Articles

1. Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models

   • José Parra-Moyano
   • Daniel Partida
   • Somnath Mazumdar

   Research 01 May 2024

   

2. Does surveillance capitalism trigger the financial performance of information technology firms? A reflection from FAANG business models

   • Ajithakumari Vijayappan Nair Biju
   • A. S. Aparna
   • N. K. Nikhil

   Original Article 23 April 2024

   

3. Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices

   • Takeshi Inuduka
   • Akihito Yokose
   • Shunsuke Managi

   Original Article 19 April 2024

   

4. Learning deep news sentiment representations for macro-finance

   • Axel Groß-Klußmann

   Original Article Open access 30 March 2024

   

5. Forecasting volatility with machine learning and rough volatility: example from the crypto-winter

   • Siu Hin Tang
   • Mathieu Rosenbaum
   • Chao Zhou

   Original Article 24 March 2024

   

6. Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis

   • Parthajit Kayal
   • Sumanjay Dutta

   Original Article 05 February 2024

   

7. Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings

   • Deborah Miori
   • Mihai Cucuringu

   Original Article Open access 30 January 2024

   

8. Optimal trade execution in cryptocurrency markets

   • Nils Bundi
   • Ching-Lin Wei
   • Khaldoun Khashanah

   Original Article Open access 24 January 2024

   

9. StockTwits classified sentiment and stock returns

   • Marc-Aurèle Divernois
   • Damir Filipović

   Original Article Open access 29 December 2023

   

10. Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions

    • Philippe Bergault
    • Louis Bertucci
    • Olivier Guéant

    Original Article 27 December 2023

    

11. Cryptocurrency spillovers and correlations: inefficiency and co-movement

    • Dirk G. Baur
    • Lai T. Hoang

    Research 13 December 2023

    

12. Correction: Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements

    • Ewelina Osowska
    • Piotr Wójcik

    Correction Open access 27 November 2023

13. Deep PDE solution to BSDE

    • Maxim Bichuch
    • Jiahao Hou

    Original Article 18 November 2023

    

14. Fast approximation methods for credit portfolio risk calculations

    • Kevin Jakob
    • Johannes Churt
    • Thomas Worbs

    Original Article Open access 15 November 2023 Pages: 689 - 716

    

15. Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements

    • Ewelina Osowska
    • Piotr Wójcik

    Original Article Open access 27 September 2023

    

16. Market impact and efficiency in cryptoassets markets

    • Emilio Barucci
    • Giancarlo Giuffra Moncayo
    • Daniele Marazzina

    Original Article Open access 16 September 2023 Pages: 519 - 562

    

17. Tokenizing assets with dividend payouts—a legally compliant and flexible design

    • Efim Zhitomirskiy
    • Stefan Schmid
    • Martin Walther

    Original Article Open access 31 August 2023 Pages: 563 - 580

    

18. A primer on the insurability of decentralized finance (DeFi)

    • Felix Bekemeier

    Original Article Open access 28 August 2023 Pages: 643 - 687

    

19. Modelling the assessment of taxpayer perception on the fiscal system by a hybrid approach for the analysis of challenging data structures

    • Ioana-Florina Coita
    • Maria Iannario
    • Codruţa Mare

    Original Article 23 August 2023

    

20. Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models

    • Riu Naito
    • Toshihiro Yamada

    Original Article 21 August 2023

    

21. 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

22. Dynamic and context-dependent stock price prediction using attention modules and news sentiment

    • Nicole Königstein

    Original Article 01 August 2023 Pages: 449 - 481

    

23. The technology of decentralized finance (DeFi)

    • Raphael Auer
    • Bernhard Haslhofer
    • Friedhelm Victor

    Original Article 01 August 2023

    

24. Exploring investor behavior in Bitcoin: a study of the disposition effect

    • Jürgen E. Schatzmann
    • Bernhard Haslhofer

    Original Article Open access 18 July 2023 Pages: 581 - 612

    

25. Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors

    • Ioannis Chalkiadakis
    • Gareth W. Peters
    • Matthew Ames

    Original Article Open access 20 July 2023 Pages: 295 - 365

    

