Improving credit risk assessment in P2P lending with explainable machine learning survival analysis Gero Friedrich Bone-WinkelFelix Reichenbach Original Article Open access 12 June 2024
Deep learning for quadratic hedging in incomplete jump market Nacira AgramBernt ØksendalJan Rems Original Article Open access 10 June 2024
A mean field game model of staking system Jinyan GuoQevan GuoJingguo Zhang Original Article 30 May 2024
Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models José Parra-MoyanoDaniel PartidaSomnath Mazumdar Research 01 May 2024
Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices Takeshi InudukaAkihito YokoseShunsuke Managi Original Article 19 April 2024
Learning deep news sentiment representations for macro-finance Axel Groß-Klußmann Original Article Open access 30 March 2024
Forecasting volatility with machine learning and rough volatility: example from the crypto-winter Siu Hin TangMathieu RosenbaumChao Zhou Original Article 24 March 2024
Does surveillance capitalism trigger the financial performance of information technology firms? A reflection from FAANG business models Ajithakumari Vijayappan Nair BijuA. S. AparnaN. K. Nikhil Original Article 23 April 2024 Pages: 179 - 201
Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis Parthajit KayalSumanjay Dutta Original Article 05 February 2024 Pages: 319 - 340
Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings Deborah MioriMihai Cucuringu Original Article Open access 30 January 2024 Pages: 113 - 143
Optimal trade execution in cryptocurrency markets Nils BundiChing-Lin WeiKhaldoun Khashanah Original Article Open access 24 January 2024 Pages: 283 - 318
StockTwits classified sentiment and stock returns Marc-Aurèle DivernoisDamir Filipović Original Article Open access 29 December 2023 Pages: 249 - 281
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions Philippe BergaultLouis BertucciOlivier Guéant Original Article 27 December 2023 Pages: 225 - 247
Cryptocurrency spillovers and correlations: inefficiency and co-movement Dirk G. BaurLai T. Hoang Research 13 December 2023 Pages: 203 - 224
Correction: Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements Ewelina OsowskaPiotr Wójcik Correction Open access 27 November 2023 Pages: 177 - 177
Fast approximation methods for credit portfolio risk calculations Kevin JakobJohannes ChurtThomas Worbs Original Article Open access 15 November 2023 Pages: 689 - 716
Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements Ewelina OsowskaPiotr Wójcik Original Article Open access 27 September 2023 Pages: 145 - 175
Market impact and efficiency in cryptoassets markets Emilio BarucciGiancarlo Giuffra MoncayoDaniele Marazzina Original Article Open access 16 September 2023 Pages: 519 - 562
Tokenizing assets with dividend payouts—a legally compliant and flexible design Efim ZhitomirskiyStefan SchmidMartin Walther Original Article Open access 31 August 2023 Pages: 563 - 580
A primer on the insurability of decentralized finance (DeFi) Felix Bekemeier Original Article Open access 28 August 2023 Pages: 643 - 687
Modelling the assessment of taxpayer perception on the fiscal system by a hybrid approach for the analysis of challenging data structures Ioana-Florina CoitaMaria IannarioCodruţa Mare Original Article 23 August 2023 Pages: 97 - 112
Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models Riu NaitoToshihiro Yamada Original Article 21 August 2023
Central bank digital currencies (CBDCs) and their potential impact on traditional banking and monetary policy: an initial analysis Christoph Wronka Original Article 03 August 2023 Pages: 613 - 641
The technology of decentralized finance (DeFi) Raphael AuerBernhard HaslhoferFriedhelm Victor Original Article 01 August 2023 Pages: 55 - 95
Dynamic and context-dependent stock price prediction using attention modules and news sentiment Nicole Königstein Original Article 01 August 2023 Pages: 449 - 481
Exploring investor behavior in Bitcoin: a study of the disposition effect Jürgen E. SchatzmannBernhard Haslhofer Original Article Open access 18 July 2023 Pages: 581 - 612
Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors Ioannis ChalkiadakisGareth W. PetersMatthew Ames Original Article Open access 20 July 2023 Pages: 295 - 365
What drives cryptocurrency returns? A sparse statistical jump model approach Federico P. CortesePetter N. KolmErik Lindström Original Article Open access 20 May 2023 Pages: 483 - 518
Heterogeneous tail generalized common factor modeling Simon HedigerJeffrey NäfPaweł Polak Original Article Open access 28 April 2023 Pages: 389 - 420
Digitalisation promotes adoption of soft information in SME credit evaluation: the case of Indian banks Nimbark Hardik Original Article Open access 21 April 2023 Pages: 23 - 54
Financial recommendations on Reddit, stock returns and cumulative prospect theory Felix ReichenbachMartin Walther Original Article Open access 18 April 2023 Pages: 421 - 448
Replicating market makers Guillermo AngerisAlex EvansTarun Chitra Original Article 18 April 2023 Pages: 367 - 387
Differential learning methods for solving fully nonlinear PDEs William LefebvreGrégoire LoeperHuyên Pham Original Article 15 March 2023 Pages: 183 - 229
Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors? Huei-Wen TengYu-Hsien Li Original Article 14 March 2023 Pages: 149 - 182
Deep learning algorithms for hedging with frictions Xiaofei ShiDaran XuZhanhao Zhang Original Article 08 March 2023 Pages: 113 - 147
A blockchain-based platform for trading weather derivatives Fernando Alves SilveiraSilvio Parodi de Oliveira Camilo Original Article 01 February 2023 Pages: 3 - 22
Determinants of liquidity in cryptocurrency markets J. Christopher Westland Original Article 24 January 2023 Pages: 261 - 293
Deep stochastic optimization in finance A. Max ReppenH. Mete SonerValentin Tissot-Daguette Original Article 23 December 2022 Pages: 91 - 111
Time-varying higher moments in Bitcoin Leonardo Ieracitano VieiraMárcio Poletti Laurini Original Article 23 December 2022 Pages: 231 - 260
SI women in Fintech and AI Galena PisoniAlessia PaccagniniKherbouche Meriem Editorial 20 October 2022 Pages: 263 - 264
Forecasting the term structure of commodities future prices using machine learning Mario FigueiredoYuri F. Saporito Original Article 24 September 2022 Pages: 57 - 90
Reinforcement learning with intrinsic affinity for personalized prosperity management Charl MareeChristian W. Omlin Original Article Open access 10 September 2022 Pages: 241 - 262
Persistence in daily returns of stocks with highest market capitalization in the Indian market Rupel NargunamAnanya Lahiri Original Article 09 September 2022 Pages: 341 - 374
Rejoinder for the discussed paper “Programmable money: next-generation blockchain-based conditional payments” Ingo WeberMark Staples Short Communication Open access 02 September 2022 Pages: 143 - 147
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples Andre Martins RodriguesRuimeng Hu Short Communication Open access 02 September 2022 Pages: 141 - 142
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples Valerio Poti Short Communication 02 September 2022 Pages: 139 - 140
Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples Joerg Osterrieder Short Communication Open access 02 September 2022 Pages: 137 - 138