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zbMATH — the first resource for mathematics

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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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 Hallett, Andrew Hughes
3 Herbert, Ric D.
3 Holly, Sean
3 Hsiao, Chih-Ying
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 770 more Authors

Publications by Year

Citations contained in zbMATH Open

358 Publications have been cited 1,570 times in 1,330 Documents Cited by Year
Solving linear rational expectations models. Zbl 1034.91060
Sims, Christopher A.
101
2002
Heterogeneous beliefs, risk and learning in a simple asset pricing model. Zbl 0999.91020
Chiarella, Carl; He, Xue-Zhong
46
2002
Estimation of agent-based models: The case of an asymmetric herding model. Zbl 1161.91364
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
40
2005
Production, growth and business cycles: Technical appendix. Zbl 1031.91078
King, Robert G.; Plosser, Charles I.; Rebelo, Sergio T.
35
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
22
1998
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.
18
1998
Solving dynamic equilibrium models by a method of undetermined coefficients. Zbl 1019.93009
Christiano, Lawrence J.
17
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
16
1994
A fast algorithm for computing integrals in function spaces: Financial applications. Zbl 0824.90013
Eydeland, A.
15
1994
An application of extreme value theory for measuring financial risk. Zbl 1153.91498
Gilli, Manfred; këllezi, Evis
15
2006
Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm. Zbl 0954.90033
Östermark, Ralf
15
1999
Local search techniques for constrained portfolio selection problems. Zbl 1036.91026
Schaerf, Andrea
15
2002
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. Zbl 1254.91747
Itkin, Andrey; Carr, Peter
14
2012
Estimation of a structural stochastic volatility model of asset pricing. Zbl 1213.91166
Franke, Reiner; Westerhoff, Frank
13
2011
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
System reduction and solution algorithms for singular linear difference systems under rational expectations. Zbl 1019.93006
King, Robert G.; Watson, Mark W.
12
2002
Valuation of American continuous-installment options. Zbl 1075.91018
Ciurlia, Pierangelo; Roko, Ilir
12
2005
Approximation of jump diffusions in finance and economics. Zbl 1161.91384
Bruti-Liberati, Nicola; Platen, Eckhard
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.
11
2010
The conditional probability density function for a reflected Brownian motion. Zbl 1067.60082
Veestraeten, Dirk
11
2004
Opinion dynamics driven by various ways of averaging. Zbl 1161.91478
Hegselmann, Rainer; Krause, Ulrich
11
2005
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386
D’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 1161.91413
van Binsbergen, Jules H.; Brandt, Michael W.
11
2007
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
11
2011
Variations on the theme of Scarf’s counter-example. Zbl 1094.91040
Kumar, Alok; Shubik, Martin
10
2004
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
The hitting time density for a reflected Brownian motion. Zbl 1282.60080
Hu, Qin; Wang, Yongjin; Yang, Xuewei
10
2012
Computing equilibria in stochastic finance economies. Zbl 0969.91008
Kubler, Felix; Schmedders, Karl
10
2000
Using genetic algorithms to model the evolution of heterogeneous beliefs. Zbl 0918.90024
Bullard, James; Duffy, John
10
1999
Derivative asset pricing with transaction costs: an extension. Zbl 0893.90044
Perrakis, Stylianos; Lefoll, Jean
10
1997
Traders’ long-run wealth in an artificial financial market. Zbl 1062.91578
Raberto, Marco; Cincotti, Silvano; Focardi, Sergio M.; Marchesi, Michele
10
2003
Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process. Zbl 1059.62013
Dyrting, S.
9
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.
9
2008
An evolutionary model of endogenous business cycles. Zbl 1153.91651
Dosi, Giovanni; Fagiolo, Giorgio; Roventini, Andrea
9
2006
Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications. Zbl 0969.91006
Galindo, J.; Tamayo, P.
9
2000
Portfolio selection using the ADELAIS multiobjective linear programming system. Zbl 0908.90024
Zopounidis, C.; Despotis, D. K.; Kamaratou, I.
9
1998
Algorithms for finding repeated game equilibria. Zbl 0883.90140
Cronshaw, Mark B.
