Collection
Financial Markets and Nonlinear Dynamics
In the aftermath of the 2008/2009 global financial crisis, several international capital markets experienced severe losses.
- Status
- Open for submissions
- Submission deadline
- Ongoing
Overview
Computational Economics is a multidisciplinary journal that integrates computational science with all branches in economics, to understand and solve complex economic problems.
- Presents new research on computational methods in various areas: econometrics, agent-based modeling, machine learning, and dynamic systems optimization.
- Also covers hardware and software developments, modeling languages, and more.
- Editor-in-Chief
-
- Hans M. Amman
- Journal Impact Factor
- 1.9 (2023)
- 5-year Journal Impact Factor
- 1.8 (2023)
- Submission to first decision (median)
- 6 days
- Downloads
- 303,877 (2023)
Call for papers
Latest articles
Journal updates
-
Special Issue on "Nonlinear dynamics and complex systems"
Guest Editors:
Andrea Caravaggio (University of Foggia, Italy, andrea.caravaggio@unifg.it)
Gianluca Iannucci (University of Firenze, Italy, gianluca.iannucci@unifi.it)
Mauro Sodini (University of Napoli Federico II, Italy, mauro.sodini@unina.it)
Fabio Tramontana (University of Urbino, Italy, fabio.tramontana@uniurb.it)
This Collection is closed for submissions.
Visit the Collection over here.
Journal information
- Electronic ISSN
- 1572-9974
- Print ISSN
- 0927-7099
- Abstracted and indexed in
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- ABS Academic Journal Quality Guide
- ACM Digital Library
- ANVUR
- Australian Business Deans Council (ABDC) Journal Quality List
- BFI List
- Baidu
- CLOCKSS
- CNKI
- CNPIEC
- Current Contents/Social & Behavioral Sciences
- Dimensions
- EBSCO
- ECONIS
- EconLit
- Google Scholar
- INSPEC
- Japanese Science and Technology Agency (JST)
- Naver
- OCLC WorldCat Discovery Service
- Portico
- ProQuest
- Research Papers in Economics (RePEc)
- SCImago
- SCOPUS
- Science Citation Index Expanded (SCIE)
- Social Science Citation Index
- TD Net Discovery Service
- UGC-CARE List (India)
- Wanfang
- Copyright information
-
© Springer Science+Business Media, LLC, part of Springer Nature