Intelligent Systems in Accounting, Finance and Management
1992 - 2025
From John Wiley & Sons, Ltd. Bibliographic data for series maintained by Wiley Content Delivery (). Access Statistics for this journal.
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Volume 32, issue 1, 2025
- Causal Network Representations in Factor Investing

- Clint Howard, Harald Lohre and Sebastiaan Mudde
- Can Deep Learning Models Enhance the Accuracy of Agricultural Price Forecasting? Insights From India

- Ranjit Kumar Paul, Md Yeasin, C. Tamilselvi, A. K. Paul, Purushottam Sharma and Pratap S. Birthal
- Open‐Source Data‐Driven Prediction of Environmental, Social, and Governance (ESG) Ratings Using Deep Learning Techniques

- Hye Lim Lee, Jin Ho Hwang, Do Yeol Ryu and Jong Woo Kim
- Improving ETF Prediction Through Sentiment Analysis: A DeepAR and FinBERT Approach With Controlled Seed Sampling

- Waleed Soliman, Zhiyuan Chen, Colin Johnson and Sabrina Wong
- Generating Synthetic Journal‐Entry Data Using Variational Autoencoder

- Ryoki Motai, Sota Mashiko, Yuji Kawamata, Ryota Shin and Yukihiko Okada
Volume 31, issue 4, 2024
- Evaluation of the Financial Distress of Hospitals Through Machine Learning: An Application of AI in Healthcare Industry

- Nurettin Oner, Ferhat D. Zengul and Ismail Agirbas
Volume 31, issue 3, 2024
- Liquidity forecasting at corporate and subsidiary levels using machine learning

- Vinay Singh, Bhasker Choubey and Stephan Sauer
- The Technological Innovation of the Metaverse in Financial Sector: Current State, Opportunities, and Open Challenges

- Arianna D'Ulizia, Domenica Federico and Antonella Notte
Volume 31, issue 2, 2024
- Internet financial reporting disclosure index of e‐commerce businesses on social media

- Diyah Probowulan and Ardianto Ardianto
- Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model

- Zijian Shi and John Cartlidge
- Toward an extended framework of exhaust data for predictive analytics: An empirical approach

- Daniel O'Leary
- Predicting carbon and oil price returns using hybrid models based on machine and deep learning

- Jesús Molina‐Muñoz, Andrés Mora‐Valencia and Javier Perote
- Identification of fraudulent financial statements through a multi‐label classification approach

- Maria Tragouda, Michalis Doumpos and Constantin Zopounidis
Volume 31, issue 1, 2024
- An application of artificial neural networks in corporate social responsibility decision making

- Nguyen Thi Thanh Binh
- Cost‐sensitive machine learning to support startup investment decisions

- Ronald Setty, Yuval Elovici and Dafna Schwartz
- Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions

- Andrew Todd, James Bowden and Yashar Moshfeghi
- Accounting journal entries as a long‐term multivariate time series: Forecasting wholesale warehouse output

- Mario Zupan
- Nowcasting directional change in high frequency FX markets

- Edward P. K. Tsang, Shuai Ma and V. L. Raju Chinthalapati
Volume 30, issue 4, 2023
- Costs associated with exit or disposal activities: A topic modeling investigation of disclosure and market reaction pp. 173-191

- Charles P. Cullinan, Richard Holowczak, David Louton and Hakan Saraoglu
- Exploring the time‐frequency connectedness among non‐fungible tokens and developed stock markets pp. 192-207

- Wael Hemrit, Noureddine Benlagha, Racha Ben Arous and Mounira Ben Arab
- Cryptoassets: Definitions and accounting treatment under the current International Financial Reporting Standards framework pp. 208-227

- Luz Parrondo
- Using large language models to write theses and dissertations pp. 228-234

- Daniel O'Leary
Volume 30, issue 3, 2023
- Enterprise large language models: Knowledge characteristics, risks, and organizational activities pp. 113-119

- Daniel O'Leary
- An efficient graph‐based peer selection method for financial statements pp. 120-136

- Sander Noels, Simon De Ridder, Sébastien Viaene and Tijl De Bie
- Evaluating interpretable machine learning predictions for cryptocurrencies pp. 137-149

