Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C40: General
/ / / C41: Duration Analysis; Optimal Timing Strategies
/ / / C42: Survey Methods
/ / / C43: Index Numbers and Aggregation
/ / / C44: Operations Research; Statistical Decision Theory
/ / / C45: Neural Networks and Related Topics
/ / / C46: Specific Distributions
/ / / C49: Other
2026
- Maria A. Cattaneo & Stefan C. Wolter & Thea Zöllner, 2026, "Paying for Peers? Parental Willingness to Pay for School Composition and Quality in Switzerland," CESifo Working Paper Series, CESifo, number 12457.
- Maria A. Cattaneo & Stefan Wolter & Thea Zöllner, 2026, "Paying for peers? Parental willingness to pay for school composition and quality in Switzerland," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26018, Jan.
- Iftikhar, Huma & Guang, Luo & Ullah, Atta, 2026, "A multi-dimensional FinTech composite integrating infrastructure, access, usage, knowledge transfer, and governance-by-technology: The role of digital silk road policy in BRI economies," Technology in Society, Elsevier, volume 85, issue C, DOI: 10.1016/j.techsoc.2025.103162.
- Tarek Chebbi & Bruno S. Sergi & Salem Hamad Aldawsari, 2026, "Spread the foreign redenomination risk to default premia: dynamic frequency connectedness analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-025-00799-4.
2025
- Habib ZOUAOUI & Meryem-Nadjat NAAS, 2025, "Portfolio Optimization Based on MPT-LSTM Neural Networks: A case study of Cryptocurrency Markets," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 7, issue 1, pages 82-98, June.
- Delbianco Fernando & Tohmé Fernando, 2025, "Super-relevant synthetic data with individualized Shapley values," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4793, Dec.
- Quintana Pablo & Herrera-Gomez Marcos, 2025, "Redefining Regions in Space and Time: A Deep Learning Method for Spatio-Temporal Clustering," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4831, Dec.
- Juan Pablo Bermúdez-Cespedes & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2025, "Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 1303, Feb, DOI: 10.32468/be.1303.
- Juan Pablo Bermudez-Cespedes & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2025, "Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?," Borradores de Economia, Banco de la Republica de Colombia, number 1315, Jun, DOI: 10.32468/be.1315.
- Marisa Vidya Luthfiani & M. Reza Pahlevi & Bambang Sapta Purwoko & Sintho Wahyuning Ardie, 2025, "Insights into panicle trait variation and DUF-640 gene conservation in Indonesian foxtail millets (Setaria italica)," Czech Journal of Genetics and Plant Breeding, Czech Academy of Agricultural Sciences, volume 61, issue 4, pages 235-246, DOI: 10.17221/86/2025-CJGPB.
- Samy Selim Abdelsalam & Soad K. Al Jaouni & Seham M. Hamed & Emad A. Alsherif & Afrah E. Mohammed & Modhi O. Alotaibi & Danyah A. Aldailami & Wael A. Obaid, 2025, "Species-specific responses of wheat and maize to thallium stress under elevated CO2: effects on yield, photosynthesis, and metabolism," Plant, Soil and Environment, Czech Academy of Agricultural Sciences, volume 71, issue 9, pages 666-679, DOI: 10.17221/328/2025-PSE.
- Meeks, Roland & Monti, Francesca, 2025, "Heterogeneous beliefs and the Phillips curve," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3332, Jan, DOI: https://doi.org/10.1016/j.jmoneco.2.
- Joyez, Charlie, 2025, "Robustness with adaptation. Ownership networks of multinationals through COVID-19," Network Science, Cambridge University Press, volume 13, issue , pages 1-1, January.
- Xiaoyue Zhang & Junjie Xia, 2025, "The Aggregate Labor Share and Distortions in China," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2136.
- Helder Rojas & Macavilca Tello Bartolome & Kevin Fernandez & Oscar Cutipa-Luque, 2025, "Dynamic interconnections between corruption and economic growth," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1485-1503.
- Lafférs, Lukáš & Nedela, Roman, 2025, "Sensitivity of Bounds on ATEs under Survey Nonresponse," Econometrics and Statistics, Elsevier, volume 34, issue C, pages 1-13, DOI: 10.1016/j.ecosta.2022.01.005.
- Khan, Khalid, 2025, "How do supply chain and geopolitical risks threaten energy security? A time and frequency analysis," Energy, Elsevier, volume 316, issue C, DOI: 10.1016/j.energy.2025.134501.
