Computational Economics Short Title: Comput. Econ. Publisher: Springer, Dordrecht ISSN: 0927-7099; 1572-9974/e Online: http://link.springer.com/journal/volumesAndIssues/10614 Predecessor: Computer Science in Economics and Management Comments: No longer indexed Documents Indexed: 577 Publications (1993–2012) References Indexed: 338 Publications with 8,723 References. all top 5 Latest Issues 40, No. 1 (2012) 39, No. 4 (2012) 39, No. 3 (2012) 39, No. 2 (2012) 39, No. 1 (2012) 38, No. 4 (2011) 38, No. 3 (2011) 38, No. 2 (2011) 38, No. 1 (2011) 37, No. 4 (2011) 37, No. 3 (2011) 37, No. 2 (2011) 36, No. 4 (2010) 36, No. 3 (2010) 36, No. 2 (2010) 36, No. 1 (2010) 35, No. 4 (2010) 35, No. 3 (2010) 35, No. 2 (2010) 35, No. 1 (2010) 34, No. 4 (2009) 34, No. 3 (2009) 34, No. 2 (2009) 34, No. 1 (2009) 33, No. 4 (2009) 33, No. 3 (2009) 33, No. 2 (2009) 33, No. 1 (2009) 32, No. 4 (2008) 32, No. 3 (2008) 32, No. 1-2 (2008) 31, No. 4 (2008) 31, No. 3 (2008) 31, No. 2 (2008) 31, No. 1 (2008) 30, No. 4 (2007) 30, No. 3 (2007) 30, No. 2 (2007) 30, No. 1 (2007) 29, No. 3-4 (2007) 29, No. 2 (2007) 29, No. 1 (2007) 28, No. 4 (2006) 28, No. 3 (2006) 28, No. 2 (2006) 28, No. 1 (2006) 27, No. 4 (2006) 27, No. 2-3 (2006) 27, No. 1 (2006) 26, No. 3-4 (2005) 26, No. 2 (2005) 26, No. 1 (2005) 25, No. 4 (2005) 25, No. 3 (2005) 25, No. 1-2 (2005) 24, No. 4 (2004) 24, No. 3 (2004) 24, No. 2 (2004) 24, No. 1 (2004) 23, No. 4 (2004) 23, No. 3 (2004) 23, No. 2 (2004) 23, No. 1 (2004) 22, No. 2-3 (2003) 22, No. 1 (2003) 21, No. 3 (2003) 21, No. 1-2 (2003) 20, No. 3 (2002) 20, No. 1-2 (2002) 19, No. 3 (2002) 19, No. 2 (2002) 19, No. 1 (2002) 18, No. 3 (2001) 18, No. 2 (2001) 18, No. 1 (2001) 17, No. 2-3 (2001) 17, No. 1 (2001) 16, No. 3 (2000) 16, No. 1-2 (2000) 15, No. 3 (2000) 15, No. 1-2 (2000) 14, No. 3 (1999) 14, No. 1-2 (1999) 13, No. 3 (1999) 13, No. 2 (1999) 13, No. 1 (1999) 12, No. 3 (1998) 12, No. 2 (1998) 12, No. 1 (1998) 11, No. 3 (1998) 11, No. 1-2 (1998) 10, No. 4 (1997) 10, No. 3 (1997) 10, No. 2 (1997) 10, No. 1 (1997) 9, No. 4 (1996) 9, No. 3 (1996) 9, No. 2 (1996) 9, No. 1 (1996) 8, No. 4 (1995) ...and 8 more Volumes all top 5 Authors 11 Belsley, David A. 8 Amman, Hans M. 8 Nagurney, Anna 7 Chiarella, Carl 7 Kendrick, David A. 5 Gil-Alana, Luis Alberiko 5 Harrison, W. Jill 5 Pearson, Kenneth Robert 5 Semmler, Willi 4 Brooks, Chris 4 Cincotti, Silvano 4 Gardini, Laura 4 Greenblatt, Seth A. 4 Kontoghiorghes, Erricos John 4 Provasi, Corrado 4 Rutherford, Thomas F. 4 Siu, Tak Kuen 4 Spera, Cosimo 4 Tesfatsion, Leigh 4 Villani, Giovanni 4 Zopounidis, Constantin 3 Agliari, Anna 3 Atolia, Manoj 3 Boutahar, Mohamed 3 Creel, Michael 3 Cribari-Neto, Francisco 3 Dong, June 3 Doumpos, Michael 3 Fagiolo, Giorgio 3 Flaschel, Peter 3 Fuller, J. David 3 Gilli, Manfred 3 Goffe, William L. 3 Herbert, Ric D. 3 Holly, Sean 3 Hsiao, Chih-Ying 3 Hughes Hallet, Andrew 3 Jerrell, Max E. 3 Marchesi, Michele 3 Mercado, P. Ruben 3 Palmitesta, Paola 3 Richiardi, Matteo G. 3 Rustem, Berc 3 Tinsley, P. A. 3 Uberti, Mariacristina 3 Westerhoff, Frank H. 3 Winker, Peter 2 Andersson, Christer 2 Andersson, Tommy 2 Arifovic, Jasmina 2 Barucci, Emilio 2 Biancardi, Marta Elena 2 Bianchi, Carlo 2 Birchenhall, Chris 2 Boeters, Stefan 2 Boucekkine, Raouf 2 Buffie, Edward F. 2 Casellina, Simone 2 Chang, I-Lok 2 Chen, Baoline 2 Chen, Pu 2 Ching, Wai-Ki 2 Chung, William 2 Cleur, Eugene M. 2 Collard, Fabrice 2 Colucci, Domenico 2 D’Amico, Guglielmo 2 Davis, Ronald E. 2 Dawid, Herbert 2 Del Hoyo, Juan 2 Dorsey, Robert E. 2 Duraiappah, Anantha Kumar 2 Ecca, Sabrina 2 Eddelbüttel, Dirk 2 Engwerda, Jacob Christiaan 2 Eydeland, Alexander 2 Feil, Michael 2 Foroni, Ilaria 2 Fortson, K. 2 Fung, Eric S. 2 Gallegati, Mauro 2 Geman, Hélyette 2 Giacometti, Rosella 2 Gomes, Orlando 2 Gonzalez, Fidel 2 Greiner, Alfred 2 Grüne, Lars 2 Hauser, Shmuel 2 Hens, Thorsten 2 Hespeler, Frank 2 Huang, Chao 2 Huberman, Bernardo A. 2 Hussey, Robert M. 2 Janssen, Jacques 2 Juillard, Michel 2 Kaboudan, M. A. 2 Kiani, Khurshid M. 2 Kim, Jinill 2 King, Robert G. 2 Kolsrud, Dag Olaf ...and 771 more Authors