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Content
July 2025, Volume 66, Issue 1
- 1-34 Machine Learning Methods and Time Series: A Through Forecasting Study via Simulation and USA Inflation Analysis
by Klaus Boesch & Flavio A. Ziegelmann - 35-75 Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation
by Zhiping Chen & Bingbing Ji & Jia Liu & Yu Mei - 77-104 Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
by Hyun-Gyoon Kim & Hyeongmi Kim & Jeonggyu Huh - 105-126 Understanding and Attaining an Investment Grade Rating in the Age of Explainable AI
by Ravi Makwana & Dhruvil Bhatt & Kirtan Delwadia & Agam Shah & Bhaskar Chaudhury - 127-178 A Hybrid Machine Learning Model Architecture with Clustering Analysis and Stacking Ensemble for Real Estate Price Prediction
by Cihan Çılgın & Hadi Gökçen - 179-206 A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ $$\beta$$ β Formulation
by Süleyman Cengizci & Ömür Uğur - 207-240 An Adaptive Differential Evolution Algorithm Based on Data Preprocessing Method and a New Mutation Strategy to Solve Dynamic Economic Dispatch Considering Generator Constraints
by Ruxin Zhao & Wei Wang & Tingting Zhang & Chang Liu & Lixiang Fu & Jiajie Kang & Hongtan Zhang & Yang Shi & Chao Jiang - 241-299 Asset Prices with Investor Protection in the Cross-Sectional Economy
by Jia Yue & Ming-Hui Wang & Nan-Jing Huang & Ben-Zhang Yang - 301-322 Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors
by Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla - 323-347 Is the Price of Ether Driven by Demand or Pure Speculation?
by Zein Alamah & Ali Fakih - 349-375 Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models
by Jinseong Park & Hyungjin Ko & Jaewook Lee - 377-404 Assessing the Dual Impact of the Social Media Platforms on Psychological Well-being: A Multiple-Option Descriptive-Predictive Framework
by Simona-Vasilica Oprea & Adela Bâra - 405-419 Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model
by Mantas Landauskas & Tomas Ruzgas & Eimutis Valakevičius - 421-452 Improving Price Generation: A Novel Agent-Based Model for Capturing Persistent Jumps in Asset Prices
by Shijia Song & Handong Li - 453-484 Stock Market Trend Prediction Using Deep Learning Approach
by Mahmoud Ahmad Al-Khasawneh & Asif Raza & Saif Ur Rehman Khan & Zia Khan - 485-515 Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data
by Arash Pourrezaee & Ehsan Hajizadeh - 517-569 Predicting Corporate Financial Failure Using Sigmoidal Opposition-Based Arithmetic Optimization Algorithm
by Mohamed Khaldi & Ghaith Manita & Amit Chhabra & Ramzi Guesmi & Tarek Hamrouni - 571-592 Portfolio Optimization Under the Uncertain Financial Model
by Jiangong Wu & J. F. Gomez-Aguilar & Rahman Taleghani - 593-643 Solving Linear DSGE Models with Bernoulli Iterations
by Alexander Meyer-Gohde - 645-679 Cash Flow Forecasting for Self-employed Workers: Fuzzy Inference Systems or Parametric Models?
by Luis Palomero & Vicente García & J. Salvador Sánchez - 681-714 Two-factor Rough Bergomi Model: American Call Option Pricing and Calibration by Interior Point Optimization Algorithm
by Arezou Karimi & Farshid Mehrdoust & Maziar Salahi - 715-755 Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19
by Tao Xie & Ying Li & Yung-Ho Chiu & Shiyou Ao - 757-807 Optimal Technical Indicator Based Trading Strategies Using Evolutionary Multi Objective Optimization Algorithms
by Yelleti Vivek & P. Shanmukh Kali Prasad & Vadlamani Madhav & Ramanuj Lal & Vadlamani Ravi - 809-834 Pareto Distribution of the Forbes Billionaires
by Eugene Pinsky & Weiqi Zhang & Zibo Wang - 835-867 Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets
by Mirzat Ullah & Kazi Sohag & Svetlana Doroshenko & Oleg Mariev - 869-902 High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach
by Antonio Pacifico - 903-927 Stock Market Prediction Using Deep Attention Bi-directional Long Short-Term Memory
by B. Prakash & B. Saleena - 929-946 A Team-Innovative Optimization Search Algorithm and its Application to Cash Flow Forecasting
by JianJun Wu & Lu Xia - 947-969 Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?
