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Tesfatsion, Leigh
43
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37
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24
Amman, Hans M.
22
Chiarella, Carl
22
Semmler, Willi
21
Villani, Giovanni
21
Belsley, David A.
19
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18
Rust, J.
17
Amman, H. M.
16
Kendrick, D. A.
16
Chen, Shu-Heng
14
Lux, Thomas
14
Boutahar, Mohamed
13
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13
Shukur, Ghazi
13
Amman, Hans
12
Cincotti, Silvano
12
Dawid, Herbert
12
Li, Yong
12
Richiardi, Matteo
12
Boeters, Stefan
11
Cerulli, Giovanni
11
Hespeler, Frank
11
Mantalos, Panagiotis
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Neck, Reinhard
11
Alkemade, Floortje
10
Brenner, Thomas
10
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10
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10
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10
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10
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10
He, Ling-Yun
10
Maliar, Lilia
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Computational economics
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878
International journal of computational economics and econometrics
220
International journal of computational economics and econometrics : IJCEE
121
International Journal of Computational Economics and Econometrics
72
The Oxford handbook of computational economics and finance
48
Handbook of Computational Economics
42
Handbook of computational economics : volume 2, Agent-based computational economics
29
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23
Advances in Computational Economics
20
Advances in computational economics : AICE
20
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
20
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19
Handbook of computational economics : volume 1
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Handbook of computational economics ; Vol. 1
15
Handbook of computational economics ; Volume 3
11
Journal of economic dynamics & control
9
Special issue: Society of Computational Economics
9
Handbooks in economics
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Advances in computational economics
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Three essays in computational economics
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6th International Symposium in Computational Economics and Finance, Paris, October 29-31, 2020
1
Computational Economics, 2015
1
Computational Economics, April
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Computational Economics, Forthcoming
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This is a pre-print of an article published in Computational Economics, 2019. The final authenticated version is available online at DOI: 10.1007/s10614-019-09932-9
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2631
Strategic asset allocation and market timing : a reinforcement learning approach
Hens, Thorsten
;
Wöhrmann, Peter
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 369-381
Persistent link: https://www.econbiz.de/10003493820
Saved in:
2632
Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl
;
Hsiao, Chih-ying
;
Semmler, Willi
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 383-418
Persistent link: https://www.econbiz.de/10003493821
Saved in:
2633
Rate of return parity with robot asset traders
Childs, Jason
- In:
Computational economics
29
(
2007
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003440966
Saved in:
2634
Approximate CAPM when preferences are CRRA
Herings, Peter Jean-Jacques
;
Kubler, Felix
- In:
Computational economics
29
(
2007
)
1
,
pp. 13-31
Persistent link: https://www.econbiz.de/10003440970
Saved in:
2635
Comparative dynamics in an overlapping-generations model : the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium
Sprigg, James A.
;
Ehlen, Mark A.
- In:
Computational economics
29
(
2007
)
1
,
pp. 69-96
Persistent link: https://www.econbiz.de/10003440977
Saved in:
2636
Empirical validation in agent-based models : special issue
Fagiolo, Giorgio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003582859
Saved in:
2637
Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan
;
Wieland, Volker
;
Rustem, Berç
- In:
Computational economics
30
(
2007
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
Saved in:
2638
Grid enabling empirical economics : a microdata application
Peters, Simon A.
;
Clark, Kenneth
;
Ekin, Pascal
;
Le …
- In:
Computational economics
30
(
2007
)
4
,
pp. 349-370
Persistent link: https://www.econbiz.de/10003582869
Saved in:
2639
Higher-order properties of the "Exchange rate dynamics redux" model
Kim, Jinill
;
Kwok, Yun-kwong
- In:
Computational economics
30
(
2007
)
4
,
pp. 371-380
Persistent link: https://www.econbiz.de/10003582871
Saved in:
2640
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel
- In:
Computational economics
31
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Saved in:
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