Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C63: Computational Techniques
This JEL code is mentioned in the following RePEc Biblio entries:
2024
- Ewald, Christian Oliver & Nolan, Charles, 2024, "On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104855.
- Schesch, Constantin, 2024, "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104856.
- Dennis, Richard, 2024, "Using a hyperbolic cross to solve non-linear macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104860.
- Brignone, Riccardo & Gonzato, Luca, 2024, "Exact simulation of the Hull and White stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104861.
- Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024, "Gamma positioning and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104880.
- Maliar, Lilia & Taylor, John B., 2024, "Odyssean forward guidance in normal times," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104877.
- Campiglio, Emanuele & Lamperti, Francesco & Terranova, Roberta, 2024, "Believe me when I say green! Heterogeneous expectations and climate policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104900.
- Boehl, Gregor & Strobel, Felix, 2024, "The empirical performance of the financial accelerator since 2008," Journal of Economic Dynamics and Control, Elsevier, volume 167, issue C, DOI: 10.1016/j.jedc.2024.104927.
- Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024, "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104948.
- Bacchiocchi, Andrea & Bellocchi, Alessandro & Coveri, Andrea, 2024, "Firms’ location decisions, supply chain disruptions and government subsidies: A dynamic game," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 1490-1508, DOI: 10.1016/j.eap.2024.10.023.
- Mohamed, Abdoulaye Aboubacari & de Araujo, Jevuks Matheus & Cintado, Alejandro C. García, 2024, "Navigating post-Covid-19 economic recovery in WAEMU: A DSGE approach," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 707-724, DOI: 10.1016/j.eap.2024.08.031.
- Meyer-Gohde, Alexander & Saecker, Johanna, 2024, "Solving linear DSGE models with Newton methods," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106670.
- Shin, Inyong, 2024, "The effects of pandemics on income inequality: Visualizing a theoretical analysis," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106671.
- Pérez-Oviedo, Wilson & Cajas-Guijarro, John & Pinzón-Venegas, Kathia, 2024, "Corruption, unemployment, and clientelism: A Political Economy approach," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106723.
- Rolim, Lilian & Carvalho, Laura & Lang, Dany, 2024, "Monetary policy rules and the inequality-augmented Phillips curve," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106780.
- Kunimitsu, Yoji, 2024, "Regional aggregation bias in the global computable general equilibrium model: Issues in assessing the economic impact of climate change and trade liberalization," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106885.
- Xing, Xiaoyun & Gu, Xuesong & Guo, Kun & Deng, Jing, 2024, "The interactive impact of green supporting factors on bank credit creation: An agent-based stock-flow consistent approach," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.101994.
- Dufera, Tamirat Temesgen, 2024, "Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102017.
- Kim, Donghyun & Shin, Yong Hyun & Yoon, Ji-Hun, 2024, "The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102058.
- Hänsel, Matthias, 2024, "Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111621.
- Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024, "Risk sensitive linear approximations," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111716.
- Mellior, Gustavo & Shibayama, Katsuyuki, 2024, "Solving HACT models with bankruptcy choice," Economics Letters, Elsevier, volume 245, issue C, DOI: 10.1016/j.econlet.2024.112045.
- Lin, Zhongjian & Hu, Yingyao, 2024, "Binary choice with misclassification and social interactions, with an application to peer effects in attitude," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105551.
- Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024, "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, volume 312, issue 2, pages 783-797, DOI: 10.1016/j.ejor.2023.07.039.
- Pierre, Erwan & Schneider, Lorenz, 2024, "Intermittently coupled electricity markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107327.
- Lebeau, Alexis & Petitet, Marie & Quemin, Simon & Saguan, Marcelo, 2024, "Long-term issues with the Energy-Only Market design in the context of deep decarbonization," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107418.
- Bazzana, Davide & Rizzati, Massimiliano & Ciola, Emanuele & Turco, Enrico & Vergalli, Sergio, 2024, "Warming the MATRIX: Uncertainty and heterogeneity in climate change impacts and policy targets in the Euro Area," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107585.
- Domínguez, Ruth & Carrión, Miguel & Vitali, Sebastiano, 2024, "Investments in transmission lines and storage units considering second-order stochastic dominance constraints," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107607.
- Pombo-Romero, Julio & Rúas-Barrosa, Oliver & Vázquez, Carlos, 2024, "Assessing the value and risk of renewable PPAs," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107861.
- Beltrami, Filippo, 2024, "The impact of hydroelectric storage in Northern Italy’s power market," Energy Policy, Elsevier, volume 191, issue C, DOI: 10.1016/j.enpol.2024.114192.
- Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
- Wang, Haibo, 2024, "Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103340.