- Melo-Velandia, Luis Fernando & Otero, Jesús & Ramírez-González, Mahicol Stiben, 2025, "Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104537.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2025, "Too calm in the storm? Revisiting the Relationship Between Vulnerability and Climate Action," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_04.rdf.
- Víctor Fabregat & Juana María Pagán, 2025, "A Green Chemistry and Energy- and Cost-Effective Approach in Innovative Advanced Oxidation Processes Through Photoactive Microgels for Sustainable Applications," Sustainability, MDPI, volume 17, issue 5, pages 1-22, March.
- Charlie Joyez, 2025, "Robustness with Adaptation. Ownership Networks of Multinationals through COVID-19," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-46, Nov.
- Christopher Clayton & Antonio Coppola & Matteo Maggiori & Jesse Schreger, 2025, "Geoeconomic Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 34020, Jul.
- Abdulrahman, Abdulrahman & Al-Ghawi, Omar & Al-Ghoul, Youssef, 2025, "الناتج القومي ومحدداته الاقتصادية الكلية - GDP and Its Macroeconomics Deteminants," MPRA Paper, University Library of Munich, Germany, number 125084, May.
- Baldea, Ioan, 2025, "The Success Rate Illusion: How Misguided Optimization Undermines Systematic Hedging Strategies," MPRA Paper, University Library of Munich, Germany, number 126678, Nov.
- Gouasmi, zeineb & El Ferktaji, riadh, 2025, "The Impact of Political Instability on the Budget Deficit: Evidence from the MENA Region," MPRA Paper, University Library of Munich, Germany, number 127249, Jun, revised Jul 2025.
- Chellai, Fatih, 2025, "A Proposal for a Unified Forecast Accuracy Index (UFAI): Toward Multidimensional and Context-Aware Forecast Evaluation," MPRA Paper, University Library of Munich, Germany, number 127449, Dec.
- Myriam Ben Osman & Hela Mzoughi & Khaled Guesmi & Kamel Naoui, 2025, "Does investor sentiment drive the Bitcoin price?," Digital Finance, Springer, volume 7, issue 3, pages 507-534, September, DOI: 10.1007/s42521-025-00150-7.
- Meriam Amamou, 2025, "The effect of an innovation-driven corporate culture on firm success: a new survey of Saudi digital firms," Future Business Journal, Springer, volume 11, issue 1, pages 1-12, December, DOI: 10.1186/s43093-025-00554-2.
- T. V. S. Ramamohan Rao, 2025, "An Efficient Algorithm for the Estimation of a Mixture of Switching and Threshold Regressions," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 3, pages 661-677, September, DOI: 10.1007/s40953-025-00449-7.
- Karen H. Larwin & Milton E. Harvey, 2025, "Effects of Personal Characteristics on Satisfaction with Life and Subjective Happiness: Estimates of Single Mediator Models Using SEM," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 14, issue 1, pages 1-2.
- Elena Riha & David Riha & Vladimir Zhechev, 2025, "Implementation of factor analysis for identifying cultural differences in personal selling," Business & Management Compass, University of Economics Varna, issue 2, pages 12-23.
- Shmygol Nadiia & Chyba Zbigniew & Gavkalova Nataliia, 2025, "Sustainable regional development in Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 61, issue 3, pages 198-211, DOI: 10.2478/ijme-2024-0040.
- Jędrzej Maskiewicz & Paweł Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-14.
- Yufei Sun, 2025, "A survey of statistical arbitrage pair trading with machine learning, deep learning, and reinforcement learning methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-22.
- Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-25.
2024
- Ana-Gabriela RUSU, 2024, "The Impact of Leadership Structure Characteristics on Performance Indicators within the Technology Sector of S&P 500 Component Companies," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 5, issue 5, pages 13-21, May, DOI: 10.37945/cbr.2024.05.02.
- Ana-Gabriela RUSU, 2024, "The Impact of Leadership Structure Characteristics on Performance Indicators within the Technology Sector of S&P 500 Component Companies," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 5, issue 6, pages 68-76, June, DOI: 10.37945/cbr.2024.06.07.
- Bartosz Bieganowski & Robert Slepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers, arXiv.org, number 2404.01866, Apr, revised Jun 2024.
- Adam Korniejczuk & Robert 'Slepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers, arXiv.org, number 2406.10695, Jun.
- Zuzanna Kostecka & Robert 'Slepaczuk, 2024, "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers, arXiv.org, number 2406.17308, Jun.
- Kamil Kashif & Robert 'Slepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers, arXiv.org, number 2406.18206, Jun.
