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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

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...and 8 more Volumes
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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 774 more Authors

Publications by Year

Citations contained in zbMATH Open

369 Publications have been cited 1,710 times in 1,461 Documents Cited by Year
Solving linear rational expectations models. Zbl 1034.91060
Sims, Christopher A.
109
2002
Estimation of agent-based models: The case of an asymmetric herding model. Zbl 1161.91364
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
48
2005
Heterogeneous beliefs, risk and learning in a simple asset pricing model. Zbl 0999.91020
Chiarella, Carl; He, Xue-Zhong
47
2002
Production, growth and business cycles: Technical appendix. Zbl 1031.91078
King, 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 0947.91026
Zopounidis, Constantin; Doumpos, Michael
32
1999
The path integral approach to financial modeling and options pricing. Zbl 0897.90015
Linetsky, Vadim
30
1998
An application of extreme value theory for measuring financial risk. Zbl 1153.91498
Gilli, Manfred; këllezi, Evis
23
2006
Numerical schemes for investment models with singular transactions. Zbl 0824.90033
Tourin, Agnès; Zariphopoulou, Thaleia
20
1994
Computationally convenient distributional assumptions for common-value auctions. Zbl 0912.90093
Gordy, Michael B.
20
1998
Solving dynamic equilibrium models by a method of undetermined coefficients. Zbl 1019.93009
Christiano, Lawrence J.
18
2002
On the use of optimization models for portfolio selection: A review and some computational results. Zbl 0824.90016
Pardalos, Panos M.; Sandström, Mattias; Zopounidis, Costas
17
1994
Local search techniques for constrained portfolio selection problems. Zbl 1036.91026
Schaerf, Andrea
17
2002
A fast algorithm for computing integrals in function spaces: Financial applications. Zbl 0824.90013
Eydeland, A.
16
1994
Opinion dynamics driven by various ways of averaging. Zbl 1161.91478
Hegselmann, Rainer; Krause, Ulrich
16
2005
Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm. Zbl 0954.90033
Östermark, Ralf
15
1999
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. Zbl 1254.91747
Itkin, Andrey; Carr, Peter
14
2012
E&F Chaos: A user friendly software package for nonlinear economic dynamics. Zbl 1142.91303
Diks, Cees; Hommes, Cars; Panchenko, Valentyn; van der Weide, Roy
13
2008
Estimation of a structural stochastic volatility model of asset pricing. Zbl 1213.91166
Franke, Reiner; Westerhoff, Frank
13
2011
System reduction and solution algorithms for singular linear difference systems under rational expectations. Zbl 1019.93006
King, Robert G.; Watson, Mark W.
13
2002
Traders’ long-run wealth in an artificial financial market. Zbl 1062.91578
Raberto, Marco; Cincotti, Silvano; Focardi, Sergio M.; Marchesi, Michele
13
2003
Derivative asset pricing with transaction costs: an extension. Zbl 0893.90044
Perrakis, Stylianos; Lefoll, Jean
13
1997
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
12
2007
Approximation of jump diffusions in finance and economics. Zbl 1161.91384
Bruti-Liberati, Nicola; Platen, Eckhard
12
2007
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? Zbl 1161.91413
van Binsbergen, Jules H.; Brandt, Michael W.
12
2007
A Benders decomposition method for solving stochastic complementarity problems with an application in energy. Zbl 1189.91105
Gabriel, S. A.; Fuller, J. D.
12
2010
Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map. Zbl 1247.91066
Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank
12
2011
Valuation of American continuous-installment options. Zbl 1075.91018
Ciurlia, Pierangelo; Roko, Ilir
12
2005
The hitting time density for a reflected Brownian motion. Zbl 1282.60080
Hu, Qin; Wang, Yongjin; Yang, Xuewei
11
2012
Computing equilibria in stochastic finance economies. Zbl 0969.91008
Kubler, Felix; Schmedders, Karl
11
2000
The conditional probability density function for a reflected Brownian motion. Zbl 1067.60082
Veestraeten, Dirk
11
2004
Numerical solution of optimal control problems with constant control delays. Zbl 1161.49032
Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.