by Azhar Mohamad
June 2025, Volume 65, Issue 6
- 3039-3075 Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph
by You-Sin Chen & Chu-Lan Michael Kao & Po-Hsien Liu & Vincent S. Tseng - 3077-3110 A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference
by Paul W. Wilson - 3111-3159 Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm
by Özge Çamalan & Esra Hasdemir & Tolga Omay & Mustafa Can Küçüker - 3161-3205 Bias Correction in the Least-Squares Monte Carlo Algorithm
by François-Michel Boire & R. Mark Reesor & Lars Stentoft - 3207-3235 Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach
by Taraneh Shahin & María Teresa Ballestar de las Heras & Ismael Sanz - 3237-3258 Modelling Mixed-Frequency Time Series with Structural Change
by Adrian Matthew G. Glova & Erniel B. Barrios - 3259-3294 Systemic Financial Risk of Stock Market Based on Multiscale Networks
by Youtao Xiang & Sumuya Borjigin - 3295-3324 Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment
by Maksat Jumamyradov & Benjamin M. Craig & William H. Greene & Murat Munkin - 3325-3360 Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM
by Guangxi Cao & Meijun Ling & Jingwen Wei & Chen Chen - 3361-3389 Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law
by Zihao Liu & Di Li - 3391-3418 Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China
by Wenling Liu & Fengmin Xu & Kui jing & Ziyue Hua - 3419-3446 Stability and Convergence Analysis of a Numerical Method for Solving a $$\zeta$$ ζ -Caputo Time Fractional Black–Scholes Model via European Options
by Feten Maddouri - 3447-3473 Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression
by Dalia Atif - 3475-3502 Game Analysis of the Behavior of Participants in Green Supply Chain Finance Based on Digital Technology Platforms
by Yitian Hong & Chuan Qin - 3503-3544 Measuring and Forecasting Stock Market Volatilities with High-Frequency Data
by Minh Vo - 3545-3571 Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model
by Yun Tu & Bin Sheng & Chien-Heng Tu & Yung-ho Chiu - 3573-3604 Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis
by Hasan Kazak & Buerhan Saiti & Cüneyt Kılıç & Ahmet Tayfur Akcan & Ali Rauf Karataş - 3605-3631 Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach
by Qin Wang & Xianhua Li - 3633-3650 Advances in Forecasting Home Prices
by Hany Guirguis & Glenn Mueller & Vaneesha Dutra & Robert Jafek - 3651-3671 Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model
by Yutian Miao & Siyan Liu & Xiaojuan Dong & Gang Lu - 3673-3721 Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions
by Kaike Sa Teles Rocha Alves & Rosangela Ballini & Eduardo Pestana de Aguiar - 3723-3749 The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China
by Xingyue Gong & Guozhu Jia - 3751-3778 Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach
by Akanksha Sharma & Chandan Kumar Verma & Priya Singh - 3779-3806 An Ensemble Resampling Based Transfer AdaBoost Algorithm for Small Sample Credit Classification with Class Imbalance
by Xiaoming Zhang & Lean Yu & Hang Yin - 3807-3840 Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading
by Narongsak Sukma & Chakkrit Snae Namahoot - 3841-3883 Financial Performance and Corporate Distress: Searching for Common Factors for Firms in the Indian Registered Manufacturing Sector
by Jessica Thacker & Debdatta Saha - 3885-3921 Deep Learning for Solving and Estimating Dynamic Macro-finance Models
by Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu - 3923-3943 Detecting Insider Trading in the Indian Stock Market: An Optimized Deep Learning Approach
by Prashant Priyadarshi & Prabhat Kumar - 3945-3969 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
by Ke Huang & Zuominyang Zhang & Yakun Wang - 3971-4013 Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations
by Omer Burak Akgun & Emrah Gulay
May 2025, Volume 65, Issue 5
- 2451-2476 Evaluation of International Monetary Policy Coordination: Evidence from Machine Learning Algorithms
by Ufuk Can & Omur Saltik & Zeynep Gizem Can & Suleyman Degirmen - 2477-2503 Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models
by Giovanni Angelini & Luca Fanelli & Marco M. Sorge - 2505-2543 What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?