- Maciej Wysocki & Robert 'Slepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Papers, arXiv.org, number 2407.13908, Jul.
- Natalia Roszyk & Robert 'Slepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers, arXiv.org, number 2407.16780, Jul.
- Jeffrey Mollins & Rachit Lumb, 2024, "Seasonal Adjustment of Weekly Data," Discussion Papers, Bank of Canada, number 2024-17, Nov, DOI: 10.34989/sdp-2024-17.
- Nguyễn Thanh Sang, 2024, "Đầu tư vốn nhân lực và ý định rời bỏ tổ chức: Vai trò điều tiết của gắn kết nhân viên," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 11, pages 100-114, DOI: 10.46223/HCMCOUJS.econ.vi.19.11.316.
- Geoffrey Ducournau & Daniel Melhem, 2024, "Bayesian statistical inference addressed to share prices dynamics' theory," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 373-398.
- Viola Lamani & Pauline Lectard, 2024, "What determines export survival to the US market? An analysis of the impact of product quality and sophistication," Economics Bulletin, AccessEcon, volume 44, issue 3, pages 790-803.
- Molobe Joyce Ramakgasha & Tshephi Kingsley Thaba & Nengovhela Rudzani, 2024, "Agricultural Production and Agricultural Employment Rate in South Africa: Time Series Analysis Approach," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 148-153, July.
- Abdelhamid Zaidi, 2024, "Utilisation of Deep Learning (DL) and Neural Networks (NN) Algorithms for Energy Power Generation: A Social Network and Bibliometric Analysis (2004-2022)," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 172-183, January.
- Oyenubi, Adeola & Rossouw, Laura, 2024, "Is the impact of the South African child support grant on childhood stunting robust? An instrumental variable evaluation," Children and Youth Services Review, Elsevier, volume 164, issue C, DOI: 10.1016/j.childyouth.2024.107829.
- Carlomagno, Guillermo & Eterovic, Nicolás & Hernández-Román, Luis G., 2024, "Disentangling demand and supply inflation shocks from electronic payments data," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106871.
- Tian, Wei & Su, Chenfei & Zhang, Nan & Zhao, Yuwei & Tang, Long, 2024, "Simulation of the physiological and photosynthetic characteristics of C3 and C4 plants under elevated temperature and CO2 concentration," Ecological Modelling, Elsevier, volume 495, issue C, DOI: 10.1016/j.ecolmodel.2024.110805.
- Jang, Heesun & Moon, Seongman & Kim, Jihyo, 2024, "Effects of time-of-use pricing for residential customers and wholesale market consequences in South Korea," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107557.
- Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024, "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 329-358, DOI: 10.1016/j.iref.2024.04.027.
- William M. Briggs, 2024, "Using predictive methods to assess observation and measure importance," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 354-365, July, DOI: 10.1108/AJEB-05-2024-0066.
- Yuch-Ping Hsieh & Kristina Hatakka, 2024, "Carbon Mineralization Dynamics of Switchgrass ( Panicum virgatum ) Biochar in a Northern Florida Soil," Sustainability, MDPI, volume 16, issue 10, pages 1-10, May.
- Guillermo Benavides Perales & Carmen Borrego Salcido, 2024, "Global Economic Policy Uncertainty and Global Economic Leaders' Influence on Regional Economic Growth," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 4, pages 1-22, Octubre -.
- J. Keith Ord, 2024, "Art Getis and Local Spatial Statistics," Journal of Geographical Systems, Springer, volume 26, issue 2, pages 191-200, April, DOI: 10.1007/s10109-023-00427-8.
- Kosztyán, Zsolt Tibor & Király, Ferenc & Kurbucz, Marcell Tamás, 2024, "Európai cégek tulajdonosi szerkezetének dinamikus hálózatelemzése
[Investigating the ownership structure of European companies using dynamic network analysis methods]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 57-85, DOI: 10.18414/KSZ.2024.1.57. - Alina Jędrzejczak & Kamila Trzcińska, 2024, "Analysis of the Gender Gap in the Visegrád Group Countries Based on Luxembourg Income Study," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 878, Mar.
- Arianna Agosto & Alessandra Tanda, 2024, "Divergence and aggregation of ESG ratings: a survey," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 225, Dec.
- Foutzopoulos, Giorgos & Pandis, Nikolaos & Tsagris, Michail, 2024, "Predicting full retirement attainment of NBA players," MPRA Paper, University Library of Munich, Germany, number 121540, Jul.