10
2008
An evolutionary model of endogenous business cycles. Zbl 1153.91651
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
10
2006
Self-organization of markets: An example of a computational approach. Zbl 0840.90016
Vriend, Nicolaas J.
10
1995
Dantzig-Wolfe decomposition of variational inequalities. Zbl 1161.91436
Fuller, J. David; Chung, William
10
2005
Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369
Gayle, Wayne-Roy; Richard, Jean Francois
10
2008
Using genetic algorithms to model the evolution of heterogeneous beliefs. Zbl 0918.90024
Bullard, James; Duffy, John
10
1999
Variations on the theme of Scarf’s counter-example. Zbl 1094.91040
Kumar, Alok; Shubik, Martin
10
2004
Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087
Arroyo, Javier; Espínola, Rosa; Maté, Carlos
10
2011
Parameterized expectations algorithm: how to solve for labor easily. Zbl 1125.91378
Maliar, Lilia; Maliar, Serguei
9
2005
Dynamic testing of wholesale power market designs: an open-source agent-based framework. Zbl 1310.91118
Sun, Junjie; Tesfatsion, Leigh
9
2007
Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications. Zbl 0969.91006
Galindo, J.; Tamayo, P.
9
2000
Wavelet analysis of commodity price behavior. Zbl 0897.90073
Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste
9
1998
Portfolio selection using the ADELAIS multiobjective linear programming system. Zbl 0908.90024
Zopounidis, C.; Despotis, D. K.; Kamaratou, I.
9
1998
Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process. Zbl 1059.62013
Dyrting, S.
9
2004
Algorithms for finding repeated game equilibria. Zbl 0883.90140
Cronshaw, Mark B.
9
1997
Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies. Zbl 1013.91101
Leung, Siu Fai; Yu, Shihti
9
2000
Validating and calibrating agent-based models: a case study. Zbl 1310.91116
Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A.
8
2007
Solving linear rational expectations models: A horse race. Zbl 1136.91534
Anderson, Gary S.
8
2008
Analysing DSGE models with global sensitivity analysis. Zbl 1136.91540
Ratto, Marco
8
2008
Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485
De Rossi, Giuliano
8
2010
A distributed parallel genetic algorithm for solving optimal growth models. Zbl 0840.90028
Beaumont, Paul M.; Bradshaw, Patrick T.
8
1995
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139
Kneip, Alois; Simar, Léopold; Wilson, Paul W.
8
2011
Should macroeconomic policy makers consider parameter covariances? Zbl 0939.91102
Amman, Hans M.; Kendrick, David A.
8
1999
Estimation of VAR models: computational aspects. Zbl 1013.62091
Foschi, Paolo; Kontoghiorghes, Erricos J.
8
2003
Bubbles and market crashes. Zbl 0913.90057
Youssefmir, Michael; Huberman, Bernardo A.; Hogg, Tad
8
1998
Analytical derivates of the APARCH model. Zbl 1056.62099
Laurent, Sébastien
8
2004
Heuristics for deciding collectively rational consumption behavior. Zbl 1231.91293
Talla Nobibon, Fabrice; Cherchye, Laurens; De Rock, Bram; Sabbe, Jeroen; Spieksma, Frits C. R.
8
2011
Optimized multivariate lag structure selection. Zbl 0973.91072
Winker, Peter
8
2000
Tests of long memory: a bootstrap approach. Zbl 1075.91031
Grau-Carles, Pilar
8
2005
Improving portfolio efficiency: a genetic algorithm approach. Zbl 1184.91196
Yang, Xiaolou
7
2006
Solving the neoclassical growth model with quasi-geometric discounting: a grid-based Euler-equation method. Zbl 1161.91451
Maliar, Lilia; Maliar, Serguei
7
2005
A class of evolutionary models for participation games with negative feedback. Zbl 1207.91018
Dindo, Pietro; Tuinstra, Jan
7
2011
Applied general equilibrium modeling with MPSGE as a GAMS subsystem: An overview of the modeling framework and syntax. Zbl 0951.91037
Rutherford, Thomas F.