9
1997
Dynamic testing of wholesale power market designs: an open-source agent-based framework. Zbl 1310.91118
Sun, Junjie; Tesfatsion, Leigh
9
2007
A distributed parallel genetic algorithm for solving optimal growth models. Zbl 0840.90028
Beaumont, Paul M.; Bradshaw, Patrick T.
8
1995
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
Parameterized expectations algorithm: how to solve for labor easily. Zbl 1125.91378
Maliar, Lilia; Maliar, Serguei
8
2005
Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369
Gayle, Wayne-Roy; Richard, Jean Francois
8
2008
Solving linear rational expectations models: A horse race. Zbl 1136.91534
Anderson, Gary S.
8
2008
Should macroeconomic policy makers consider parameter covariances? Zbl 0939.91102
Amman, Hans M.; Kendrick, David A.
8
1999
Bubbles and market crashes. Zbl 0913.90057
Youssefmir, Michael; Huberman, Bernardo A.; Hogg, Tad
8
1998
Estimation of VAR models: computational aspects. Zbl 1013.62091
Foschi, Paolo; Kontoghiorghes, Erricos J.
8
2003
Tests of long memory: a bootstrap approach. Zbl 1075.91031
Grau-Carles, Pilar
8
2005
Wavelet analysis of commodity price behavior. Zbl 0897.90073
Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste
8
1998
Analytical derivates of the APARCH model. Zbl 1056.62099
Laurent, Sébastien
7
2004
A class of evolutionary models for participation games with negative feedback. Zbl 1207.91018
Dindo, Pietro; Tuinstra, Jan
7
2011
Analysing DSGE models with global sensitivity analysis. Zbl 1136.91540
Ratto, Marco
7
2008
Improving portfolio efficiency: a genetic algorithm approach. Zbl 1184.91196
Yang, Xiaolou
7
2006
Off-line computation of Stackelberg solutions with the genetic algorithm. Zbl 0940.91018
Vallée, Thomas; Başar, Tamer
7
1999
Optimized multivariate lag structure selection. Zbl 0973.91072
Winker, Peter
7
2000
Analytical score for multivariate GARCH models. Zbl 1005.91082
Lucchetti, Riccardo
7
2002
Front-tracking finite difference methods for the valuation of American options. Zbl 0913.90022
Pantazopoulos, K. N.; Houstis, E. N.; Kortesis, S.
7
1998
Econometric and statistical computing using Ox. Zbl 1047.62119
Cribari-Neto, Francisco; Zarkos, Spyros G.
7
2003
Solving SDGE models: a new algorithm for the Sylvester equation. Zbl 1075.91030
Kameník, Ondřej
7
2005
Asset price dynamics among heterogeneous interacting agents. Zbl 1067.91024
Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; Palestrini, Antonio
7
2003
Validating and calibrating agent-based models: a case study. Zbl 1310.91116
Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A.
7
2007
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139
Kneip, Alois; Simar, Léopold; Wilson, Paul W.
7
2011
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news. Zbl 0824.90028
Johnson, Gordon; Schneeweis, Thomas
6
1994
Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485
De Rossi, Giuliano
6
2010
Solving the neoclassical growth model with quasi-geometric discounting: a grid-based Euler-equation method. Zbl 1161.91451
Maliar, Lilia; Maliar, Serguei
6
2005
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
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
Applied general equilibrium modeling with MPSGE as a GAMS subsystem: An overview of the modeling framework and syntax. Zbl 0951.91037
Rutherford, Thomas F.
6
1999
Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies. Zbl 1013.91101
Leung, Siu Fai; Yu, Shihti
6
2000
A computational approach to finding causal economic laws. Zbl 0973.91015
Chang, I-Lok; Swamy, P. A. V. B.; Hallahan, Charles; Tavlas, George S.
6
2000
Numerical solution of infinite-horizon optimal-control problems. Zbl 0979.91011
Kunkel, Peter; von dem Hagen, Oskar
6
2000
Genetic programming prediction of stock prices. Zbl 0979.91039
Kaboudan, M. A.
6
2000
Bilateral trade and ‘small-world’ networks. Zbl 0996.91536
Wilhite, Allen
6
2001
Minimax hedging strategy. Zbl 0824.90050
Howe, M. A.; Rustem, B.; Selby, M. J. P.
