//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
isPartOf:"Topics in economic analysis & policy"
~isPartOf:"Computational economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
402
Theory
402
Forecasting model
72
Prognoseverfahren
72
Time series analysis
59
Zeitreihenanalyse
59
Portfolio selection
53
Portfolio-Management
53
Mathematical programming
43
Mathematische Optimierung
43
Agent-based modeling
42
Agentenbasierte Modellierung
42
Volatility
30
Volatilität
30
Neural networks
29
Neuronale Netze
29
Stochastic process
28
Stochastischer Prozess
28
Simulation
23
State space model
22
Zustandsraummodell
22
Estimation
21
Learning process
21
Lernprozess
21
Börsenkurs
20
Schätzung
20
Share price
20
Financial market
19
Finanzmarkt
19
Risikomaß
19
Risk measure
19
Statistical distribution
18
Statistische Verteilung
18
Aktienmarkt
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Stock market
17
Algorithm
16
Algorithmus
16
Markov chain
15
more ...
less ...
Online availability
All
Undetermined
Free
29
Type of publication
All
Article
398
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
402
Aufsatz in Zeitschrift
402
Aufsatzsammlung
4
Language
All
English
402
Author
All
Halkos, George E.
5
Prigent, Jean-Luc
4
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Chen, Wei
3
Fabozzi, Frank J.
3
Hespeler, Frank
3
Jawadi, Fredj
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Alfarano, Simone
2
Arya, Anil
2
Avdoulas, Christos
2
Bekiros, Stelios
2
Boubaker, Heni
2
Brorsen, B. Wade
2
Cao, Yunfei
2
Ceffer, Attila
2
Chen, Muyan
2
Chen, Ting-Hsuan
2
Chen, Yi-Ting
2
Ching, Wai Ki
2
Edwards, David A.
2
Edwards, Jeremy S. S.
2
Egrioglu, Erol
2
Frascatore, Mark R.
2
Ftiti, Zied
2
Gkonkas, Periklēs
2
Gu, Jia-Wen
2
Gupta, Rangan
2
Heinrich, Torsten
2
Huang, Weihong
2
Huang, Ya-Chi
2
Kormilitsina, Anna
2
Kristjanpoller Rodríguez, Werner
2
Li, Handong
2
Li, Yushu
2
Liang, Rubing
2
Luo, Qixuan
2
more ...
less ...
Published in...
All
Topics in economic analysis & policy
Computational economics
Discussion paper / Centre for Economic Policy Research
3,499
European journal of operational research : EJOR
2,658
SpringerLink / Bücher
1,710
Working paper / National Bureau of Economic Research, Inc.
1,659
Computers & operations research : and their applications to problems of world concern ; an international journal
1,220
Discussion papers / CEPR
1,192
Economics letters
1,066
International journal of production research
1,028
Management science : journal of the Institute for Operations Research and the Management Sciences
745
Economic modelling
731
Journal of economic behavior & organization : JEBO
678
Journal of economic dynamics & control
612
International journal of production economics
588
Operations research letters
565
Insurance / Mathematics & economics
506
Finance research letters
478
Operations research
478
Energy economics
469
Applied economics
449
Omega : the international journal of management science
448
Springer eBook Collection / Business and Economics
448
European economic review : EER
438
International review of economics & finance : IREF
435
Transportation research / E : an international journal
419
Journal of economic theory
416
International journal of forecasting
387
Journal of banking & finance
381
Macroeconomic dynamics
375
Applied economics letters
372
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
365
Journal of the Operational Research Society
352
Journal of econometrics
346
Journal of monetary economics
316
Mathematics of operations research
314
Policy research working paper
307
Journal of financial economics
298
Journal of macroeconomics
298
Games and economic behavior
293
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
292
more ...
less ...
