Volume 57, Issue 1

Search all Computational Economics articles

January 2021

Special Issue: Machine Learning in Economics and Finance

Issue Editors:

Periklis Gogas,
Theophilos Papadimitriou

18 articles in this issue

Machine Learning in Economics and Finance
Periklis Gogas
Theophilos Papadimitriou
EditorialNotes 04 February 2021 Pages: 1 - 4
Gold Against the Machine
Vasilios Plakandaras
Periklis Gogas
Theophilos Papadimitriou
OriginalPaper 28 July 2020 Pages: 5 - 28
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
Elie Bouri
Konstantinos Gkillas
Christian Pierdzioch
OriginalPaper 10 August 2020 Pages: 29 - 53
Support Vector Machine Algorithms: An Application to Ship Price Forecasting
Theodore Syriopoulos
Michael Tsatsaronis
Ioannis Karamanos
OriginalPaper 28 July 2020 Pages: 55 - 87
Monitoring Liquidity Management of Banks With Recurrent Neural Networks
Ron Triepels
Hennie Daniels
Ron Berndsen
OriginalPaper 02 November 2020 Pages: 89 - 112
Modelling Stock Markets by Multi-agent Reinforcement Learning
Johann Lussange
Ivan Lazarevich
Boris Gutkin
OriginalPaper 17 August 2020 Pages: 113 - 147
Time-Varying Dictionary and the Predictive Power of FED Minutes
Luiz Renato Lima
Lucas Lúcio Godeiro
Mohammed Mohsin
OriginalPaper 28 August 2020 Pages: 149 - 181
Unemployment Rate Forecasting: A Hybrid Approach
Tanujit Chakraborty
Ashis Kumar Chakraborty
Shramana Bhattacharya
OriginalPaper 19 August 2020 Pages: 183 - 201
Explainable Machine Learning in Credit Risk Management
Niklas Bussmann
Paolo Giudici
Jochen Papenbrock
OriginalPaper Open access 25 September 2020 Pages: 203 - 216
Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting
Firat Melih Yilmaz
Ozer Arabaci
OriginalPaper 24 September 2020 Pages: 217 - 245
Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach
Jaehyun Yoon
OriginalPaper 08 October 2020 Pages: 247 - 265
The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches
Ting-Hsuan Chen
Mu-Yen Chen
Guan-Ting Du
OriginalPaper 09 November 2020 Pages: 267 - 280
A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data
Jessica Pesantez-Narvaez
Montserrat Guillen
Manuela Alcañiz
OriginalPaper 02 November 2020 Pages: 281 - 309
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market
Juvenal José Duarte
Sahudy Montenegro González
José César Cruz Jr
OriginalPaper 17 November 2020 Pages: 311 - 340
A New Scalable Bayesian Network Learning Algorithm with Applications to Economics
Michail Tsagris
OriginalPaper 29 October 2020 Pages: 341 - 367
Textual Machine Learning: An Application to Computational Economics Research
Christos Alexakis
Michael Dowling
Michael Polemis
OriginalPaper 27 November 2020 Pages: 369 - 385
Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors
Barış Soybilgen
Ege Yazgan
OriginalPaper 07 January 2021 Pages: 387 - 417
A New Hybrid Instance-Based Learning Model for Decision-Making in the P2P Lending Market
Golnoosh Babaei
Shahrooz Bamdad
OriginalPaper 07 January 2021 Pages: 419 - 432

Volume 57, Issue 1

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