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Content
May 2026, Volume 67, Issue 5
- 3347-3430 The European Gas Market Integration During 2018–2024
by Milan Hudak - 3431-3448 The Impact of Twitter Economic Policy Uncertainty on Clean Energy Stocks
by Yudhvir Seetharam & Kingstone Nyakurukwa - 3449-3484 Opinion Dynamic and Social Clustering in a 2D Space: An Agent Based Experiment
by Francesco Pasimeni & Robert Wade & Floor Alkemade - 3485-3509 Privacy-Preserving Bank Loan Approval with Federated Learning: A Secure and Collaborative Multi-Institutional Prediction Framework
by Vankamamidi S. Naresh & M. Thamarai & Sivaranjani Reddi - 3511-3545 Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading
by Abdillah Baradja & Rahmat Gernowo & Adi Wibowo - 3547-3571 Optimal Exercise and Pricing of Swing Options with Global Constraints under the Regime-Switching Model
by Lingjie Shao & Xinyi Xue & Hongran Zhang & Xinyue Fang & Junle Wu - 3573-3606 Deep Learning for Spatial Additive Stochastic Frontier Model with Nonparametric Spatial Effects
by Jianxin Lv & Yunquan Song & Zhijian Wang - 3607-3634 The Multifractal Nature of Cross-Correlations between Emerging Market Equities and Financial Assets: An Econophysics Perspective
by Turker Acikgoz - 3635-3656 Choice Aggregation Paradoxes when Ties are Possible: Novel Computational and Empirical Analyses of Weak Cycles
by Shane Sanders & Justin Ehrlich & James Boudreau & Nuwan Indika Millagaha Gedara & Mian F. Raza - 3657-3685 Volatility Transmission Between Oil and Stock Markets: A Extreme-BEKK-GARCH Model
by Jingliang Huai - 3687-3728 A Multi-Objective Robust Optimization Model for the Portfolio Rebalancing Problem with Constant Proportion Portfolio Insurance Strategy: Evidence from the US Stock Market
by Mohammadhossein Vafaeikhah & Amir Abbas Najafi & Fatemeh Rezaei - 3729-3775 Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction
by Si-Qi Chen & Chien-Hsiu Lin & Szu-Lang Liao - 3777-3813 A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production
by Léopold Simar & Paul W. Wilson - 3815-3875 Advances in Volatility Modelling; The Costs and Benefits of Synthetic Data for Global Banks
by Mohamad Hassan - 3877-3907 Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation
by Subir. K. Chakrabarti & Qin Hu - 3909-3939 A Predictive Analysis of the High-Technology Manufacturing Innovation System in China Using a Fractional Discrete Systematic Grey Model
by Yue-Qi Jv & Ling-Ling Pei & Zheng-Xin Wang - 3941-3957 Hopf Bifurcation Analysis in a Business Cycle Model with Gamma-Type Distributed Time Delay
by Yan Lu & Zechen Tian & Nan Liu & Haiying Liu - 3959-3992 The Impact of Leverage Heterogeneity on the Stability of Bilateral Financial Networks
by Yajing Huang & Ziyi Wang & Taoxiong Liu - 3993-4032 A Systematic Review of the use of Machine Learning in the Prediction of House Pricing
by Romário Parreira Pita & Aldo Ribeiro de Carvalho & Rafaela Miranda Barbosa & Alexandre Abrahão Cury & Julia Castro Mendes - 4033-4062 Machine Learning XAI for Early Loan Default Prediction
by Leticia Monje & Ramón Alberto Carrasco & Manuel Sánchez-Montañés - 4063-4091 A Random Forest Approach to Detect and Identify Unlawful Insider Trading
by Krishna Neupane & Igor Griva - 4093-4126 Research on Industrial Digital Transformation in China: A Stochastic Evolutionary Game Analysis
by Xin Li & Zhuming Chen - 4127-4148 Can Deep-Learning Models Predict Behavior of Treasury Bond Yields
by Dipshikha Podder & Rohan Mukherjee & Gourishankar S. Hiremath - 4149-4167 Social and Individual Learning in the Minority Game
