Terkko Navigator / Computational economics

Deviation-Based Model Risk Measures

Macro-Regional Economic Structural Change Driven by Micro-founded Technological Innovation Diffusion: An Agent-Based Computational Economic Modeling Approach

Using Double Frequency in Fourier Dickey–Fuller Unit Root Test

Evidence for Novel Structures Relating CSR Reporting and Economic Welfare: Environmental Sustainability—A Continent-Level Analysis

The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market

Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange

Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model

A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market

Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors

Financial Sequence Prediction Based on Swarm Intelligence Algorithms of Internet of Things

Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting

Correction to: Reconsidering Herbert A. Simon’s Major Themes in Economics: Towards an Experimentally Grounded Capital Structure Theory Drawing from His Methodological Conjectures

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Connectedness in International Crude Oil Markets

Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test

Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model

Liquidity Constraints for Portfolio Selection Based on Financial Volume

Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units

Multiple Shooting Method for Solving Black–Scholes Equation

ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets

Degrees of Rationality in Agent-Based Retail Markets

An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection

The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing

Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems

Forecasting with Second-Order Approximations and Markov-Switching DSGE Models

Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method

Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters

Fast Monte Carlo Simulation for Pricing Equity-Linked Securities

Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean

Bayesian Analysis of Realized Matrix-Exponential GARCH Models

Implementing Maximum Likelihood Estimation of Empirical Matching Models

A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting

Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market

On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks

The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches

A Computational Model to Predict Consumer Behaviour During COVID-19 Pandemic

Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results

Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing

A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data

Monitoring Liquidity Management of Banks With Recurrent Neural Networks

Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix

Job Mobility and Wealth Inequality

A New Scalable Bayesian Network Learning Algorithm with Applications to Economics

A Guide on Solving Non-convex Consumption-Saving Models

Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach

Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets

An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem

Blockchain-Based Cryptocurrency Regulation: An Overview

Pricing Exotic Option Under Jump-Diffusion Models by the Quadrature Method

Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach