Computational Economics

1993 - 2024

Continuation of Computer Science in Economics & Management.

Current editor(s): Hans Amman

From:
Springer
Society for Computational Economics
Contact information at EDIRC.
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Volume 49, issue 4, 2017

Parallel Optimization of Sparse Portfolios with AR-HMMs pp. 563-578

I. Róbert Sipos, Attila Ceffer and János Levendovszky

A Non-iterative Bayesian Sampling Algorithm for Linear Regression Models with Scale Mixtures of Normal Distributions pp. 579-597

Fengkai Yang and Haijing Yuan

Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models pp. 599-622

Silvia Cagnone and Francesco Bartolucci

The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition pp. 623-651

Tolga Omay and Furkan Emirmahmutoglu

Simple Agents, Intelligent Markets pp. 653-675

Karim Jamal, Michael Maier and Shyam Sunder

Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles pp. 677-686

Aykut Ekinci and Halil İbrahim Erdal

Volume 49, issue 3, 2017

Algorithmic Representations of Managerial Search Behavior pp. 343-361

William M. Tracy, Dmitri G. Markovitch, Lois S. Peters, B. V. Phani and Deepu Philip

A note on the Estimation of a Gamma-Variance Process: Learning from a Failure pp. 363-385

Gian P. Cervellera and Marco P. Tucci

Extremal Pure Strategies and Monotonicity in Repeated Games pp. 387-404

Kimmo Berg

Searching for Inefficiencies in Exchange Rate Dynamics pp. 405-432

Guglielmo Maria Caporale, Luis Gil-Alana and Alex Plastun

Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem pp. 433-458

Fei Cong and Cornelis Oosterlee

How Would Bilateral Trade Retaliation Affect China? pp. 459-479

Chunding Li

Robust Monte Carlo Method for R&D Real Options Valuation pp. 481-498

Marta Biancardi and Giovanni Villani

Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries pp. 499-516

Dmitri Boreiko, Y. M. Kaniovski and G. Ch. Pflug

Volume 49, issue 2, 2017

Game Theoretic Modeling of Economic Systems and the European Debt Crisis pp. 177-226

Jonathan Welburn and Kjell Hausken

Global Banking on the Financial Network Modelling: Sectorial Analysis pp. 227-253

Fathin Said

Permanent Breaks and Temporary Shocks in a Time Series pp. 255-270

Yoonsuk Lee and B Brorsen

A New Stable Local Radial Basis Function Approach for Option Pricing pp. 271-288

A. Golbabai and E. Mohebianfar

Debt Portfolio Management for an Oil Company Under Oil Price Uncertainty pp. 289-306

Vladimir Korotin, Arseniy Ulchenkov and Rustam Islamov

Endogenous Demand and Demanding Consumers: A Computational Approach pp. 307-323

Carlos M. Fernández-Márquez, Francisco Fatas-Villafranca and Francisco J. Vázquez

An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach pp. 325-341

Dong Zhao, Chunyu Huang, Yan Wei, Fanhua Yu, Mingjing Wang and Huiling Chen

Volume 49, issue 1, 2017

A Toolkit for Value Function Iteration pp. 1-15

Robert Kirkby

Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit pp. 17-65

Paolo Vitale

Superstars Power, Mining the Paths to Stars’ Persuasion pp. 67-81

Ana Suarez-Vazquez and Elena Montañés-Roces

Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis pp. 83-97

Hossein Hassani, Zara Ghodsi, Rangan Gupta and Mawuli Segnon

Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting pp. 99-116

Heng-Li Yang and Han-Chou Lin

Convergence of Discretized Value Function Iteration pp. 117-153

Robert Kirkby

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression pp. 155-174

Cathy W. S. Chen, Muyi Li, Nga T. H. Nguyen and Songsak Sriboonchitta

A Rejoinder to Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’ pp. 175-176

Wei Ma

Volume 48, issue 4, 2016

Fractional Order Financial Models for Awareness and Trial Advertising Decisions pp. 555-568

Benito Chen-Charpentier, Gilberto González-Parra and Abraham J. Arenas

Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm pp. 569-591

Michael Hatcher and Eric Scheffel

Simulation Studies Comparing Dagum and Singh–Maddala Income Distributions pp. 593-605