by Januj Juneja - 2545-2577 Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets
by Min Zhu & Yuping Song & Xin Zheng - 2579-2594 Modeling Bitcoin Price Dynamics: Overcoming Kurtosis and Skewness Challenges for Enhanced Predictive Accuracy
by Mostafa Tamandi - 2595-2624 Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations
by Yangyang Wang & Xunxiang Guo & Ke Wang - 2625-2648 Dynamic Time Warping: Intertemporal Clustering Alignments for Hotel Tourism Demand
by Miguel Ángel Ruiz Reina - 2649-2677 Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis
by Bhaskar Tripathi & Rakesh Kumar Sharma - 2679-2706 The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models
by Gaoshan Wang & Xiaomin Wang - 2707-2741 Measuring Interdependence of Inflation Uncertainty
by Seohyun Lee - 2743-2760 Panel Stochastic Frontier Analysis with Positive Skewness
by Rachida El Mehdi & Christian M. Hafner - 2761-2774 The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks
by Emilia Fraszka-Sobczyk & Aleksandra Zakrzewska - 2775-2810 Robust Picture Fuzzy Regression Functions Approach Based on M-Estimators for the Forecasting Problem
by Eren Bas & Erol Egrioglu - 2811-2828 Political Similarity and the Dynamics of the Global Nuclear Trade Network
by Yeongkyun Jang - 2829-2852 Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective
by Hairong Cui & Xurui Wang & Xiaojun Chu - 2853-2871 Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach
by Bilgi Yilmaz - 2873-2889 Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict
by Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi - 2891-2917 LightGBM-BES-BiLSTM Carbon Price Prediction Based on Environmental Impact Factors
by Peipei Wang & Xiaoping Zhou & Zhaonan Zeng - 2919-2964 Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends
by Mansour Davoudi & Mina Ghavipour & Morteza Sargolzaei-Javan & Saber Dinparast - 2965-2990 An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model
by Sang-Heon Lee - 2991-3035 Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction
by Yunus Emre Gür & Mesut Toğaçar & Bilal Solak - 3037-3038 Correction to: Analysis of Internet Financial Risks Based on Deep Learning and BP Neural Network
by Zixian Liu & Guansan Du & Shuai Zhou & Haifeng Lu & Han Ji
April 2025, Volume 65, Issue 4
- 1795-1817 Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm
by Jialu Ling & Ziyu Zhong & Helin Wei - 1819-1853 An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns
by Alexandre Silva Oliveira & Paulo Sergio Ceretta & Daniel Pastorek - 1855-1855 Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns
by Alexandre Silva Oliveira & Paulo Sergio Ceretta & Daniel Pastorek - 1857-1899 Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning
by Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab & Ayse Basar - 1901-1935 Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations
by Xiaoliang Li & Kongyan Chen & Wei Niu & Bo Huang - 1937-1969 Forecasting Stock Indices: Stochastic and Artificial Neural Network Models
by Naman Krishna Pande & Arun Kumar & Arvind Kumar Gupta - 1971-1998 Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method
by Rakhymzhan Kazbek & Yogi Erlangga & Yerlan Amanbek & Dongming Wei - 1999-2028 Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
by Siyao Wei & Pengfei Luo & Jiashan Song & Kunliang Jiang - 2029-2056 Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data
by Igor Sadoune & Marcelin Joanis & Andrea Lodi - 2057-2080 Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory
by Xiaoxiao Liu & Wei Wang - 2081-2113 Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries
by Oleksandr Castello & Marina Resta - 2115-2131 Analyzing Stationarity in World Coffee Prices
by C. Flores Komatsu & L. A. Gil-Alana - 2133-2178 A Hybrid Multi-population Optimization Algorithm for Global Optimization and Its Application on Stock Market Prediction
by Ali Alizadeh & Farhad Soleimanian Gharehchopogh & Mohammad Masdari & Ahmad Jafarian - 2179-2204 On a Black–Scholes American Call Option Model
by Morteza Garshasbi & Shadi Malek Bagomghaleh - 2205-2225 Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives
by Lina Song - 2227-2248 Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition
by Serdar Arslan - 2249-2315 PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price
by Mehmet Sarıkoç & Mete Celik - 2317-2350 On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso
by Alejandro García-Figal & Alejandro Lage-Castellanos & Daniel A. Amaro & R. Mulet - 2351-2378 Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach
by Arthur Emanuel de Oliveira Carosia & Ana Estela Antunes Silva & Guilherme Palermo Coelho - 2379-2396 Perturbating and Estimating DSGE Models in Julia
by Alvaro Salazar-Perez & Hernán D. Seoane - 2397-2422 An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps
by Yong Chen & Liangliang Li - 2423-2448 Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup
by Shogo Fukui - 2449-2450 Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
by Riccardo Lucchetti & Luca Pedini
March 2025, Volume 65, Issue 3
- 1147-1168 Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices
by Changwoo Yoo & Soobin Kwak & Youngjin Hwang & Hanbyeol Jang & Hyundong Kim & Junseok Kim - 1169-1189 Applying Machine Learning Algorithms to Predict the Size of the Informal Economy
by João Felix & Michel Alexandre & Gilberto Tadeu Lima - 1191-1230 Prediction and Allocation of Stocks, Bonds, and REITs in the US Market
by Ana Sofia Monteiro & Helder Sebastião & Nuno Silva - 1231-1264 Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm
by Shuangshuang Fan & Yichao Li & William Mbanyele & Xiufeng Lai - 1265-1298 Can Text-Based Statistical Models Reveal Impending Banking Crises?
by Emile du Plessis - 1299-1317 Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine
by Jian Wang & Wenjing Jiang & Menghao Huang & Wei Shao - 1319-1339 Brazilian Selic Rate Forecasting with Deep Neural Networks
by Rodrigo Moreira & Larissa Ferreira Rodrigues Moreira & Flávio Oliveira Silva - 1341-1371 A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting
by Yameng Zhang & Yan Song & Guoliang Wei - 1373-1395 A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks
by Mohammad Aqil Sahil & Meenakshi Kaushal & Q. M. Danish Lohani - 1397-1428 Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents
by Yulia Kareeva & Artem Sedakov & Mengke Zhen - 1429-1455 A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function
by Jongwoo Choi & Seongil Jo & Jaeoh Kim - 1457-1477 Can Machine Learning Explain Alpha Generated by ESG Factors?
by Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia - 1479-1504 Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets
by Xavier Martínez-Barbero & Roberto Cervelló-Royo & Javier Ribal - 1505-1547 The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics
by Keyvan Eslami & Thomas Phelan - 1549-1565 Greymodels: A Shiny Package for Grey Forecasting Models in R
by Havisha Jahajeeah & Aslam A. E. F. Saib - 1567-1615 Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model
by Hongyu An & Boping Tian - 1617-1642 Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning
by Alexandre Momparler & Pedro Carmona & Francisco Climent - 1643-1705 Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis
by Syed Moudud-Ul-Huq & Md. Shahriar Rahman - 1707-1740 Analysis of Frequent Trading Effects of Various Machine Learning Models
by Jiahao Chen & Xiaofei Li & Junjie Du - 1741-1758 Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market
by Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar - 1759-1774 Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity
by Teddy Lazebnik - 1775-1794 Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM
by Ming Kang
February 2025, Volume 65, Issue 2
- 579-583 Introduction to the Special Issue on Nonlinear Dynamics and Complex Systems
by Andrea Caravaggio & Gianluca Iannucci & Mauro Sodini & Fabio Tramontana - 585-611 Size-Dependent Enforcement, Tax Evasion and Dimensional Trap
by Raffaella Coppier & Elisabetta Michetti & Luisa Scaccia - 613-614 Correction to: Size‑Dependent Enforcement, Tax Evasion and Dimensional Trap
by Raffaella Coppier & Elisabetta Michetti & Luisa Scaccia - 615-636 Convergence Speed and Growth Patterns: A Dynamical Systems Approach
by Javier García-Algarra & Gonzalo Gómez-Bengoechea & Mary Luz Mouronte-López - 637-664 Pollution Abatement and Lobbying in a Cournot Game: An Agent-Based Modelling Approach
