Computational Economics, the official journal of the Society for Computational Economics, presents new research in a rapidly growing multidisciplinary field that uses advanced computing capabilities to understand and solve complex problems from all branches in economics. The topics of Computational Economics include computational methods in econometrics like filtering, bayesian and non-parametric approaches, markov processes and monte carlo simulation; agent based methods, machine learning, evolutionary algorithms, (neural) network modeling; computational aspects of dynamic systems, optimization, optimal control, games, equilibrium modeling; hardware and software developments, modeling languages, interfaces, symbolic processing, distributed and parallel processing. The journal publishes state of the art reports by invited authors, brief software reports, critical reviews and special issues devoted to the in-depth study of a particular topic.
Officially cited as: Comput Econ
Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns
- Journal Title
- Computational Economics
- Volume 1 / 1988 - Volume 50 / 2017
- Print ISSN
- Online ISSN
- Springer US
- Additional Links
- Industry Sectors
|Previous Title||Print ISSN||Online ISSN|
|Computer Science in Economics and Management||0921-2736||1572-9974|
To view the rest of this content please follow the download PDF link above.