Kazuhiko Kakamu

Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System pp. 607-625

Di Xiao, Jun Wang and Hongli Niu

The Portfolio Heuristic Optimisation System (PHOS) pp. 627-648

Nikolaos Loukeris, I. Eleftheriadis and E. Livanis

Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models pp. 649-667

Yuanyuan Chen and Stuart Fowler

Econometric Filters pp. 669-691

David Pollock

A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies pp. 693-731

Heni Boubaker

Volume 48, issue 3, 2016

Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting pp. 379-398

Leandro Maciel, Fernando Gomide and Rosangela Ballini

An Intelligent Computing Approach to Evaluating the Contribution Rate of Talent on Economic Growth pp. 399-423

Yong He, Siwei Gao and Nuo Liao

Additional Information Increases Uncertainty in the Securities Market: Using both Laboratory and fMRI Experiments pp. 425-451

Hidetoshi Yamaji, Masatoshi Gotoh and Yoshinori Yamakawa

Economic Growth Prediction Using Optimized Support Vector Machines pp. 453-462

Elmira Emsia and Cagay Coskuner

On the Historical Exchange Rates Euro/US Dollar pp. 463-472

Fernando Vadillo

On the Choice of a Genetic Algorithm for Estimating GARCH Models pp. 473-485

Manuel Rizzo and Francesco Battaglia

On Modelling and Forecasting Predictable Components in European Stock Markets pp. 487-502

Khurshid Kiani

Economic Study of Problems of Depletion of Several Interrelated Non-renewable Resources pp. 503-521

R. García-Rubio, L. Bayón, J. A. Otero, P. M. Suárez and C. Tasis

Trading Structures for Regional Economies in CAS Software pp. 523-533

George Halkos and Kyriaki Tsilika

A Note on Julia and MPI, with Code Examples pp. 535-546

Michael Creel

Version Control Systems to Facilitate Research Collaboration in Economics pp. 547-553

Rodrigues Bruno

Volume 48, issue 2, 2016

Exploring Price Fluctuations in a Double Auction Market pp. 189-209

Mingjie Ji and Honggang Li

Multi-dimensional Nondiscretionary Factors in Data Envelopment Analysis: A Slack-Based Measure pp. 211-223

Alireza Amirteimoori, Mahnaz Maghbouli and Sohrab Kordrostami

A Stochastic Model of Dynamic Consumption and Portfolio Decisions pp. 225-251

Willi Semmler and Maik Mueller

Adapting and Optimizing the Systemic Model of Banking Originated Losses (SYMBOL) Tool to the Multi-core Architecture pp. 253-280

Ronal Muresano and Andrea Pagano

Age-Specific Labour Market Effects of Employment Protection: A Numerical Approach pp. 281-305

Stefan Boeters

Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph? pp. 307-316

Peter G. Fennell, David J. P. O’Sullivan, Antoine Godin and Stephen Kinsella

Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value pp. 317-338

Ivan Savin and Dmitri Blueschke

Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand pp. 339-366

A. Talha Yalta

ABATE: A New Tool to Produce Marginal Abatement Cost Curves pp. 367-377

Oswald Marinoni and Martijn Grieken

Volume 48, issue 1, 2016

Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions pp. 1-27

George Tzagkarakis, Juliana Caicedo-Llano and Thomas Dionysopoulos

Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data pp. 29-57

Henry L. Bryant and David Bessler

Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better? pp. 59-81

Huseyin Ozturk, Ersin Namli and Halil Ibrahim Erdal

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities pp. 83-104

Marcel Aloy and Gilles de Truchis

The Effect of a Credit Crunch on Equilibrium Market Structure pp. 105-130

Martin Watzinger

A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters pp. 131-145

Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani and M. Hossein Beheshti

Global Exponential Stability of Cournot Duopolies with Delays pp. 147-154

Wei Chen and Wentao Wang

Belief Aggregation with Automated Market Makers pp. 155-178

Rajiv Sethi and Jennifer Wortman Vaughan

Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’ pp. 179-181

Venkatachalam Ragupathy and K. Vela Velupillai