all top 5 Fields 501 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 97 Operations research, mathematical programming (90-XX) 95 Statistics (62-XX) 64 Numerical analysis (65-XX) 43 Computer science (68-XX) 29 Systems theory; control (93-XX) 21 Probability theory and stochastic processes (60-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 15 General and overarching topics; collections (00-XX) 15 Dynamical systems and ergodic theory (37-XX) 10 Biology and other natural sciences (92-XX) 5 Approximations and expansions (41-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 365 Publications have been cited 1,648 times in 1,401 Documents Cited by ▼ Year ▼ Solving linear rational expectations models. Zbl 1034.91060Sims, Christopher A. 107 2002 Heterogeneous beliefs, risk and learning in a simple asset pricing model. Zbl 0999.91020Chiarella, Carl; He, Xue-Zhong 47 2002 Estimation of agent-based models: The case of an asymmetric herding model. Zbl 1161.91364Alfarano, Simone; Lux, Thomas; Wagner, Friedrich 44 2005 Production, growth and business cycles: Technical appendix. Zbl 1031.91078King, Robert G.; Plosser, Charles I.; Rebelo, Sergio T. 36 2002 A multicriteria decision aid methodology for sorting decision problems: The case of financial distress. Zbl 0947.91026Zopounidis, Constantin; Doumpos, Michael 32 1999 The path integral approach to financial modeling and options pricing. Zbl 0897.90015Linetsky, Vadim 24 1998 An application of extreme value theory for measuring financial risk. Zbl 1153.91498Gilli, Manfred; këllezi, Evis 21 2006 Numerical schemes for investment models with singular transactions. Zbl 0824.90033Tourin, Agnès; Zariphopoulou, Thaleia 20 1994 Computationally convenient distributional assumptions for common-value auctions. Zbl 0912.90093Gordy, Michael B. 18 1998 Solving dynamic equilibrium models by a method of undetermined coefficients. Zbl 1019.93009Christiano, Lawrence J. 18 2002 On the use of optimization models for portfolio selection: A review and some computational results. Zbl 0824.90016Pardalos, Panos M.; Sandström, Mattias; Zopounidis, Costas 17 1994 A fast algorithm for computing integrals in function spaces: Financial applications. Zbl 0824.90013Eydeland, A. 16 1994 Local search techniques for constrained portfolio selection problems. Zbl 1036.91026Schaerf, Andrea 16 2002 Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm. Zbl 0954.90033Östermark, Ralf 15 1999 Opinion dynamics driven by various ways of averaging. Zbl 1161.91478Hegselmann, Rainer; Krause, Ulrich 15 2005 Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. Zbl 1254.91747Itkin, Andrey; Carr, Peter 14 2012 System reduction and solution algorithms for singular linear difference systems under rational expectations. Zbl 1019.93006King, Robert G.; Watson, Mark W. 13 2002 Estimation of a structural stochastic volatility model of asset pricing. Zbl 1213.91166Franke, Reiner; Westerhoff, Frank 13 2011 Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map. Zbl 1247.91066Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank 13 2011 E&F Chaos: A user friendly software package for nonlinear economic dynamics. Zbl 1142.91303Diks, Cees; Hommes, Cars; Panchenko, Valentyn; van der Weide, Roy 13 2008 Approximation of jump diffusions in finance and economics. Zbl 1161.91384Bruti-Liberati, Nicola; Platen, Eckhard 12 2007 Valuation of American continuous-installment options. Zbl 1075.91018Ciurlia, Pierangelo; Roko, Ilir 12 2005 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 11 2007 Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? Zbl 1161.91413van Binsbergen, Jules H.; Brandt, Michael W. 11 2007 Computing equilibria in stochastic finance economies. Zbl 0969.91008Kubler, Felix; Schmedders, Karl 11 2000 The conditional probability density function for a reflected Brownian motion. Zbl 1067.60082Veestraeten, Dirk 11 2004 A Benders decomposition method for solving stochastic complementarity problems with an application in energy. Zbl 1189.91105Gabriel, S. A.; Fuller, J. D. 11 2010 Traders’ long-run wealth in an