- Wen, Conghua & Zhai, Jia & Wang, Yinuo & Cao, Yi, 2024, "Implied volatility is (almost) past-dependent: Linear vs non-linear models," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103406.
- Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
- Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024, "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104859.
- Carro, Adrian & Stupariu, Patricia, 2024, "Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101226.
- Cokayne, Graeme & Gerba, Eddie & Kuchler, Andreas & Pank Roulund, Rasmus, 2024, "“Thank me later”: Why is (macro)prudence desirable?," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101227.
- Durand, François & Macé, Antonin & Núñez, Matías, 2024, "Voter coordination in elections: A case for approval voting," Games and Economic Behavior, Elsevier, volume 146, issue C, pages 1-34, DOI: 10.1016/j.geb.2024.04.007.
- Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024, "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101017.
- Allahdadi, Mohammad R. & Fretheim, Torun & Vindedal, Kjetil, 2024, "Value of climate change news: A textual analysis," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101052.
- Corsaro, Stefania & Marino, Zelda & Scognamiglio, Salvatore, 2024, "Quantile mortality modelling of multiple populations via neural networks," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 114-133, DOI: 10.1016/j.insmatheco.2024.02.007.
- Nguyen, Hang & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan, 2024, "Scenario selection with LASSO regression for the valuation of variable annuity portfolios," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 27-43, DOI: 10.1016/j.insmatheco.2024.01.006.
- Calcetero Vanegas, Sebastián & Badescu, Andrei L. & Lin, X. Sheldon, 2024, "Effective experience rating for large insurance portfolios via surrogate modeling," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 25-43, DOI: 10.1016/j.insmatheco.2024.05.004.
- Huang, Hsiao-Tzu & Hwang, Yawen & Chan, Linus Fang-Shu & Tsai, Chenghsien Jason, 2024, "Value-enhancing modeling of surrenders and lapses," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 48-63, DOI: 10.1016/j.insmatheco.2024.07.004.
- Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
- Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2024, "Individual evolutionary learning in repeated beauty contest games," Journal of Economic Behavior & Organization, Elsevier, volume 218, issue C, pages 550-567, DOI: 10.1016/j.jebo.2023.12.010.
- Xiao, Wei, 2024, "Initial anchors and limited information in learning-to-forecast experiments," Journal of Economic Behavior & Organization, Elsevier, volume 225, issue C, pages 192-227, DOI: 10.1016/j.jebo.2024.06.038.
- Arifovic, Jasmina & de Jong, Johan & Kopányi-Peuker, Anita, 2024, "Bank choice, bank runs, and coordination in the presence of two banks," Journal of Economic Behavior & Organization, Elsevier, volume 225, issue C, pages 392-410, DOI: 10.1016/j.jebo.2024.06.031.
- Pichler, Anton & Hurt, Jan & Reisch, Tobias & Stangl, Johannes & Thurner, Stefan, 2024, "Economic impacts of a drastic gas supply shock and short-term mitigation strategies," Journal of Economic Behavior & Organization, Elsevier, volume 227, issue C, DOI: 10.1016/j.jebo.2024.106750.
- Gouel, Christophe & Ma, Qingyin & Stachurski, John, 2024, "Interest rate dynamics and commodity prices," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105915.
- Bewaji, Oluwasegun, 2024, "A computational model of bilateral credit limits in payment systems and other financial market infrastructures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2023.100115.
- Park, Daehyeon & Ryu, Doojin & Webb, Robert I., 2024, "Fear of missing out and market stability: A networked minority game approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 634, issue C, DOI: 10.1016/j.physa.2023.129420.
- Westphal, Igor, 2024, "The effects of reducing renewable power intermittency through portfolio diversification," Renewable and Sustainable Energy Reviews, Elsevier, volume 197, issue C, DOI: 10.1016/j.rser.2024.114415.
- Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024, "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 225-245, DOI: 10.1016/j.iref.2023.07.102.
- Sheng, Zhiyun & Ni, Ningning, 2024, "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1112-1125, DOI: 10.1016/j.iref.2024.02.068.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
- Amendola, Marco & Lamperti, Francesco & Roventini, Andrea & Sapio, Alessandro, 2024, "Energy efficiency policies in an agent-based macroeconomic model," Structural Change and Economic Dynamics, Elsevier, volume 68, issue C, pages 116-132, DOI: 10.1016/j.strueco.2023.10.003.
- Deryugina, Elena & Leonidov, Andrey & Ponomarenko, Alexey & Radionov, Stanislav & Vasilyeva, Ekaterina, 2024, "Network structure of the economy and the propagation of monetary shocks: The case of Russia," Structural Change and Economic Dynamics, Elsevier, volume 71, issue C, pages 315-319, DOI: 10.1016/j.strueco.2024.08.006.