by Bryce Morsky & Fuwei Zhuang & Zuojun Zhou - 4169-4197 Extreme Risk Spillover from Commodity Markets to Green Finance Markets: New Evidence Utilizing GAN and GARCH Model
by Jiaojiao Yang & Xiuguo Gong & Ancheng Fang - 4199-4242 Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach
by Pan Tang & Xiantao Wang & Qingying Han & Rui Dong - 4243-4261 Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model
by F. Afiatdoust & M. M. Hosseini & M. H. Heydari - 4263-4279 An Efficient Numerical Method for Pricing Options Under Stochastic Volatility with Jump Model
by Roja Javid-Jahromi & Abolfazl Tari Marzabad & Ali Safdari-Vaighani - 4281-4301 Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction
by Fang Liu & Chen Liang & Zhihan Jia - 4303-4320 Estimating Systemic Risk Using Composite Quantile Regression
by Meysam Sojoudi & Mahdi Sojoudi & Lesman Ghazaryan & MohammadJavad Tavoosi
April 2026, Volume 67, Issue 4
- 2361-2397 Valuing Vulnerable Geometric Asian Basket Options Under Stochastic Volatility Jump Diffusion Model
by Guohe Deng & Zhiqin Hong - 2399-2427 The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms
by Mahmut Bağcı & Pınar Kaya Soylu - 2429-2458 Application of the MPSI-CoCoSo Method to Rank OECD Member Countries Towards the Energy Transition
by Vinicius Wittig Vianna & Marcos dos Santos & Carlos Francisco Simões Gomes & Adriano Lauro - 2459-2476 Interdependence Dynamics of Official and Informal Argentine Exchange Rates through Copulas
by Omid M. Ardakani & Mariana Saenz - 2477-2514 Robust Portfolio Optimization via Linear Deviation Risk Measures
by Kamayani Shukla & Ruchika Sehgal & Amita Sharma - 2515-2553 A Bankruptcy Prediction Model Based on Risk Feature Fusion and a Multihead Residual Self-Attention Mechanism
by Ruozhou Wang & Shiheng Gu & Yinong Shi & Yihong Dong & Ling Tian - 2555-2574 Connectedness Between Government Expenditure and Economic Growth in the UK: Evidence from Wavelet Approach
by Demet Beton Kalmaz & Nuru Giritli - 2575-2601 A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient
by Wenze He & Quan Yuan & Lingjuan Xu & Zitong Ling - 2603-2642 Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques
by Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad - 2643-2661 Uncovering the Switching Impact of Economic Policy Uncertainty on the Cross-Correlation Between Stock Markets: An Innovative Hurst-Based Wavelet Coherence Approach
by Dongkai Zhao & Peizhi Li & Jianing Zheng & Yingqi Lian & Mo Yang - 2663-2696 A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks
by S Sapna & Biju R. Mohan - 2697-2729 Impact of Monetary Policy on Corporate Defaults and Associated Welfare Costs
by Kwangwon Ahn & Hanwool Jang & Daeyong Lee - 2731-2764 Improved Artificial Bee Colony Algorithm for Feature Selection to Enhance the Prediction of Credit Risk in SMEs
by Lu Bai & Xuezhou Wen - 2765-2795 A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking
by Aqib Gul - 2797-2821 Modeling of Virtual Currencies through AR(1) Process Considering Loss-Profit Regimes
by Jitendra Kumar & Abhishek Kumar Jilowa - 2823-2848 A Crude Oil Price Forecasting Model Based on Local Mean Decomposition, Marine Predators Algorithm and Least Squares Support Vector Regression
by Xiwen Qin & Siqi Zhang & Hongmei Zhou & Liping Yuan - 2849-2892 Risk Disclosure Quality Assessment Using Hidden Markov Chain Analysis of Firms' Risk State
by Mohammad Hossein Safarzadeh & Mojdeh Derakhshan - 2893-2925 A Multivariate GARCH Model with Time-Varying Correlations: What Do Inflation Data Show in Ethiopia?