7
1999
Analytical score for multivariate GARCH models. Zbl 1005.91082
Lucchetti, Riccardo
7
2002
Econometric and statistical computing using Ox. Zbl 1047.62119
Cribari-Neto, Francisco; Zarkos, Spyros G.
7
2003
Front-tracking finite difference methods for the valuation of American options. Zbl 0913.90022
Pantazopoulos, K. N.; Houstis, E. N.; Kortesis, S.
7
1998
Mean-VaR portfolio selection under real constraints. Zbl 1206.91075
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O.
7
2011
Off-line computation of Stackelberg solutions with the genetic algorithm. Zbl 0940.91018
Vallée, Thomas; Başar, Tamer
7
1999
Asset price dynamics among heterogeneous interacting agents. Zbl 1067.91024
Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; Palestrini, Antonio
7
2003
A computational approach to finding causal economic laws. Zbl 0973.91015
Chang, I-Lok; Swamy, P. A. V. B.; Hallahan, Charles; Tavlas, George S.
7
2000
Numerical solution of infinite-horizon optimal-control problems. Zbl 0979.91011
Kunkel, Peter; von dem Hagen, Oskar
7
2000
Genetic programming prediction of stock prices. Zbl 0979.91039
Kaboudan, M. A.
7
2000
Solving SDGE models: a new algorithm for the Sylvester equation. Zbl 1075.91030
Kameník, Ondřej
7
2005
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news. Zbl 0824.90028
Johnson, Gordon; Schneeweis, Thomas
6
1994
Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209
Becker, Stephanie; Grüne, Lars; Semmler, Willi
6
2007
A parallel implementation of the simplex function minimization routine. Zbl 1127.65036
Lee, Donghoon; Wiswall, Matthew
6
2007
An enhanced dynamic slope scaling procedure with tabu scheme for fixed charge network flow problems. Zbl 1122.90014
Kim, Dukwon; Pan, Xinyan; Pardalos, Panos M.
6
2006
User-friendly parallel computations with econometric examples. Zbl 1161.91300
Creel, Michael
6
2005
Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Zbl 0951.62052
Kontoghiorghes, Erricos J.
6
2000
A stochastic nonlinear regression estimator using wavelets. Zbl 0897.90068
Pan, Zuohong; Wang, Xiaodi
6
1998
Bilateral trade and ‘small-world’ networks. Zbl 0996.91536
Wilhite, Allen
6
2001
The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. Zbl 0934.91045
Brooks, Chris; Heravi, Saeed M.
6
1999
Estimation of the bivariate stable spectral representation by the projection method. Zbl 0964.62108
McCulloch, J. Huston
6
2000
Minimax hedging strategy. Zbl 0824.90050
Howe, M. A.; Rustem, B.; Selby, M. J. P.
5
1994
Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan
5
2007
Fast and accurate pricing of discretely monitored barrier options by numerical path integration. Zbl 1310.91146
Skaug, Christian; Naess, Arvid
5
2007
Continuous state dynamic programming via nonexpansive approximation. Zbl 1165.90670
Stachurski, John
5
2008
On the computation of stability in multiple coalition formation games. Zbl 1151.91348
Sáiz, M. Elena; Hendrix, Eligius M. T.; Olieman, Niels J.
5
2006
Computing solutions for large general equilibrium models using GEMPACK. Zbl 0851.90020
Harrison, W. Jill; Pearson, K. R.
