrency Forecasting: Efficiency, Accuracy, and Economic Value. (2025). Ignatov, Dmitry I ; Braslavski, Pavel ; Wang, Minxing. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:48-:d:1746480.

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2025Risk-Aware Crypto Price Prediction Using DQN with Volatility-Adjusted Rewards Across Multi-Period State Representations. (2025). Sattarov, Otabek ; Makhmudov, Fazliddin. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:3012-:d:1752016.

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2025Technical Analysis Meets Machine Learning: Bitcoin Evidence. (2025). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2511.00665.

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2025Applying Machine Learning Techniques to Estimate the Size of the Romanian Shadow Economy. (2025). Cristina, Geambau Maria ; Marina-Diana, Agafiei ; Anamaria, Davidescu Adriana ; Andreea-Daniela, Ivan. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:2525-2541:n:1023.

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2025Granular Fuzzy Fractional Financial Systems Governed by Granular Caputo Fractional Derivative. (2025). Elagan, Sayed K ; Muhammad, Ghulam ; Aladsani, Feryal Abdullah. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1240-:d:1631329.

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2025Data Flow Forecasting for Smart Grid Based on Multi-Verse Expansion Evolution Physical–Social Fusion Network. (2025). Wang, Kun ; Hu, Bentao ; Zhang, Jiahao ; Chen, Xiaomei. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3093-:d:1677153.

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2025Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks. (2025). Gueiros, Joao Felipe ; Chandravamsi, Hemanth ; Frankel, Steven H. In: Papers. RePEc:arx:papers:2504.20088.

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2025Empirical Models of the Time Evolution of SPX Option Prices. (2025). Hsieh, David A ; Brini, Alessio ; Kuiper, Patrick ; Moushegian, Sean ; Ye, David. In: Papers. RePEc:arx:papers:2506.17511.

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2025AB-LSTM-GRU: A Novel Ensemble Composite Deep Neural Network Model for Exchange Rate Forecasting. (2025). Gu, Jincheng ; Zhang, Shiqi ; Yu, Yanling ; Liu, Feng. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10754-7.

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2025Beyond Leaders and Laggards: A Typology of Renewable Energy Adoption Trajectories with Evidence from Off-Grid Communities. (2025). Yahel, Havatzelet ; Ficshhendler, Itai ; Svoray, Tal ; Dorman, Michael ; Blushtein-Livnon, Roni ; Galilee, Emir. In: Papers. RePEc:arx:papers:2505.22456.

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2025Automated machine learning in insurance. (2025). Quan, Zhiyu ; Dong, Panyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:17-41.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025Physics-Aware Reinforcement Learning for Flexibility Management in PV-Based Multi-Energy Microgrids Under Integrated Operational Constraints. (2025). Dong, Shimeng ; Yao, Weifeng ; Li, Zenghui ; Zhao, Haiji ; Tan, Zhongfu ; Zhang, Yan. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5465-:d:1773233.

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2025Think, Speak, Decide: Language-Augmented Multi-Agent Reinforcement Learning for Economic Decision-Making. (2025). Zhang, Haifeng ; Li, BO ; Fan, Zijun ; Yang, Qipeng ; Mi, Qirui ; Ma, Heyang. In: Papers. RePEc:arx:papers:2511.12876.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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2025Are machine learning models effective in predicting emerging markets? Investigating the accuracy of predictions in emerging stock market indices. (2025). Yeldho, Namitha ; Thomas, Dany ; Kurian, Vimal George ; Arathy, Chandralekha ; Nair, Ajithakumari Vijayappan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01964-0.

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2025Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards. (2025). Garz, Rub'En ; Gulcehre, Caglar ; Terekhov, Mikhail ; Karzanov, Daniil ; Detyniecki, Marcin ; Raffinot, Thomas. In: Papers. RePEc:arx:papers:2502.02619.

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2025Deep Learning for Solving and Estimating Dynamic Macro-finance Models. (2025). Fan, Benjamin ; Qiao, Edward ; Jiao, Anran ; Gu, Zhouzhou ; Li, Wenhao ; Lu, LU. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10693-3.

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2025Deep Learning Option Pricing with Market Implied Volatility Surfaces. (2025). Cheung, Kin ; Lu, Egang ; Ding, Lijie. In: Papers. RePEc:arx:papers:2509.05911.

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2025Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models. (2025). Park, Jinseong ; Ko, Hyungjin ; Lee, Jaewook. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10668-4.

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2025An Efficient Machine Learning Framework for Option Pricing via Fourier Transform. (2025). Gao, Ying ; Zhang, Liying. In: Papers. RePEc:arx:papers:2512.16115.

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2025Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets. (2025). Demir, Ender ; Assaf, Ata ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003891.

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2025Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862.

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2025Resilience of green bonds in portfolio diversification: evidence from crisis periods. (2025). Singh, Vipul Kumar ; Kumar, Pawan ; Gupta, Maneesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-024-00393-w.

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2025Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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2025Green vs. Brown Energy Subsector in the Context of Carbon Emissions: Evidence from the United States Amid External Shocks. (2025). Alofaysan, Hind ; Si, Kamal. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4530-:d:1733316.