- Saâdaoui, Foued & Rabbouch, Hana, 2024, "Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions," Technological Forecasting and Social Change, Elsevier, volume 206, issue C, DOI: 10.1016/j.techfore.2024.123539.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-22, Mar.
- Roshen Fernando & Warwick McKibbin, 2024, "Global Economic Impacts of Antimicrobial Resistance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-41, Jun.
- Cetin, Umut & Hok, Julien, 2024, "Speeding up the Euler scheme for killed diffusions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120789, Jul.
- Campiglio, Emanuele & Lamperti, Francesco & Terranova, Roberta, 2024, "Believe me when I say green! Heterogeneous expectations and climate policy uncertainty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124234, Aug.
- Lucas javaudin & André de Palma, 2024, "METROPOLIS2: Bridging Theory and Simulation in Agent-Based Transport Modeling," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2024-03.
- Bingzi Jin & Xiaojie Xu, 2024, "Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 64-82, December, DOI: 10.1108/AJEB-06-2024-0070.
- Rajesh Gupta & Arjun Anand, 2024, "Are we measuring the SDGs progress right? Evidence and insights from a review of India’s SDG index," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 17, issue 3, pages 261-313, June, DOI: 10.1108/IGDR-04-2022-0052.
- Carlos Alexander Grajales & Katherine Albanés Uribe, 2024, "ESG and financial performance via uncertain mining technology: do Multilatinas contribute to the sustainability of the region?," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 29, issue 58, pages 366-386, June, DOI: 10.1108/JEFAS-02-2024-0040.
- Kamil Wrobel, 2024, "Modelling Sustainable Organizational Development and the Scope of Ergonomic Interventions," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 560-581.
- Katarzyna Kalisz-Szwedzka, 2024, "Optimization of Production Processes in the Furniture Industry Using Semi-Markov Models," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 772-787.
- A. Szepeluk & D. Tomczyszyn & A. Cyburt, 2024, "Application of Technical Analysis Stochastic Oscillator for Early Detection of Epidemiological Changes Based on Covid-19 Data in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1069-1082.
- Pawel Rymarczyk & Tomasz Smutek & Daria Stefanczak & Wiktor Cwynar & Sebastian Zupok, 2024, "Self-learning Recommendation System Using Reinforcement Learning," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 137-149.
- Tomasz Smutek & Marcin Kowalski & Olena Ivashko & Robert Chmura & Justyna Sokolowska-Wozniak, 2024, "A Graph-Based Recommendation System Leveraging Cosine Similarity for Enhanced Marketing Decisions," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 83-93.
- Malgorzata Latuszynska & Anna Borawska, 2024, "Business Strategy Modeling: System Dynamics Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special B, pages 657-668.
- Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2024, "Attenuation and reinforcement mechanisms over the life course," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA2/24, Feb.
- Jakob Vanschoonbeek, 2024, "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 750408, Oct.
- Massimiliano Rizzati & Emanuele Ciola & Enrico Turco & Davide Bazzana, 2024, "Beyond Green Preferences: Alternative Pathways to Net-Zero Emissions in the MATRIX model," Working Papers, Fondazione Eni Enrico Mattei, number 2024.03, Feb.
- Paolo Maranzano & Matteo Pelagatti, 2024, "A Hodrick-Prescott filter with automatically selected jumps," Working Papers, Fondazione Eni Enrico Mattei, number 2024.18, Jul.
- Emanuele Ciola & Enrico M. Turco & Massimiliano Rizzati & Davide Bazzana & Sergio Vergalli, 2024, "Taking the green pill: Macro-financial transition risks and policy challenges in the MATRIX model," Working Papers, Fondazione Eni Enrico Mattei, number 2024.27, Nov.
- Christian Oliver Ewald & Charles Nolan, 2024, "On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux," Working Papers, Business School - Economics, University of Glasgow, number 2024_04, Apr.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024, "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2024-10, Mar.
- Teresa Lackner & Luca E. Fierro & Patrick Mellacher, 2024, "Opinion Dynamics meet Agent-based Climate Economics: An Integrated Analysis of Carbon Taxation," Graz Economics Papers, University of Graz, Department of Economics, number 2024-07, Feb.
- Jasmina Karabegovic, 2024, "An algorithm for two-player repeated games with imperfect public monitoring," Graz Economics Papers, University of Graz, Department of Economics, number 2024-15, Sep.
- Leonie Geyer & Patrick Mellacher, 2024, "Simulating Party Competition in Dynamic Voter Distributions," Graz Economics Papers, University of Graz, Department of Economics, number 2024-19, Nov.