by Marco Catola & Silvia Leoni - 665-689 Dynamic Investigations of an Endogenous Business Cycle Model with Heterogeneous Agents
by Spiros Bougheas & Pasquale Commendatore & Laura Gardini & Ingrid Kubin - 691-715 Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS
by Miao Tang & Hong Fan - 717-761 Insights on the Theory of Robust Games
by G. P. Crespi & D. Radi & M. Rocca - 763-794 Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility
by F. Lamantia & D. Radi & T. Tichy - 795-818 A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies
by Ha Che-Ngoc & Thach Nguyen-Ngoc & Thao Nguyen-Trang - 819-843 Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework
by David Neděla & Sergio Ortobelli Lozza & Tomáš Tichý - 845-876 Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model
by Sarah Mignot & Frank Westerhoff - 877-912 Asymptotic Dynamics in a Multi-market Delayed Cobweb Model
by Akio Matsumoto & Ferenc Szidarovszky - 913-935 Debt Stabilisation and Dynamic Interaction Between Monetary Authority and National Fiscal Authorities
by Luca Gori & Francesco Purificato & Mauro Sodini - 937-961 Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model
by Yuhe Zhao & Ronghua Ju - 963-988 Household Financial Fragility, Debt and Income in a Dynamic Model
by Giorgio Calcagnini & Federico Favaretto & Germana Giombini & Fabio Tramontana - 989-1014 Pricing of Vulnerable Timer Options
by Donghyun Kim & Mijin Ha & Sun-Yong Choi & Ji-Hun Yoon - 1015-1050 Interacting Cobweb Demands
by Lorenzo Pinna & Giorgio Ricchiuti - 1051-1082 Consumption Dynamics in Mixed-Income Neighborhoods with Connected Households
by Jochen Jungeilges & Trygve Kastberg Nilssen & Makar Pavletsov & Tatyana Perevalova - 1083-1146 Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models
by Daniel Fehrle & Christopher Heiberger & Johannes Huber
January 2025, Volume 65, Issue 1
- 1-20 On Using Proportional Representation Methods as Alternatives to Pro-rata Based Order Matching Algorithms in Stock Exchanges
by Sanjay Bhattacherjee & Palash Sarkar - 21-67 A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation
by Halil Ibrahim Gunduz & Furkan Emirmahmutoglu & M. Eray Yucel - 69-89 Standard Errors for Regression-Based Causal Effect Estimates in Economics Using Numerical Derivatives
by Joseph V. Terza - 91-116 Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?
by Andrés Navarro-Galera & Juan Lara-Rubio & Pavel Novoa-Hernández & Carlos A. Cruz Corona - 117-146 Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes
by Bilal Taskin & Fuat Akal - 147-147 Correction to: Tales of Turbulence: BERT‑based Multimodal Analysis of FED Communication Dynamics Amidst COVID‑19 Through FOMC Minutes
by Bilal Taskin & Fuat Akal - 149-209 Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure
by Philippe Jardin - 211-239 Multi-Scale Event Detection in Financial Time Series
by Diego Silva Salles & Cristiane Gea & Carlos E. Mello & Laura Assis & Rafaelli Coutinho & Eduardo Bezerra & Eduardo Ogasawara - 241-270 Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics
by Farwah Ali Syed & Kwo-Ting Fang & Adiqa Kausar Kiani & Muhammad Shoaib & Muhammad Asif Zahoor Raja - 271-312 A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies
by Özcan Işık & Ahmet Çalık & Mohsin Shabir - 313-335 Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis
by P. S. Niveditha - 337-363 A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor
by Román Salmerón-Gómez & Catalina B. García-García & José García-Pérez - 365-394 Trade Friction in Two-Country HANK with Financial Friction
by Chenxin Zhang & Yujie Yang & Wenwen Hou - 395-428 Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers
by Lucas Mussoi Almeida & Fernanda Maria Müller & Marcelo Scherer Perlin - 429-458 A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
by Andrea Bucci - 459-462 Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
by Andrea Bucci - 463-481 Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis
by Emmanouil Drakonakis & Stelios Kotsios - 483-505 Determining Drivers of Private Equity Return with Computational Approaches
by Prosper Lamothe-Fernández & Eduardo García-Argüelles & Sergio Manuel Fernández-Miguélez & Omar Hassani-Zerrouk - 507-542 Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021)
