JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C6 - Mathematical Methods and Programming (152) C63 - Computational Techniques (41)
Number of items at this level: 41.
Article
  • Achdou, Yves, Han, Jiequn, Lasry, Jean Michel, Lions, Pierre Louis, Moll, Ben (2022). Income and wealth distribution in macroeconomics: a continuous-time approach. Review of Economic Studies, 89(1), 45 - 86. https://doi.org/10.1093/restud/rdab002 picture_as_pdf
  • Amir, Gideon, Arieli, Itai, Ashkenazi-Golan, Galit, Peretz, Ron (2025). Granular DeGroot dynamics – a model for robust naive learning in social networks. Journal of Economic Theory, 223, https://doi.org/10.1016/j.jet.2024.105952 picture_as_pdf
  • Anderlini, Luca, Felli, Leonardo (1998). Describability and agency problems. European Economic Review, 42(1), 35-59. https://doi.org/10.1016/S0014-2921(96)00062-1
  • Aufiero, Sabrina, Forer, Preben, Vivo, Pierpaolo, Caccioli, Fabio, Bartolucci, Silvia (2025). Phase transitions in debt recycling. Journal of Economic Dynamics and Control, 171, https://doi.org/10.1016/j.jedc.2025.105044 picture_as_pdf
  • Benigno, Gianluca, Benigno, Pierpaolo, Nisticò, Salvatore (2013). Second-order approximation of dynamic models with time-varying risk. Journal of Economic Dynamics and Control, 37(7), 1231-1247. https://doi.org/10.1016/j.jedc.2013.03.007
  • Campiglio, Emanuele, Lamperti, Francesco, Terranova, Roberta (2024). Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. Journal of Economic Dynamics and Control, 165, https://doi.org/10.1016/j.jedc.2024.104900 picture_as_pdf
  • Cen, Zetai, Lam, Clifford (2025). Tensor time series imputation through tensor factor modelling. Journal of Econometrics, 249(Part B). https://doi.org/10.1016/j.jeconom.2025.105974 picture_as_pdf
  • Cetin, Umut, Hok, Julien (2024). Speeding up the Euler scheme for killed diffusions. Finance and Stochastics, 28(3), 663 - 707. https://doi.org/10.1007/s00780-024-00534-4 picture_as_pdf
  • Dassios, Angelos, Zhao, Hongbiao (2017). Efficient simulation of clustering jumps with CIR intensity. Operations Research, 65(6), 1494-1515. https://doi.org/10.1287/opre.2017.1640
  • Den Haan, Wouter J., De Wind, Joris (2012). Nonlinear and stable perturbation-based approximations. Journal of Economic Dynamics and Control, 36(10), 1477-1497. https://doi.org/10.1016/j.jedc.2012.05.001
  • Duan, Hongbo, Mo, Jianlei, Fan, Ying, Wang, Shouyang (2018). Achieving China's energy and climate policy targets in 2030 under multiple uncertainties. Energy Economics, 70, 45-60. https://doi.org/10.1016/j.eneco.2017.12.022
  • Ferreira, Francisco H. G., Leite, Phillippe George (2003). Meeting the millennium development goals in Brazil can microeconomic simulations help? Economía, 3(2), 235 - 271. https://doi.org/10.1353/eco.2003.0004 picture_as_pdf
  • Freije, Samuel, Bando, Rosangela, Arce, Fernanda (2006). Conditional transfers, labor supply, and poverty: microsimulating oportunidades. Economía, 7(1), 73 - 108. https://doi.org/10.1353/eco.2007.0004 picture_as_pdf
  • Gambara, Matteo, Livieri, Giulia, Pallavicini, Andrea (2025). Machine-learning regression methods for American-style path-dependent contracts. Quantitative Finance, 25(6), 895 - 918. https://doi.org/10.1080/14697688.2025.2517272 picture_as_pdf
  • Hepburn, Cameron, Ives, Matthew C., Loni, Sam, Mealy, Penny, Barbrook-Johnson, Pete, Farmer, J. Doyne, Stern, Nicholas, Stiglitz, Joseph (2025). Economic models and frameworks to guide climate policy. Oxford Review of Economic Policy, 41(2), 616 - 652. https://doi.org/10.1093/oxrep/graf020 picture_as_pdf
  • Kübler, Felix, Scheidegger, Simon (2025). Self-justified equilibria: existence and computation. Journal of the European Economic Association, https://doi.org/10.1093/jeea/jvaf062
  • Luan, Qinmeng, Hamp, James (2025). Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering. Data Science in Finance and Economics, 5(3), 387 - 418. https://doi.org/10.3934/DSFE.2025016 picture_as_pdf
  • Morton, Alec, Thomas, Ranjeeta, Smith, Peter C. (2016). Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49, 97 - 108. https://doi.org/10.1016/j.jhealeco.2016.06.001 picture_as_pdf
  • Norberg, Ragnar (2005). Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9(4), 519-537. https://doi.org/10.1007/s00780-005-0157-8
  • Norberg, Ragnar (2006). Dynamic Greeks. Insurance: Mathematics and Economics, 39(1), 123-133. https://doi.org/10.1016/j.insmatheco.2006.01.008
  • Qu, Yan, Dassios, Angelos, Zhao, Hongbiao (2023). Shot-noise cojumps: exact simulation and option pricing. Journal of the Operational Research Society, 74(3), 647 - 665. https://doi.org/10.1080/01605682.2022.2077660 picture_as_pdf
