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Computational Economics

短名	Comput. Econ.
Journal Impact	1.83
国际分区	MATHEMATICS, INTERDISCIPLINARY APPLICATIONS(Q2)
期刊索引	SCI Q2中科院 4 区

ISSN	0927-7099, 1572-9974
h-index	47
国内分区	经济学(4区)经济学经济学(4区)经济学管理学(4区)经济学数学跨学科应用(4区)

《Computational Economics》是计算经济学学会的官方期刊，展示了一个快速发展的多学科领域的新研究。该领域利用先进的计算能力来理解和解决经济学各个分支的复杂问题。计算经济学的主题包括计量经济学中的计算方法，如过滤、贝叶斯和非参数方法、马尔可夫过程和蒙特卡罗模拟；基于代理的方法、机器学习、进化算法、（神经）网络建模；动态系统、优化、最优控制、博弈论和均衡建模的计算方面；以及硬件和软件开发、建模语言、接口、符号处理、分布式和并行处理等。

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涉及主题	数学经济计算机科学计量经济学业务统计财务物理人工智能机器学习生物工程类宏观经济学数学优化量子力学哲学微观经济学程序设计语言金融经济学地理政治学法学
出版信息	出版商: Springer Netherlands，出版周期: Bimonthly，期刊类型: journal，开源期刊: 非开源
基本数据	创刊年份: 1993，原创研究文献占比: 99.22%，自引率:15.80%， Gold OA占比: 17.19%
平均审稿周期	网友分享经验：>12周，或约稿
平均录用比例	网友分享经验：容易

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Two-Asset Double Barrier Options

2024-10-7

Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold

2024-10-7

Robust Portfolio Optimisation Under Sparse Contamination

2024-10-7

Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series

2024-10-7

Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters

2024-10-5

Predicting the Law: Artificial Intelligence Findings from the IMF’s Central Bank Legislation Database

2024-10-4

Policy Learning for Many Outcomes of Interest: Combining Optimal Policy Trees with Multi-objective Bayesian Optimisation

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Stock Market Prediction Using Deep Attention Bi-directional Long Short-Term Memory

2024-10-1

Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets

2024-10-1

A Team-Innovative Optimization Search Algorithm and its Application to Cash Flow Forecasting

2024-10-1

High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach

2024-10-1

Pareto Distribution of the Forbes Billionaires

2024-9-28

Optimal Technical Indicator Based Trading Strategies Using Evolutionary Multi Objective Optimization Algorithms

2024-9-27

Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19

2024-9-27

Solving Linear DSGE Models with Bernoulli Iterations

2024-9-26

Two-factor Rough Bergomi Model: American Call Option Pricing and Calibration by Interior Point Optimization Algorithm

2024-9-26

Cash Flow Forecasting for Self-employed Workers: Fuzzy Inference Systems or Parametric Models?

2024-9-26

Portfolio Optimization Under the Uncertain Financial Model

2024-9-25

Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns

2024-9-25

Predicting Corporate Financial Failure Using Sigmoidal Opposition-Based Arithmetic Optimization Algorithm

2024-9-24

Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data

2024-9-24

Stock Market Trend Prediction Using Deep Learning Approach

2024-9-23

Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices

2024-9-21

Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model

2024-9-20

Assessing the Dual Impact of the Social Media Platforms on Psychological Well-being: A Multiple-Option Descriptive-Predictive Framework

2024-9-19

Is the Price of Ether Driven by Demand or Pure Speculation?

2024-9-12

Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models

2024-9-12

Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors

2024-9-11

Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes

2024-9-10

Asset Prices with Investor Protection in the Cross-Sectional Economy

2024-9-10

Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network

2024-9-9

An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints

2024-9-8

A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ$$\beta$$ Formulation

2024-8-23

A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction

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Understanding and Attaining an Investment Grade Rating in the Age of Explainable AI

2024-8-18

Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models

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Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation

2024-8-15

Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk

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Household Financial Fragility, Debt and Income in a Dynamic Model

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Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier

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Machine Learning Methods and Time Series: A Through Forecasting Study via Simulation and USA Inflation Analysis

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Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations

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Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model

2024-8-10

Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach

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Deep Learning for Solving and Estimating Dynamic Macro-finance Models

2024-8-9

Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector

2024-8-6

Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading

2024-8-5

An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance

2024-8-3

Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach

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Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions

2024-7-31

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研飞客户端支持数万种期刊查询，助你在阅读和写作中随时了解期刊动态

Computational Economics

阅读文献时，研飞即可帮你快速了解期刊，查询影响因子与分区，智能高亮期刊预警！

期刊引文格式

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最新文章

Two-Asset Double Barrier Options

Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold

Robust Portfolio Optimisation Under Sparse Contamination

Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series

Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters

Predicting the Law: Artificial Intelligence Findings from the IMF’s Central Bank Legislation Database

Policy Learning for Many Outcomes of Interest: Combining Optimal Policy Trees with Multi-objective Bayesian Optimisation

Stock Market Prediction Using Deep Attention Bi-directional Long Short-Term Memory

Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets

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Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19

Solving Linear DSGE Models with Bernoulli Iterations

Two-factor Rough Bergomi Model: American Call Option Pricing and Calibration by Interior Point Optimization Algorithm

Cash Flow Forecasting for Self-employed Workers: Fuzzy Inference Systems or Parametric Models?

Portfolio Optimization Under the Uncertain Financial Model

Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns

Predicting Corporate Financial Failure Using Sigmoidal Opposition-Based Arithmetic Optimization Algorithm

Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data

Stock Market Trend Prediction Using Deep Learning Approach

Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices

Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model

Assessing the Dual Impact of the Social Media Platforms on Psychological Well-being: A Multiple-Option Descriptive-Predictive Framework

Is the Price of Ether Driven by Demand or Pure Speculation?

Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models

Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors

Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes

Asset Prices with Investor Protection in the Cross-Sectional Economy

Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network

An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints

A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ$$\beta$$ Formulation

A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction

Understanding and Attaining an Investment Grade Rating in the Age of Explainable AI

Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models

Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation

Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk

Household Financial Fragility, Debt and Income in a Dynamic Model

Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier

Machine Learning Methods and Time Series: A Through Forecasting Study via Simulation and USA Inflation Analysis

Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations

Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model

Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach

Deep Learning for Solving and Estimating Dynamic Macro-finance Models

Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector

Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading

An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance

Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach

Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions

帮你贴心管理全部的文献研飞ivySCI，高效的论文管理

帮你贴心管理全部的文献
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