- Christophe C. Gouel & Qingyin Ma & John Stachurski, 2024, "Interest rate dynamics and commodity prices
[Dynamique des taux d'intérêt et prix des matières premières]," Post-Print, HAL, number hal-04709125, Dec, DOI: 10.1016/j.jet.2024.105915. - Lino Galiana & Lionel Wilner, 2024, "Private Wealth Over the Life Cycle: A Meeting Between Microsimulation and Structural Approaches," Post-Print, HAL, number hal-04799408, May, DOI: 10.1111/roiw.12697.
- René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," Post-Print, HAL, number hal-04933269, Aug, DOI: 10.1142/9781800615212_0003.
- François Durand & Antonin Macé & Matías Núñez, 2024, "Voter coordination in elections: A case for approval voting," Post-Print, HAL, number halshs-04630490, Jul, DOI: 10.1016/j.geb.2024.04.007.
- François Durand & Antonin Macé & Matías Núñez, 2024, "Voter coordination in elections: A case for approval voting," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04630490, Jul, DOI: 10.1016/j.geb.2024.04.007.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024, "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," Sciences Po Economics Publications (main), HAL, number hal-04576530, May.
- Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024, "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," Working Papers, HAL, number hal-04576530, May.
- Marc Germain, 2024, "Limits to growth in a learning-by-doing model
[Des limites à la croissance dans un modèle Learning by Doing]," Working Papers, HAL, number hal-04854611, Dec. - Fakhrabadi, Mahnaz & Sandal, Leif K., 2024, "A Distributional Robust Analysis of Buyback and Cap-and-Trade Policies," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2024/5, Feb.
- Angelina Shpilevaya & Andrey Polbin & Sergey Sinelnikov-Murylev, 2024, "Simulation Analysis of an OLG Model with Heterogeneous Preferences and Learning Abilities," HSE Economic Journal, National Research University Higher School of Economics, volume 28, issue 1, pages 44-80.
- Aleksei Pastushkov, 2024, "An Evolutionary Model of Financial Market Efficiency with Costly Information," HSE Economic Journal, National Research University Higher School of Economics, volume 28, issue 2, pages 276-301.
- Gopi Kumar Bulusu, 2024, "Towards Conscious Machines for Interplanetary Space Travel," maedha, SCCI a division of Gravity 2.0 Research Foundation, volume 1, pages 01-20.
- Zhiyang Jia & Bodil M Larsen & Bård Lian & Runa Nesbakken & Odd E Nygård & Thor O Thoresen & Trine E Vattø, 2024, "The LOTTE System of Tax Microsimulation Models," International Journal of Microsimulation, International Microsimulation Association, volume 17, issue 3, pages 73-95, DOI: 10.34196/ijm.00308.
- Yuji Shinozaki, 2024, "A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-02, Apr.
- Christopher McMahon & Donald McGillivray & Ajit Desai & Francisco Rivadeneyra & Jean-Paul Lam & Thomas Lo & Danica Marsden & Vladimir Skavysh, 2024, "Improving the Efficiency of Payments Systems Using Quantum Computing," Management Science, INFORMS, volume 70, issue 10, pages 7325-7341, October, DOI: 10.1287/mnsc.2023.00314.
- Khudri, Md Mohsan & Hussey, Andrew, 2024, "Breastfeeding and Child Development Outcomes across Early Childhood and Adolescence: Doubly Robust Estimation with Machine Learning," IZA Discussion Papers, IZA Network @ LISER, number 17080, Jun.
- Vallès Codina Oriol & Semmler Willi, 2024, "Time Scales of the Low-Carbon Transition: A Data-Driven Dynamic Multi-Sector Growth Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 3, pages 169-200, June, DOI: 10.1515/jbnst-2023-0040.
- Reinwald Patrick & Leitner Stephan & Wall Friederike, 2024, "Performance-Based Pay and Limited Information Access. An Agent-Based Model of the Hidden Action Problem," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 4, pages 381-423, DOI: 10.1515/jbnst-2023-0101.
- Charles Guy Njike Leunga & Donatien Hainaut, 2024, "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, volume 20, issue 1, pages 1-43, March, DOI: 10.1007/s10436-023-00436-z.
- Kun Xing & Honggang Li, 2024, "The profitability of interacting trading strategies from an ecological perspective," Annals of Finance, Springer, volume 20, issue 3, pages 377-394, September, DOI: 10.1007/s10436-024-00445-6.
- Vinícius Ferraz & Thomas Pitz, 2024, "Analyzing the Impact of Strategic Behavior in an Evolutionary Learning Model Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 2, pages 437-475, February, DOI: 10.1007/s10614-022-10348-1.
- Itza Tlaloc Quetzalcoatl Curiel-Cabral & Sonia Giannatale & Giselle Labrador-Badía, 2024, "Risk Aversion, Reservation Utility and Bargaining Power: An Evolutionary Algorithm Approximation of Incentive Contracts," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 2, pages 477-511, February, DOI: 10.1007/s10614-022-10349-0.