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2025The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82.

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2025A weekly crude oil price interval-valued prediction architecture on fusion of decomposition technique and adaptive integration. (2025). Wang, Yuhao ; Chen, Huayou ; Xu, Xuetao. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225034425.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907.

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2025A Transparent House Price Prediction Framework Using Ensemble Learning, Genetic Algorithm-Based Tuning, and ANOVA-Based Feature Analysis. (2025). Hossain, Muhammad Minoar ; Uddin, Nazim ; Chowdhury, Safiul Haque ; Mamun, Mohammad ; Munir, Arslan ; Hussain, Mohammed Ibrahim. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:33-:d:1704651.

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2025A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction. (2025). Gken, Hadi ; Ilgin, Cihan. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10703-4.

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2025Correctness of Fuzzy Inference Systems Based on f -Inclusion. (2025). Daz-Montarroso, Carolina ; Madrid, Nicols ; Ramrez-Poussa, Elosa. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1897-:d:1672787.

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2025An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps. (2025). Chen, Yong ; Li, Liangliang. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10642-0.

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2025Evaluating Sectoral Vulnerability to Natural Disasters in the US Stock Market: Sectoral Insights from DCC-GARCH Models with Generalized Hyperbolic Innovations. (2025). Davidescu, Adriana Anamaria ; Manta, Eduard Mihai ; Florescu, Margareta-Stela ; Constantin, Robert-Stefan ; Manole, Cristina. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8324-:d:1751111.

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2025Machine Learning vs. Econometric Models to Forecast Inflation Rate in Romania? The Role of Sentiment Analysis. (2025). Simionescu, Mihaela. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:1:p:168-:d:1560797.

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2025Geopolitical risks and carbon emissions: the mediating effect of industrial structure upgrading. (2025). Li, Rongrong ; Wang, Qiang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05172-5.

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2025An assessment of circular economy-oriented renewable energy projects via artificial intelligence recommender systems and a hybrid quantum fuzzy decision-making approach. (2025). Shahbaz, Muhammad ; Yksel, Serhat ; Diner, Hasan ; Jiao, Zhilun. In: Renewable Energy. RePEc:eee:renene:v:244:y:2025:i:c:s0960148125003350.

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2025(k,s)-fractional integral operators in multiplicative calculus. (2025). Peng, YU ; Zhang, Xiaohua ; Du, Tingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:195:y:2025:i:c:s0960077925003169.

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2025Analysis of the knowledge and innovation-based customer expectations for the green crypto assets in investment strategies using artificial intelligence and facial expression-based fuzzy modelling. (2025). Mikhaylov, Alexey ; Dincer, Hasan ; Yksel, Serhat ; Karpyn, Zuleima ; N. B. A. Yousif, . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-025-02098-7.

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2025Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning. (2025). Carmona, Pedro ; Momparler, Alexandre ; Climent, Francisco. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10618-0.

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2025Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model. (2025). Tian, Boping. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10592-7.

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2025The Efficiency Analysis and Ranking Employing Data Envelopment Analysis and Multi-Criteria Decision Analysis: Incorporating Cumulative Prospect Theory. (2025). Srivastava, Sweksha ; Aggarwal, Abha. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00506-0.

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2025Exploring logistics performance index (LPI) from global perspective: a study based on network analysis (NA). (2025). Hasan, Mohammad Kamrul ; Tang, Wei ; Nishi, Nurun Nahar ; Latif, Zahid ; Lei, Xunping. In: Operations Management Research. RePEc:spr:opmare:v:18:y:2025:i:3:d:10.1007_s12063-025-00550-3.

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2025Sustainable futures: Whats driving Frances eco-revolution?. (2025). Ali, Kishwar ; Zhang, Qingyu ; Appio, Francesco Paolo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525003154.

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2025Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

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2025Ensemble learning algorithms based on easyensemble sampling for financial distress prediction. (2025). Liu, Wei ; Suzuki, Yoshihisa ; Du, Shuyi. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-025-06494-y.

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2025Time Deep Gradient Flow Method for pricing American options. (2025). Rou, Jasper. In: Papers. RePEc:arx:papers:2507.17606.

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2025Household Borrowing and Monetary Policy Transmission: Post-Pandemic Insights from Nine European Credit Registers. (2025). De Jonghe, Olivier ; Benkovskis, Konstantins ; Zhao, Sujiao Emma ; Stefanova, Elitsa ; Bonfim, Diana ; Vilerts, Karlis ; Grolmusz, Viola M ; Rodriguez-Moreno, Maria ; Szabo, Lajos Tamas ; Nunnari, Angelo ; Nikitins, Arturs Janis ; Moretti, Laura ; Jouvanceau, Valentin ; Lalinsky, Tibor ; Filep-Mosberger, Palma ; Khametshin, Dmitry ; Emiris, Marina ; Dirma, Mantas ; Cesnak, Martin ; Bielskis, Karolis ; Briglevics, Tamas ; Kaiser, Nicholas ; Bottero, Margherita. In: Working Papers. RePEc:ltv:wpaper:202509.