by Habte Tadesse Likassa & Ding-Geng Chen & Saralees Nadarajah & Meskerem Sema & Jenny K. Chen & Shibru Temesgen & Butte Gotu - 2927-2959 A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market
by Seyed Mehrzad Asaad Sajadi & Ali Fereydooni & Seyed Alireza Athari & Sabri Farhadi - 2961-2984 Quality-diversity and Novelty Search for Portfolio Optimization and Beyond
by Bruno Gašperov & Stjepan Begušić & Tessa Bauman & Zvonko Kostanjčar - 2985-3019 Enhancing Cryptocurrency Price Prediction through Inter-Coin Volatility and Hyperparameter Optimization
by Nasreddine Hafidi & Zakaria Khoudi & Mourad Nachaoui & Soufian Lyaqini - 3021-3065 Enhancing Forex Market Forecasting with ConvLSTM2D: A Comprehensive Analysis of Spatiotemporal Dependencies and Data Preprocessing Techniques
by Behzad Sanaei & Sahand Daneshvar - 3067-3086 Prediction of Bank Systemic Risk Based on LSTM Model
by Jiaxiang Huang & Renxiang Wang - 3087-3122 Gasoline and Crude Oil Price Prediction using Multi-headed Variational Neighbour Search-tuned Recurrent Neural Networks
by Maja Kljajic & Vule Mizdrakovic & Luka Jovanovic & Nebojsa Bacanin & Vladimir Simic & Dragan Pamucar & Miodrag Zivkovic - 3123-3182 Analyzing Mechanisms of Business Fluctuations involving Time-Varying Structure in Japan: Methodological Proposition and Empirical Study
by Koki Kyo & Hideo Noda - 3183-3213 On the Realized Volatility Forecasting Based on Hybrid Model Integrating HAR Model with Machine Learning Method
by Yan Song & Tiantian Yin & Yuping Song - 3215-3248 Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production
by Anupam Yadav & A. K. Dasarathy & Rishabh Thakur & Mohammed Rauf Abdulla & Marwea Al-hedrewy & R. Padmapriya & Navin Kedia & Priyadarshi Das & Kamred Udham Singh - 3249-3274 Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty
by Zübeyir Akturk & Erdal Kılıç & Ömer Algorabi & Mesut Ulu & Yusuf Sait Türkan & Ersin Namlı - 3275-3309 An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models
by Koushik Bera & Prakash Raj & N. Selvaraju - 3311-3345 The Efficiency analysis of China’s Lithium Resources Enterprises Organizational Performance Based on ESG perspective
by Shaoyu Chen & Jianlin Wang & Zehao Wu
March 2026, Volume 67, Issue 3
- 1429-1462 The Effect of Data Types’ on the Performance of Machine Learning Algorithms for Cryptocurrency Prediction
by Hulusi Mehmet Tanrikulu & Hakan Pabuccu - 1463-1510 Age Specific Multi-Stage OLG Model for PAYG Pension Schemes
by Hangsuck Lee & Jimin Hong & Byungdoo Kong & Seung Yeon Jeong - 1511-1531 Stability of International Environmental Agreements: Effects of Mitigation and Adaptation Policies
by Marta Biancardi & Giovanni Villani - 1533-1570 High-frequency Growth-at-Risk of China: the Role of Macro-financial Environment
by Mengnan Xu & Qifa Xu & Cuixia Jiang & Xingxuan Zhuo - 1571-1604 Reinforced Distillation Learning: Fine-Grained Imbalanced Classifier for Financial Crisis Prediction
by Zengli Mao & Xiaofang Chen & Chong Wu - 1605-1639 An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients
by Anthony T. Flegg & Xesús Pereira-López & Napoleón Sánchez-Chóez & Fernando de la Torre Cuevas & Timo Tohmo - 1641-1673 Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry
by Qing Guo & Youyang Liu & Weiyu Lin - 1675-1692 A New Algorithm for Constructing a Characteristic Function
by Marcus Franz Konrad Pisch - 1693-1731 An Efficient Numerical Algorithm to Solve the Chaotic Behaviour of Fractional Financial Model Using Bernstein Polynomials with Convergence and Bifurcation Analysis
by Nagendra Kumar Yadav & Rajesh Kumar Sinha & Ranbir Kumar & Rakesh Ranjan - 1733-1766 A Consensus Blockchain-Based Credit Risk Evaluation and Credit Data Storage Using Novel Deep Learning Approach