5
1996
Dynamics in linear Cournot duopolies with two time delays. Zbl 1282.91202
Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki
5
2011
Reverse shooting made easy: Automating the search for the global nonlinear saddle path. Zbl 1195.91084
Atolia, Manoj; Buffie, Edward F.
5
2009
Valuation of R&D sequential exchange options using Monte Carlo approach. Zbl 1180.91304
Cortelezzi, Flavia; Villani, Giovanni
5
2009
Models and simulations for portfolio rebalancing. Zbl 1188.91201
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia
5
2009
Smooth transition quantile capital asset pricing models with heteroscedasticity. Zbl 1282.91383
Chen, Cathy W. S.; Lin, Simon; Yu, Philip L. H.
5
2012
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. Zbl 1247.91194
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
5
2011
Production games under uncertainty. Zbl 0943.91009
Sandsmark, Maria
5
1999
Maximum likelihood estimation using parallel computing: An introduction to MPI. Zbl 1005.91002
Swann, Christopher A.
5
2002
Evolutionary models of bargaining: Comparing agent-based computational and analytical approaches to understanding convention evolution. Zbl 0999.91022
Carpenter, Jeffrey P.
5
2002
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 1042.91045
Kyrtsou, Catherine; Terraza, Michel
5
2003
A higher-order Taylor approach to simulation of stochastic forward-looking models with an application to a nonlinear Phillips curve model. Zbl 1017.91068
Collard, Fabrice; Juillard, Michel
5
2001
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. Zbl 1254.91747
Itkin, Andrey; Carr, Peter
14
2012
The hitting time density for a reflected Brownian motion. Zbl 1282.60080
Hu, Qin; Wang, Yongjin; Yang, Xuewei
11
2012
Smooth transition quantile capital asset pricing models with heteroscedasticity. Zbl 1282.91383
Chen, 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 1254.91744
Cen, Zhongdi; Le, Anbo; Xu, Aimin
4
2012
Valuation of \(N\)-stage investments under jump-diffusion processes. Zbl 1242.91003
Andergassen, 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 1241.91143
Lin, Jin-Guan; Zhuang, Qing-Yun; Huang, Chao
4
2012
Consumption utility-based pricing and timing of the option to invest with partial information. Zbl 1243.91047
Yang, Jinqiang; Yang, Zhaojun
4
2012
Properties of the DGS-auction algorithm. Zbl 1243.91051
Andersson, 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 1243.91107
Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan
3
2012
A numerical method for solving stochastic optimal control problems with linear control. Zbl 1242.91202
Chavanasporn, Walailuck; Ewald, Christian-Oliver
2
2012
A flexible Markov chain approach for multivariate credit ratings. Zbl 1245.91097
Fung, Eric S.; Siu, Tak Kuen
2
2012
What drives short rate dynamics? A functional gradient descent approach. Zbl 1242.91200
Audrino, Francesco
1
2012
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154
Savin, Ivan; Winker, Peter
1
2012
Transitional dynamics in sticky-information general equilibrium models. Zbl 1242.91105
Gomes, Orlando
1
2012
Classical linear-control analysis applied to business-cycle dynamics and stability. Zbl 1241.91079
Wingrove, Rodney C.; Davis, Ronald E.
1
2012
Modelling the evolution of national economies based on input-output networks. Zbl 1243.91081
Duan, Wenqi
1
2012
Estimation of a structural stochastic volatility model of asset pricing. Zbl 1213.91166
Franke, Reiner; Westerhoff, Frank
13
2011
Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map. Zbl 1247.91066
Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank
12
2011
Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087
Arroyo, Javier; Espínola, Rosa; Maté, Carlos
10
2011
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139
Kneip, Alois; Simar, Léopold; Wilson, Paul W.
8
2011
Heuristics for deciding collectively rational consumption behavior. Zbl 1231.91293
Talla 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 1207.91018
Dindo, Pietro; Tuinstra, Jan
7
2011
Mean-VaR portfolio selection under real constraints. Zbl 1206.91075
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O.