- Rama K. Malladi, 2024, "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1021-1045, March, DOI: 10.1007/s10614-022-10333-8.
- Mehmet Sahiner, 2024, "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2435-2499, June, DOI: 10.1007/s10614-023-10412-4.
- Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
- Efstathios Polyzos & Costas Siriopoulos, 2024, "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 225-262, July, DOI: 10.1007/s10614-023-10429-9.
- Marco P. Tucci, 2024, "A Critical Introduction to the Usual Robust Control Framework in Macroeconomics," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 2, pages 625-641, August, DOI: 10.1007/s10614-023-10454-8.
- Rebecca Westphal & Didier Sornette, 2024, "How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1315-1356, September, DOI: 10.1007/s10614-023-10462-8.
- David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024, "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2263-2354, October, DOI: 10.1007/s10614-023-10502-3.
- Hyeong-Ohk Bae & Seunggu Kang & Muhyun Lee, 2024, "Option Pricing and Local Volatility Surface by Physics-Informed Neural Network," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3143-3159, November, DOI: 10.1007/s10614-024-10551-2.
- Julien Albertini & Stéphane Moyen, 2024, "A General and Efficient Method for Solving Regime-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3645-3682, December, DOI: 10.1007/s10614-024-10570-z.
- M. Cristina Molinari, 2024, "Much ado about nothing: voting in sixteenth-century Republic of Genoa," Constitutional Political Economy, Springer, volume 35, issue 2, pages 327-348, June, DOI: 10.1007/s10602-023-09414-z.
- Yukio Sadahiro & Hidetaka Matsumoto, 2024, "Analysis of a spatial point pattern in relation to a reference point," Journal of Geographical Systems, Springer, volume 26, issue 3, pages 351-373, July, DOI: 10.1007/s10109-023-00434-9.
- Yijiang Zhao & Daoan Zhang & Lei Jiang & Qi Liu & Yizhi Liu & Zhuhua Liao, 2024, "EIBC: a deep learning framework for Chinese toponym recognition with multiple layers," Journal of Geographical Systems, Springer, volume 26, issue 3, pages 407-425, July, DOI: 10.1007/s10109-024-00441-4.
- Kevin Credit & Matthew Lehnert, 2024, "A structured comparison of causal machine learning methods to assess heterogeneous treatment effects in spatial data," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 483-510, October, DOI: 10.1007/s10109-023-00413-0.
- Krzysztof Węcel & Milena Stróżyna & Marcin Szmydt & Witold Abramowicz, 2024, "The Impact of Crises on Maritime Traffic: A Case Study of the COVID-19 Pandemic and the War in Ukraine," Networks and Spatial Economics, Springer, volume 24, issue 1, pages 199-230, March, DOI: 10.1007/s11067-023-09612-0.
- Carlos Miguel Glória & José Carlos Dias & Aricson Cruz, 2024, "Pricing levered warrants under the CEV diffusion model," Review of Derivatives Research, Springer, volume 27, issue 1, pages 55-84, April, DOI: 10.1007/s11147-023-09199-1.
- Yeda Cui & Lingfei Li & Gongqiu Zhang, 2024, "Pricing and hedging autocallable products by Markov chain approximation," Review of Derivatives Research, Springer, volume 27, issue 3, pages 259-303, October, DOI: 10.1007/s11147-024-09206-z.
- Szerb, László & Varga, Attila & Sebestyén, Tamás & Szabó, Norbert, 2024, "A vállalkozói ökoszisztémát fejlesztő szakpolitikák regionális hatásának elemzése az EU három országában
[Assessing the regional impacts of policies to develop entrepreneurial ecosystems in three EU countries]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1141-1175, DOI: 10.18414/KSZ.2024.11.1141. - Adam Hallengreen & Thomas H. Joergensen & Annasofie M. Olesen, 2024, "Household Bargaining with Limited Commitment: A Practitioners Guide," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-09, May.
- Adam Hallengreen & Thomas H. Joergensen & Annasofie M. Olesen, 2024, "The Endogenous Grid Method without Analytical Inverse Marginal Utility," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-11, May.
- Gustavo Mellior & Katsuyuki Shibayama, 2024, "Solving HACT models with bankruptcy choice," Working Papers, University of Liverpool, Department of Economics, number 202412, Jul.
- Viktors Ajevskis, 2024, "One Who Hesitates Is Lost: Monetary Policy Under Model Uncertainty and Model Misspecification," Working Papers, Latvijas Banka, number 2024/07, Dec.
- Jonathan F. Cogliano and Roberto Veneziani, 2024, "Classical Competition and Equilibrium: An Agent-Based Analysis," Working Papers, University of Massachusetts Boston, Economics Department, number 2024-01, Apr.