  • Simmons, Sally Sonia, Hagan Jr, John Elvis, Schack, Thomas (2025). Generative data modelling for diverse populations in Africa: insights from South Africa. Information, 16(7). https://doi.org/10.3390/info16070612 picture_as_pdf
  • de Grauwe, Paul, Gerba, Eddie (2018). The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. Journal of Economic Dynamics and Control, 91, 206-236. https://doi.org/10.1016/j.jedc.2018.02.012
  • van Basshuysen, Philippe, White, Lucie, Khosrowi, Donal, Frisch, Mathias (2021). Three ways in which pandemic models may perform a pandemic. Erasmus Journal for Philosophy and Economics, 14(1), 110 - 127. https://doi.org/10.23941/ejpe.v14i1.582 picture_as_pdf
    • Chapter
  • Algan, Yann, Allais, Olivier, Den Haan, Wouter J., Rendahl, Pontus (2013). Solving and simulating models with heterogeneous agents and aggregate uncertainty. In Schmedders, Karl, Judd, Kenneth L. (Eds.), Handbook of Computational Economics Vol. 3 (pp. 277-324). Elsevier (Firm). https://doi.org/10.1016/B978-0-444-52980-0.00006-2
    • Conference or Workshop Item
  • Nulty, Paul, Costello, Fintan J. (2010-07-15 - 2010-07-16) UCD-PN: selecting general paraphrases using conditional probability [Paper]. Proceeding SemEval '10 Proceedings of the 5th International Workshop on Semantic Evaluation, Uppsala, Sweden, SWE.
  • Nulty, Paul, Costello, Fintan J. (2009-06-01) Using lexical patterns in the Google Web 1T corpus to deduce semantic relations between nouns [Paper]. DEW '09 Proceedings of the Workshop on Semantic Evaluations: Recent Achievements and Future Directions, Boulder CO, United States, USA.
    • Working paper
  • Benigno, Gianluca, Benigno, Pierpaolo, Nisticò, Salvatore (2011). Second-order approximation of dynamic models with time-varying risk. (Financial Markets Group Discussion Papers 677). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Benigno, Gianluca, Benigno, Pierpaolo, Nisticò, Salvatore (2010). Second-order approximation of dynamic models with time-varying risk. (CEP Discussion Papers CEPDP1033). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos, Valenzuela, Marcela (2021). Dark trading and alternative execution priority rules. (Systemic Risk Centre Discussion Papers 111). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Campiglio, Emanuele, Lamperti, Francesco, Terranova, Roberta (2023). Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (Grantham Research Institute on Climate Change and the Environment Working Papers 395). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Campiglio, Emanuele, Lamperti, Francesco, Terranova, Roberta (2023). Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (CCCEP Working Paper 419). Centre for Climate Change Economics and Policy. picture_as_pdf
  • Castillo, Paul, Montoro, Carlos, Tuesta, Vicente (2007). Inflation premium and oil price volatility. (CEPDP 782). London School of Economics and Political Science. Centre for Economic Performance.
  • Clark, Andrew E., D'Ambrosio, Conchita, Gentile, Niccoló, Tkatchenko, Alexandre (2022). What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (CEP Discussion Papers 1853). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Den Haan, Wouter J., Kobielarz, Michal L., Rendahl, Pontus (2015). Exact present solution with consistent future approximation: a gridless algorithm to solve stochastic dynamic models. (CFM discussion paper series CFM-DP2015-36). Centre For Macroeconomics. picture_as_pdf
  • Grüll, Georg, Taschini, Luca (2010). A comparison of reduced-form permit price models and their empirical performances. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 33). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Oparina, Ekaterina, Kaiser, Caspar, Gentile, Niccoló, Tkatchenko, Alexandre, Clark, Andrew E., De Neve, Jan-Emmanuel, D'Ambrosio, Conchita (2022). Human wellbeing and machine learning. (CEP Discussion Papers 1863). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2012). Price discovery.
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). Data snooping, technical trading, rule performance, and the bootstrap. (Financial Markets Group Discussion Papers 303). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). The dangers of data-driven inference: the case of calender effects in stock returns. (Financial Markets Group Discussion Papers 304). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • de Grauwe, Paul, Gerba, Eddie (2015). Stock market cycles and supply side dynamics. (FinMaP working paper 45). FinMaP.