7
2011
Dynamics in linear Cournot duopolies with two time delays. Zbl 1282.91202
Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki
5
2011
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. Zbl 1247.91194
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
5
2011
Nonlinear dynamics in an OLG growth model with young and old age labour supply: the role of public health expenditure. Zbl 1282.91213
Gori, Luca; Sodini, Mauro
4
2011
Border collision bifurcations in a footloose capital model with first nature firms. Zbl 1282.91199
Agliari, Anna; Commendatore, Pasquale; Foroni, Ilaria; Kubin, Ingrid
4
2011
Homoclinic and heteroclinic bifurcations in an overlapping generations model with credit market imperfection. Zbl 1282.91205
Agliari, Anna; Vachadze, George
4
2011
Financial tools for the abatement of traffic congestion: a dynamical analysis. Zbl 1282.91243
Antoci, Angelo; Galeotti, Marcello; Radi, Davide
2
2011
A nonlinear duopoly with efficient production-capacity levels. Zbl 1282.91134
Lamantia, Fabio
2
2011
The size and power of bootstrap tests for spatial dependence in a linear regression model. Zbl 1231.62084
Lin, Kuan-Pin; Long, Zhi-He; Ou, Bianling
2
2011
Credit market dynamics: a cobweb model. Zbl 1282.91200
Casellina, S.; Landini, S.; Uberti, M.
1
2011
Aggregate demand, Harrod’s instability and fluctuations. Zbl 1282.91201
Ferri, Piero; Fazzari, Steve; Greenberg, Edward; Variato, Anna Maria
1
2011
Transition dynamics in endogenous recombinant growth models by means of projection methods. Zbl 1282.91216
Privileggi, Fabio
1
2011
Graphical methods, inductive causal inference, and econometrics: a literature review. Zbl 1214.62118
Kwon, Dae-Heum; Bessler, David A.
1
2011
Eliciting preferences on multiattribute societies with a Choquet integral. Zbl 1206.91031
Meyer, Patrick; Ponthière, Grégory
1
2011
A Benders decomposition method for solving stochastic complementarity problems with an application in energy. Zbl 1189.91105
Gabriel, S. A.; Fuller, J. D.
12
2010
Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485
De Rossi, Giuliano
8
2010
Using Chebyshev polynomials to approximate partial differential equations. Zbl 1182.93119
Caporale, Guglielmo Maria; Cerrato, Mario
4
2010
International environmental agreements with asymmetric countries. Zbl 1231.91369
Biancardi, Marta; Villani, Giovanni
4
2010
A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism. Zbl 1231.91292
Naimzada, Ahmad K.; Tramontana, Fabio
4
2010
A Student-\(t\) full factor multivariate GARCH model. Zbl 1310.91147
Diamantopoulos, K.; Vrontos, I. D.
4
2010
A “nearly ideal” solution to linear time-varying rational expectations models. Zbl 1202.91238
Carravetta, Francesco; Sorge, Marco M.
3
2010
The case of two self-enforcing international agreements for environmental protection with asymmetric countries. Zbl 1233.91207
Osmani, Dritan; Tol, Richard S. J.
3
2010
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm. Zbl 1231.91420
Zhang, Xi-li; Zhang, Wei-Guo; Xu, Wei-jun; Xiao, Wei-Lin
3
2010
Dynamic innovation diffusion modelling. Zbl 1195.91124
Shinohara, Kazunori; Okuda, Hiroshi
3
2010
Endogenous neighborhood selection and the attainment of cooperation in a spatial prisoner’s dilemma game. Zbl 1198.91027
Barr, Jason; Tassier, Troy
2
2010
A framework to determine the value of consumer consideration set information for firm pricing strategies. Zbl 1201.91063
Pancras, Joseph
2
2010
What format for multi-unit multiple-bid auctions? Zbl 1201.91076
Hailu, Atakelty; Thoyer, Sophie
2
2010
Partially adaptive econometric methods for regression and classification. Zbl 1233.91215
Hansen, James V.; McDonald, James B.; Theodossiou, Panayiotis; Larsen, Brad J.