- Ibanez, Francisco & Urga, Giovanni, 2024, "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper, University Library of Munich, Germany, number 121552, Jul.
- Fleischhacker, Jan, 2024, "Fiscal policy and the business cycle: An argument for non-linear policy rules," MPRA Paper, University Library of Munich, Germany, number 122497, Oct.
- Dayoro, Donatien, 2024, "Hybrid Model Construction for Integrating Climate Risks into Côte d'Ivoire's Economic Policy: Theoretical Approach and Management Strategies," MPRA Paper, University Library of Munich, Germany, number 122877, Nov, revised 05 Dec 2024.
- Jinyan Guo & Qevan Guo & Chenchen Mou & Jingguo Zhang, 2024, "A mean field game model of staking system," Digital Finance, Springer, volume 6, issue 3, pages 441-462, September, DOI: 10.1007/s42521-024-00113-4.
- Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou, 2024, "Forecasting volatility with machine learning and rough volatility: example from the crypto-winter," Digital Finance, Springer, volume 6, issue 4, pages 639-655, December, DOI: 10.1007/s42521-024-00108-1.
- Jingguo Zhang & Lianhai Ren, 2024, "A mean field game model of green economy," Digital Finance, Springer, volume 6, issue 4, pages 657-692, December, DOI: 10.1007/s42521-024-00118-z.
- Pijush Kanti Das & Prabir Kumar Das, 2024, "Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 493-517, June, DOI: 10.1007/s40953-024-00384-z.
- Tharindu P. De Alwis & S. Yaser Samadi, 2024, "Stacking-based neural network for nonlinear time series analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 33, issue 3, pages 901-924, July, DOI: 10.1007/s10260-024-00746-0.
- Michele Bertani & Michele Marzulli & Andrea Pastore, 2024, "How older residents experience the Age-friendliness of Venice. Insights from a quantitative study," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 20.
- Abdić Adem & Rovčanin Adnan & Abdić Ademir, 2024, "The impact of the enterprise financial risk management function on financial performance in Bosnia and Herzegovina," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 20, issue 1, pages 64-80, March, DOI: 10.2478/fiqf-2024-0006.
- Trzcińska Kamila, 2024, "Income Inequalities Between Women And Men In Selected European Countries," Folia Oeconomica Stetinensia, Sciendo, volume 24, issue 2, pages 327-343, DOI: 10.2478/foli-2024-0028.
- Bartosz Bieganowski & Robert Ślepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-03.
- Kamil Kashif & Robert Ślepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-07.
- Adam Korniejczuk & Robert Ślepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-09.
- Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024, "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-10.
- Zuzanna Kostecka & Robert Ślepaczuk, 2024, "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-12.
- Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
- Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
- Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
- Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Me," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
- Pablo Pincheira Brown & Nicolás Hardy, 2024, "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2298-2321, September, DOI: 10.1002/for.3129.
2023
- Delbianco Fernando & Tohmé Fernando, 2023, "What is a relevant control?: An algorithmic proposal," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4643, Nov.
- Gaurab Aryal & Maria Florencia Gabrielli, 2023, "Is Collusion-proof Procurement Expensive?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 248, Jun.
- Henry I. Penikas & Ekaterina E. Vasilyeva, 2023, "Measuring climate-credit risk relationship using world input-output tables," Russian Journal of Economics, ARPHA Platform, volume 9, issue 1, pages 93-108, April, DOI: 10.32609/j.ruje.9.83891.
- Ajit Desai, 2023, "Machine Learning for Economics Research: When What and How?," Papers, arXiv.org, number 2304.00086, Mar, revised Apr 2023.
- Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers, arXiv.org, number 2309.10546, Sep.
- Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers, arXiv.org, number 2309.15640, Sep.
- Vivian Chu & Tatjana Dahlhaus & Christopher Hajzler & Pierre-Yves Yanni, 2023, "Digitalization: Implications for Monetary Policy," Discussion Papers, Bank of Canada, number 2023-18, Aug, DOI: 10.34989/sdp-2023-18.
- Ajit Desai, 2023, "Machine learning for economics research: when, what and how," Staff Analytical Notes, Bank of Canada, number 2023-16, Oct, DOI: 10.34989/san-2023-16.
- Sanghyun Hong & W. Robert Reed, 2023, "Meta-Analysis and Partial Correlation Coefficients: A Matter of Weights," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/07, May.
- Bohr, Clement & Mestieri, Marti & Yavuz, Emre, 2023, "Aggregation and Closed-Form Results for Nonhomothetic CES Preferences," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18606, Nov.
