Digital Finance

2019 - 2026

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 8, issue 4, 2026

The naive–power law blend as a robust baseline for bitcoin price forecasting pp. 1-39

Carlos Baquero and Daniel Tinoco

A stability-validated unsupervised anomaly detection framework for identifying suspicious pre-listing trading behavior in cryptocurrency markets pp. 1-29

Gela Tsuladze, Frédérik Sinan Bernard and Marcos R. Machado

Who holds the power in DeFi? Insights from a transactional network analysis of risk and control pp. 1-40

Andry Alamsyah, Ki Anisa Zahria Salsabila and Nora Amelda Rizal

Protocol liquidity, rule-based benchmarks, and USDT yield predictability in DeFi lending pp. 1-26

Yuhang Li, Hyoung-Goo Kang and Myeongsu Choi

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

Michele Manna, Irene Cesarotto and Andrea Silvestrini

Cross-numeraire relative pricing of ethereum: data authority, market frictions, and static arbitrage bounds pp. 1-30

Hongzhe Wen

Volume 8, issue 3, 2026

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

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

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

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

Michele Manna, Irene Cesarotto and Andrea Silvestrini

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

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

Hans Gersbach, Hugo van Buggenum and Sebastian Zelzner

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

Elamurugan Balasundaram

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

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

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

Shen-Ning Tung and Tai-Ho Wang

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

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

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

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

Volume 8, issue 2, 2026

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

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

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

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

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

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

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

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

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

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

Florin-Sebastian Duma and Rodica-Ioana Lung

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

Volume 8, issue 1, 2026

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

Maher Hamid

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

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

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

Meltem Bilirer, Feyyaz Zeren, Ştefan Gherghina and Mesut Dogan

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

Wafa Masmoudi Kammoun

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

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

Mikolai Gütschow and Bernd Lucke

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

Kudbeddin Şeker and Ethem Kiliç

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

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

Faris Chaudhry

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

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

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

Mohamad El Haj and Ahmed A. Moustafa

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

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