2
2010
How to maximize the likelihood function for a DSGE model. Zbl 1183.91092
Andreasen, Martin Møller
1
2010
A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta
1
2010
Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach. Zbl 1202.91270
Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron C.
1
2010
Reverse shooting made easy: Automating the search for the global nonlinear saddle path. Zbl 1195.91084
Atolia, Manoj; Buffie, Edward F.
5
2009
Valuation of R&D sequential exchange options using Monte Carlo approach. Zbl 1180.91304
Cortelezzi, Flavia; Villani, Giovanni
5
2009
Models and simulations for portfolio rebalancing. Zbl 1188.91201
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia
5
2009
Smart forward shooting. Zbl 1170.91367
Atolia, Manoj; Buffie, Edward F.
4
2009
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation. Zbl 1161.91392
Garlappi, Lorenzo; Skoulakis, Georgios
4
2009
Learning to collude tacitly on production levels by oligopolistic agents. Zbl 1170.91421
Kimbrough, Steven O.; Murphy, Frederic H.
2
2009
Auctions and differential pricing: Optimal seller and bidder strategies in second-chance offers. Zbl 1195.91063
Sun, Yu-An; Vora, Poorvi
2
2009
Block Kalman filtering for large-scale DSGE models. Zbl 1188.91175
Strid, Ingvar; Walentin, Karl
2
2009
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm. Zbl 1187.91230
Kaucic, Massimiliano
2
2009
Local and global interactions in an evolutionary resource game. Zbl 1161.91323
Noailly, Joëlle; van den Bergh, Jeroen C. J. M.; Withagen, Cees A.
2
2009
Particle swarm optimization algorithm for agent-based artificial markets. Zbl 1195.91098
Zhang, Tong; Brorsen, B. Wade
1
2009
Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals. Zbl 1187.91082
Mehlenbacher, Alan
1
2009
Measuring the efficiency of the intraday Forex market with a universal data compression algorithm. Zbl 1161.91467
Shmilovici, Armin; Kahiri, Yoav; Ben-Gal, Irad; Hauser, Shmuel
1
2009
Modeling default data via an interactive hidden Markov model. Zbl 1195.91176
Ching, 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 1195.91036
Nishizaki, Ichiro; Katagiri, Hideki; Oyama, Toshihisa
1
2009
Multiagent system simulations of treasury auctions. Zbl 1195.91060
Mehlenbacher, Alan
1
2009
E&F Chaos: A user friendly software package for nonlinear economic dynamics. Zbl 1142.91303
Diks, Cees; Hommes, Cars; Panchenko, Valentyn; van der Weide, Roy
13
2008
Numerical solution of optimal control problems with constant control delays. Zbl 1161.49032
Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.
10
2008
Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369
Gayle, Wayne-Roy; Richard, Jean Francois
10
2008
Solving linear rational expectations models: A horse race. Zbl 1136.91534
Anderson, Gary S.
