Computational economics

Keyphrases

Publications

2023

Suriyan Jomthanachai, Wai Peng Wong, Khai Wah Khaw
An Application of Machine Learning to Logistics Performance Prediction: An Economics Attribute-Based of Collective Instance. Computational economics (2023)
Suriyan Jomthanachai, Wai Peng Wong, Khai Wah Khaw
An Application of Machine Learning to Logistics Performance Prediction: An Economics Attribute-Based of Collective Instance. Computational economics (2023)
Akram Javadi, Mohammad Ghahremanzadeh, Maria Sassi, Ozra Javanbakht, Boballah Hayati
Impact of Climate Variables Change on the Yield of Wheat and Rice Crops in Iran (Application of Stochastic Model Based on Monte Carlo Simulation). Computational economics (2023)
Firat Bilgel, Burhan Can Karahasan
Understanding Covid-19 Mobility Through Human Capital: A Unified Causal Framework. Computational economics (2023)
Gumsong Jo, Hyokil Kim, Hoyong Kim, Gyongho Ri
Fuzzy Portfolio Selection Using Stochastic Correlation. Computational economics (2023)
Mateusz Buczynski, Marcin Chlebus
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. Computational economics (2023)
Andrés García-Medina, Ester Aguayo-Moreno
LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. Computational economics (2023)
Aiche Avishay, Cohen Gil, Griskin Vladimir
Stocks Opening Price Gaps and Adjustments to New Information. Computational economics (2023)
Erniel B Barrios, Paolo Victor T Redondo
Nonparametric Test for Volatility in Clustered Multiple Time Series. Computational economics (2023)
Andrés García-Medina, Ester Aguayo-Moreno
LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. Computational economics (2023)
Mateusz Buczynski, Marcin Chlebus
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. Computational economics (2023)
Akram Javadi, Mohammad Ghahremanzadeh, Maria Sassi, Ozra Javanbakht, Boballah Hayati
Impact of Climate Variables Change on the Yield of Wheat and Rice Crops in Iran (Application of Stochastic Model Based on Monte Carlo Simulation). Computational economics (2023)
Mariam Camarero, Alejandro Muñoz, Cecilio Tamarit
The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects. Computational economics (2023)
Firat Bilgel, Burhan Can Karahasan
Understanding Covid-19 Mobility Through Human Capital: A Unified Causal Framework. Computational economics (2023)
Aiche Avishay, Cohen Gil, Griskin Vladimir
Stocks Opening Price Gaps and Adjustments to New Information. Computational economics (2023)

volume 61, number 3, 2023

Yaxin Wang, Haoyu Wen, ZhongQuan Hu, Yuntao Zhang
Collaborative Innovation Strategy of Supply Chain in the Context of MCU Domestic Substitution : A Differential Game Analysis. Computational economics 61 (3) (2023)

2022

Ahmed R M Alsayed
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm. Computational economics (2022)
Zili Yang
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model. Computational economics (2022)
Hamza Cherrat, Jean-Luc Prigent
On the Hedging of Interest Rate Margins on Bank Demand Deposits. Computational economics (2022)
Zeyi Fu, Hongli Niu, Weiqing Wang
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. Computational economics (2022)
Ba Chu, Shafiullah Qureshi
Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. Computational economics (2022)
Kais Tissaoui, Taha Zaghdoudi, Abdelaziz Hakimi, Mariem Nsaibi
Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. Computational economics (2022)
Najid Ahmad, Fredj Jawadi, Muhammad Azam
Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation. Computational economics (2022)
Hachmi Ben Ameur, Eric Le Fur, Julien Pillot
The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices. Computational economics (2022)
Ha Che-Ngoc, Nga Do-Thi, Thao Nguyen-Trang
Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak. Computational economics (2022)
Muhammad Abubakr Naeem, Sitara Karim, Aviral Kumar Tiwari
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. Computational economics (2022)
Kuangxi Su, Yinhong Yao, Chengli Zheng, Wenzhao Xie
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion. Computational economics (2022)
Amir Masoud Rahmani, Seyedeh Yasaman Hosseini Mirmahaleh
An Intelligent Algorithm to Predict GDP Rate and Find a Relationship Between COVID-19 Outbreak and Economic Downturn. Computational economics (2022)
Xiaohan Xu, Roy Anthony Rogers, Mario Arturo Ruiz Estrada
A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries. Computational economics (2022)
Rama K Malladi
Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash. Computational economics (2022)
Anastasia Kurilova, Ishaq M Bhatti, Hasan Dinçer, Serhat Yüksel
Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. Computational economics (2022)
Srinka Basu, Sugata Sen
COVID 19 Pandemic, Socio-Economic Behaviour and Infection Characteristics: An Inter-Country Predictive Study Using Deep Learning. Computational economics (2022)
Haithem Awijen, Younes Ben Zaied, Ahmed Imran Hunjra
Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. Computational economics (2022)
Etienne Harb, Charbel Bassil, Talie Kassamany, Roland Baz
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. Computational economics (2022)
Panos Xidonas, Eric Essner
On ESG Portfolio Construction: A Multi-Objective Optimization Approach. Computational economics (2022)
Toan Luu Duc Huynh
When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune? Computational economics (2022)
Kerolly Kedma Felix do Nascimento, Fábio Sandro Dos Santos, Jader Silva Jale, Silvio Fernando Alves Xavier Júnior, Tiago A E Ferreira
Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting. Computational economics (2022)
Bhaskar Tripathi, Rakesh Kumar Sharma
Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks. Computational economics (2022)
Emmanuel Afuecheta, Idika E Okorie, Saralees Nadarajah, Geraldine E Nzeribe
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. Computational economics (2022)
Fernanda Maria Müller, Marcelo Brutti Righi
Comparison of Value at Risk (VaR) Multivariate Forecast Models. Computational economics (2022)
David Hudgins, Patrick M Crowley
Resilient Control for Macroeconomic Models. Computational economics (2022)
Martín Egozcue, Luis Fuentes García, Ričardas Zitikis
The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions. Computational economics (2022)
Sheng Cheng, Wei Liu, Qisheng Jiang, Yan Cao
Multi-Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time-Frequency Domains. Computational economics (2022)
Mohamed Kharrat, Hassen Arfaoui
A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model. Computational economics (2022)

volume 62, number 4, 2022

Takfarinas Saber, Dominik Naeher, Philippe De Lombaerde
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach. Computational economics 62 (4) (2022)

volume 61, number 4, 2022

volume 60, number 2, 2022

Amin Aminimehr, Ali Raoofi, Akbar Aminimehr, Amirhossein Aminimehr
A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches. Computational economics 60 (2) (2022)

volume 59, number 4, 2022

Mu-Yen Chen, Arun Kumar Sangaiah, Ting-Hsuan Chen, Edwin David Lughofer, Erol Egrioglu
Deep Learning for Financial Engineering. Computational economics 59 (4) (2022)
Wang Yu, Zhang Dongbo, Zhang Yu
GPS data Mining at Signalized Intersections for Congestion Charging. Computational economics 59 (4) (2022)