Online first articles

Articles not assigned to an issue 224 articles

1. Analyzing Stationarity in World Coffee Prices

   Authors

   • C. Flores Komatsu
   • L. A. Gil-Alana

   • Content type: OriginalPaper
   • Open Access
   • Published: 23 May 2024

   

2. Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries

   Authors

   • Oleksandr Castello
   • Marina Resta

   • Content type: OriginalPaper
   • Open Access
   • Published: 22 May 2024

   

3. Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages

   Authors

   • Riccardo Lucchetti
   • Luca Pedini

   • Content type: Correction
   • Open Access
   • Published: 18 May 2024

4. Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data

   Authors

   • Igor Sadoune
   • Marcelin Joanis
   • Andrea Lodi

   • Content type: OriginalPaper
   • Published: 18 May 2024

   

5. Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory

   Authors

   • Xiaoxiao Liu
   • Wei Wang

   • Content type: OriginalPaper
   • Published: 18 May 2024

   

6. Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model

   Authors (first, second and last of 4)

   • Siyao Wei
   • Pengfei Luo
   • Kunliang Jiang

   • Content type: OriginalPaper
   • Published: 18 May 2024

   

7. Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method

   Authors (first, second and last of 4)

   • Rakhymzhan Kazbek
   • Yogi Erlangga
   • Dongming Wei

   • Content type: OriginalPaper
   • Published: 17 May 2024

   

8. Forecasting Stock Indices: Stochastic and Artificial Neural Network Models

   Authors

   • Naman Krishna Pande
   • Arun Kumar
   • Arvind Kumar Gupta

   • Content type: OriginalPaper
   • Published: 16 May 2024

   

9. Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model

   Authors

   • Yuhe Zhao
   • Ronghua Ju

   • Content type: OriginalPaper
   • Published: 13 May 2024

   

10. Stability and Chaos of the Duopoly Model of Kopel: A Study Based on Symbolic Computations

    Authors (first, second and last of 4)

    • Xiaoliang Li
    • Kongyan Chen
    • Bo Huang

    • Content type: OriginalPaper
    • Published: 12 May 2024

    

11. Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning

    Authors (first, second and last of 4)

    • Davood Pirayesh Neghab
    • Mucahit Cevik
    • Ayse Basar

    • Content type: OriginalPaper
    • Published: 10 May 2024

    

12. An experiment with ANNs and Long-Tail Probability Ranking to Obtain Portfolios with Superior Returns

    Authors

    • Alexandre Silva de Oliveira
    • Paulo Sergio Ceretta
    • Daniel Pastorek

    • Content type: OriginalPaper
    • Published: 10 May 2024

    

13. Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm

    Authors

    • Jialu Ling
    • Ziyu Zhong
    • Helin Wei

    • Content type: OriginalPaper
    • Published: 09 May 2024

    

14. Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market

    Authors

    • Elena Farahbakhsh Touli
    • Hoang Nguyen
    • Olha Bodnar

    • Content type: OriginalPaper
    • Open Access
    • Published: 08 May 2024

    

15. Analysis of Frequent Trading Effects of Various Machine Learning Models

    Authors

    • Jiahao Chen
    • Xiaofei Li
    • Junjie Du

    • Content type: OriginalPaper
    • Published: 07 May 2024

    

16. Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis

    Authors

    • Syed Moudud-Ul-Huq
    • Md. Shahriar Rahman

    • Content type: OriginalPaper
    • Published: 05 May 2024

    

17. Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning

    Authors

    • Alexandre Momparler
    • Pedro Carmona
    • Francisco Climent

    • Content type: OriginalPaper
    • Open Access
    • Published: 04 May 2024

    

18. Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model

    Authors

    • Hongyu An
    • Boping Tian

    • Content type: OriginalPaper
    • Published: 04 May 2024

    

19. The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics

    Authors

    • Keyvan Eslami
    • Thomas Phelan

    • Content type: OriginalPaper
    • Published: 03 May 2024

    

20. Greymodels: A Shiny Package for Grey Forecasting Models in R

    Authors

    • Havisha Jahajeeah
    • Aslam A. E. F. Saib

    • Content type: OriginalPaper
    • Published: 03 May 2024

    

21. Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets

    Authors

    • Xavier Martínez-Barbero
    • Roberto Cervelló-Royo
    • Javier Ribal

    • Content type: OriginalPaper
    • Open Access
    • Published: 01 May 2024

    

22. A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function

    Authors

    • Jongwoo Choi
    • Seongil Jo
    • Jaeoh Kim

    • Content type: OriginalPaper
    • Published: 30 April 2024

    

23. Can Machine Learning Explain Alpha Generated by ESG Factors?

    Authors (first, second and last of 4)

    • Vittorio Carlei
    • Piera Cascioli
    • Donatella Furia

    • Content type: OriginalPaper
    • Open Access
    • Published: 30 April 2024

    

24. Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity

    Authors

    • Teddy Lazebnik

    • Content type: OriginalPaper
    • Open Access
    • Published: 29 April 2024

    

25. Stackelberg Solutions in an Opinion Dynamics Game with Stubborn Agents

    Authors

    • Yulia Kareeva
    • Artem Sedakov
    • Mengke Zhen

    • Content type: OriginalPaper
    • Published: 29 April 2024

    

26. A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks

    Authors

    • Mohammad Aqil Sahil
    • Meenakshi Kaushal
    • Q. M. Danish Lohani

    • Content type: OriginalPaper
    • Published: 26 April 2024

    

27. Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic

    Authors (first, second and last of 5)

    • Lynda Atil
    • Hocine Fellag
    • Clara Simón de Blas

    • Content type: Correction
    • Published: 21 April 2024

28. A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting

    Authors

    • Yameng Zhang
    • Yan Song
    • Guoliang Wei

    • Content type: OriginalPaper
    • Published: 20 April 2024

    

29. Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine

    Authors (first, second and last of 4)

    • Jian Wang
    • Wenjing Jiang
    • Wei Shao

    • Content type: OriginalPaper
    • Published: 15 April 2024

    

30. Brazilian Selic Rate Forecasting with Deep Neural Networks

    Authors

    • Rodrigo Moreira
    • Larissa Ferreira Rodrigues Moreira
    • Flávio de Oliveira Silva

    • Content type: OriginalPaper
    • Published: 15 April 2024

    

31. Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm

    Authors (first, second and last of 4)

    • Shuangshuang Fan
    • Yichao Li
    • Xiufeng Lai

    • Content type: OriginalPaper
    • Published: 13 April 2024

    

32. Can Text-Based Statistical Models Reveal Impending Banking Crises?

    Authors

    • Emile du Plessis

    • Content type: OriginalPaper
    • Open Access
    • Published: 13 April 2024

    

33. Prediction and Allocation of Stocks, Bonds, and REITs in the US Market

    Authors

    • Ana Sofia Monteiro
    • Helder Sebastião
    • Nuno Silva

    • Content type: OriginalPaper
    • Open Access
    • Published: 13 April 2024

    

34. Applying Machine Learning Algorithms to Predict the Size of the Informal Economy

    Authors

    • João Felix
    • Michel Alexandre
    • Gilberto Tadeu Lima

    • Content type: OriginalPaper
    • Published: 09 April 2024

    

35. Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices

    Authors (first, second and last of 6)

    • Changwoo Yoo
    • Soobin Kwak
    • Junseok Kim

    • Content type: OriginalPaper
    • Published: 05 April 2024

    

36. Determining Drivers of Private Equity Return with Computational Approaches

    Authors (first, second and last of 4)

    • Prosper Lamothe-Fernández
    • Eduardo García-Argüelles
    • Omar Hassani-Zerrouk

    • Content type: OriginalPaper
    • Open Access
    • Published: 03 April 2024

    

37. A Smooth Transition Autoregressive Model for Matrix-Variate Time Series

    Authors

    • Andrea Bucci

    • Content type: OriginalPaper
    • Published: 02 April 2024

    

38. Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis

    Authors

    • Emmanouil Drakonakis
    • Stelios Kotsios

    • Content type: OriginalPaper
    • Open Access
    • Published: 02 April 2024

    

39. Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers

    Authors

    • Lucas Mussoi Almeida
    • Fernanda Maria Müller
    • Marcelo Scherer Perlin

    • Content type: OriginalPaper
    • Published: 01 April 2024

    

40. Trade Friction in Two-Country HANK with Financial Friction

    Authors

    • Chenxin Zhang
    • Yujie Yang
    • Wenwen Hou

    • Content type: OriginalPaper
    • Published: 30 March 2024

    

41. A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor

    Authors

    • Román Salmerón-Gómez
    • Catalina B. García-García
    • José García-Pérez

    • Content type: OriginalPaper
    • Published: 30 March 2024

    

42. Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis

    Authors

    • P. S. Niveditha

    • Content type: OriginalPaper
    • Published: 30 March 2024

    

43. A Consolidated MCDM Framework for Overall Performance Assessment of Listed Insurance Companies Based on Ranking Strategies

    Authors

    • Özcan Işık
    • Ahmet Çalık
    • Mohsin Shabir

    • Content type: OriginalPaper
    • Open Access
    • Published: 29 March 2024

    

44. Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics

    Authors (first, second and last of 5)

    • Farwah Ali Syed
    • Kwo-Ting Fang
    • Muhammad Asif Zahoor Raja

    • Content type: OriginalPaper
    • Published: 28 March 2024

    

45. Multi-Scale Event Detection in Financial Time Series

    Authors (first, second and last of 7)

    • Diego Silva de Salles
    • Cristiane Gea
    • Eduardo Ogasawara

    • Content type: OriginalPaper
    • Published: 28 March 2024

    

46. Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes

    Authors

    • Bilal Taskin
    • Fuat Akal

    • Content type: OriginalPaper
    • Open Access
    • Published: 28 March 2024

    

47. Designing Ensemble-Based Models Using Neural Networks and Temporal Financial Profiles to Forecast Firms’ Financial Failure

    Authors

    • Philippe du Jardin

    • Content type: OriginalPaper
    • Published: 28 March 2024

    

48. Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?

    Authors (first, second and last of 4)

    • Andrés Navarro-Galera
    • Juan Lara-Rubio
    • Carlos A. Cruz Corona

    • Content type: OriginalPaper
    • Published: 27 March 2024

    

49. Standard Errors for Regression-Based Causal Effect Estimates in Economics Using Numerical Derivatives

    Authors

    • Joseph V. Terza

    • Content type: OriginalPaper
    • Published: 25 March 2024

    

50. A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation

    Authors

    • Halil Ibrahim Gunduz
    • Furkan Emirmahmutoglu
    • M. Eray Yucel

    • Content type: OriginalPaper
    • Open Access
    • Published: 24 March 2024