8
2008
Analysing DSGE models with global sensitivity analysis. Zbl 1136.91540
Ratto, Marco
8
2008
Continuous state dynamic programming via nonexpansive approximation. Zbl 1165.90670
Stachurski, John
5
2008
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\). Zbl 1136.91564
Boutahar, Mohamed; Dufrénot, Gilles; Péguin-Feissolle, Anne
4
2008
Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design. Zbl 1136.91537
Hespeler, Frank
3
2008
An R&D investment game under uncertainty in real option analysis. Zbl 1142.91367
Villani, Giovanni
3
2008
The interplay between two stock markets and a related foreign exchange market: A simulation approach. Zbl 1142.91717
Corona, Erika; Ecca, Sabrina; Marchesi, Michele; Setzu, Alessio
3
2008
A new approach for firm value and default probability estimation beyond Merton models. Zbl 1136.91505
De Giuli, Maria Elena; Fantazzini, Dean; Maggi, Mario Alessandro
2
2008
Seasonal nonlinear long memory model for the US inflation rates. Zbl 1136.91563
Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed
2
2008
The impact of interaction and social learning on aggregate expectations. Zbl 1136.91586
Bowden, Mark; McDonald, Stuart
2
2008
Complex price dynamics in a financial market with imitation. Zbl 1142.91456
Foroni, Ilaria; Agliari, Anna
2
2008
Asset pricing and productivity growth: The role of consumption scenarios. Zbl 1142.91507
Böhm, Volker; Kikuchi, Tomoo; Vachadze, George
2
2008
The strategic exploitation of limited information and opportunity in networked markets. Zbl 1161.91433
Ladley, Dan; Bullock, Seth
2
2008
Multi-core CPUs, clusters, and grid computing: A tutorial. Zbl 1162.68319
Creel, Michael; Goffe, William L.
2
2008
Optimal policy response with control parameter and intercept covariance. Zbl 1139.93359
Gonzalez, 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 1290.62083
Maki, Daiki
1
2008
Can consumer software selection code for digital cameras improve consumer performance? Zbl 1136.91510
Norman, 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 1142.91369
Guerci, Eric; Ivaldi, Stefano; Cincotti, Silvano
1
2008
A statistical mechanic view of macro-dynamics in economics. Zbl 1142.91710
Landini, Simone; Uberti, Mariacristina
1
2008
Asset price dynamics when behavioural heterogeneity varies. Zbl 1142.91455
Colucci, Domenico; Valori, Vincenzo
1
2008
A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence. Zbl 1142.91473
Chiarella, Carl; Dieci, Roberto; Gardini, Laura; Sbragia, Lucia
1
2008
Modeling and simulation of an artificial stock option market. Zbl 1142.91518
Ecca, Sabrina; Marchesi, Michele; Setzu, Alessio
1
2008
A correction of misstated equations in Hespeler (2008). Zbl 1161.91457
Hespeler, Frank
1
2008
Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures. Zbl 1152.91732
Kiani, Khurshid M.; Kastens, Terry L.
1
2008
Network formation under cumulative advantage: Evidence from the Cambridge high-tech cluster. Zbl 1155.91461
Gnutzmann, Hinnerk
1
2008
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
12
2007
Approximation of jump diffusions in finance and economics. Zbl 1161.91384
Bruti-Liberati, Nicola; Platen, Eckhard
12
2007
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? Zbl 1161.91413
van Binsbergen, Jules H.; Brandt, Michael W.
12
2007
...and 269 more Documents
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Cited by 2,444 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 Nadarajah, Saralees
8 Nagurney, Anna
8 Winker, Peter
7 Atolia, Manoj
7 Cincotti, Silvano
7 Dieci, Roberto
7 Kononovicius, Aleksejus
7 Radi, Davide
7 Roventini, Andrea
7 Wang, Shouyang
6 Alfarano, Simone
6 Amman, Hans M.
6 Daniele, Patrizia
6 Dosi, Giovanni
6 Fagiolo, Giorgio
6 Lux, Thomas C. H.
6 Rustem, Berc
6 Simar, Léopold
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 Naimzada, Ahmad K.
