Boosting the Scalability of Farm-Level Models: Efficient Surrogate Modeling of Compositional Simulation Output Christian TroostJulia Parussis-KrechThomas Berger OriginalPaper Open access 30 August 2022 Pages: 721 - 759
Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap Christopher Ferrall OriginalPaper 01 August 2022 Pages: 761 - 816
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model Chinonso I. NwankwoWeizhong DaiRuihua Liu OriginalPaper 21 July 2022 Pages: 817 - 854
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations Michael Heinrich BaumannMichaela BaumannBernhard Herz OriginalPaper Open access 13 August 2022 Pages: 855 - 890
Application of Robust Control for CSR Formalization and Stakeholders Interest Sana Ben AbdallahDhafer SaidaneMihaly Petreczky OriginalPaper 25 July 2022 Pages: 891 - 934
On the Hedging of Interest Rate Margins on Bank Demand Deposits Hamza CherratJean-Luc Prigent OriginalPaper 07 August 2022 Pages: 935 - 967
On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection Stefano Ferretti OriginalPaper Open access 20 July 2022 Pages: 969 - 1005
Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets Ivo Bakota OriginalPaper Open access 26 July 2022 Pages: 1007 - 1045
Parallel Computation of Sovereign Default Models Mingzhuo DengPablo A. Guerron-QuintanaLewis Tseng OriginalPaper 20 October 2022 Pages: 1047 - 1085
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model Zili Yang OriginalPaper 17 July 2022 Pages: 1087 - 1106
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm Ahmed R. M. Alsayed OriginalPaper Open access 14 July 2022 Pages: 1107 - 1123
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors Huei-Wen Teng OriginalPaper 22 July 2022 Pages: 1125 - 1154
Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing Meihui ZhangXiangcheng Zheng OriginalPaper 23 September 2022 Pages: 1155 - 1175
A Polynomial-Affine Approximation for Dynamic Portfolio Choice Yichen ZhuMarcos Escobar-AnelMatt Davison OriginalPaper 27 July 2022 Pages: 1177 - 1213
A Novel Hybrid House Price Prediction Model Süreyya Özöğür AkyüzBirsen Eygi ErdoganPınar Karadayı Ataş OriginalPaper 16 September 2022 Pages: 1215 - 1232
Internal Rate of Return Estimation of Subsidised Projects: Conventional Approach Versus fuzzy Approach Simona HaškováPetr Fiala OriginalPaper 16 September 2022 Pages: 1233 - 1249
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets George TzagkarakisFrantz Maurer OriginalPaper 16 September 2022 Pages: 1251 - 1286
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis Zeyi FuHongli NiuWeiqing Wang OriginalPaper 11 August 2022 Pages: 1287 - 1311
An Exploration of the Fuzzy Inference System for the Daily Trading Decision and Its Performance Analysis Based on Fuzzy MCDM Methods C. VeeramaniR. VenugopalS. Muruganandan OriginalPaper 28 November 2022 Pages: 1313 - 1340
A Novel Financial Forecasting Approach Using Deep Learning Framework Yunus Santur OriginalPaper 14 June 2023 Pages: 1341 - 1392