by Vadipina Amarnadh & Moparthi Nageswara Rao - 1767-1795 An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning
by Gaoshan Wang & Zhiyi Wang & Mingyue Chen & Xiaohong Shen - 1797-1832 Comparison of Income Inequality Among Indian States Using Quantile Functions
by Ashlin Varkey & Haritha N. Haridas - 1833-1847 Pricing High-Dimensional Bermudan Options via Kernel-Based Dual Variance Minimization
by Nan Li - 1849-1876 The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader
by Ahmet Umur Özsoy & Ömür Uğur - 1877-1899 Enlarging of the Sample to Address Multicollinearity
by Román Salmerón-Gómez & Catalina Beatriz García-García & Ainara Rodríguez-Sánchez - 1901-1926 Macroeconomic-Energy-Related Uncertainty and Economic Complexity as Drivers of Renewable Energy Investment
by Paul Terhemba Iorember & Chor Foon Tang & Oktay Ozkan & Chinazaekpere Nwani & Andrew Adewale Alola - 1927-1953 Static Pricing of Exotic Derivatives Under Conditional Value-at-Risk (CVaR) in Incomplete Markets
by Benyanee Kosapong & Ratinan Boonklurb & Udomsak Rakwongwan - 1955-1980 When Firms Make Decisions: A New Constant Relative Risk Aversion Approach
by Freddy H. Marín-Sánchez & Julian Pareja-Vasseur & Diego Manzur - 1981-2010 Clean Energy Stock Market and Energy/Metals as Safe-Haven Assets: New Insights from Quantile-on-Quantile and Markov-Switching Approaches
by Wajih Khallouli & Kamal Smimou - 2011-2053 MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction
by Ibanga Kpereobong Friday & Sarada Prasanna Pati & Debahuti Mishra - 2055-2076 Analyzing Transaction Graphs via Motif-Based Graph Representation Learning for Cryptocurrency Price Prediction
by Peker Celik & Emre Sefer - 2077-2106 An Accurate Multiple Data Based Stock Prediction and Sentiment Analysis Using Synergic Deep Info Convolutional Neural Network
by T. M. Sanara & M. Umme Salma - 2107-2149 Enhancing Labor Market Intelligence in Ecuador: A Framework for Generating, Standardizing and Analyzing Job Demand Data
by Diego Del Pozo-Villafuerte & Andrés Villacís-Miranda - 2151-2181 Portfolio Selection Based on Time–Frequency Connectedness: Evidence from GCC Sectoral Stock Markets and the Oil Market
by Amine Ben Amar & Néjib Hachicha & Mariem Brahim & Abdelkader Sbihi - 2183-2229 The Innovation Efficiency Improvement of the Sustainable Development in Chinese University-Industrial-Enterprise
by Jingjing Qiu & Yongqi Feng & Yung-ho Chiu & Tzu-Han Chang - 2231-2261 Variable Selection and Fusion Sampling of Unbalanced Data in Credit Risk Assessment
by Shujie Zou & Zhiming Cai & Chiawei Chu & Zefeng Zhao & Haohao Cai & Ning Shen & Jie Ren - 2263-2276 A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation
by Seungyoon Kang & Soobin Kwak & Gyeonggyu Lee & Yougjin Hwang & Seokjun Ham & Junseok Kim - 2277-2300 Technical Analysis and Machine Learning Applied to the Short-Term Electricity Trading Market: Italian and Brazilian Cases
by Raphael Paulo Beal Piovezan & Pedro Paulo de Andrade Junior & Sérgio Luciano Ávila & Erinaldo Farias dos Santos - 2301-2344 Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning
by Bhanu Pratap & Amit Pawar & Shovon Sengupta - 2345-2360 Jump Detection Using Deep Learning: With Applications to Financial Time Series Data
by Weizheng Chen & Guang Zhang
February 2026, Volume 67, Issue 2
- 511-554 An Identification and Estimation of Stock Price Pattern Equations using K-Means
by Matej Steinbacher & Matjaž Steinbacher & Mitja Steinbacher - 555-608 Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach
by Müge Özdemir - 609-642 Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness
by Yueli Liu & Xiu Jin & Jinming Yu - 643-662 Governance Factors Influencing Financial Performance in Cloud-Based Enterprises: A Machine Learning Analysis
