Collection

Special Issue on "Fintech and Decentralized Finance"

Submission status
Closed
This special issue seeks to explore recent trends and new challenges posed by the novel technologies and applications to foster innovative financial applications. The aim is to receive contributions which bridge the realms of computer science, economics and law, so as to explore the dynamic intersection of technology and finance.

On the one hand, this comprises submissions that address the technical aspects of systems, architectures, algorithms, and protocols for financial data management and analysis. This includes topics such as data science and analytics, machine learning for financial applications, data privacy and cybersecurity in financial systems, distributed ledger technologies and blockchain based solutions.

On the other hand, contributions that shed light on the benefits and challenges of the design of decentralized trading systems and financial market infrastructures are relevant. One area of increasing interest and relevance within this context is decentralized finance (DeFi). DeFi refers to a novel financial ecosystem built on blockchain and decentralized technologies, aiming to provide open, permissionless, and inclusive financial services. It encompasses a wide range of applications, including decentralized lending and borrowing, decentralized exchanges, yield farming, automated market makers and asset management, among others.

As DeFi continues to gain traction, it introduces unique opportunities and challenges that merit exploration. We encourage authors to contribute papers that delve into the technical, economic, and regulatory aspects of decentralized finance. Topics of interest may include the design and analysis of DeFi protocols, the evaluation of risks and security measures, the economic implications of DeFi systems, and the impact on traditional financial intermediaries.

Central issues and topics

Possible topics of submissions include, but are not limited to:

- Distributed systems for financial applications

- Blockchain-based systems in finance

- Decentralized Finance (DeFi)

- Centralized and Decentralized Trading Systems

- Financial market infrastructures

- Key applications for DeFi, such as Know Your Customer (KYC) and Anti Money Laundering (AML)

- Liquidity Pools and Automated Market Making (AMM)

- Security and privacy in Fintech

- Distributed (smart) systems relying on cryptocurrencies and smart contracts

- Blockchain in edge and cloud computing

- Performance optimization of blockchain and decentralized schemes

- Multi-Agent systems for modeling fintech applications and services

- Simulation and modeling techniques for DeFi and Fintech applications

- Decentralized Finance and the Metaverse

- Digital Twins for Fintech

- Machine learning and Artificial Intelligence in Fintech

- Data analysis techniques for financial applications (portfolio management, insurtech, lending, etc.)

- Applications of RegTech

- Systems for digital payment services

- Sustainability in Fintech applications

This is the fourth special issue in a series of successful special issues on Financial Technologies (FinTech) in the Electronic Markets journal. Building on the momentum and insights gained from previous editions, we continue to explore the latest advancements and challenges in the FinTech and DeFi landscape.

Submission

Electronic Markets is a Social Science Citation Index (SSCI)-listed journal (IF 8.5 in 2022) in the area of information systems. This call is open for all contributions, but also invites selected papers from the FiDeFix workshop, held in conjunction with the 43rd IEEE International Conference on Distributed Computing Systems.

We encourage original contributions with a broad range of methodological approaches, including conceptual, qualitative and quantitative research. Please also consider position papers and case studies for this special issue. All papers should fit the journal scope (for more information, see www.electronicmarkets.org/about-em/scope/) and will undergo a double-blind peer-review process. Submissions must be made via the journal’s submission system https://www.editorialmanager.com/elma/) and comply with the journal's formatting standards. Paper submissions must present original, unpublished research or experiences. The preferred average article length is approximately 10,000 words, excluding references. Instructions, templates, and general information are available at www.electronicmarkets.org/authors/general-information/. If you would like to discuss any aspect of this special issue, you may either contact the guest editors or the Editorial Office.

Keywords

Decentralized finance, financial technologies, blockchain, distributed ledger technologies, cryptocurrencies

Important Deadline

Submission deadline: December 31, 2023

References

Ali, O., Ally, M., Clutterbuck, P., & Dwivedi, Y.K. (2020). The state of play of blockchain technology in the financial services sector: A systematic literature review. International Journal of Information Management, 54, 102199. https://doi.org/10.1016/j.ijinfomgt.2020.102199.