artificial financial market. Zbl 1062.91578Raberto, Marco; Cincotti, Silvano; Focardi, Sergio M.; Marchesi, Michele 11 2003 Using genetic algorithms to model the evolution of heterogeneous beliefs. Zbl 0918.90024Bullard, James; Duffy, John 10 1999 The hitting time density for a reflected Brownian motion. Zbl 1282.60080Hu, Qin; Wang, Yongjin; Yang, Xuewei 10 2012 Self-organization of markets: An example of a computational approach. Zbl 0840.90016Vriend, Nicolaas J. 10 1995 Variations on the theme of Scarf’s counter-example. Zbl 1094.91040Kumar, Alok; Shubik, Martin 10 2004 Wavelet analysis of commodity price behavior. Zbl 0897.90073Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste 10 1998 Derivative asset pricing with transaction costs: an extension. Zbl 0893.90044Perrakis, Stylianos; Lefoll, Jean 10 1997 Dantzig-Wolfe decomposition of variational inequalities. Zbl 1161.91436Fuller, J. David; Chung, William 10 2005 Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications. Zbl 0969.91006Galindo, J.; Tamayo, P. 9 2000 Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process. Zbl 1059.62013Dyrting, S. 9 2004 Dynamic testing of wholesale power market designs: an open-source agent-based framework. Zbl 1310.91118Sun, Junjie; Tesfatsion, Leigh 9 2007 Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087Arroyo, Javier; Espínola, Rosa; Maté, Carlos 9 2011 Portfolio selection using the ADELAIS multiobjective linear programming system. Zbl 0908.90024Zopounidis, C.; Despotis, D. K.; Kamaratou, I. 9 1998 Algorithms for finding repeated game equilibria. Zbl 0883.90140Cronshaw, Mark B. 9 1997 Numerical solution of optimal control problems with constant control delays. Zbl 1161.49032Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P. 9 2008 Parameterized expectations algorithm: how to solve for labor easily. Zbl 1125.91378Maliar, Lilia; Maliar, Serguei 9 2005 An evolutionary model of endogenous business cycles. Zbl 1153.91651Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea 9 2006 Bubbles and market crashes. Zbl 0913.90057Youssefmir, Michael; Huberman, Bernardo A.; Hogg, Tad 8 1998 Heuristics for deciding collectively rational consumption behavior. Zbl 1231.91293Talla Nobibon, Fabrice; Cherchye, Laurens; De Rock, Bram; Sabbe, Jeroen; Spieksma, Frits C. R. 8 2011 A distributed parallel genetic algorithm for solving optimal growth models. Zbl 0840.90028Beaumont, Paul M.; Bradshaw, Patrick T. 8 1995 Should macroeconomic policy makers consider parameter covariances? Zbl 0939.91102Amman, Hans M.; Kendrick, David A. 8 1999 Estimation of VAR models: computational aspects. Zbl 1013.62091Foschi, Paolo; Kontoghiorghes, Erricos J. 8 2003 Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies. Zbl 1013.91101Leung, Siu Fai; Yu, Shihti 8 2000 Tests of long memory: a bootstrap approach. Zbl 1075.91031Grau-Carles, Pilar 8 2005 Solving linear rational expectations models: A horse race. Zbl 1136.91534Anderson, Gary S. 8 2008 Analysing DSGE models with global sensitivity analysis. Zbl 1136.91540Ratto, Marco 8 2008 Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369Gayle, Wayne-Roy; Richard, Jean Francois 8 2008 Front-tracking finite difference methods for the valuation of American options. Zbl 0913.90022Pantazopoulos, K. N.; Houstis, E. N.; Kortesis, S. 7 1998 Off-line computation of Stackelberg solutions with the genetic algorithm. Zbl 0940.91018Vallée, Thomas; Başar, Tamer 7 1999 Analytical score for multivariate GARCH models. Zbl 1005.91082Lucchetti, Riccardo 7 2002 Analytical derivates of the APARCH model. Zbl 1056.62099Laurent, Sébastien 7 2004 Validating and calibrating agent-based models: a case study. Zbl 1310.91116Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A. 7 2007 Optimized multivariate lag structure selection. Zbl 0973.91072Winker, Peter 7 2000 Numerical solution of infinite-horizon optimal-control problems. Zbl 0979.91011Kunkel, Peter; von dem Hagen, Oskar 7 2000 A class of evolutionary models for participation games with negative feedback. Zbl 1207.91018Dindo, Pietro; Tuinstra, Jan 7 2011 