Digital Finance

2019 - 2025

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

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Volume 4, issue 4, 2022

SI women in Fintech and AI pp. 263-264

Galena Pisoni, Alessia Paccagnini, Claudia Tarantola, Alessandra Tanda, Albulena Shala and Kherbouche Meriem

Green FinTech: sustainability of Bitcoin pp. 265-273

Esra Kabaklarlı

Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis pp. 275-290

A. V. Biju, Aparna Merin Mathew, P. P. Nithi Krishna and M. P. Akhil

Predicting interest rate distributions using PCA & quantile regression pp. 291-311

Rita Pimentel, Morten Risstad and Sjur Westgaard

The impact of corporate governance on the digitalization process: empirical evidence for the Romanian companies pp. 313-340

Monica Violeta Achim, Viorela-Ligia Văidean, Andrada-Ioana Sabău Popa and Lavinia-Ioana Safta

Persistence in daily returns of stocks with highest market capitalization in the Indian market pp. 341-374

Rupel Nargunam and Ananya Lahiri

Volume 4, issue 2, 2022

Programmable money: next-generation blockchain-based conditional payments pp. 109-125

Ingo Weber and Mark Staples

Discussion on: “Programmable money: next generation blockchain-based conditional payments” by Ingo Weber and Mark Staples pp. 127-131

Michael Burda

Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples pp. 133-134

Olivija Filipovska

Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples pp. 135-135

Audrius Kabasinskas

Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples pp. 137-138

Joerg Osterrieder

Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples pp. 139-140

Valerio Potì

Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples pp. 141-142

Andre Martins Rodrigues and Ruimeng Hu

Rejoinder for the discussed paper “Programmable money: next-generation blockchain-based conditional payments” pp. 143-147

Ingo Weber and Mark Staples

Indices on cryptocurrencies: an evaluation pp. 149-167

Konstantin Häusler and Hongyu Xia

Democratic (crypto-)currency issuance pp. 169-185

Hans Gersbach

Analysis of cryptocurrency connectedness based on network to transaction volume ratios pp. 187-216

Christian Hafner and Sabrine Majeri

Cryptocurrencies and stablecoins: a high-frequency analysis pp. 217-239

Emilio Barucci, Giancarlo Giuffra Moncayo and Daniele Marazzina

Reinforcement learning with intrinsic affinity for personalized prosperity management pp. 241-262

Charl Maree and Christian W. Omlin

Volume 4, issue 1, 2022

Delta force: option pricing with differential machine learning pp. 1-15

Magnus Grønnegaard Frandsen, Tobias Cramer Pedersen and Rolf Poulsen

COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic pp. 17-61

Yuting Chen, Don Bredin, Valerio Potì and Roman Matkovskyy

Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls pp. 63-88

Helmut Wasserbacher and Martin Spindler

Adaptive order flow forecasting with multiplicative error models pp. 89-108

Andrija Mihoci, Christopher Hian-Ann Ting, Meng-Jou Lu and Kainat Khowaja

Volume 3, issue 3, 2021

Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020/2021) pp. 207-208

Natalie Packham and Uwe Wystup

Accuracy of deep learning in calibrating HJM forward curves pp. 209-248

Fred Espen Benth, Nils Detering and Silvia Lavagnini

Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008–2009 pp. 249-271

Vikram Ojha and JeongHoe Lee

Cryptocurrency volatility markets pp. 273-298

Fabian Woebbeking

Special issue on Financial Forensics and Fraud Investigation in the Era of Industry 4.0 pp. 299-300

Thomas K. Dasaklis and Veni Arakelian

A blockchain-based forensic model for financial crime investigation: the embezzlement scenario pp. 301-332

Lamprini Zarpala and Fran Casino

Modeling asset allocations and a new portfolio performance score pp. 333-371

Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris and Theodore Dalamagas

Correction to: Modeling asset allocations and a new portfolio performance score pp. 373-373

Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris and Theodore Dalamagas

Volume 3, issue 2, 2021

Robo-advising: a dynamic mean-variance approach pp. 81-97

Min Dai, Hanqing Jin, Steven Kou and Yuhong Xu

CATE meets ML pp. 99-148

Daniel Jacob

Profitability of cryptocurrency Pump and Dump schemes pp. 149-167

Taro Tsuchiya

How to gauge investor behavior? A comparison of online investor sentiment measures pp. 169-204

Daniele Ballinari and Simon Behrendt

Correction to: Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008–2009 pp. 205-205

Vikram Ojha and JeongHoe Lee

Volume 3, issue 1, 2021

On cointegration and cryptocurrency dynamics pp. 1-23

Georg Keilbar and Yanfen Zhang

Contemporaneous financial intermediation pp. 25-44

Markus Merz

Evaluation of multi-asset investment strategies with digital assets pp. 45-79

Alla Petukhina and Erin Sprünken

Volume 2, issue 3, 2020

Adaptive weights clustering of research papers pp. 169-187

Larisa Adamyan, Kirill Efimov, Cathy Y. Chen and Wolfgang Härdle

A comparison of modern deep neural network architectures for energy spot price forecasting pp. 189-210

F. Cordoni

Artificial intelligence for anti-money laundering: a review and extension pp. 211-239

Jingguang Han, Yuyun Huang, Sha Liu and Kieran Towey

Forecasting S&P 500 spikes: an SVM approach pp. 241-258

Theophilos Papadimitriou, Periklis Gogas and Athanasios Fotios Athanasiou

Effects of initial coin offering characteristics on cross-listing returns pp. 259-283

André Meyer and Lennart Ante

Volume 2, issue 1, 2020

Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages pp. 1-13

Thomas Renault

Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets pp. 15-37

JeongHoe Lee and Navid Sabbaghi

Deep learning-based cryptocurrency sentiment construction pp. 39-67

Sergey Nasekin and Cathy Yi-Hsuan Chen

Forex exchange rate forecasting using deep recurrent neural networks pp. 69-96

Alexander Jakob Dautel, Wolfgang Härdle, Stefan Lessmann and Hsin-Vonn Seow

Neural networks and arbitrage in the VIX pp. 97-115

Joerg Osterrieder, Daniel Kucharczyk, Silas Rudolf and Daniel Wittwer

Could stock hedge Bitcoin risk(s) and vice versa? pp. 117-136

David Okorie

Correction to: Could stock hedge Bitcoin risk(s) and vice versa? pp. 137-142

David Okorie

Non-linear adjustment of the Bitcoin–US dollar exchange rate pp. 143-158

Wajdi Moussa, Nidhal Mgadmi, Rym Regaïeg and Abdelhafidh Othmani

COVID-19 contagion and digital finance pp. 159-167

Arianna Agosto and Paolo Giudici