Vol. 1 No. 2 (2026): International Journal of Economic Research and Exact Sciences

Articles

• Machine Learning-Enhanced Time Series Forecasting for Macroeconomic Variables: A Comparative Evaluation of Deep Learning, Gradient Boosting, and Traditional Econometric Approaches

  Harold Whitmore Kensington, Elizabeth Grantham Ashworth, Nathaniel Fitzpatrick Hollingsworth (Author)

  1-11

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• Behavioral Finance and Investor Sentiment: Empirical Evidence from Retail Trading Data on Meme Stocks, Options Volume, and Social Media Discourse

  Jonathan Ashcroft Winterbourne, Rebecca Marchetti Van Buren, Marcus Chesterfield Beaumont (Author)

  12-21

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• Statistical Physics Approaches to Financial Market Volatility: Power Laws, Multifractal Scaling, and Agent-Based Models of High-Frequency Trading Dynamics

  Isabella Kensington Whitfield, Alexander Pemberton Grantham, Sophia Ellsworth Ashford (Author)

  22-32

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• Bayesian Econometric Methods for Central Bank Policy Analysis: Time-Varying Parameter VAR, Stochastic Volatility, and Prior Specification for Monetary Policy Transmission

  Sebastian Wellington Fothergill, Charlotte Harrington Wickersham, Rupert Beauchamp Ashcroft (Author)

  33-43

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• Mathematical Optimization for Portfolio Selection Under Uncertainty: Robust, Distributionally Robust, and Machine Learning-Enhanced Approaches to Modern Portfolio Theory

  Ingigo Salazar-Villanueva, Carmen Requena-Fuensalida, Fernando Aguilar-Zubizarreta (Author)

  44-51

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• Agro-Entrepreneurship and Innovation in Emerging Economies: A Review and Future Research Agenda

  Ojogbo Leonard Unodimma (Author)

  52-60

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