- Johannes Kruse & Christoph Engel, 2024, "Professor GPT: Having a large language model write a commentary on freedom of assembly," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2024_14, Oct, revised Feb 2025.
- Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Uncertainty Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 32247, Mar.
- Gautam Gowrisankaran & Philipp Schmidt-Dengler, 2024, "A Computable Dynamic Oligopoly Model of Capacity Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32399, May.
- James R. Markusen, 2024, "Exploiting Complementarity in Applied General-Equilibrium Models: Heterogeneous Firms, Multinationals, Capacity Constraints, Endogenous Zeros," NBER Working Papers, National Bureau of Economic Research, Inc, number 32721, Jul.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024, "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 33117, Nov.
- Mark Setterfield & George Wheaton, 2024, "Animal spirits and the Goodwin pattern," Working Papers, New School for Social Research, Department of Economics, number 2407, May.
- Elnura Baiaman kyzy & Roberto Leon-Gonzalez, 2024, "Estimation of Nonlinear DSGE Models Through Laplace Based Solutions," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-06, Jul.
- New Zealand Treasury, 2024, "Distribution Explorer," Treasury Modelling and Data Tools, New Zealand Treasury, number DE, revised .
- New Zealand Treasury, 2024, "Income Explorer," Treasury Modelling and Data Tools, New Zealand Treasury, number IE, revised .
- Murat Özbilgin & Robert Kirkby, 2024, "Solving Stochastic OLG Models Using Chebyshev Parameterized Expectations," Treasury Working Paper Series, New Zealand Treasury, number 24/03, Jun.
- Donal Smith & Tony Huang & Dennis Dlugosch, 2024, "Assessing the impact of long-term global demographic changes on the Dutch economy and trade," OECD Economics Department Working Papers, OECD Publishing, number 1830, Dec.
- Lackner, Teresa & Fierro, Luca Eduardo & Mellacher, Patrick, 2024, "Opinion Dynamics meet Agent-based Climate Economics: An Integrated Analysis of Carbon Taxation," OSF Preprints, Center for Open Science, number rdfze, Mar, DOI: 10.31219/osf.io/rdfze.
- Lucrezia Fanti & Marcelo C Pereira & Maria Enrica Virgillito, 2024, "A North-South Agent–Based Model of segmented labor markets: the role of education and trade asymmetries," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 33, issue 2, pages 383-423.
- Emmanuel Skoufias & Katja Vinha & Berhe Mekonnen Beyene, 2024, "Quantifying Vulnerability to Poverty in the Drought-prone Lowlands of Ethiopia," Journal of African Economies, Centre for the Study of African Economies, volume 33, issue 2, pages 167-184.
- Luca Colombo & Herbert Dawid & Philipp Harting, 2024, "R&D location in dynamic industry environments," Journal of Economic Geography, Oxford University Press, volume 24, issue 1, pages 41-62.
- Laurent Maurin & Marcin Wolski, 2024, "Firm-level financial frictions and aggregate allocative efficiency," Oxford Economic Papers, Oxford University Press, volume 76, issue 4, pages 1052-1070.
- Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 1037, Mar.
- Sergio A. Pernice, 2024, "Descomposición en valores singulares y análisis de factores en ciencias humanas y sociales
[Singular Value Decomposition and factor analysis in Social Science and Humanities]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 37, pages 1-29, June, DOI: https://doi.org/10.46661/rev.metodo. - Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-008, Aug.
- Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024, "Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-034, Oct.
- Nicola Campigotto & Marco Catola & Andrè Cieplinksi & Simone D'Alessandro & Tiziano Distefano & Pietro Guarnieri & Till Heydenreich, 2024, "Scenario discovery for a just low-carbon transition," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2024/304, Feb.
- Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2024, "Cluster Evolution Analytics," MPRA Paper, University Library of Munich, Germany, number 120220, Feb.
- Dushyn, Oleksiy & Dushyn, Borys, 2024, "Извлечение Информации Из Редких Событий В Регрессионном Анализе
[Extracting information from rare events in regression analysis]," MPRA Paper, University Library of Munich, Germany, number 120235, Feb. - Du, Zaichuan, 2024, "Solving Heterogeneous agent models in Continuous Time with Adaptive Sparse Grids," MPRA Paper, University Library of Munich, Germany, number 121381, 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.
- Mukherjee, Krishnendu, 2024, "Machine Learning Methods for Surge Rate Prediction: A Case Study of Yassir," MPRA Paper, University Library of Munich, Germany, number 122151, Sep.
- Vanschoonbeek, Jakob, 2024, "The Spatial Political Economy of Discontent," MPRA Paper, University Library of Munich, Germany, number 122310, Jun.
- Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024, "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper, University Library of Munich, Germany, number 122490, Oct, revised 22 Oct 2024.
- 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.
- Dyakonova, Ludmila & Konstantinov, Alexey, 2024, "Approaches to risk analysis in the financial sector based on machine learning and artificial intelligence methods," MPRA Paper, University Library of Munich, Germany, number 122941, Dec.
- Rosso, Biagio & Gatto, Matteo, 2024, "Dynamics and Optimal Monetary-Fiscal Policy in Fiscally Dominant Economies with Occasionally Inflexible Monetary Authorities," MPRA Paper, University Library of Munich, Germany, number 125094, Sep, revised Jun 2025.
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
- Mihaela-Iuliana Dumitru & Consuela Dicu, 2024, "Transforming Financial Control Through Artificial Intelligence: A Modern Approach To Financial Oversight And Analysis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 23, issue 3, pages 35-44.
- Frederick Chen & Haosen He & Chu A.(Alex) Yu, 2024, "Modeling Behavioral Response to Infectious Diseases Under Information Delay," Working Papers, Wake Forest University, Economics Department, number 119, Oct.
- Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
- Dávid Csercsik & Anne Neumann, 2024, "A Solidarity Mechanism to Allocate Stored Natural Gas in Crisis," The Energy Journal, , volume 45, issue 5, pages 91-103, September, DOI: 10.1177/01956574241253982.
- Jonathan F Cogliano & Roberto Veneziani & Naoki Yoshihara, 2024, "The dynamics of international exploitation," Environment and Planning A, , volume 56, issue 5, pages 1420-1446, August, DOI: 10.1177/0308518X231224618.
- Jiaqi Ge & Bernardo Alves Furtado, 2024, "Modelling urban transition with coupled housing and labour markets," Environment and Planning B, , volume 51, issue 3, pages 590-609, March, DOI: 10.1177/23998083231186623.
- Mattia Pettena & Marco Raberto, 2024, "Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 171, Dec.
- Oscar Torrealba Rodriguez, 2024, "The weight of circumstances in the inequality of opportunity in Mexico: an estimation over a wide set based on machine learning," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 1, issue 9, pages 160-195.
- Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024, "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_26, Nov.
- Carme Frau & Viviana Fanelli, 2024, "Seasonality in commodity prices: new approaches for pricing plain vanilla options," Annals of Operations Research, Springer, volume 336, issue 1, pages 1089-1131, May, DOI: 10.1007/s10479-022-05128-x.
- Riccardo Brignone & Luca Gonzato & Carlo Sgarra, 2024, "Commodity Asian option pricing and simulation in a 4-factor model with jump clusters," Annals of Operations Research, Springer, volume 336, issue 1, pages 275-306, May, DOI: 10.1007/s10479-022-05152-x.
- Doojin Ryu & Jengei Hong & Hyunjae Jo, 2024, "Capturing locational effects: application of the K-means clustering algorithm," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 1, pages 265-289, June, DOI: 10.1007/s00168-024-01263-4.
- Riu Naito & Toshihiro Yamada, 2024, "Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models," Digital Finance, Springer, volume 6, issue 4, pages 693-725, December, DOI: 10.1007/s42521-023-00091-z.
- Eric K. Clemons & Andrej Savin & Maximilian Schreieck & Stina Teilmann-Lock & Jan Trzaskowski & Ravi Waran, 2024, "A face of one’s own: The role of an online personae in a digital age and the right to control one’s own online personae in the presence of digital hacking," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-16, December, DOI: 10.1007/s12525-024-00713-3.
- Vítor Ribeiro & João Barata & Paulo Rupino Cunha, 2024, "Modeling inter-organizational business process governance in the age of collaborative networks," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-27, December, DOI: 10.1007/s12525-024-00730-2.
- Zhizhen Chen & Guifen Shi & Boyang Sun, 2024, "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, volume 67, issue 6, pages 2463-2502, December, DOI: 10.1007/s00181-024-02628-6.
- Atul Rawat & Shivam Joshi & Sushil Kumar Rai, 2024, "Evaluating the issue of sustainable tourism with a system dynamic approach: evidence from Uttarakhand, India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 10, pages 1-28, October, DOI: 10.1007/s10668-023-03711-1.
- Fred Espen Benth & Nils Detering & Luca Galimberti, 2024, "Pricing options on flow forwards by neural networks in a Hilbert space," Finance and Stochastics, Springer, volume 28, issue 1, pages 81-121, January, DOI: 10.1007/s00780-023-00520-2.
- Umut Çetin & Julien Hok, 2024, "Speeding up the Euler scheme for killed diffusions," Finance and Stochastics, Springer, volume 28, issue 3, pages 663-707, July, DOI: 10.1007/s00780-024-00534-4.