A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139Kneip, Alois; Simar, Léopold; Wilson, Paul W. 7 2011 Solving SDGE models: a new algorithm for the Sylvester equation. Zbl 1075.91030Kameník, Ondřej 7 2005 Econometric and statistical computing using Ox. Zbl 1047.62119Cribari-Neto, Francisco; Zarkos, Spyros G. 7 2003 Asset price dynamics among heterogeneous interacting agents. Zbl 1067.91024Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; Palestrini, Antonio 7 2003 Improving portfolio efficiency: a genetic algorithm approach. Zbl 1184.91196Yang, Xiaolou 7 2006 Solving the neoclassical growth model with quasi-geometric discounting: a grid-based Euler-equation method. Zbl 1161.91451Maliar, Lilia; Maliar, Serguei 7 2005 Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485De Rossi, Giuliano 7 2010 The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. Zbl 0934.91045Brooks, Chris; Heravi, Saeed M. 6 1999 Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news. Zbl 0824.90028Johnson, Gordon; Schneeweis, Thomas 6 1994 Applied general equilibrium modeling with MPSGE as a GAMS subsystem: An overview of the modeling framework and syntax. Zbl 0951.91037Rutherford, Thomas F. 6 1999 Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052Kontoghiorghes, Erricos J. 6 2000 Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209Becker, Stephanie; Grüne, Lars; Semmler, Willi 6 2007 A parallel implementation of the simplex function minimization routine. Zbl 1127.65036Lee, Donghoon; Wiswall, Matthew 6 2007 Mean-VaR portfolio selection under real constraints. Zbl 1206.91075Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O. 6 2011 A stochastic nonlinear regression estimator using wavelets. Zbl 0897.90068Pan, Zuohong; Wang, Xiaodi 6 1998 A computational approach to finding causal economic laws. Zbl 0973.91015Chang, I-Lok; Swamy, P. A. V. B.; Hallahan, Charles; Tavlas, George S. 6 2000 Genetic programming prediction of stock prices. Zbl 0979.91039Kaboudan, M. A. 6 2000 Bilateral trade and ‘small-world’ networks. Zbl 0996.91536Wilhite, Allen 6 2001 User-friendly parallel computations with econometric examples. Zbl 1161.91300Creel, Michael 6 2005 Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends. Zbl 0922.90026Nowman, K. B. 5 1998 The Walras algorithm: A convergent distributed implementation of general equilibrium outcomes. Zbl 0913.90033Cheng, John Q.; Wellman, Michael P. 5 1998 Implementing the double bootstrap. Zbl 0912.90058McCullough, B. D.; Vinod, H. D. 5 1998 Teaching macroeconomics with GAMS. Zbl 0915.90048Mercado, P. Ruben; Kendrick, David A.; Amman, Hans 5 1998 Smooth transition quantile capital asset pricing models with heteroscedasticity. Zbl 1282.91383Chen, Cathy W. S.; Lin, Simon; Yu, Philip L. H. 5 2012 Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan 5 2007 Minimax hedging strategy. Zbl 0824.90050Howe, M. A.; Rustem, B.; Selby, M. J. P. 5 1994 Computing solutions for large general equilibrium models using GEMPACK. Zbl 0851.90020Harrison, W. Jill; Pearson, K. R. 5 1996 Production games under uncertainty. Zbl 0943.91009Sandsmark, Maria 5 1999 Evolutionary models of bargaining: Comparing agent-based computational and analytical approaches to understanding convention evolution. Zbl 0999.91022Carpenter, Jeffrey P. 5 2002 Maximum likelihood estimation using parallel computing: An introduction to MPI. Zbl 1005.91002Swann, Christopher A. 5 2002 Computing equilibria in general equilibrium models via interior-point methods. Zbl 1056.91041Esteban-Bravo, Mercedes 5 2004 A comparison of the performance of flexible functional forms for use in applied general equilibrium modelling. Zbl 0907.90050Perroni, Carlo; Rutherford, Thomas F. 5 1998 Estimation of the bivariate stable spectral representation by the projection method. Zbl 0964.62108McCulloch, J. Huston 5 2000 A higher-order Taylor approach to simulation of stochastic forward-looking models with an application to a nonlinear Phillips curve model. Zbl 1017.91068Collard, Fabrice; Juillard, Michel 5 2001 Learning to be thoughtless: Social norms and