Digital Finance

2019 - 2026

Current editor(s): Wolfgang Karl Härdle, Steven Kou and Min Dai

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Volume 8, issue 3, 2026

A mathematical framework for modelling CLMM dynamics in continuous time pp. 1-34

Shen-Ning Tung and Tai-Ho Wang

Optimal risk-aware interest rates for decentralized lending protocols pp. 1-33

Bastien Baude, Damien Challet and Ioane Muni Toke

Centralized–decentralized exchange funding rate arbitrage as a basis trade: risk decomposition, stress testing, and portfolio construction under venue uncertainty pp. 1-33

Edson Pindza

Stablecoins as private money: a policy agenda pp. 1-44

Hans Gersbach, Hugo van Buggenum and Sebastian Zelzner

Correction: Interest rate models in decentralised lending protocols pp. 1-1

Samuel N. Cohen, Leandro Sánchez-Betancourt and Łukasz Szpruch

An experimental study on fairness-aware machine learning for credit scoring problems pp. 1-26

Huyen Giang Thi Thu, Thang Viet Doan, Ha-Bang Ban and Tai Le Quy

Fiat versus stablecoin price integration on Kraken: triangle dislocations and correction hierarchy in BTC and ETH spot markets pp. 1-26

Frederick H. Willeboordse

Cybercrime in digital asset markets: evidence from high-frequency cryptocurrency data and implications for MiCA pp. 1-32

Azhar Mohamad

Regtech and greenwashing: a causal and heterogeneous analysis using staggered DiD, DDD, and generalized random forests pp. 1-32

Tebessi Mejda and Heni Boubaker

USDT premium as an empirical signal for crisis regime identification: evidence from the stablecoin market 2019–2026 pp. 1-32

Ngoc Quoc Huy Vo

Do spot ethereum ETFs change macroeconomic price discovery? Hourly evidence from U.S. inflation announcements pp. 1-20

Ricardo Teruel-Gutiérrez and Genoveva Aparicio Serrano

Can safe-haven assets still protect investors? Evidence from dynamic connectedness and R2-decomposed portfolio strategies pp. 1-29

Nourhaine Nefzi, İhsan Erdem Kayral, Sahar Loukil and Ahmed Jeribi

Fear, greed and bitcoin return distributions: evidence from digital asset market states pp. 1-29

András Szeberényi and Mátyás Imre Kovács

Rails, not wallets: a compression–velocity–legibility theory (CVLT) of welfare generation through public instant payment infrastructure pp. 1-24

Elamurugan Balasundaram

Uncertainty shocks and trading intensity of cryptocurrencies pp. 1-25

Chiara Oldani, Giovanni S. F. Bruno and Marcello Signorelli

BitMood: AI analysis of Bitcoin trends via Facebook emotions pp. 1-25

Alexandra Ioana Conda, Ștefan Găman, Raul Cristian Bâg, Miruna Mazurencu-Marinescu-Pele, Daniel Traian Pele and Wolfgang Karl Härdle

Crisis detection based on the Marčenko-Pastur law applied to the eigenvalue analysis of the empirical correlation matrix pp. 1-25

Arefeh Zarifian, Ludger Overbeck, Christoph Gallus and Pawel Blasiak

FinTech news sentiment and stock returns: the role of economic uncertainty pp. 1-25

Sami Al-Kharusi, Hamdi Bennasr and Bedri Kamil Onur Tas

Interest rate models in decentralised lending protocols pp. 1-22

Samuel N. Cohen, Leandro Sánchez-Betancourt and Łukasz Szpruch

Crypto-assets and the risk of money laundering pp. 1-48

Michele Manna, Irene Cesarotto and Andrea Silvestrini

Volume 8, issue 2, 2026

Algorithmic personalities and the myth of neutrality: financial behavior of large language models in investment decision-making pp. 1-21

Duang-kamol Buranasomphop, Shih-Wei Wu and Wei-Lun Chang

Ricardian-TEA: a hybrid framework for assigning legally enforceable identities to autonomous AI agents pp. 1-21

Konstantinos Sgantzos and Massimiliano Ferrara

QI-HRNN: a quantum-inspired hybrid framework for resilient currency forecasting under extreme market conditions pp. 1-40

Hoang Anh Nguyen and Nhat Hoang Bach

Sentiment-aware stock price prediction with transformer and LLM-generated formulaic alpha pp. 1-28

Qizhao Chen and Hiroaki Kawashima

Quantum-enhanced fraud detection in finance: opportunities, challenges, and future directions pp. 1-28

Aamya Pandey, Bhavna Sharma, Aanshi Bhardwaj and Savita Walia

Sentiment-aware mean-variance portfolio optimization for cryptocurrencies pp. 1-19