Chen Y., & Bellavitis C., (2020) Blockchain disruption and decentralized finance: The rise of decentralized business models. Journal of Business Venturing Insights, 13, e00151, https://doi.org/10.1016/j.jbvi.2019.e00151

Dutta P., Choi T.-M., Somani S., & Butala R., (2020) Blockchain technology in supply chain operations: Applications, challenges and research opportunities.Transportation Research Part E: Logistics and Transportation Review, 142, 102067. https://doi.org/10.1016/j.tre.2020.102067

Eyal I. (2017) Blockchain Technology: Transforming Libertarian Cryptocurrency Dreams to Finance and Banking Realities. Computer, 50(9), 8048646, pp. 38–49, https://doi.org/10.1109/MC.2017.3571042

Gramlich V., Guggenberger T., Principato M., Schellinger B., & Urbach N., (2023) A multivocal literature review of decentralized finance: Current knowledge and future research avenues. Electronic Markets, 33, 11, https://doi.org/10.1007/s12525-023-00637-4

Heaton J.B., Polson N.G., & Witte J.H. (2017) Deep learning for finance: deep portfolios. Applied Stochastic Models in Business and Industry, 33(1), pp. 3–12, https://doi.org/10.1002/asmb.2209

Picasso A., Merello S., Ma Y., Oneto L., & Cambria E. (2019) Technical analysis and sentiment embeddings for market trend prediction. Expert Systems with Applications, 135, pp. 60–70, https://doi.org/10.1016/j.eswa.2019.06.014

Editors

  • Stefano Ferretti Stefano Ferretti , 

    Stefano Ferretti

    Prof. Stefano Ferretti, University of Urbino, Italy (stefano.ferretti@uniurb.it)

    Stefano Ferretti is an Associate Professor at the Department of Pure and Applied Sciences of the University of Urbino. He received the Laurea degree (summa cum laude) and a Ph.D. in Computer Science from the University of Bologna respectively in 2001 and in 2005. His current research interests include distributed systems, blockchain and DLT technologies, computer networks, complex networks, data science and mobile communications.

  • Gabriele D’Angelo Gabriele D’Angelo , 

    Gabriele D’Angelo

    Dr. Gabriele D’Angelo, University of Bologna, Italy (g.dangelo@unibo.it)

    Gabriele D’Angelo received the Laurea degree (summa cum laude) in Computer Science in 2001, and a Ph.D. in Computer Science in 2005, both from the University of Bologna, Italy. He is an Assistant Professor at the Department of Computer Science and Engineering, University of Bologna. His research interests include parallel and distributed simulation, distributed systems, online gaming and cybersecurity. Since 2011 he has been on the editorial board of the Simulation Modelling Practice and Theory (SIMPAT) journal published by Elsevier.

  • Te Bao Te Bao  &

    Te Bao

    Prof. Te Bao, Nanyang Technological University, Singapore (baote@ntu.edu.sg)

    Te Bao is an Associate Professor of Economics at the School of Social Sciences, Nanyang Technological University Singapore. He obtained his PhD from CeNDEF, University of Amsterdam. His main research interests are computational economics, behavioral finance, economics of blockchain, social media and experimental economics. He is currently an Associate Editor of Singapore Economic Review, and served as a Member of Advisory Council of the Society for Computational Economics from 2018 to 2021.

  • Luyao Zhang Luyao Zhang

    Luyao Zhang

    Prof. Luyao Zhang, Duke Kunshan University, China (luyao.zhang@dukekunshan.edu.cn)

    Luyao (Sunshine) Zhang is Assistant Professor of Economics and Senior Research Scientist at the Data Science Research Center at Duke Kunshan University (DKU). Her current research interests are at the interplay of computational science and economics around the applications of Blockchain technology. She received Ph.D. in Economics at Ohio State University, supported by Presidential Fellowship and NSF dissertation grant. She graduated from Peking University with a B.A. in Economics and a B.S. in Math and Applied Math.

Articles (1 in this collection)