- Ahmad El Majzoub, Fethi A. Rabhi and Walayat Hussain
- Remarks on a copula‐based conditional value at risk for the portfolio problem pp. 150-170

- Andres Mauricio Molina Barreto and Naoyuki Ishimura
Volume 30, issue 2, 2023
- Neural networks for estimating Macro Asset Pricing model in football clubs pp. 57-75

- David Alaminos, Ignacio Esteban and M. Belén Salas
- Challenges of using RPA in auditing: A socio‐technical systems approach pp. 76-86

- Laila Dahabiyeh and Omar Mowafi
- Using Google Trends to track the global interest in International Financial Reporting Standards: Evidence from big data pp. 87-100

- Yuqian Zhang
- Digitization, digitalization, and digital transformation in accounting, electronic commerce, and supply chains pp. 101-110

- Daniel O'Leary
Volume 30, issue 1, 2023
- How the quality of initial coin offering white papers influences fundraising: Using security token offerings white papers as a benchmark pp. 3-18

- Shih‐Chu Chou, Zhe‐An Li, Tawei Wang and Ju‐Chun Yen
- Hedging role of stablecoins pp. 19-28

- Yosuke Kakinuma
- Predicting base station return on investment in the telecommunications industry: Machine‐learning approaches pp. 29-40

- Cihan Şahin
- An analysis of three chatbots: BlenderBot, ChatGPT and LaMDA pp. 41-54

- Daniel O'Leary
Volume 29, issue 4, 2022
- Increasing the utility of performance audit reports: Using textual analytics tools to improve government reporting pp. 201-218

- Huijue Kelly Duan, Hanxin Hu, Yangin (Ben) Yoon and Miklos Vasarhelyi
- Application and performance of data mining techniques in stock market: A review pp. 219-241

- Jasleen Kaur and Khushdeep Dharni
- Constructing a personalized recommender system for life insurance products with machine‐learning techniques pp. 242-253

- Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju‐Hyun Kim, Kyoung‐Kuk Kim, Il‐Chul Moon and Woo Chang Kim
- Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium‐sized enterprises pp. 254-281

- Lenka Papíková and Mário Papík
Volume 29, issue 3, 2022
- Enhanced financial fraud detection using cost‐sensitive cascade forest with missing value imputation pp. 133-155

- Lukui Huang, Alan Abrahams and Peter Ractham
- Multilayer‐neighbor local binary pattern for facial expression recognition pp. 156-168

- Wei‐Yen Hsu, Hsien‐Jen Hsu, Yen‐Yao Wang and Tawei Wang
- Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat pp. 169-181

- Xiaojie Xu and Yun Zhang
- Massive data language models and conversational artificial intelligence: Emerging issues pp. 182-198

- Daniel E. O’Leary
Volume 29, issue 2, 2022
- Anti‐money laundering and financial fraud detection: A systematic literature review pp. 71-85

- Lucas Schmidt Goecks, André Luis Korzenowski, Platão Gonçalves Terra Neto, Davenilcio Luiz de Souza and Taciana Mareth
- Measuring relative volatility in high‐frequency data under the directional change approach pp. 86-102

- Shengnan Li, Edward P. K. Tsang and John O'Hara
- Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH‐LSTM based Approach pp. 103-117

- Kshitij Kakade, Aswini Kumar Mishra, Kshitish Ghate and Shivang Gupta
- Towards an early warning system for sovereign defaults leveraging on machine learning methodologies pp. 118-129

- Anastasios Petropoulos, Vasilis Siakoulis and Evangelos Stavroulakis
Volume 29, issue 1, 2022
- Time‐varying neural network for stock return prediction pp. 3-18

- Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi and Richard Y. D. Xu
- A textual analysis of the US Securities and Exchange Commission's accounting and auditing enforcement releases relating to the Sarbanes–Oxley Act pp. 19-40

- Sergio Davalos and Ehsan Feroz
- Wikipedia pageviews as investors’ attention indicator for Nasdaq pp. 41-49

- Raúl Gómez‐Martínez, Carmen Orden‐Cruz and Juan Gabriel Martínez‐Navalón
- Corporate governance performance ratings with machine learning pp. 50-68

- Jan Svanberg, Tohid Ardeshiri, Isak Samsten, Peter Öhman, Presha E. Neidermeyer, Tarek Rana, Natalia Semenova and Mats Danielson
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