Qizhao Chen

Backtesting portfolio optimization: a 7-model approach to the top 5 cryptocurrencies pp. 1-19

Supriya Kumari and Pragya Singh

Anti-money laundering regulatory frameworks and decentralized finance adoption: a cross-jurisdictional analysis pp. 1-55

Olha Kovalchuk, Ruslan Shevchuk, Serhiy Banakh, Nataliia Holota, Bogdan Adamyk and Vladlena Benson

Short-term prediction of the Romanian stock market benchmark index using genetic programming pp. 1-24

Florin-Sebastian Duma and Rodica-Ioana Lung

Blockchain and the future of credit: an overview of P2P platforms and their potential impacts pp. 1-25

Andreza Ferreira da Silva, Ana Cláudia de Araújo Moxotó and Edjard de Souza Mota

Macroeconomic factors and cryptocurrency prices: an ARDL model analysis pp. 1-25

Tahir Akhtar, Md. Saiful Islam and Muhammad Abdullah

Robust financial transaction classification by deep temporal ridgelet bidirectional long short-term memory pp. 1-29

Veena Jose, V. P. Jagathy Raj and M. K. Sabu

Understanding sectoral co-movement and investor behaviour during black swan events: a study of tech and pharma stocks during the global pandemic pp. 1-23

František Pollák, Kristián Kalamen, Roman Vavrek and Mónica García-Melón

The ınfluence of the FED’s cryptocurrency-related communication strategy on cryptocurrency market fluctuations pp. 1-31

Mustafa Berk Sacar, Sinem Atici Ustalar and Selim Sanlisoy

Cryptocurrency futures forecasting and dynamic hedging: evidence from bitcoin and ether using time-varying volatility models pp. 1-38

Wongtawan Uthumrat, Napon Hongsakulvasu and Anin Rupp

Volume 8, issue 1, 2026

Social media discussion and short-horizon stock returns: evidence from a retail coordination episode pp. 1-17

Krishna Sharma, Pritam Basnet and Khem Raj Bhatt

Advancing inclusive finance through financial technology (FinTech): peer-to-peer (P2P) and digital lending as catalyst for financial inclusion pp. 1-20

Prodia Nur Kemala, Deddy Priatmodjo Koesrindartoto and Dzikri Firmansyah Hakam

Option-based pricing of secured lending in P2P crypto markets pp. 1-23

Francis Liu, Natalie Packham, Wolfgang Karl Härdle and Ramona Merkl

Explaining digital payments adoption with econometrics and explainable machine learning: cross-country evidence from a global household survey pp. 1-23

Saida Hajjaji

Mediating role to banking performance for adopting digital bank using a technology organizational environment model pp. 1-29

Chanchal Molla, Mohammad Rakibul Islam Bhuiyan, Md. Tariqul Islam and Al- Amin

The self-adaptive Cuckoo genetic algorithm for echo state networks optimization pp. 1-29

Sofia Giantsidi and Claudia Tarantola

Financial outliers in the digital cosmos: time–frequency insights into metaverse tokens pp. 1-24

Meltem Bilirer, Feyyaz Zeren, Ştefan Gherghina and Mesut Dogan

Bitcoin, U.S. stock markets, and volatility: the interaction of digital assets with traditional markets pp. 1-25

Kudbeddin Şeker and Ethem Kiliç

The proposed design of the digital euro: A critical analysis pp. 1-26

Mikolai Gütschow and Bernd Lucke

Implementing domain-specific LLMs for strategic investment decisions: a retrospective case study comparing AI and human expertise pp. 1-134

Maher Hamid

Not all cryptocurrency holders are impulsive: the case of stablecoins pp. 1-13

Mohamad El Haj and Ahmed A. Moustafa

AlphaNiftyAI: conquering the Indian stock market with AI pp. 1-28

Mayur Chhalotre, Chaithra and Biju R. Mohan

Liquidity provider position analysis and pricing in automated market making systems pp. 1-28

Grigoriy Korolev

ES-LSTM: a hybrid model for accurate time series forecasting in financial markets pp. 1-21

Vaibhav Gagneja, Mayank Gupta, Sanjay Batish, Poonam Saini and Sudesh Rani

Determinants of financial inclusion: a panel data analysis of global trends, digital finance and policy implications pp. 1-30

Ece Kozol

Adaptive bagging strategies to address concept drift and retain knowledge in fraud detection systems pp. 1-30

Santosh Iranagouda Goudar, K. K. Girish and Biswajit Bhowmik

Implied yields in liquid restaking: an empirical decomposition of market-implied risk and reward premia pp. 1-33

Faris Chaudhry

Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread pp. 1-45

Olfa El Aoun

Return and volatility spillover drivers among conventional cryptocurrencies pp. 1-39

Wafa Masmoudi Kammoun