26. What drives cryptocurrency returns? A sparse statistical jump model approach

    • Federico P. Cortese
    • Petter N. Kolm
    • Erik Lindström

    Original Article Open access 20 May 2023 Pages: 483 - 518

    

27. Heterogeneous tail generalized common factor modeling

    • Simon Hediger
    • Jeffrey Näf
    • Paweł Polak

    Original Article Open access 28 April 2023 Pages: 389 - 420

    

28. Digitalisation promotes adoption of soft information in SME credit evaluation: the case of Indian banks

    • Nimbark Hardik

    Original Article Open access 21 April 2023

    

29. Financial recommendations on Reddit, stock returns and cumulative prospect theory

    • Felix Reichenbach
    • Martin Walther

    Original Article Open access 18 April 2023 Pages: 421 - 448

    

30. Replicating market makers

    • Guillermo Angeris
    • Alex Evans
    • Tarun Chitra

    Original Article 18 April 2023 Pages: 367 - 387

    

31. Deep Learning in Finance

    • Weinan E
    • Ruimeng Hu
    • Shige Peng

    Editorial 31 March 2023 Pages: 1 - 2

32. Differential learning methods for solving fully nonlinear PDEs

    • William Lefebvre
    • Grégoire Loeper
    • Huyên Pham

    Original Article 15 March 2023 Pages: 183 - 229

    

33. Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?

    • Huei-Wen Teng
    • Yu-Hsien Li

    Original Article 14 March 2023 Pages: 149 - 182

    

34. Deep learning algorithms for hedging with frictions

    • Xiaofei Shi
    • Daran Xu
    • Zhanhao Zhang

    Original Article 08 March 2023 Pages: 113 - 147

    

35. A blockchain-based platform for trading weather derivatives

    • Fernando Alves Silveira
    • Silvio Parodi de Oliveira Camilo

    Original Article 01 February 2023

    

36. Determinants of liquidity in cryptocurrency markets

    • J. Christopher Westland

    Original Article 24 January 2023 Pages: 261 - 293

    

37. Deep stochastic optimization in finance

    • A. Max Reppen
    • H. Mete Soner
    • Valentin Tissot-Daguette

    Original Article 23 December 2022 Pages: 91 - 111

    

38. Time-varying higher moments in Bitcoin

    • Leonardo Ieracitano Vieira
    • Márcio Poletti Laurini

    Original Article 23 December 2022 Pages: 231 - 260

    

39. SI women in Fintech and AI

    • Galena Pisoni
    • Alessia Paccagnini
    • Kherbouche Meriem

    Editorial 20 October 2022 Pages: 263 - 264

40. Forecasting the term structure of commodities future prices using machine learning

    • Mario Figueiredo
    • Yuri F. Saporito

    Original Article 24 September 2022 Pages: 57 - 90

    

41. Reinforcement learning with intrinsic affinity for personalized prosperity management

    • Charl Maree
    • Christian W. Omlin

    Original Article Open access 10 September 2022 Pages: 241 - 262

    

42. Persistence in daily returns of stocks with highest market capitalization in the Indian market

    • Rupel Nargunam
    • Ananya Lahiri

    Original Article 09 September 2022 Pages: 341 - 374

    

43. Rejoinder for the discussed paper “Programmable money: next-generation blockchain-based conditional payments”

    • Ingo Weber
    • Mark Staples

    Short Communication Open access 02 September 2022 Pages: 143 - 147

44. Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples

    • Andre Martins Rodrigues
    • Ruimeng Hu

    Short Communication Open access 02 September 2022 Pages: 141 - 142

45. 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

46. 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

47. Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples

    • Audrius Kabasinskas

    Short Communication 02 September 2022 Pages: 135 - 135

48. Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples

    • Olivija Filipovska

    Short Communication 02 September 2022 Pages: 133 - 134

49. Discussion on: “Programmable money: next generation blockchain-based conditional payments” by Ingo Weber and Mark Staples

    • Michael C. Burda

    Short Communication Open access 02 September 2022 Pages: 127 - 131

50. Programmable money: next-generation blockchain-based conditional payments

    • Ingo Weber
    • Mark Staples

    Original Article Open access 02 September 2022 Pages: 109 - 125