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2025Household borrowing and monetary policy transmission: post-pandemic insights from nine European credit registers. (2025). De Jonghe, Olivier ; Benkovskis, Konstantins ; Kaiser, Nicholas ; Bottero, Margherita ; Dirma, Mantas ; Bonfim, Diana ; Cesnak, Martin ; Bielskis, Karolis ; Nunnari, Angelo ; Stefanova, Elitsa ; Szab, Lajos Tams ; Nikitins, Artrs Jnis ; Vilerts, Krlis ; Grolmusz, Viola M ; Zhao, Sujiao Emma ; Khametshin, Dmitry ; Jouvanceau, Valentin ; Rodriguez-Moreno, Maria ; Filep-Mosberger, Plma ; Moretti, Laura ; Emiris, Marina ; Lalinsky, Tibor ; Briglevics, Tams. In: Working Paper Series. RePEc:ecb:ecbwps:20253146.

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2025Polynomial-Time Algorithms for Computing the Nucleolus: An Assessment. (2025). Meinhardt, Holger Ingmar. In: MPRA Paper. RePEc:pra:mprapa:126932.

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2025Forecasting Share Redemption Suspensions and Net Asset Value Decreases of Open-End Real Estate Funds: The Role of Investment Ratings. (2025). Kaspereit, Thomas. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:2:d:10.1007_s41471-025-00206-9.

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2025Drivers of Environmental Sustainability, Economic Growth, and Inequality: A Study of Economic Complexity, FDI, and Human Development Role in BRICS+ Nations. (2025). Kumar, Parveen ; Kaur, Rajbeer ; Radulescu, Magdalena ; Kala, Branimir ; Hagiu, Alina. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:4180-:d:1649764.

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2025Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2025Industry 4.0 and AI amid economic uncertainty: Implications for sustainable markets. (2025). Tiwari, Sunil ; Serret, Vanessa ; Si, Kamel ; Alshammari, Saad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000297.

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2025Assessing the impact of artificial intelligence on the transition to renewable energy? Analysis of U.S. states under policy uncertainty. (2025). Lee, Chi-Chuan ; Fang, Yuzhu ; Li, Xinghao. In: Renewable Energy. RePEc:eee:renene:v:246:y:2025:i:c:s0960148125006317.

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2025Geopolitical risks, critical materials and energy transition: Insights from wavelet analysis. (2025). Doroshenko, Lyubov ; de Crescenzo, Ivan ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s0301420725002089.

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2025Copula-based trading of cointegrated cryptocurrency Pairs. (2025). Witzany, Jiří ; Tadi, Masood. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00702-7.

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2025Unravelling the impact of clean energy on the tourism sector of the stock market: Evidence from quantile granger causality and wavelet coherence analysis. (2025). Yan, Jiale ; Sun, Zhaoyang ; Wang, Yiwei ; Wu, Ran ; Feng, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056024008244.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Do business and consumer confidence in China respond to energy-related uncertainty? A quantile-based analysis. (2025). Chen, Jiang ; Sun, Meiping ; Dogan, Mesut ; Riaz, Adeel ; Ullah, Assad. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05300-1.

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2025Economic uncertainty: a worldwide concern, a causal and cointegrating analysis among high uncertainty countries. (2025). Madurawala, Ridmi ; Gamage, Dinuli ; Navamohan, Priyan ; Hansika, Supipi ; Jayathilaka, Ruwan. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05762-3.

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2025Portfolio Optimization Under the Uncertain Financial Model. (2025). Wu, Jiangong ; Gomez-Aguilar, J F ; Taleghani, Rahman. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10727-w.

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2025A data-driven prediction method for multi-period portfolio optimization using the real options approach. (2025). Arasteh, Abdollah. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006634.

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2025Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets. (2025). Zhou, Junzi ; Hu, Wenbin. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10782-3.

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2025Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416.

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2025Financial stability determinants in Nigeria: role of profitability, capital regulation, financial inclusion, inflation, unemployment and economic growth. (2025). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:125792.

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2025Governance, business model and size as drivers of loan’s portfolio management and provisioning in European banks. (2025). Niedzika, Pawe ; Matysek, Anna ; Korzeb, Zbigniew ; Karkowska, Renata. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00277-y.

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2025Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342.

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2025Unleashing the empowered effect of data resource on inclusive green growth: Based on double machine learning. (2025). Albitar, Khaldoon ; Dong, Hao ; Liu, Zhaofei ; Huang, Zhehao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1270-1290.

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2025A Hybrid Credit Risk Evaluation Model Based on Three-Way Decisions and Stacking Ensemble Approach. (2025). Sha, Mengyi ; Zhao, Ran ; Li, Yusheng. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10747-6.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2022Financial Performance Analysis at SC UNOTIP SRL. (2022). Blaga, Adrian ; Zsido, Kinga Emese. In: Acta Marisiensis. Series Oeconomica. RePEc:pmu:oecono:v:1:y:2022:p:71-80.

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

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

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

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

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