5
1994
Mean-VaR portfolio selection under real constraints. Zbl 1206.91075
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O.
5
2011
Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087
Arroyo, Javier; Espínola, Rosa; Maté, Carlos
5
2011
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
Reverse shooting made easy: Automating the search for the global nonlinear saddle path. Zbl 1195.91084
Atolia, Manoj; Buffie, Edward F.
5
2009
Production games under uncertainty. Zbl 0943.91009
Sandsmark, Maria
5
1999
Estimation of the bivariate stable spectral representation by the projection method. Zbl 0964.62108
McCulloch, J. Huston
5
2000
Evolutionary models of bargaining: Comparing agent-based computational and analytical approaches to understanding convention evolution. Zbl 0999.91022
Carpenter, Jeffrey P.
5
2002
Maximum likelihood estimation using parallel computing: An introduction to MPI. Zbl 1005.91002
Swann, Christopher A.
5
2002
Computing solutions for large general equilibrium models using GEMPACK. Zbl 0851.90020
Harrison, W. Jill; Pearson, K. R.
5
1996
A comparison of the performance of flexible functional forms for use in applied general equilibrium modelling. Zbl 0907.90050
Perroni, Carlo; Rutherford, Thomas F.
5
1998
Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends. Zbl 0922.90026
Nowman, K. B.
5
1998
The Walras algorithm: A convergent distributed implementation of general equilibrium outcomes. Zbl 0913.90033
Cheng, John Q.; Wellman, Michael P.
5
1998
Implementing the double bootstrap. Zbl 0912.90058
McCullough, B. D.; Vinod, H. D.
5
1998
Teaching macroeconomics with GAMS. Zbl 0915.90048
Mercado, P. Ruben; Kendrick, David A.; Amman, Hans
5
1998
Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix. Zbl 0893.90031
Kontoghiorghes, Erricos J.; Dinenis, Elias
5
1997
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 stochastic nonlinear regression estimator using wavelets. Zbl 0897.90068
Pan, Zuohong; Wang, Xiaodi
5
1998
Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan
5
2007
Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209
Becker, Stephanie; Grüne, Lars; Semmler, Willi
5
2007
A parallel implementation of the simplex function minimization routine. Zbl 1127.65036
Lee, Donghoon; Wiswall, Matthew
5
2007
Computing equilibria in general equilibrium models via interior-point methods. Zbl 1056.91041
Esteban-Bravo, Mercedes
4
2004
Gold price, neural networks and genetic algorithm. Zbl 1056.91505
Mirmirani, Sam; Li, H. C.
4
2004
Valuation of \(N\)-stage investments under jump-diffusion processes. Zbl 1242.91003
Andergassen, Rainer; Sereno, Luigi
4
2012
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
10
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
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
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
Smooth transition quantile capital asset pricing models with heteroscedasticity. Zbl 1282.91383
Chen, Cathy W. S.; Lin, Simon; Yu, Philip L. H.
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
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
11
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
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. Zbl 1247.91139
Kneip, Alois; Simar, Léopold; Wilson, Paul W.
7
2011
Mean-VaR portfolio selection under real constraints. Zbl 1206.91075
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O.
5
2011
Different approaches to forecast interval time series: a comparison in finance. Zbl 1206.91087
Arroyo, Javier; Espínola, Rosa; Maté, Carlos
5
2011
Dynamics in linear Cournot duopolies with two time delays. Zbl 1282.91202
Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki
4
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
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
4
2011
Homoclinic and heteroclinic bifurcations in an overlapping generations model with credit market imperfection. Zbl 1282.91205
Agliari, Anna; Vachadze, George
3
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
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
Eliciting preferences on multiattribute societies with a Choquet integral. Zbl 1206.91031
Meyer, Patrick; Ponthière, Grégory
1
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
A Benders decomposition method for solving stochastic complementarity problems with an application in energy. Zbl 1189.91105
Gabriel, S. A.; Fuller, J. D.
11
2010
Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. Zbl 1231.91485
De Rossi, Giuliano
6
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
Using Chebyshev polynomials to approximate partial differential equations. Zbl 1182.93119
Caporale, Guglielmo Maria; Cerrato, Mario
4
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
A “nearly ideal” solution to linear time-varying rational expectations models. Zbl 1202.91238
Carravetta, Francesco; Sorge, Marco M.