- Damià Rey Miró & David Alvaro Berlanga & Ricardo Palomo Zurdo, 2023, "Análisis de la volatilidad de bitcoin en comparación con otros activos financieros," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 1, issue 3, pages 189-196, Septiembr.
- Isiaka Akande Raifu, 2023, "Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price," Economics Bulletin, AccessEcon, volume 43, issue 1, pages 28-37.
- Levent Kutlu, 2023, "An econometric modeling of price support: The Bitcoin case," Economics Bulletin, AccessEcon, volume 43, issue 4, pages 1548-1554.
- Victoria Manuel & Daisy Mbazima-Lando & Erwin Naimhwaka, 2023, "Effects of Government Expenditure on Foreign Exchange Reserves: Evidence for Namibia," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 172-183, January.
- Abdelhamid Zaidi & Samuel-Soma M. Ajibade & Majd Musa & Festus Victor Bekun, 2023, "New Insights into the Research Landscape on the Application of Artificial Intelligence in Sustainable Smart Cities: A Bibliometric Mapping and Network Analysis Approach," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 287-299, July.
- Samuel-Soma Ajibade & Abdelhamid Zaidi & Asamh Saleh M. Al Luhayb & Anthonia Oluwatosin Adediran & Liton Chandra Voumik & Fazle Rabbi, 2023, "New Insights into the Emerging Trends Research of Machine and Deep Learning Applications in Energy Storage: A Bibliometric Analysis and Publication Trends," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 303-314, September.
- Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi, 2023, "Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101950.
- Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea, 2023, "Breakup and default risks in the great lockdown," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106308.
- Kolte, Ashutosh & Roy, Jewel Kumar & Vasa, László, 2023, "The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103216.
- Meeks, Roland & Monti, Francesca, 2023, "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, volume 139, issue C, pages 41-54, DOI: 10.1016/j.jmoneco.2023.06.003.
- Zong, Yueqi & Wu, Jianhong & Yu, Kemei & Yang, Xutao, 2023, "Efficiency benchmarking and its determinants in high-speed railways: Reference for China," Research in Transportation Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.retrec.2023.101355.
- Bariviera, Aurelio F. & Fabregat-Aibar, Laura & Sorrosal-Forradellas, Maria-Teresa, 2023, "Disentangling the impact of economic and health crises on financial markets," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101928.
- Grudniewicz, Jan & Ślepaczuk, Robert, 2023, "Application of machine learning in algorithmic investment strategies on global stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102052.
- Jing Niu & Chao Ma & Chun-Ping Chang, 2023, "The arbitrage strategy in the crude oil futures market of shanghai international energy exchange," Economic Change and Restructuring, Springer, volume 56, issue 2, pages 1201-1223, April, DOI: 10.1007/s10644-022-09468-3.
- Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
- Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023, "Machine Forecast Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31583, Aug.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
- Khelifa Hadj & Dekkiche Djamal, 2023, "Determinants Of Algeria Natural Gas Exports: Using A Vector Error Correction Model (Vecm)," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 20, issue 2, pages 1-14, DOI: 10.37708/em.swu.v20i2.1.
- Kateryna I. Kotsiubivska & Olena V. Tymoshenko & Olena A. Chaikovska & Maryna S. Tolmach & Svitlana S. Khrushch, 2023, "Neural Network Approximation in Forecasting Economic Risks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 628-637, September.
- Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2023, "Nowcasting trade in value added indicators," OECD Statistics Working Papers, OECD Publishing, number 2023/03, Sep, DOI: 10.1787/00f8aff7-en.
- Gregory W & Eric Ghysels & Oleg R Gredil & Stijn Van, 2023, "Nowcasting Net Asset Values: The Case of Private Equity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 945-986.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2023, "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 71, issue 2, pages 474-508, June, DOI: 10.1057/s41308-022-00181-9.
- Han, Jinyue & Wang, Jun & Gao, Wei & Tang, Man-Lai, 2023, "Estimation of the directions for unknown parameters in semiparametric models," MPRA Paper, University Library of Munich, Germany, number 116365, Feb.
- Andrianady, Josué R. & Rajaonarison, Njakanasandratra R. & Razanajatovo, Yves H., 2023, "Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach," MPRA Paper, University Library of Munich, Germany, number 118267, Jul.
- Scott Alan Carson, 2023, "Late Nineteenth and Early Twentieth Century Social Feminism and Women’s Suffrage: A Female–Male Net Nutrition Comparison using Differences- in-decompositions," Journal of Interdisciplinary Economics, , volume 35, issue 2, pages 191-215, July, DOI: 10.1177/02601079221086789.