5 Psarras, John E.
5 Sorge, Marco Maria
5 Spieksma, Frits C. R.
5 Tramontana, Fabio
5 Tuinstra, Jan
5 Turnovsky, Stephen J.
5 Villani, Giovanni
5 Xidonas, Panagiotis
4 Anufriev, Mikhail
4 Avrutin, Viktor
4 Biancardi, Marta Elena
4 Chang, I-Lok
4 Chen, Xu
4 Creel, Michael
4 Dang, Chuangyin
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 Roux, Alet
4 Rutherford, Thomas F.
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 Wang, Wenfei
4 Wang, Yongjin
4 Yang, Xuewei
4 Zastawniak, Tomasz
3 Andersson, Tommy
3 Asai, Manabu
3 Barreto-Souza, Wagner
3 Bo, Lijun
3 Boileau, Martin
3 Buffie, Edward F.
3 Cavalli, Fausto
3 Cavicchioli, Maddalena
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Cited in 281 Journals

248 Journal of Economic Dynamics & Control
104 Computational Economics
79 European Journal of Operational Research
40 Computational Statistics and Data Analysis
36 Physica A
35 Journal of Econometrics
34 Quantitative Finance
25 Macroeconomic Dynamics
23 Chaos, Solitons and Fractals
22 Annals of Operations Research
22 Economics Letters
20 Applied Mathematics and Computation
19 International Journal of Theoretical and Applied Finance
17 Decisions in Economics and Finance
16 Computers & Operations Research
15 Journal of Computational and Applied Mathematics
15 Journal of Mathematical Economics
14 Mathematics and Computers in Simulation
12 Journal of Applied Statistics
11 Econometric Reviews
11 Discrete Dynamics in Nature and Society
11 Econometric Theory
10 Journal of Economic Theory
10 Games and Economic Behavior
10 Computational Statistics
10 Mathematical Problems in Engineering
9 Communications in Statistics. Simulation and Computation
9 Communications in Statistics. Theory and Methods
9 Mathematical Programming. Series A. Series B
8 Journal of Global Optimization
8 Journal of Systems Science and Complexity
8 Journal of Applied Mathematics
8 Computational Management Science
7 International Journal of Computer Mathematics
7 Journal of Statistical Computation and Simulation
7 Dynamic Games and Applications
6 Computers & Mathematics with Applications
6 Journal of Mathematical Analysis and Applications
6 Automatica
6 Insurance Mathematics & Economics
6 Journal of Time Series Analysis
6 Journal of Economics
6 Computational Optimization and Applications
6 Complexity
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6 Statistical Methods and Applications
5 Artificial Intelligence
5 Kybernetes
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5 Communications in Nonlinear Science and Numerical Simulation
5 Methodology and Computing in Applied Probability
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4 Information Sciences
4 Journal of Optimization Theory and Applications
4 Metroeconomica
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Statistics & Probability Letters
4 Optimization
4 Statistical Science
4 Numerical Algorithms
4 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
4 Applied Mathematical Finance
4 Abstract and Applied Analysis
4 Optimization Methods & Software
4 Soft Computing
4 International Journal of Modern Physics C
4 Advances in Complex Systems
4 Asia-Pacific Financial Markets
4 The European Physical Journal B. Condensed Matter and Complex Systems
4 Journal of Time Series Econometrics
3 International Journal of Control
3 Metrika
3 Physics Reports
3 International Economic Review
3 Journal of the American Statistical Association
3 Journal of Multivariate Analysis
3 Optimal Control Applications & Methods
3 Cybernetics and Systems
3 Operations Research Letters
3 Stochastic Analysis and Applications
3 Asia-Pacific Journal of Operational Research
3 Applied Mathematical Modelling
3 Economic Theory
3 INFORMS Journal on Computing
3 Optimization and Engineering
3 Applied Stochastic Models in Business and Industry
3 Nonlinear Analysis. Real World Applications
3 Review of Economic Design
3 Advances in Difference Equations
3 Networks and Spatial Economics
3 Journal of Industrial and Management Optimization
3 New Mathematics and Natural Computation
3 Mathematics and Financial Economics
3 Operational Research. An International Journal
3 Journal of Probability and Statistics
3 Games
...and 181 more Journals
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Cited in 41 Fields

1,042 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
351 Statistics (62-XX)
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66 Systems theory; control (93-XX)
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6 Quantum theory (81-XX)
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