2
2010
The case of two self-enforcing international agreements for environmental protection with asymmetric countries. Zbl 1233.91207
Osmani, Dritan; Tol, Richard S. J.
2
2010
Dynamic innovation diffusion modelling. Zbl 1195.91124
Shinohara, Kazunori; Okuda, Hiroshi
2
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.
1
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
Reverse shooting made easy: Automating the search for the global nonlinear saddle path. Zbl 1195.91084
Atolia, Manoj; Buffie, Edward F.
5
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
Smart forward shooting. Zbl 1170.91367
Atolia, Manoj; Buffie, Edward F.
4
2009
Models and simulations for portfolio rebalancing. Zbl 1188.91201
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia
4
2009
Valuation of R&D sequential exchange options using Monte Carlo approach. Zbl 1180.91304
Cortelezzi, Flavia; Villani, Giovanni
3
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
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
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
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
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.
9
2008
Numerical solutions of asymmetric, first-price, independent private values auctions. Zbl 1161.91369
Gayle, Wayne-Roy; Richard, Jean Francois
8
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
7
2008
Continuous state dynamic programming via nonexpansive approximation. Zbl 1165.90670
Stachurski, John
4
2008
Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design. Zbl 1136.91537
Hespeler, Frank
3
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
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
The strategic exploitation of limited information and opportunity in networked markets. Zbl 1161.91433
Ladley, Dan; Bullock, Seth
2
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
An R&D investment game under uncertainty in real option analysis. Zbl 1142.91367
Villani, Giovanni
2
2008
A correction of misstated equations in Hespeler (2008). Zbl 1161.91457
Hespeler, Frank
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
Multi-core CPUs, clusters, and grid computing: A tutorial. Zbl 1162.68319
Creel, Michael; Goffe, William L.
1
2008
Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures. Zbl 1152.91732
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
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
Approximation of jump diffusions in finance and economics. Zbl 1161.91384
Bruti-Liberati, Nicola; Platen, Eckhard
12
2007
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. Zbl 1161.91386
D’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 1161.91413
van Binsbergen, Jules H.; Brandt, Michael W.
11
2007
Dynamic testing of wholesale power market designs: an open-source agent-based framework. Zbl 1310.91118
Sun, Junjie; Tesfatsion, Leigh
9
2007
Validating and calibrating agent-based models: a case study. Zbl 1310.91116
Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro A.
7
2007
Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan
5
2007
Comparing accuracy of second-order approximation and dynamic programming. Zbl 1282.91209
Becker, Stephanie; Grüne, Lars; Semmler, Willi
5
2007
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Cited by 2,216 Authors

