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Rational Spectral Collocation Method for Solving Black-Scholes and Heston Equations Yangyang WangXunxiang GuoKe Wang OriginalPaper 18 June 2024
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Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets Min ZhuYuping SongXin Zheng OriginalPaper 15 June 2024
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Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM Ming Kang OriginalPaper 12 June 2024
Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models Giovanni AngeliniLuca FanelliMarco M. Sorge OriginalPaper Open access 11 June 2024
Evaluation of International Monetary Policy Coordination: Evidence from Machine Learning Algorithms Ufuk CanOmur SaltikSuleyman Degirmen OriginalPaper 07 June 2024
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup Shogo Fukui OriginalPaper 06 June 2024
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps Yong ChenLiangliang Li OriginalPaper 05 June 2024
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Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach Arthur Emanuel de Oliveira CarosiaAna Estela Antunes da SilvaGuilherme Palermo Coelho OriginalPaper 01 June 2024
On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso Alejandro García-FigalAlejandro Lage-CastellanosR. Mulet OriginalPaper 31 May 2024
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Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition Serdar Arslan OriginalPaper Open access 28 May 2024
PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price Mehmet SarıkoçMete Celik OriginalPaper Open access 28 May 2024
Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives Lina Song OriginalPaper 26 May 2024
In Memoriam David A. Kendrick (1937–2024) Hans AmmanRuben MercadoBerç Rustem EditorialNotes 25 May 2024 Pages: 1697 - 1704
On a Black–Scholes American Call Option Model Morteza GarshasbiShadi Malek Bagomghaleh OriginalPaper 25 May 2024
A Hybrid Multi-population Optimization Algorithm for Global Optimization and Its Application on Stock Market Prediction Ali AlizadehFarhad Soleimanian GharehchopoghAhmad Jafarian OriginalPaper 24 May 2024
Analyzing Stationarity in World Coffee Prices C. Flores KomatsuL. A. Gil-Alana OriginalPaper Open access 23 May 2024
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries Oleksandr CastelloMarina Resta OriginalPaper Open access 22 May 2024
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Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory Xiaoxiao LiuWei Wang OriginalPaper 18 May 2024
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model Siyao WeiPengfei LuoKunliang Jiang OriginalPaper 18 May 2024
Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method Rakhymzhan KazbekYogi ErlanggaDongming Wei OriginalPaper 17 May 2024
Forecasting Stock Indices: Stochastic and Artificial Neural Network Models Naman Krishna PandeArun KumarArvind Kumar Gupta OriginalPaper 16 May 2024
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model Yuhe ZhaoRonghua Ju OriginalPaper 13 May 2024
Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations Xiaoliang LiKongyan ChenBo Huang OriginalPaper 12 May 2024
Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning Davood Pirayesh NeghabMucahit CevikAyse Basar OriginalPaper 10 May 2024
An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns Alexandre Silva de OliveiraPaulo Sergio CerettaDaniel Pastorek OriginalPaper 10 May 2024
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm Jialu LingZiyu ZhongHelin Wei OriginalPaper 09 May 2024
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market Elena Farahbakhsh TouliHoang NguyenOlha Bodnar OriginalPaper Open access 08 May 2024
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Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning Alexandre MomparlerPedro CarmonaFrancisco Climent OriginalPaper Open access 04 May 2024
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model Hongyu AnBoping Tian OriginalPaper 04 May 2024
The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics Keyvan EslamiThomas Phelan OriginalPaper 03 May 2024
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Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets Xavier Martínez-BarberoRoberto Cervelló-RoyoJavier Ribal OriginalPaper Open access 01 May 2024
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function Jongwoo ChoiSeongil JoJaeoh Kim OriginalPaper 30 April 2024
Can Machine Learning Explain Alpha Generated by ESG Factors? Vittorio CarleiPiera CascioliDonatella Furia OriginalPaper Open access 30 April 2024
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity Teddy Lazebnik OriginalPaper Open access 29 April 2024
Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents Yulia KareevaArtem SedakovMengke Zhen OriginalPaper 29 April 2024
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks Mohammad Aqil SahilMeenakshi KaushalQ. M. Danish Lohani OriginalPaper 26 April 2024
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic Lynda AtilHocine FellagClara Simón de Blas Correction 21 April 2024
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting Yameng ZhangYan SongGuoliang Wei OriginalPaper 20 April 2024
Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine Jian WangWenjing JiangWei Shao OriginalPaper 15 April 2024
Brazilian Selic Rate Forecasting with Deep Neural Networks Rodrigo MoreiraLarissa Ferreira Rodrigues MoreiraFlávio de Oliveira Silva OriginalPaper 15 April 2024