- Lukas Gonon, 2024, "Deep neural network expressivity for optimal stopping problems," Finance and Stochastics, Springer, volume 28, issue 3, pages 865-910, July, DOI: 10.1007/s00780-024-00538-0.
- Christian Bayer & Denis Belomestny & Oleg Butkovsky & John Schoenmakers, 2024, "A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean–Vlasov models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1147-1178, October, DOI: 10.1007/s00780-024-00541-5.
- Fred Espen Benth & Heidar Eyjolfsson, 2024, "Robustness of Hilbert space-valued stochastic volatility models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1117-1146, October, DOI: 10.1007/s00780-024-00542-4.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2024, "Cost-efficient payoffs under model ambiguity," Finance and Stochastics, Springer, volume 28, issue 4, pages 965-997, October, DOI: 10.1007/s00780-024-00547-z.
- Maria Teresa Monteduro & Dalila Rosa & Chiara Subrizi, 2024, "How to Nowcast Uncertain Income Shocks in Microsimulation Models? Evidence from COVID-19 Effects on Italian Households," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 10, issue 2, pages 871-900, July, DOI: 10.1007/s40797-023-00232-8.
- Friederike Wall, 2024, "Incomplete incentive contracts in complex task environments: an agent-based simulation with minimal intelligence agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 3, pages 523-552, July, DOI: 10.1007/s11403-022-00357-6.
- Paul Brewer & Jeremy Juybari & Raymond Moberly, 2024, "A comparison of zero- and minimal-intelligence agendas in majority-rule voting models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 3, pages 403-437, July, DOI: 10.1007/s11403-023-00387-8.
- Nicola Visonà & Luca Riccetti, 2024, "Simulating the industrial revolution: a history-friendly model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 831-862, October, DOI: 10.1007/s11403-024-00421-3.
- Davide Bazzana, 2024, "Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model," Journal of Evolutionary Economics, Springer, volume 34, issue 1, pages 29-61, January, DOI: 10.1007/s00191-024-00856-8.
- Giovanni Dosi & Davide Usula & Maria Enrica Virgillito, 2024, "Increasing returns and labor markets in a predator–prey model," Journal of Evolutionary Economics, Springer, volume 34, issue 2, pages 375-402, April, DOI: 10.1007/s00191-024-00861-x.
- Siyan Chen & Saul Desiderio, 2024, "Does increasing the retirement age increase youth unemployment? Evidence from an agent-based macro model," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 811-847, December, DOI: 10.1007/s00191-024-00873-7.
- Gerasimos Bertsatos & Nicholas Tsounis, 2024, "An Empirical Analysis of the Trade Impediments in Greece’s Global Trade Relationships: A CGE Approach," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Applied Economic Research and Trends", DOI: 10.1007/978-3-031-49105-4_11.
- Giorgio Gnecco & Sara Landi & Massimo Riccaboni, 2024, "The emergence of social soft skill needs in the post COVID-19 era," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 1, pages 647-680, February, DOI: 10.1007/s11135-023-01659-y.
- Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024, "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 3, pages 2087-2101, June, DOI: 10.1007/s11135-023-01731-7.
- Josef Zuk & David Kirszenblat, 2024, "Exact results for the distribution of the partial busy period for a multi-server queue," Queueing Systems: Theory and Applications, Springer, volume 107, issue 1, pages 63-108, June, DOI: 10.1007/s11134-024-09906-1.
- Josef Zuk & David Kirszenblat, 2024, "Analytic approach to the non-pre-emptive Markovian priority queue," Queueing Systems: Theory and Applications, Springer, volume 107, issue 1, pages 159-198, June, DOI: 10.1007/s11134-024-09912-3.
- Steven R. Williams & Konstantinos E. Zachariadis, 2024, "The asymptotics of price and strategy in the buyer’s bid double auction," Review of Economic Design, Springer;Society for Economic Design, volume 28, issue 1, pages 151-187, February, DOI: 10.1007/s10058-023-00338-6.
- Chris Reimann, 2024, "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, volume 5, issue 1, pages 51-83, June, DOI: 10.1007/s43253-024-00114-4.
- Apostolos Vetsikas & Yeoryios Stamboulis & Vasiliki Georgatzi, 2024, "Exploring the coevolution of heterogeneous actors in national innovation systems: a system dynamics analysis of Finland," Review of Evolutionary Political Economy, Springer, volume 5, issue 3, pages 581-610, October, DOI: 10.1007/s43253-024-00133-1.
- L. Peter Jennergren, 2024, "The economic incentive for risk taking in professional partnerships," Review of Managerial Science, Springer, volume 18, issue 7, pages 2141-2161, July, DOI: 10.1007/s11846-024-00737-1.
Printed from https://ideas.repec.org/j/C63-4.html