by Ziling Huang & Lichao Lin & Xiaofei Jia - 663-684 Strategic Dynamics of Innovation Support: Evolutionary Game Insights into Firm, Bank, and Government Interactions
by Hufeng Li & Wenhao Zhou & Qifu Lai - 685-708 Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method
by Jaspreet Kaur & Srinivasan Natesan - 709-735 Autoregressive Model for Panel Matrix-Valued Data
by Kun Li & Aibing Ji - 737-755 Predictive Recurrent Neural Networks Based Carbon Price Forecasting: A Generative Perspective
by Zhong Zheng & Yan Zhang - 757-780 A Novel Bayesian Model Enhanced with Heuristic Likelihood Estimation for the Prediction of Stock Price Trend
by Van-Truc Vo & Bor-Shen Lin - 781-825 Augmented Graphical Ridge Estimation with Application in the Cryptocurrency Market
by A. Bekker & A. Kheyri & M. Arashi - 827-853 Welfare Consequences of Approximation: The Case of Monetary Policy Analysis
by Tomohide Mineyama - 855-877 Enhancing Sentiment Analysis in Stock Market Tweets Through BERT-Based Knowledge Transfer
by Emre Cicekyurt & Gokhan Bakal - 879-913 Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation
by Markus Krecik - 915-935 Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by Kiarash Firouzi & Mohammad Jelodari Mamaghani - 937-961 Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution
by Kecen Li & Xu Wu - 963-989 Financial Time Series Forecasting: A Comprehensive Review of Signal Processing and Optimization-Driven Intelligent Models
by Mande Praveen & Satish Dekka & Dasari Manendra Sai & Das Prakash Chennamsetty & Durga Prasad Chinta - 991-1008 A Direct Nonparametric Estimator for EVaR of Dependent Financial Returns
by Feipeng Zhang & Yuhan Ma & Yongchang Hui - 1009-1041 Using Signal Decomposition Methods and Deep Learning Approaches to Forecast Bitcoin Price
by Chun-Li Tsai & Mu-Yen Chen & Tsung-Yi Tsai & Jen-Wei Hu & Yi-Wei Lai - 1043-1072 Quantum Finance: Exploring the Implications of Quantum Computing on Financial Models
by Jiawei Zhou - 1073-1108 The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis
by Mingyu Shu & Chenghao Wang & Fengmin Liu & Yue Zhang & Shun Wang - 1109-1131 Research on the Expansion of Deposit Insurance Pricing Model Based on the Merton Option Pricing Framework
by Xiaorong Yang & Qiwei Han & Jie Ni & Lu Li - 1133-1158 Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment
by Haisheng Chen & Manhong Shen - 1159-1201 Measuring Contagion Within a Financial Network: A New Conditional Distance to Default Approach
by Francesco Meglioli - 1203-1231 Wavelet Denoising and Double-Layer Feature Selection for Stock Trend Prediction
by Yong Zhang & Jianping Qin & Bocun Lin & Yongbin Su & Xingyu Yang - 1233-1258 The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach
by Seyed Armin Motahar & Siab Mamipour - 1259-1289 Environmental Regulation and Green Technology Innovation: An Evolutionary Game Analysis Between Government and High Energy Consuming Enterprises
by Jiali Qian & Yinxiang Zhou - 1291-1348 Evaluating the Efficacy of NHITS for Forecasting Stock Realized Volatility: A Comparative Analysis with Established Models
by Hugo Gobato Souto - 1349-1373 Interval-Valued Time Series Prediction for Vietnam Stock Indicators Based on Ensemble Long Short-Term Memory Networks
by Thao Nguyen-Trang & Thuy Lethi-Thu & Tai Vo-Van - 1375-1412 Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia
by Md. Saiful Islam & Md. Monirul Islam & Faroque Ahmed & Anis ur Rehman & Md. Fakhre Alam & Md. Aynul Islam - 1413-1427 Forex-Net: A Hybrid Model for Improved Exchange Rate Prediction Using LSTM and Transfer Learning
by Juntao Tong
January 2026, Volume 67, Issue 1
- 1-6 Computational Approaches To Financial Markets, Risk, and Decision-Making
