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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Credit rationing and the simulation of multi-bank credit market model : a computational economics approach
Zhang, Yu; Xiong, Xiong; Zhang, Wei; Liu, Xuefeng - In: Computational economics 52 (2018) 4, pp. 1233-1256
Persistent link: https://www.econbiz.de/10012053348
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A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options
Ren, Fei; Cai, Mei-Ling; Li, Sai-Ping; Xiong, Xiong; … - In: Computational economics 62 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014327153
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Using a genetic algorithm to improve recurrent reinforcement learning for equity trading
Zhang, Jin; Maringer, Dietmar G. - In: Computational economics 47 (2016) 4, pp. 551-567
Persistent link: https://www.econbiz.de/10011712464
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Exploring dynamic impact of foreign direct investment on China's co2emissions using Markov-switching vector error correction model
Pan, Xiongfeng; Zhang, Jing; Li, Changyu; Quan, Rong; … - In: Computational economics 52 (2018) 4, pp. 1139-1151
Persistent link: https://www.econbiz.de/10012053138
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The co-movement between Chinese oil market and other main international oil markets : a DCC-MGarch approach
Song, Malin; Fang, Kuangnan; Zhang, Jing; Wu, Jianbin - In: Computational economics 54 (2019) 4, pp. 1303-1318
Persistent link: https://www.econbiz.de/10012308892