- Ze-Hua He, 2023, "RETRACTED ARTICLE: Combinatorial optimization analysis of the production process of C4 olefins from ethanol based on the PSO–BP algorithm," Journal of Combinatorial Optimization, Springer, volume 45, issue 5, pages 1-37, July, DOI: 10.1007/s10878-023-01062-1.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023, "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 21, issue 4, pages 769-802, December, DOI: 10.1007/s40953-023-00368-5.
- Thomas F. P. Wiesen & Todd Gabe & Lakshya Bharadwaj, 2023, "Econometric connectedness as a measure of urban influence: evidence from Maine," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-16, December, DOI: 10.1007/s12076-023-00353-9.
- Imen Bedoui-Belghith & Slaheddine Hallara & Faouzi Jilani, 2023, "Crisis transmission degree measurement under crisis propagation model," SN Business & Economics, Springer, volume 3, issue 1, pages 1-27, January, DOI: 10.1007/s43546-022-00361-9.
- Manta Eduard Mihai & Bogoevici Flavia, 2023, "Clustering the AI Landscape: Navigating Global Insights from Leading AI Indexes," Journal of Social and Economic Statistics, Sciendo, volume 12, issue 2, pages 88-108, December, DOI: 10.2478/jses-2023-0011.
- Apolzan Arădăvoaicei Irena & Bănacu Cristian-Silviu & Andreica Marin & Ivan Lucian, 2023, "Composite Indicators Used in Measuring Hybrid Threats," Proceedings of the International Conference on Business Excellence, Sciendo, volume 17, issue 1, pages 882-894, July, DOI: 10.2478/picbe-2023-0081.
- Maudud Hassan Uzzal & Robert Ślepaczuk, 2023, "The performance of time series forecasting based on classical and machine learning methods for S&P 500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-05.
- Karol Chojnacki & Robert Ślepaczuk, 2023, "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ensembled with XGBoost and MAC). All models were compa," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-15.
- Damian Ślusarczyk & Robert Ślepaczuk, 2023, "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-17.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-23.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-25.
- Sahil Teymurzade & Robert Ślepaczuk, 2023, "Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-27.
- Leuz, Christian, 2023, "Towards a design-based approach to accounting research," CFS Working Paper Series, Center for Financial Studies (CFS), number 703, DOI: 10.2139/ssrn.4365155.
2022
- Samuel Federico Kaplan & Arin Kerim Peren & Polyzos Efstathios & Spagnolo Nicola, 2022, "Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4571, Nov.
- Marinozzi Tomas, 2022, "Forecasting Inflation in Argentina: A Probabilistic Approach," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4616, Nov.
- María del Carmen Gómez Romo & Andr�s Francisco L�pez G�mez & Erika Vanessa Totoy Sinal�n & Diego Marcelo Lara Haro, 2022, "El capital intelectual en el rendimiento financiero del sector carrocero del Ecuador," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 2, pages 351-373.
- Latour, Chiara & Peracchi, Franco & Spagnolo, Giancarlo, 2022, "Assessing Alternative Indicators for Covid-19 Policy Evaluation, with a Counterfactual for Sweden," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16986, Feb.
- Meeks, Roland & Monti, Francesca, 2022, "Heterogeneous beliefs and the Phillips curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17537, Sep.
- Mawuli Segnon, 2022, "Strict stationarity of Poisson integer-valued ARCH processes of order infinity," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10222, Dec.
- Tiago Alves & João Amador & Francisco Gonçalves, 2022, "Assessing the scoreboard of the EU macroeconomic imbalances procedure: (machine) learning from decisions," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 2257-2266.
- Mihai Mutascu & Alexandre Sokic, 2022, "Revisiting the oil price and expected inflation in the U.S. - a wavelet approach," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 959-964.
- Mamadou Michel Diakhate & Seydi Ababacar Dieng, 2022, "Forecasting Senegalese quarterly GDP per capita using recurrent neural network," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 1874-1887.
- Emmanuel Mamatzakis & Christos Triantopoulos, 2022, "Allocative and technical efficiency of social banks vis a vis conventional banks," Economics Bulletin, AccessEcon, volume 42, issue 4, pages 1817-1825.
- Ambya Ambya & Lies Maria Hamzah, 2022, "Indonesian Coal Exports: Dynamic Panel Analysis Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 390-395.
- Katleho Makatjane, 2022, "Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 217-225, July.