individual computation. Zbl 0996.91557Epstein, Joshua M. 5 2001 Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix. Zbl 0893.90031Kontoghiorghes, Erricos J.; Dinenis, Elias 5 1997 Dynamics in linear Cournot duopolies with two time delays. Zbl 1282.91202Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki 5 2011 Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series. Zbl 1042.91045Kyrtsou, Catherine; Terraza, Michel 5 2003 Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. Zbl 1254.91747Itkin, Andrey; Carr, Peter 14 2012 The hitting time density for a reflected Brownian motion. Zbl 1282.60080Hu, Qin; Wang, Yongjin; Yang, Xuewei 10 2012 Smooth transition quantile capital asset pricing models with heteroscedasticity. Zbl 1282.91383Chen, Cathy W. S.; Lin, Simon; Yu, Philip L. H. 5 2012 A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing. Zbl 1254.91744Cen, Zhongdi; Le, Anbo; Xu, Aimin 4 2012 Valuation of \(N\)-stage investments under jump-diffusion processes. Zbl 1242.91003Andergassen, Rainer; Sereno, Luigi 4 2012 Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China. Zbl 1241.91143Lin, Jin-Guan; Zhuang, Qing-Yun; Huang, Chao 4 2012 Consumption utility-based pricing and timing of the option to invest with partial information. Zbl 1243.91047Yang, Jinqiang; Yang, Zhaojun 4 2012 Properties of the DGS-auction algorithm. Zbl 1243.91051Andersson, Tommy; Andersson, Christer 3 2012 Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data. Zbl 1243.91107Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan 3 2012 A numerical method for solving stochastic optimal control problems with linear control. Zbl 1242.91202Chavanasporn, Walailuck; Ewald, Christian-Oliver 2 2012 A flexible Markov chain approach for multivariate credit ratings. Zbl 1245.91097Fung, Eric S.; Siu, Tak Kuen 2 2012 What drives short rate dynamics? A functional gradient descent approach. Zbl 1242.91200Audrino, Francesco 1 2012 Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154Savin, Ivan; Winker, Peter 1 2012 Transitional dynamics in sticky-information general equilibrium models. Zbl 1242.91105Gomes, Orlando 1 2012 Classical linear-control analysis applied to business-cycle dynamics and stability. Zbl 1241.91079Wingrove, Rodney C.; Davis, Ronald E. 1 2012 Estimation of a structural stochastic volatility model of asset pricing. Zbl 1213.91166Franke, Reiner; Westerhoff, Frank 13 2011 Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map. Zbl 1247.91066Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank 13 2011 Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087Arroyo, Javier; Espínola, Rosa; Maté, Carlos 9 2011 Heuristics for deciding collectively rational consumption behavior. Zbl 1231.91293Talla Nobibon, Fabrice; Cherchye, Laurens; De Rock, Bram; Sabbe, Jeroen; Spieksma, Frits C. R. 8 2011 A class of evolutionary models for participation games with negative feedback. Zbl 1207.91018Dindo, Pietro; Tuinstra, Jan 7 2011 A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139Kneip, Alois; Simar, Léopold; Wilson, Paul W. 7 2011 Mean-VaR portfolio selection under real constraints. Zbl 1206.91075Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O. 6 2011 Dynamics in linear Cournot duopolies with two time delays. Zbl 1282.91202Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki 5 2011 Nonlinear dynamics in an OLG growth model with young and old age labour supply: the role of public health expenditure. Zbl 1282.91213Gori, Luca; Sodini, Mauro 4 2011 Border collision bifurcations in a footloose capital model with first nature firms. Zbl 1282.91199Agliari, Anna; Commendatore, Pasquale; Foroni, Ilaria; Kubin, Ingrid 4 2011 Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. Zbl 1247.91194D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 4 2011 Homoclinic and heteroclinic bifurcations in an overlapping generations model with credit market imperfection. Zbl 1282.91205Agliari, Anna; Vachadze, George 3 2011 The size and power of bootstrap tests for spatial dependence in a linear regression model. Zbl 