International Journal of Computational Economics and Econometrics
2024 Vol.14 No.1
Pages | Title and author(s) |
1-22 | Identifying trend nature in time series using autocorrelation functions and stationarity testsM. Boutahar; M. Royer-Carenzi DOI: 10.1504/IJCEE.2024.135644 |
23-41 | Machine learning-based business risk analysis for big data: a case study of PakistanMohsin Nazir; Zunaira Butt; Aneeqa Sabah; Azeema Yaseen; Anca Jurcut DOI: 10.1504/IJCEE.2024.135648 |
42-60 | Improved stock price forecasting by streamlining indicators: an approach via feature selection and classificationMohammad Javad Sheikhzadeh; Sajjad Rahmany DOI: 10.1504/IJCEE.2024.135655 |
61-80 | Structural breaks detection using step-indicator saturation technique in state-space modelFarid Zamani Che Rose; Mohd Tahir Ismail; Nur Aqilah Khadijah Rosili DOI: 10.1504/IJCEE.2024.135656 |
81-97 | American financial markets dependencies: a vine copula approachArturo Lorenzo-Valdes DOI: 10.1504/IJCEE.2024.135659 |