by Rodolphe Buda - 543-578 A Study of Controlling Shareholders’ Equity Pledge Rate Based on Dividend Policy and Barrier Option
by Liang Wang & Junjie He & Qian Liu
December 2024, Volume 64, Issue 6
- 3161-3179 Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach
by Aykut Ekinci & Safa Sen - 3181-3205 Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test
by Zhenxin Wang & Shaoping Wang & Yayi Yan - 3207-3242 Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets
by Walid Mensi & Xuan Vinh Vo & Sang Hoon Kang - 3243-3278 Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method
by Yanbo Zhang & Mengkun Liang & Haiying Ou - 3279-3294 Recalculate Without Recomputing
by José Dias Curto - 3295-3315 Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach
by Amar Rao & Marco Tedeschi & Kamel Si Mohammed & Umer Shahzad - 3317-3331 Engineering Optimal Cooperation Levels with Prosocial Autonomous Agents in Hybrid Human-Agent Populations: An Agent-Based Modeling Approach
by Tian Guo & Zhixue He & Chen Shen & Lei Shi & Jun Tanimoto - 3333-3351 Market Ecology: Trading Strategies and Market Volatility
by Kun Xing & Honggang Li - 3353-3379 Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error
by Deepak Kumar Yadav & Akanksha Bhardwaj & Alpesh Kumar - 3381-3405 Forecasting House Prices through Credit Conditions: A Bayesian Approach
by Rosa Drift & Jan Haan & Peter Boelhouwer - 3407-3446 Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators
by Nabanita Das & Bikash Sadhukhan & Rajdeep Ghosh & Satyajit Chakrabarti - 3447-3471 Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
by Cathy W. S. Chen & Cindy T. H. Chien - 3473-3507 Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets
by Wenbin Hu & Junzi Zhou - 3509-3541 Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data
by Damien Nicholas Parker & Willi Semmler - 3543-3553 Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
by Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana - 3555-3576 Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War
by Foued Hamouda & Imran Yousaf & Muhammad Abubakr Naeem - 3577-3616 Estimation of Models for Stock Returns
by Saralees Nadarajah & Thomas Hitchen - 3617-3643 Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context
by Jie Cheng - 3645-3682 A General and Efficient Method for Solving Regime-Switching DSGE Models
by Julien Albertini & Stéphane Moyen - 3683-3712 Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection
by Priya Singh & Manoj Jha
November 2024, Volume 64, Issue 5
- 2585-2603 Cryptocurrency Exchange Simulation
by Kirill Mansurov & Alexander Semenov & Dmitry Grigoriev & Andrei Radionov & Rustam Ibragimov - 2605-2640 Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model
by Yanyu Guo & Zhicheng Zhang & Jizu Li & Huayun Du - 2641-2662 Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation
by Xiufang Li & Zhiwang Zhang & Lingyun Li & Hui Pan - 2663-2684 The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
by Mahmut Bağcı & Pınar Kaya Soylu & Selçuk Kıran - 2685-2694 Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach
by L. L. B. Miranda & L. S. Lima - 2695-2716 Determinants of Nonperforming Loans: A Global Data Analysis
by MBelen Salas & Prosper Lamothe & Enrique Delgado & Angel L. Fernández-Miguélez & Lucia Valcarce - 2717-2745 Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters
by Yen-Wu Ti & Tian-Shyr Dai & Kuan-Lun Wang & Hao-Han Chang & You-Jia Sun - 2747-2781 A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics
by Yin Liu & Guo-Liang Tian & Chi Zhang & Hong Qin - 2783-2811 China's business cycle forecasting: a machine learning approach
by Pan Tang & Yuwei Zhang - 2813-2852 Learning Bermudans
by Riccardo Aiolfi & Nicola Moreni & Marco Bianchetti & Marco Scaringi - 2853-2878 Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach
by Shun Chen & Lingling Guo & Lei Ge - 2879-2908 Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model
by Xenos Chang-Shuo Lin & Daniel Wei-Chung Miao & Emma En-Tze Chang - 2909-2933 The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity
by Ijaz Younis & Himani Gupta & Waheed Ullah Shah & Arshian Sharif & Xuan Tang