Source
All
ECONIS (ZBW)
402
Showing
1
-
50
of
402
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
2
Modeling the paths of China's systemic financial risk contagion : a ripple network perspective analysis
Xu, Fuwei
- In:
Computational economics
63
(
2024
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014471955
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
5
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
6
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
7
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
8
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
9
Risk aversion, reservation utility and bargaining power : an evolutionary algorithm approximation of incentive contracts
Curiel, Itza
;
Di Giannatale, Sonia
;
Labrador-Badía, Giselle
- In:
Computational economics
63
(
2024
)
2
,
pp. 477-511
Persistent link: https://www.econbiz.de/10014472277
Saved in:
10
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
11
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin
;
Liao, Jingwen
;
Chen, Kechi
;
Liang, Yanhui
;
Lin, Yu
- In:
Computational economics
63
(
2024
)
2
,
pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
Saved in:
12
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
13
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
Saved in:
14
Quantum optimized cost based feature selection and credit scoring for mobile micro-financing
Chen, Chi Ming
;
Tso, Kwok Fai Geoffrey
;
He, Kaijian
- In:
Computational economics
63
(
2024
)
2
,
pp. 919-950
Persistent link: https://www.econbiz.de/10014475076
Saved in:
15
Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints
Khan, Ameer Tamoor
;
Cao, Xinwei
;
Li, Shuai
- In:
Computational economics
62
(
2023
)
4
,
pp. 1413-1435
Persistent link: https://www.econbiz.de/10014437344
Saved in:
16
Estimation of rank-ordered regret minimization models
Liu, Changbiao
;
Li, Yuling
- In:
Computational economics
62
(
2023
)
4
,
pp. 1611-1630
Persistent link: https://www.econbiz.de/10014437543
Saved in:
17
Research on the effects of liquidation strategies in the multi-asset artificial market
Luo, Qixuan
;
Song, Shijia
;
Li, Handong
- In:
Computational economics
62
(
2023
)
4
,
pp. 1721-1750
Persistent link: https://www.econbiz.de/10014437570
Saved in:
18
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
19
Modeling Bitcoin prices using signal processing methods, Bayesian optimization, and deep neural networks
Tripathi, Bhaskar
;
Sharma, Rakesh Kumar
- In:
Computational economics
62
(
2023
)
4
,
pp. 1919-1945
Persistent link: https://www.econbiz.de/10014442577
Saved in:
20
Crisis and risk management : recent developments in computational economics
Ftiti, Zied
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
2
,
pp. 487-491
Persistent link: https://www.econbiz.de/10014382726
Saved in:
21
Omega compatibility : a meta-analysis
Bernard, Carole
;
Caporin, Massimiliano
;
Maillet, Bertrand
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10014382729
Saved in:
22
Role of comprehensive income in predicting bankruptcy
Rahmi, Asyrofa
;
Lu, Hung-Yuan
;
Liang, Deron
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 689-720
Persistent link: https://www.econbiz.de/10014382758
Saved in:
23
Object oriented (dynamic) programming : closing the "structural" estimation coding gap
Ferrall, Christopher
- In:
Computational economics
62
(
2023
)
3
,
pp. 761-816
Persistent link: https://www.econbiz.de/10014382836
Saved in:
24
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
25
Parallel computation of sovereign default models
Deng, Mingzhuo
;
Guerrón-Quintana, Pablo A.
;
Tseng, Lewis
- In:
Computational economics
62
(
2023
)
3
,
pp. 1047-1085
Persistent link: https://www.econbiz.de/10014382860
Saved in:
26
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
27
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
28
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
29
Evaluation of non-survey methods for the construction of regional input-output matrices when there is partial historical information
Mardones, Cristian
;
Silva, Darling
- In:
Computational economics
61
(
2023
)
3
,
pp. 1173-1205
Persistent link: https://www.econbiz.de/10014252167
Saved in:
30
Threshold moving approach with logit models for bankruptcy prediction
Staňková, Michaela
- In:
Computational economics
61
(
2023
)
3
,
pp. 1251-1272
Persistent link: https://www.econbiz.de/10014252178
Saved in:
31
A study of the international stock market behavior during COVID-19 pandemic using a driven iterated function system
Gupta, Aman
;
Shaju, Cyril
;
Pratibha
;
Kamal
- In:
Computational economics
61
(
2023
)
1
,
pp. 57-68
Persistent link: https://www.econbiz.de/10014228398
Saved in:
32
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
33
Finding the impact of market visibility and monopoly on wealth distribution and poverty using computational economics
Zia, Kashif
;
Farooq, Umar
;
Al Ajmi, Sakeena
- In:
Computational economics
61
(
2023
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10014228414
Saved in:
34
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
35
Price change and trading volume : behavioral heterogeneity in stock market
Li, Changtai
;
Huang, Weihong
;
Wang, Wei Siang
;
Chia, Wai-mun
- In:
Computational economics
61
(
2023
)
2
,
pp. 677-713
Persistent link: https://www.econbiz.de/10014228458
Saved in:
36
Use of econometric predictors and artificial neural networks for the construction of stock market investment bots
Nametala, Ciniro A. L.