by Fredj Jawadi - 7-46 The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
by Mariam Camarero & Alejandro Muñoz & Cecilio Tamarit - 47-81 Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms
by Zaheer Anwer & Wajahat Azmi & M. Kabir Hassan & Shamsher Mohamad - 83-112 Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier
by Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti - 113-143 Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk
by George Tzagkarakis & Eleftheria Lydaki & Frantz Maurer - 145-179 A Near Optimal Portfolio Rule for the Life Cycle Merton Problem
by Lorenzo Reus & Pablo Castañeda - 181-216 Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data
by Qingyuan Wu & William A. Barnett & Xue Wang & Junru Zhao - 217-251 A Mixed Modified Fractional Stochastic Volatility Models with Application to DSX Market Data
by Eric Djeutcha & Jules Sadefo Kamdem - 253-277 Mixed Modified Fractional Merton Model of the Bear Spread Basket Put Option using the Multidimensional Mellin Transform
by Eric Djeutcha & Jules Sadefo Kamdem & Louis Aimé Fono - 279-312 Forecasting High Frequency Order Flow Imbalance using Hawkes Processes
by Aditya Nittur Anantha & Shashi Jain - 313-353 The Sentiment Augmented GARCH-LSTM Hybrid Model for Value-at-Risk Forecasting
by Dániel Léber & Balázs Egyed - 355-385 We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment
by Zhongya Han & Lili Shi & Zhengqiu Weng & Muyao Chen & Qinglin Li - 387-414 Liquidity Risk in Chinese Banking System Based on Multiple Derivatives
by Miao Tang & Hong Fan - 415-450 A Hybrid Novel Approach for Stock Portfolio Construction
by Rajat Jaiswal & Namita Srivastava & Manoj Jha - 451-484 Data-Driven Green Technology Integration and Geopolitical Risks in East Asian Economic Development: A Predictive Analysis
by Kang Meng & Ying Wang - 485-509 Nonlinear Causality Analysis of Bitcoin Returns and COVID-19 Pandemic
by Janesh Sami
December 2025, Volume 66, Issue 6
- 4493-4511 Nowcasting Monthly Chinese GDP with Mixed Frequency Data: A Model Averaging Approach
by Shuqin Zhang & Zhuoya Li & Lijiao Jing & Xinmin Li - 4513-4541 Towards Precision Economics: Unveiling GDP Patterns Using Integrated Deep Learning Techniques
by Elizabeth Frederick Mumbuli & Elieneza Nicodemus Abelly & Melckzedeck Michael Mgimba & Ayimadu Edwin Twum - 4543-4558 Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory
by Andy Domínguez-Monterroza & Antonio Jiménez-Martín & Alfonso Mateos-Caballero - 4559-4588 A Grey Structure Incidence Clustering Method for Panel Data and its Application
by Shi-tong Liu & Yong Liu & Yue Lu - 4589-4620 An Effective Investments System in the Optimal Portfolio Selection Intelligence (OPSI)
by Nikolaos Loukeris & Iordanis Eleftheriadis & Efstratios Livanis - 4621-4643 Technical Note: Maximum Likelihood Optimization via Parallel Estimating Gradient Ascent
by Quanquan Liu & Yining Wang - 4645-4676 Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model
by Liang Yu & Xi Zhang & Yu Lin & Yuanyuan Yu & Jingyu Wu & Dongsheng Dai - 4677-4693 Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash
by Xing Li - 4695-4726 Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks
by Satyadev Badireddi & Saurabh Bansal & Srinivasan Natesan - 4727-4762 Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach
by Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah - 4763-4780 Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights
by Peketi Syamala Rao & Gottumukkala Parthasaradhi Varma & Durga Prasad Chinta & Kusuma Gottapu & TV Hyma Lakshmi & Karanam Appala Naidu & Market Saritha - 4781-4811 Option Pricing and Parameter Estimation for Uncertain Mean-Reverting Currency Model