1231.62084Lin, Kuan-Pin; Long, Zhi-He; Ou, Bianling 2 2011 Financial tools for the abatement of traffic congestion: a dynamical analysis. Zbl 1282.91243Antoci, Angelo; Galeotti, Marcello; Radi, Davide 2 2011 A nonlinear duopoly with efficient production-capacity levels. Zbl 1282.91134Lamantia, Fabio 2 2011 Eliciting preferences on multiattribute societies with a Choquet integral. Zbl 1206.91031Meyer, Patrick; Ponthière, Grégory 1 2011 Graphical methods, inductive causal inference, and econometrics: a literature review. Zbl 1214.62118Kwon, Dae-Heum; Bessler, David A. 1 2011 Credit market dynamics: a cobweb model. Zbl 1282.91200Casellina, S.; Landini, S.; Uberti, M. 1 2011 Aggregate demand, Harrod’s instability and fluctuations. Zbl 1282.91201Ferri, Piero; Fazzari, Steve; Greenberg, Edward; Variato, Anna Maria 1 2011 Transition dynamics in endogenous recombinant growth models by means of projection methods. Zbl 1282.91216Privileggi, Fabio 1 2011 A Benders decomposition method for solving stochastic complementarity problems with an application in energy. Zbl 1189.91105Gabriel, S. A.; Fuller, J. D. 11 2010 Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485De Rossi, Giuliano 7 2010 A Student-\(t\) full factor multivariate GARCH model. Zbl 1310.91147Diamantopoulos, K.; Vrontos, I. D. 4 2010 Using Chebyshev polynomials to approximate partial differential equations. Zbl 1182.93119Caporale, Guglielmo Maria; Cerrato, Mario 4 2010 International environmental agreements with asymmetric countries. Zbl 1231.91369Biancardi, Marta; Villani, Giovanni 4 2010 A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism. Zbl 1231.91292Naimzada, Ahmad K.; Tramontana, Fabio 4 2010 A “nearly ideal” solution to linear time-varying rational expectations models. Zbl 1202.91238Carravetta, Francesco; Sorge, Marco M. 3 2010 Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm. Zbl 1231.91420Zhang, Xi-li; Zhang, Wei-Guo; Xu, Wei-jun; Xiao, Wei-Lin 3 2010 The case of two self-enforcing international agreements for environmental protection with asymmetric countries. Zbl 1233.91207Osmani, Dritan; Tol, Richard S. J. 2 2010 Dynamic innovation diffusion modelling. Zbl 1195.91124Shinohara, Kazunori; Okuda, Hiroshi 2 2010 Endogenous neighborhood selection and the attainment of cooperation in a spatial prisoner’s dilemma game. Zbl 1198.91027Barr, Jason; Tassier, Troy 2 2010 A framework to determine the value of consumer consideration set information for firm pricing strategies. Zbl 1201.91063Pancras, Joseph 2 2010 What format for multi-unit multiple-bid auctions? Zbl 1201.91076Hailu, Atakelty; Thoyer, Sophie 2 2010 Partially adaptive econometric methods for regression and classification. Zbl 1233.91215Hansen, James V.; McDonald, James B.; Theodossiou, Panayiotis; Larsen, Brad J. 1 2010 How to maximize the likelihood function for a DSGE model. Zbl 1183.91092Andreasen, Martin Møller 1 2010 A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta 1 2010 Reverse shooting made easy: Automating the search for the global nonlinear saddle path. Zbl 1195.91084Atolia, Manoj; Buffie, Edward F. 5 2009 Models and simulations for portfolio rebalancing. Zbl 1188.91201Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia 5 2009 Smart forward shooting. Zbl 1170.91367Atolia, Manoj; Buffie, Edward F. 4 2009 Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation. Zbl 1161.91392Garlappi, Lorenzo; Skoulakis, Georgios 4 2009 Valuation of R&D sequential exchange options using Monte Carlo approach. Zbl 1180.91304Cortelezzi, Flavia; Villani, Giovanni 4 2009 Learning to collude tacitly on production levels by oligopolistic agents. Zbl 1170.91421Kimbrough, Steven O.; Murphy, Frederic H. 2 2009 Local and global interactions in an evolutionary resource game. Zbl 1161.91323Noailly, Joëlle; van den Bergh, Jeroen C. J. M.; Withagen, Cees A. 2 2009 Auctions and differential pricing: Optimal seller and bidder strategies in second-chance offers. Zbl 1195.91063Sun, Yu-An; Vora, Poorvi 2 2009 Block Kalman filtering for large-scale DSGE models. Zbl 1188.91175Strid, Ingvar; Walentin, Karl 2 2009 Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm. Zbl 1187.91230Kaucic, Massimiliano 2 2009 Measuring the efficiency of the intraday Forex market with a universal data compression algorithm. Zbl 1161.91467Shmilovici, Armin; Kahiri, Yoav; Ben-Gal, Irad; Hauser, Shmuel 1 2009 Particle swarm optimization algorithm for agent-based artificial markets. Zbl 1195.91098Zhang, Tong; Brorsen, B. Wade 1 2009 Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals. Zbl 1187.91082Mehlenbacher, Alan 1 2009 Modeling default data via an interactive hidden Markov model. Zbl 1195.91176Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-Min; Li, Tang; Li, Wai-Keung 1 2009 Simulation analysis using multi-agent systems for social norms. Zbl 1195.91036Nishizaki, Ichiro; Katagiri, Hideki; Oyama, Toshihisa 1 2009 Multiagent system simulations of treasury auctions. Zbl 1195.91060Mehlenbacher, Alan 1 2009 E&F Chaos: A user friendly software package for nonlinear economic dynamics. Zbl 1142.91303Diks, Cees; Hommes, Cars; Panchenko, Valentyn; van der Weide, Roy 13 2008 Numerical solution of optimal control problems with constant control delays. Zbl 1161.49032Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P. 9 2008 Solving linear rational expectations models: A horse race. Zbl 1136.91534Anderson, Gary S. 8 2008 Analysing DSGE models with global sensitivity analysis. Zbl 1136.91540Ratto, Marco 8 2008 Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369Gayle, Wayne-Roy; Richard, Jean Francois 8 2008 Continuous state dynamic programming via nonexpansive approximation. Zbl 1165.90670Stachurski, John 4 2008 A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne 4 2008 Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design. Zbl 1136.91537Hespeler, Frank 3 2008 An R&D investment game under uncertainty in real option analysis. Zbl 1142.91367Villani, Giovanni 3 2008 The interplay between two stock markets and a related foreign exchange market: A simulation approach. Zbl 1142.91717Corona, Erika; Ecca, Sabrina; Marchesi, Michele; Setzu, Alessio 3 2008 A new approach for firm value and default probability estimation beyond Merton models. Zbl 1136.91505De Giuli, Maria Elena; Fantazzini, Dean; Maggi, Mario Alessandro 2 2008 Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed 2 2008 The impact of interaction and social learning on aggregate expectations. Zbl 1136.91586Bowden, Mark; McDonald, Stuart 2 2008 Complex price dynamics in a financial market with imitation. Zbl 1142.91456Foroni, Ilaria; Agliari, Anna 2 2008 Asset pricing and productivity growth: The role of consumption scenarios. Zbl 1142.91507Böhm, Volker; Kikuchi, Tomoo; Vachadze, George 2 2008 The strategic exploitation of limited information and opportunity in networked markets. Zbl 1161.91433Ladley, Dan; Bullock, Seth 2 2008 Multi-core CPUs, clusters, and grid computing: A tutorial. Zbl 1162.68319Creel, Michael; Goffe, William L. 1 2008 Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures. Zbl 1152.91732Kiani, Khurshid M.; Kastens, Terry L. 1 2008 Network formation under cumulative advantage: Evidence from the Cambridge high-tech cluster. Zbl 1155.91461Gnutzmann, Hinnerk 1 2008 Optimal policy response with control parameter and intercept covariance. Zbl 1139.93359Gonzalez, Fidel 1 2008 The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications. Zbl 1290.62083Maki, Daiki 1 2008 Can consumer software selection code for digital cameras improve consumer performance? Zbl 1136.91510Norman, A. L.; Aberty, M.; Brehm, K.; Drake, M.; Gour, S.; Govil, C.; Gu, B.; Hart, J.; Kadiri, G. El; Ke, J.; Keyburn, S.; Kulkarni, M.; Mehta, N.; Robertson, A.; Sanghai, J.; Shah, V.; Schieck, J.; Sivakumaran, Y.; Sussman, J.; Tillmanns, C.; Yan, K.; Zahradnic, F. 1 2008 Learning agents in an artificial power exchange: Tacit collusion, market power and efficiency of two double-auction mechanisms. Zbl 1142.91369Guerci, Eric; Ivaldi, Stefano; Cincotti, Silvano 1 2008 A statistical mechanic view of macro-dynamics in economics. Zbl 1142.91710Landini, Simone; Uberti, Mariacristina 1 