- Seda Bahad r, 2022, "Analyzing the Environmental Kuznets Curve Hypothesis in terms of Airplane Transport: Empirical Examination for Baltic States," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 252-259, September.
- Wei, Zhenhua & Abdelhakim, Lamis Osama Anwar & Fang, Liang & Peng, Xiaoying & Liu, Jie & Liu, Fulai, 2022, "Elevated CO2 effect on the response of stomatal control and water use efficiency in amaranth and maize plants to progressive drought stress," Agricultural Water Management, Elsevier, volume 266, issue C, DOI: 10.1016/j.agwat.2022.107609.
- Niu, Jing & Ma, Chao & Wang, Yunpeng & Chang, Chun-Ping & Wang, Haijie, 2022, "The pricing of China stock index options based on monetary policy uncertainty," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101504.
- Fousekis, Panos & Grigoriadis, Vasilis, 2022, "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105691.
- Wang, Yulong & Xiao, Zhijie, 2022, "Estimation and inference about tail features with tail censored data," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 363-387, DOI: 10.1016/j.jeconom.2021.01.013.
- Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022, "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102654.
- Corvino, Raffaele & Fusai, Gianluca, 2022, "Default risk premium and asset prices," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101014.
- Leuz, Christian, 2022, "Towards a design-based approach to accounting research," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101550.
- Clark, Andrew, 2022, "Causality in the aluminum market," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100220.
- Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
- Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022, "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 609-624, DOI: 10.1016/j.iref.2022.07.009.
- Roland Meeks & Francesca Monti, 2022, "Heterogeneous Beliefs and the Phillips Curve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-51, Sep.
- Syed Tehseen Jawaid & Lubna Khan & Imtiaz Arif, 2022, "Are remittances and imports substitute or complement in developing country? A disaggregated evidence," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 106-123, February, DOI: 10.1108/JCEFTS-07-2021-0038.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022, "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 414, Feb, revised 12 Jul 2022, DOI: 10.24149/gwp414r2.
- Vusal Ahmadov, 2022, "Structural Change and Economic Growth in Visegrad and South Caucasian Countries," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 24, issue 2, pages 5-44, December.
- René Augusto Marín-Leyva & América I. Zamora-Torres & Carlos Francisco Ortiz-Paniagua, 2022, "Economía, energía y calidad ambiental en APEC, 1990-2018," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 4, pages 1-19, Octubre -.
- Bolin Mao & Chenhui Chu & Yuta Nakashima & Hajime Nagahara, 2022, "Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1082, Sep.
- Fan Yang & Yi Qian & Hui Xie, 2022, "Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 29708, Jan.
- Guillaume Delalande & Marisa Berbegal-Ibanez & Juan Casado Asensio & Julia Benn, 2022, "Chile’s perspective on Total Official Support for Sustainable Development," OECD Development Co-operation Working Papers, OECD Publishing, number 108, Jul, DOI: 10.1787/7824641b-en.
- Giorgio Gualberti & Sandie Xu & Madeleine Lessard & Cécile Sangaré & Ali Utku Dagtekin & Caroline Mícek & Julia Benn, 2022, "Total Official Support for Sustainable Development - Data comparison study for Bangladesh, Cameroon and Colombia," OECD Development Co-operation Working Papers, OECD Publishing, number 109, Jul, DOI: 10.1787/ecec532a-en.
- Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2022, "The Private and External Costs of Germany’s Nuclear Phase-Out," Journal of the European Economic Association, European Economic Association, volume 20, issue 3, pages 1311-1346.
- C Gourieroux & A Djogbenou & J Jasiak, 2022, "Testing for Endogeneity of Covid-19 Patient Assignments
[The Value of Life and Health for Public Policy]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 875-901. - Chiara Latour & Franco Peracchi & Giancarlo Spagnolo, 2022, "Assessing alternative indicators for Covid-19 policy evaluation, with a counterfactual for Sweden," PLOS ONE, Public Library of Science, volume 17, issue 3, pages 1-18, March, DOI: 10.1371/journal.pone.0264769.
- Van, Germinal, 2022, "An Empirical Analysis of the Socioeconomic Status of Blacks on Police Treatment and Arrests: A Granger Causality Approach," MPRA Paper, University Library of Munich, Germany, number 112214, Mar.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022, "Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19," MPRA Paper, University Library of Munich, Germany, number 112425.
- Chellai, Fatih, 2022, "Forecasting using Fuzzy Time Series," MPRA Paper, University Library of Munich, Germany, number 113848, Jul.
