Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 1123, doi. 10.1007/s10614-017-9660-1
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2018 AND VI 51 AND IP 4
Results: 17
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Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 1097, doi. 10.1007/s10614-017-9659-7
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- Publication type:
- Article
3
Information and Efficiency in Thin Buyer-Seller Markets over Random Networks.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 1069, doi. 10.1007/s10614-017-9658-8
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- Article
4
Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 1033, doi. 10.1007/s10614-017-9657-9
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- Publication type:
- Article
5
A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 1021, doi. 10.1007/s10614-017-9656-x
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- Publication type:
- Article
6
Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 991, doi. 10.1007/s10614-017-9655-y
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- Publication type:
- Article
7
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 973, doi. 10.1007/s10614-017-9654-z
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- Publication type:
- Article
8
Finite Difference Method for the Black-Scholes Equation Without Boundary Conditions.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 961, doi. 10.1007/s10614-017-9653-0
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- Publication type:
- Article
9
A New Predictive Measure Using Agent-Based Behavioral Finance.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 941, doi. 10.1007/s10614-017-9652-1
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- Publication type:
- Article
10
Short-Term Price Overreactions: Identification, Testing, Exploitation.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 913, doi. 10.1007/s10614-017-9651-2
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- Publication type:
- Article
11
Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 893, doi. 10.1007/s10614-017-9650-3
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- Publication type:
- Article
12
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 865, doi. 10.1007/s10614-017-9649-9
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- Publication type:
- Article
13
Network Topology and Systemically Important Firms in the Interfirm Credit Network.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 847, doi. 10.1007/s10614-017-9648-x
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- Publication type:
- Article
14
Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 821, doi. 10.1007/s10614-016-9643-7
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- Publication type:
- Article
15
DEA-Based Piecewise Linear Discriminant Analysis.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 809, doi. 10.1007/s10614-016-9642-8
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- Publication type:
- Article
16
Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 761, doi. 10.1007/s10614-016-9640-x
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- Publication type:
- Article
17
Dynamics Evolution of Trading Strategies of Investors in Financial Market.
- Published in:
- Computational Economics, 2018, v. 51, n. 4, p. 743, doi. 10.1007/s10614-016-9639-3
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- Publication type:
- Article