2008 Asset price dynamics when behavioural heterogeneity varies. Zbl 1142.91455Colucci, Domenico; Valori, Vincenzo 1 2008 A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence. Zbl 1142.91473Chiarella, Carl; Dieci, Roberto; Gardini, Laura; Sbragia, Lucia 1 2008 Modeling and simulation of an artificial stock option market. Zbl 1142.91518Ecca, Sabrina; Marchesi, Michele; Setzu, Alessio 1 2008 A correction of misstated equations in Hespeler (2008). Zbl 1161.91457Hespeler, Frank 1 2008 Approximation of jump diffusions in finance and economics. Zbl 1161.91384Bruti-Liberati, Nicola; Platen, Eckhard 12 2007 Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 11 2007 Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? Zbl 1161.91413van Binsbergen, Jules H.; Brandt, Michael W. 11 2007 Dynamic testing of wholesale power market designs: an open-source agent-based framework. Zbl 1310.91118Sun, Junjie; Tesfatsion, Leigh 9 2007 Validating and calibrating agent-based models: a case study. Zbl 1310.91116Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A. 7 2007 ...and 265 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,353 Authors 16 Zopounidis, Constantin 12 Westerhoff, Frank H. 11 Doumpos, Michael 11 Gardini, Laura 11 Östermark, Ralf 10 Chiarella, Carl 10 Hommes, Cars H. 9 Cribari-Neto, Francisco 9 Kendrick, David A. 9 Maliar, Serguei 8 D’Amico, Guglielmo 8 He, Xuezhong 8 Kontoghiorghes, Erricos John 8 Maliar, Lilia 8 Manca, Raimondo 8 Nagurney, Anna 8 Winker, Peter 7 Atolia, Manoj 7 Dieci, Roberto 7 Lux, Thomas C. H. 7 Nadarajah, Saralees 7 Radi, Davide 7 Roventini, Andrea 7 Wang, Shouyang 6 Alfarano, Simone 6 Amman, Hans M. 6 Cincotti, Silvano 6 Daniele, Patrizia 6 Dosi, Giovanni 6 Fagiolo, Giorgio 6 Kononovicius, Aleksejus 6 Naimzada, Ahmad K. 6 Rustem, Berc 6 Swamy, Paravastu A. V. B. 5 Berg, Kimmo 5 Dawid, Herbert 5 Farmer, Roger E. A. 5 Gallegati, Mauro 5 Gupta, Arjun Kumar 5 Konno, Hiroshi 5 Levendorskiĭ, Sergeĭ Zakharovich 5 Psarras, John E. 5 Simar, Léopold 5 Sorge, Marco Maria 5 Spieksma, Frits C. R. 5 Tramontana, Fabio 5 Tuinstra, Jan 5 Turnovsky, Stephen J. 5 Xidonas, Panagiotis 4 Anufriev, Mikhail 4 Avrutin, Viktor 4 Biancardi, Marta Elena 4 Chen, Xu 4 Creel, Michael 4 Demuynck, Thomas 4 Ding, Deng 4 Filobello-Nino, Uriel A. 4 Foschi, Paolo 4 Fuller, J. David 4 Gilli, Manfred 4 Han, Ai 4 Herbert, Ric D. 4 Hong, Yongmiao 4 Itkin, Andrey 4 Janssen, Jacques 4 Lei, Siulong 4 Ma, Junhai 4 Mavrotas, George 4 Meyer-Gohde, Alexander 4 Pasiouras, Fotios 4 Rutherford, Thomas F. 4 Sagastizábal, Claudia A. 4 Schmedders, Karl H. 4 Schmitt, Noemi 4 Schorfheide, Frank 4 Schweitzer, Frank 4 Semmler, Willi 4 Siu, Tak Kuen 4 Solodov, Mikhail V. 4 Stemp, Peter J. 4 Szidarovszky, Ferenc P. 4 Talla Nobibon, Fabrice 4 Tavlas, George S. 4 Tucci, Marco P. 4 Vázquez-Leal, Héctor 4 Villani, Giovanni 4 Wang, Wenfei 4 Wang, Yongjin 4 Yang, Xuewei 3 Andersson, Tommy 3 Asai, Manabu 3 Bo, Lijun 3 Boileau, Martin 3 Buffie, Edward F. 3 Cavalli, Fausto 3 Cavicchioli, Maddalena 3 Cen, Zhongdi 3 Chang, I-Lok 3 Chen, Shuheng 3 Cherchye, Laurens ...and 2,253 more Authors all top 5 Cited in 271 Journals 246 Journal of Economic Dynamics & Control 104 Computational Economics 77 European Journal of Operational Research 40 Computational Statistics and Data Analysis 35 Journal of Econometrics 34 Quantitative Finance 25 Macroeconomic Dynamics 24 Chaos, Solitons and Fractals 22 Economics Letters 19 Applied Mathematics and Computation 18 Annals of Operations Research 18 International Journal of Theoretical and Applied Finance 17 Physica A 16 Computers & Operations Research 16 Decisions in Economics and Finance 15 Journal of Mathematical Economics 14 Journal of Computational and Applied Mathematics 13 Mathematics and Computers in Simulation 12 Journal of Applied Statistics 11 Discrete Dynamics in Nature and Society 10 Journal of Economic Theory 10 Computational Statistics 10 Mathematical Problems in Engineering 10 Econometric Theory 9 Games and Economic Behavior 9 Mathematical Programming. 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