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Showing 1-20 of 10,000 results
  1. An adaptive evolutionary strategy for long–short portfolio construction

    This contribution aims to investigate portfolio optimization problems, that qualifies amongst the most discussed topics in the FinTech domain. In...

    Giacomo di Tollo, Gerarda Fattoruso, Gianni Filograsso in Decisions in Economics and Finance
    Article 15 July 2024
  2. Implications of heterogeneous SIR models for analyses of COVID-19

    This paper provides a quick survey of results on the classic SIR model and variants allowing for heterogeneity in contact rates. It notes that...

    Glenn Ellison in Review of Economic Design
    Article 15 July 2024
  3. Stress or failure? An experimental protocol to distinguish the environmental determinants of decision-making

    Are economic decisions affected by short-term stress, failure, or both? Such effects have not been clearly distinguished in previous experimental...

    Martina Vecchi, Nicolai Vitt in Journal of the Economic Science Association
    Article Open access 15 July 2024
  4. Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM

    This study employs the cross-sectional absolute deviation model and Carhart pricing model to examine the existence and authenticity of various market...

    Guangxi Cao, Meijun Ling, ... Chen Chen in Computational Economics
    Article 13 July 2024
  5. Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms

    We examine the default risk spillover for two groups of global energy firms, including top energy firms from seven different sectors as well as...

    Zaheer Anwer, Wajahat Azmi, ... Shamsher Mohamad in Computational Economics
    Article 13 July 2024
  6. Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law

    Previous research endeavors aimed at enhancing the predictive accuracy of early warning systems for enterprise financial risks have primarily focused...

    Zihao Liu, Di Li in Computational Economics
    Article 13 July 2024
  7. Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment

    In discrete choice experiments (DCEs), differences between respondents’ preferences may be associated with observable or unobservable factors....

    Maksat Jumamyradov, Benjamin M. Craig, ... Murat Munkin in Computational Economics
    Article Open access 12 July 2024
  8. The life care annuity: enhancing product features and refining pricing methods

    The state-of-the-art proposes life care annuities, that have been recently designed as variable annuity contracts with Long-Term Care payouts and...

    Giovanna Apicella, Marcellino Gaudenzi, Andrea Molent in Decisions in Economics and Finance
    Article Open access 10 July 2024
  9. Calling “Gevald”: on the emergence of negative election forecasts in partisan communications

    Individuals were found to anonymously predict positive election outcomes for their preferred candidate. Yet, there is little scientific knowledge...

    Eldad Yechiam, Dana Zeif in Experimental Economics
    Article Open access 09 July 2024
  10. Blame and praise: responsibility attribution patterns in decision chains

    How do people attribute responsibility when an outcome is not caused by an individual but results from a decision chain involving several people? We...

    Deepti Bhatia, Urs Fischbacher, ... Regina Stumpf in Experimental Economics
    Article Open access 09 July 2024
  11. Persistence or decay of strategic asymmetric dominance in repeated dyadic games?

    In a dyadic game, strategic asymmetric dominance occurs when a player’s preference for one strategy A relative to another B is systematically...

    Andrew M. Colman, Briony D. Pulford, Alexander Crombie in Experimental Economics
    Article Open access 09 July 2024
  12. Systemic Financial Risk of Stock Market Based on Multiscale Networks

    This paper investigates the connectedness among 36 financial institutions in China from time–frequency perspective. Specifically, using MEMD and...

    Youtao **ang, Sumuya Borjigin in Computational Economics
    Article 09 July 2024
  13. Bias Correction in the Least-Squares Monte Carlo Algorithm

    This paper addresses the issue of foresight bias in the Longstaff and Schwartz (Rev Financ Stud 14(1):113–147, 2001) algorithm for American option...

    François-Michel Boire, R. Mark Reesor, Lars Stentoft in Computational Economics
    Article 08 July 2024
  14. Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm

    Structural breaks are considered as permanent changes in the series mainly because of shocks, policy changes, and global crises. Hence, making...

    Özge Çamalan, Esra Hasdemir, ... Mustafa Can Küçüker in Computational Economics
    Article Open access 08 July 2024
  15. Modelling Mixed-Frequency Time Series with Structural Change

    Predictive ability of time series models is easily compromised in the presence of structural breaks, common among financial and economic variables...

    Adrian Matthew G. Glova, Erniel B. Barrios in Computational Economics
    Article Open access 08 July 2024
  16. Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach

    This paper introduces an innovative paradigm in cryptocurrency market analysis and prediction by exploiting the potency of the gradient boosting...

    Taraneh Shahin, María Teresa Ballestar de las Heras, Ismael Sanz in Computational Economics
    Article 08 July 2024
  17. A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference

    This paper describes a new multiplicative, generalized hyperbolic distance function (GHDF) that allows the researcher to measure technical efficiency...

    Paul W. Wilson in Computational Economics
    Article 06 July 2024
  18. Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph

    This paper proposes a machine learning framework that incorporates mutual fund managers’ portfolio decisions to predict stock price movements. It...

    You-Sin Chen, Chu-Lan Michael Kao, ... Vincent S. Tseng in Computational Economics
    Article Open access 05 July 2024
  19. One bad apple spoils the barrel? Public good provision under threshold uncertainty

    We report laboratory evidence on the voluntary provision of threshold public goods when the exact location of the threshold is not known. Our...

    Fredrik Carlsson, Claes Ek, Andreas Lange in Experimental Economics
    Article Open access 05 July 2024
  20. The Shapley value in positional queueing problems

    A group of agents are waiting to be served in a facility. Each server in the facility can serve only one agent at a time and agents differ in their...

    Changyong Han, Youngsub Chun in International Journal of Game Theory
    Article 04 July 2024
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