by Lujun Zhou & Zhenhua He & Jianmin Liu & Xiaolan Yin - 4813-4867 Competitive Pricing Using Model-Based Bandits
by Lukasz Sliwinski & Tanut Treetanthiploet & David Siska & Lukasz Szpruch - 4869-4896 Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality
by Serhat Sezen & Emrah I. Cevik & Eisa Abdulrahman Al-Eisa & Mehmet Fatih Bugan & Mehmet Akif Destek - 4897-4922 Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises
by Fatma Hachicha & Nada Suissi & Amine Lahiani - 4923-4958 Customer-Centric Value Assessment of Cryptocurrency Adaptation
by Fakhrullah Fakhrullah & DingDing Xiao & Marian Suplata & Sher Khan & René Pawera - 4959-4985 Future Financial Impact Analysis from Sentiment and Indicators Analysis
by Oleksii Ivanov & Vitaliy Kobets - 4987-5013 Time–Frequency Connectedness Among NFT Assets
by Rayenda Khresna Brahmana & Xiu Wei Yeap & Hooi Hooi Lean - 5015-5015 Correction To: Time–Frequency Connectedness Among NFT Assets
by Rayenda Khresna Brahmana & Xiu Wei Yeap & Hooi Hooi Lean - 5017-5031 Long-Run Trends and Cycles in US House Prices
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - 5033-5054 Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market
by Meghna Jayasankar - 5055-5081 Tail Risk Spillovers Between the Financial Sector and Real Economy: Network Analysis of China’s Industries
by Chao Li & Zhuoer Zhang & Han Cang - 5083-5111 Measurement and Early Warning of Systemic Financial Risk in China: Markov Switching Models
by Yingdong Wang & Wenzhi Xi - 5113-5132 Trading Strategy Model Based on Dynamic Programming
by Wenjie Yang & Qiuye Zhang & Xuande Zhang - 5133-5153 Predicting the Repayment Decisions of Korean Vulnerable Debtors: Evidence from an Empirical Study Utilizing a Stacking Algorithm
by Youngwoo Jeong - 5155-5188 Efficient Differentiable Path-Following Methods for Computing Nash Equilibria
by Yiyin Cao & Chuangyin Dang & Yixiong Yu - 5189-5206 An Empirical Evaluation of Distance Metrics in Hierarchical Risk Parity Methods for Asset Allocation
by Francisco Salas-Molina & David Pla-Santamaria & Ana Garcia-Bernabeu & Adolfo Hilario-Caballero - 5207-5255 Forecasts and Analysis of Economic Outputs for Chinese High-Tech Industries: Insights from Spatial–Temporal Information Fusion
by Song Ding & Yi Wang & Xingao Shen - 5257-5298 Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach
by João Pedro M. Franco & Márcio Laurini - 5299-5340 Using CNN to Model Stock Prices
by Mitja Steinbacher & Matej Steinbacher & Matjaz Steinbacher - 5341-5341 Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market
by Surinder Singh Khurana & Parvinder Singh & Naresh Kumar Garg
November 2025, Volume 66, Issue 5
- 3607-3635 Concentrated Liquidity in Ethereum Blockchain’s Digital Asset Trading: Insights from Innovative Back-Testing Algorithms
by Kai Luo & Nanlin Jin & Jieming Ma - 3637-3657 Realized GARCH Model in Volatility Forecasting and Option Pricing
by Zheng Fang & Jae-Young Han - 3659-3685 Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network
by Francisco J. Martínez-Farías & José F. Martínez-Sánchez & Pablo A. López-Pérez & Gilberto Pérez-Lechuga - 3687-3708 A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options
by Jirong Zhuang & Deng Ding & Weiguo Lu & Xuan Wu & Gangnan Yuan - 3709-3733 A Novel Ensemble Learning Framework Based on News Sentiment Enhancement and Multi-objective Optimizer for Carbon Price Forecasting
by Yujie Chen & Mingyao Jin & Zheyu Zhou & Zhirui Tian - 3735-3780 Forecasting Brazilian Stock Market Using Sentiment Indices from Textual Data, Chat-GPT-Based and Technical Indicators
by Diego Pitta Jesus & Elvira Helena Oliveira Medeiros & Lucas Lúcio Godeiro & Andressa Lemes Proque - 3781-3839 Intelligent Decision Making for Commodities Price Prediction: Opportunities, Challenges and Future Avenues