;
Souza, Jonas Villela de
; …
- In:
Computational economics
61
(
2023
)
2
,
pp. 743-773
Persistent link: https://www.econbiz.de/10014228461
Saved in:
37
Economic categorizing based on DFT-induced supervised learning
Chen, Ray-Ming
- In:
Computational economics
59
(
2022
)
1
,
pp. 125-150
Persistent link: https://www.econbiz.de/10013168929
Saved in:
38
Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
,
pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
Saved in:
39
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
40
Determining the flat sales prices by flat characteristics using Bayesian network models
Sevinç, Volkan
- In:
Computational economics
59
(
2022
)
2
,
pp. 549-577
Persistent link: https://www.econbiz.de/10013169018
Saved in:
41
Macro-regional economic structural change driven by micro-founded technological innovation diffusion : an agent-based computational economic modeling approach
Zhong, Zhangqi
;
He, Lingyun
- In:
Computational economics
59
(
2022
)
2
,
pp. 471-525
Persistent link: https://www.econbiz.de/10013169019
Saved in:
42
How successful are energy efficiency investments? : a comparative analysis for classification & performance prediction
Doukas, Haris
;
Xidonas, Panos
;
Mastromichalakis, Nikos
- In:
Computational economics
59
(
2022
)
2
,
pp. 579-598
Persistent link: https://www.econbiz.de/10013169022
Saved in:
43
A regression-based calibration method for agent-based models
Chen, Siyan
;
Desiderio, Saul
- In:
Computational economics
59
(
2022
)
2
,
pp. 687-700
Persistent link: https://www.econbiz.de/10013169034
Saved in:
44
Cap and trade versus carbon tax : an analysis based on a CGE model
Zhou, Jin-Feng
;
Wu, Dan
;
Chen, Wei
- In:
Computational economics
59
(
2022
)
2
,
pp. 853-885
Persistent link: https://www.econbiz.de/10013169088
Saved in:
45
A Wiener-Kolmogorov filter for seasonal adjustment and the Cholesky decomposition of a Toeplitz matrix
Pollock, David Stephen G.
;
Mise, Emi
- In:
Computational economics
59
(
2022
)
3
,
pp. 913-933
Persistent link: https://www.econbiz.de/10013169117
Saved in:
46
Method for improving the performance of technical analysis indicators by neural network models
Shi, Yong
;
Li, Bo
;
Long, Wen
;
Dai, Wei
- In:
Computational economics
59
(
2022
)
3
,
pp. 1027-1068
Persistent link: https://www.econbiz.de/10013169215
Saved in:
47
Credit scoring model based on HMM/Baum-Welch method
Benyacoub, Badreddine
;
ElBernoussi, Souad
;
Zoglat, Abdelhak
- In:
Computational economics
59
(
2022
)
3
,
pp. 1135-1154
Persistent link: https://www.econbiz.de/10013169232
Saved in:
48
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
Saved in:
49
High frequency and dynamic pairs trading with ant colony optimization
Cerda, José
;
Rojas-Morales, Nicolás
;
Minutolo, Marcel C.
- In:
Computational economics
59
(
2022
)
3
,
pp. 1251-1275
Persistent link: https://www.econbiz.de/10013169355
Saved in:
50
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->