16 Zopounidis, Constantin
12 Westerhoff, Frank H.
11 Doumpos, Michael
11 Gardini, Laura
10 Chiarella, Carl
10 Hommes, Cars H.
10 Östermark, Ralf
9 Cribari-Neto, Francisco
9 Kendrick, David A.
8 D’Amico, Guglielmo
8 He, Xuezhong
8 Kontoghiorghes, Erricos John
8 Maliar, Serguei
8 Manca, Raimondo
8 Nagurney, Anna
8 Winker, Peter
7 Atolia, Manoj
7 Dieci, Roberto
7 Maliar, Lilia
7 Nadarajah, Saralees
7 Roventini, Andrea
6 Alfarano, Simone
6 Amman, Hans M.
6 Cincotti, Silvano
6 Dosi, Giovanni
6 Fagiolo, Giorgio
6 Naimzada, Ahmad K.
6 Radi, Davide
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 Lux, Thomas
5 Psarras, John E.
5 Simar, Léopold
5 Spieksma, Frits C. R.
5 Tramontana, Fabio
5 Tuinstra, Jan
5 Turnovsky, Stephen J.
5 Wang, Shouyang
5 Xidonas, Panagiotis
4 Anufriev, Mikhail
4 Avrutin, Viktor
4 Biancardi, Marta Elena
4 Chen, Xu
4 Creel, Michael
4 Daniele, Patrizia
4 Demuynck, Thomas
4 Ding, Deng
4 Filobello-Nino, Uriel A.
4 Foschi, Paolo
4 Fuller, J. David
4 Gilli, Manfred
4 Herbert, Ric D.
4 Itkin, Andrey
4 Janssen, Jacques
4 Kononovicius, Aleksejus
4 Lei, Siulong
4 Levendorskiĭ, Sergeĭ Zakharovich
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 Sorge, Marco Maria
4 Stemp, Peter J.
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 Cen, Zhongdi
3 Chang, I-Lok
3 Chen, Shuheng
3 Cherchye, Laurens
3 Corazza, Marco
3 De Rock, Bram
3 Deng, Guohe
3 Elliott, Robert James
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Cited in 260 Journals

235 Journal of Economic Dynamics & Control
104 Computational Economics
72 European Journal of Operational Research
40 Computational Statistics and Data Analysis
35 Journal of Econometrics
34 Quantitative Finance
25 Macroeconomic Dynamics
22 Economics Letters
20 Chaos, Solitons and Fractals
18 Applied Mathematics and Computation
17 International Journal of Theoretical and Applied Finance
16 Annals of Operations Research
16 Decisions in Economics and Finance
15 Journal of Mathematical Economics
15 Computers & Operations Research
14 Physica A
14 Journal of Computational and Applied Mathematics
13 Mathematics and Computers in Simulation
11 Mathematical Problems in Engineering
11 Discrete Dynamics in Nature and Society
10 Journal of Applied Statistics
10 Econometric Theory
9 Journal of Economic Theory
9 Games and Economic Behavior
9 Computational Statistics
8 Journal of Global Optimization
8 Mathematical Programming. Series A. Series B
8 Journal of Systems Science and Complexity
8 Journal of Applied Mathematics
8 Computational Management Science
7 Communications in Statistics. Simulation and Computation
7 Communications in Statistics. Theory and Methods
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 Journal of Time Series Analysis
6 Journal of Economics
6 International Journal of Computer Mathematics
6 Computational Optimization and Applications
6 Complexity
6 Chaos
5 Automatica
5 Kybernetes
5 Mathematical Social Sciences
5 Insurance Mathematics & Economics
5 Econometric Reviews
5 Mathematical and Computer Modelling
5 Mathematical Finance
5 Methodology and Computing in Applied Probability
4 Information Sciences
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4 Metroeconomica
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Optimization
4 Statistical Science
4 Numerical Algorithms
4 Linear Algebra and its Applications
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 Statistical Methods and Applications
4 The European Physical Journal B. Condensed Matter and Complex Systems
4 Journal of Theoretical Biology
4 Journal of Time Series Econometrics
3 Artificial Intelligence
3 Metrika
3 International Economic Review
3 Journal of the American Statistical Association
3 Optimal Control Applications & Methods
3 Cybernetics and Systems
3 Statistics & Probability Letters
3 Operations Research Letters
3 Stochastic Analysis and Applications
3 Asia-Pacific Journal of Operational Research
3 Statistical Papers
3 Applied Stochastic Models in Business and Industry
3 Nonlinear Analysis. Real World Applications
3 Review of Economic Design
3 Networks and Spatial Economics
3 Journal of Industrial and Management Optimization
3 New Mathematics and Natural Computation
3 Operational Research. An International Journal
3 Journal of Probability and Statistics
3 Games
3 Journal of Dynamics and Games
2 Computer Physics Communications
2 Discrete Applied Mathematics
2 International Journal of Control
2 Journal of Computational Physics
2 Physics Reports
2 Psychometrika
2 Scandinavian Journal of Statistics
2 Fuzzy Sets and Systems
2 Numerische Mathematik
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Cited in 40 Fields

961 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
310 Statistics (62-XX)
241 Operations research, mathematical programming (90-XX)
189 Numerical analysis (65-XX)
137 Probability theory and stochastic processes (60-XX)
64 Systems theory; control (93-XX)
63 Computer science (68-XX)
53 Dynamical systems and ergodic theory (37-XX)
48 Calculus of variations and optimal control; optimization (49-XX)
34 Partial differential equations (35-XX)
22 Biology and other natural sciences (92-XX)
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6 Combinatorics (05-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
6 Real functions (26-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
5 Special functions (33-XX)
5 Integral transforms, operational calculus (44-XX)
4 Integral equations (45-XX)
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