- Koffi, Siméon, 2022, "Does democracy guarantee the resilience of African economies? Analysis based on a duration model," MPRA Paper, University Library of Munich, Germany, number 113968, Aug.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022, "Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model," MPRA Paper, University Library of Munich, Germany, number 114027, Jun.
- Kumar, G. K. Chetan & Rangappa, K. B. & Suchitra, S., 2022, "Effectiveness of online capacity building programs in wholistic development of faculties: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 114832, Sep.
- Peter O. Peter & Fastel Chipepa & Broderick Oluyede & Boikanyo Makubate, 2022, "The Half-Logistic Odd Power Generalized Weibull-G Family of Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 1, pages 1-35, March.
- Broderick Oluyede & Thatayaone Moakofi, 2022, "Type II Exponentiated Half-Logistic-Gompertz Topp-Leone-G Family of Distributions with Applications," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 4, pages 225-262, December.
- Han-Bin KANG & Hsuling CHANG & Tsangyao CHANG, 2022, "Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-20, December.
- Roko Pedisic, 2022, "Cointegration Analysis of Financial Market Indices During Financial Shocks. Focus on Global Financial Crisis and COVID-19 ?andemic Crisis," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 2, pages 59-78.
- Hazar Altınbaş & Vincenzo Pacelli & Edgardo Sica, 2022, "An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 8, issue 2, pages 339-371, July, DOI: 10.1007/s40797-021-00147-2.
- P. Azad & P. K. Sujathan, 2022, "Hazard Analysis of Unemployment Duration of Return Migrants: The Case of Indian State of Kerala," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 4, pages 881-901, December, DOI: 10.1007/s40953-022-00325-8.
- Andrew David Williams & Tsun Se Cheong & Michal Wojewodzki, 2022, "Transitional dynamics and the evolution of information transparency: a global analysis," Estudios de Economia, University of Chile, Department of Economics, volume 49, issue 1 Year 20, pages 31-62, June.
- Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin, 2022, "Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202213, Sep.
- Bashir Zahid & Rafique Zulqurnain Zeeshan & Toor Kashif Naseer, 2022, "How do dynamic financing decisions explain the behavior of dividend payout policies?: An Empirical Study of Listed Pakistani Manufacturing Firms," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 1, pages 1-15, March, DOI: 10.2478/fiqf-2022-0001.
- Goczek Łukasz & Witkowski Bartosz & Witkowska Ewa, 2022, "Does an increase in education quality cause developing countries to catch up?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 4, pages 393-408, December, DOI: 10.2478/ijme-2022-0028.
- Aytaç Ayhan & Korkmaz Murat, 2022, "An Analysis of the World Paper Industry with a Focus on Europe and Trade Perspective," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 32, issue 2, pages 24-40, June, DOI: 10.2478/sues-2022-0007.
- Baiquan Ma & Robert Ślepaczuk, 2022, "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-02.
- Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
- Illia Baranochnikov & Robert Ślepaczuk, 2022, "A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-21.
- Katarzyna Kryńska & Robert Ślepaczuk, 2022, "Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-25.
- Hrishikesh D Vinod, 2022, "Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12831, ISBN: ARRAY(0x60606338), September.
- Çağdaş Hakan Aladağ & Nihan Potas (ed.), 2022, "Modeling and Advanced Techniques in Modern Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0346, ISBN: ARRAY(0x5f816320), September.
- Şahika Gökmen & Johan Lyhagen, 2022, "Smart Growth Developments of European Union Members by Europe 2020 Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Anıl Eralp & Rukiye Dağalp, 2022, "Spatial Regression Model Specification and Measurement Errors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Yılmaz Akdi & Kamil Demirberk Ünlü & Cem Baş & Yunus Emre Karamanoğlu, 2022, "Determining Harmonic Fluctuations in Food Inflation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Baki Ünal & Çağdaş Hakan Aladağ, 2022, "Nonlinear and Chaotic Time Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Gamze Güven & Özge Gürer & Hatice Samkar & Birdal Şenoğlu, 2022, "A Fiducial-based Test for the Equality of Location Parameters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Şenay Açıkgöz & Şahika Gökmen, 2022, "Understanding the Effects of Green Swan Events on Financial Stability: Annex II Countries and Turkey," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Kamil Demirberk Ünlü & Nihan Potas & Mehmet Ylmaz, 2022, "Forecasting the BIST 100 Index with Support Vector Machines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
- Adil Baykasoğlu, 2022, "Multiple Objective Optimization with Weighted Superposition Attraction–Repulsion (moWSAR) Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Çağdaş Hakan Aladağ & Nihan Potas, "MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS".
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