by Natasha Saeed & Imran Shafi & Sidra Pervez & Ernesto Bautista Thompson & Angel Kuc Castilla & Md Abdus Samad & Imran Ashraf - 3841-3887 Portfolio Management Transformed: An Enhanced Black–Litterman Approach Integrating Asset Pricing Theory and Machine Learning
by Hyungjin Ko & Jaewook Lee - 3889-3890 Correction to: Portfolio Management Transformed: An Enhanced Black–Litterman Approach Integrating Asset Pricing Theory and Machine Learning
by Hyungjin Ko & Jaewook Lee - 3891-3926 Ensemble Methods for Bankruptcy Resolution Prediction: A New Approach
by Agustín J. Sánchez-Medina & Félix Blázquez-Santana & Daniel L. Cerviño-Cortínez & Mónica Pellejero - 3927-3955 Integrated GCN–BiGRU–TPE Agricultural Product Futures Prices Prediction Based on Multi-graph Construction
by Dabin Zhang & Xiaoming Li & Liwen Ling & Huanling Hu & Ruibin Lin - 3957-3981 A Functional Garch Model with Multiple Constant Parameters
by Zhouzhi Li & Hao Sun & Jiaguo Liu - 3983-4007 Intraday Trading Dynamics of Characteristics and Sentiment Tendencies of Past News in the Tokyo Stock Exchange Market
by Sungjae Yoon & Hiroshi Takahashi - 4009-4043 Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System
by Zhe Jiang & Zili Zhang & Lin Zhang - 4045-4080 Multi-Factorial Complex Effects Analysis of Energy Consumption Time Series with the Novel Nonlinear Grey Interaction Model
by Qi Ding & Zhaohu Wang & Xinping Xiao & Xiulin Geng - 4081-4106 Decision Support Mathematical Model for a Production Line Design in a Context of High Demand
by Christophe Sauvey & Wajdi Trabelsi - 4107-4135 Outlier Robust Specification of Multiplicative Time-Varying Volatility Models
by Cristina Amado - 4137-4159 Optimal Strategy in Blockchain Transaction Issuances with CIR Process
by Bumho Son & Seongwan Park & Jaewook Lee & Huisu Jang - 4161-4187 Network Vector Autoregression with Time-Varying Nodal Influence
by Yi Ding & Xuening Zhu & Rui Pan & Bo Zhang - 4189-4198 Macroeconomix: An Android Application for Teaching the IS-LM Model in Macroeconomics
by Mahdi Oufella - 4199-4218 Time Fractional Black–Scholes Model and Its Solution Through Sumudu Transform Iterative Method
by Manzoor Ahmad & Rajshree Mishra & Renu Jain - 4219-4244 Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco
by Hassan Oukhouya & Afaf El Rhiouane & Raby Guerbaz & Tarek Zari & Khalid El Himdi - 4245-4274 Should We Trust the Credit Decisions Provided by Machine Learning Models?
by Andrés Alonso-Robisco & José Manuel Carbó - 4275-4302 The Impact of News-Based and Twitter-Based Economic Uncertainty on Realized Volatility: Asymmetric Effect with Threshold Quantile ARX Model
by Qing Bai & Cathy W. S. Chen & Shaonan Tian - 4303-4327 Do Uncertainties in US Affect Bitcoin Returns? Evidence from Time Series Analysis
by Benjamin Walwai Miba’am & Hasan Güngör - 4329-4349 Comprehensive Stock Market Insight: Bayesian Networks for Multi-output Forecasting
by Ali Ben Mrad & Brahim Hnich & Amine Lahiani & Salma Mefteh-Wali - 4351-4379 Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model
by Orlando Gomes - 4381-4416 Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations
by Rouven E. Haschka & Dominik Wied - 4417-4449 How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm
by Mingyu Shu & Baoliu Liu & Jieli Wang & Yujie Huang - 4451-4492 Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange
by Ning Wang & Deqing Tan
October 2025, Volume 66, Issue 4
- 2645-2674 Continuous-Time Convertible Lease Pricing and Firm Value
by Ons Triki & Fathi Abid - 2675-2713 The Study on Option Pricing Based on Wiener–Itô Chaos Expansion and Generative Adversarial Networks
by Jian Lv & Chenxu Wang & Wenyong Yuan & Zhenyi Zhang