Economics at your fingertips  

Intelligent Systems in Accounting, Finance and Management

1992 - 2022

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 29, issue 1, 2022

Time‐varying neural network for stock return prediction pp. 3-18 Downloads
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 Downloads
Sergio Davalos and Ehsan Feroz
Wikipedia pageviews as investors’ attention indicator for Nasdaq pp. 41-49 Downloads
Raúl Gómez‐Martínez, Carmen Orden‐Cruz and Juan Gabriel Martínez‐Navalón
Corporate governance performance ratings with machine learning pp. 50-68 Downloads
Jan Svanberg, Tohid Ardeshiri, Isak Samsten, Peter Öhman, Presha E. Neidermeyer, Tarek Rana, Natalia Semenova and Mats Danielson

Volume 28, issue 4, 2021

Modeling Drivers and Barriers of Artificial Intelligence Adoption: Insights from a Strategic Management Perspective pp. 217-238 Downloads
Sudatta Kar, Arpan Kumar Kar and Manmohan Prasad Gupta
Multi‐party computation mechanism for anonymous equity block trading: A secure implementation of turquoise plato uncross pp. 239-267 Downloads
John Cartlidge, Nigel P. Smart and Younes Talibi Alaoui
A Review of Big Data Research in Accounting pp. 268-283 Downloads
Francis Aboagye‐Otchere, Cletus Agyenim‐Boateng, Abdulai Enusah and Theodora Ekua Aryee

Volume 28, issue 3, 2021

Machine learning for financial transaction classification across companies using character‐level word embeddings of text fields pp. 159-172 Downloads
Rasmus Kær Jørgensen and Christian Igel
Explaining stock markets' performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator? pp. 173-181 Downloads
Evangelos Vasileiou
Particle swarm optimization approach to portfolio construction pp. 182-194 Downloads
Ren‐Raw Chen, Wiliam Kaihua Huang and Shih‐Kuo Yeh
Strategic analysis of providing corporate sustainability open data pp. 195-214 Downloads
Raphaela Helbig, Sven von Höveling, Andreas Solsbach and Jorge Marx Gómez

Volume 28, issue 2, 2021

Conventional and neural network target‐matching methods dynamics: The information technology mergers and acquisitions market in the USA pp. 97-118 Downloads
Ioannis Anagnostopoulos and Anas Rizeq
Data‐driven optimization of peer‐to‐peer lending portfolios based on the expected value framework pp. 119-129 Downloads
Ajay Byanjankar, József Mezei and Markku Heikkilä
Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach pp. 130-142 Downloads
Sauraj Verma
Who gains and who loses on stock markets? Risk preferences and timing matter pp. 143-155 Downloads
Iryna Veryzhenko

Volume 28, issue 1, 2021

Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey pp. 3-34 Downloads
Ahmed M. Khedr, Ifra Arif, Pravija Raj P V, Magdi El‐Bannany, Saadat M. Alhashmi and Meenu Sreedharan
Biogeography based optimization for mining rules to assess credit risk pp. 35-51 Downloads
Parimal Kumar Giri, Sagar S. De, Sachidananda Dehuri and Sung‐Bae Cho
Impact of corporate performance on stock price predictions in the UAE markets: Neuro‐fuzzy model pp. 52-71 Downloads
Elfadil A. Mohamed, Ibrahim Elsiddig Ahmed, Riyadh Mehdi and Hanan Hussain
Forecasting spot prices of agricultural commodities in India: Application of deep‐learning models pp. 72-83 Downloads
Manogna R L and Aswini Mishra
Enterprise knowledge graphs with applications to continuous monitoring systems pp. 84-93 Downloads
Daniel E. O'Leary

Volume 27, issue 4, 2020

RegTech—the application of modern information technology in regulatory affairs: areas of interest in research and practice pp. 161-167 Downloads
Michael Becker, Kevin Merz and Rüdiger Buchkremer
Modelling unbalanced catastrophic health expenditure data by using machine‐learning methods pp. 168-181 Downloads
Songul Cinaroglu
The digital future of internal staffing: A vision for transformational electronic human resource management pp. 182-196 Downloads
Philip Rogiers, Stijn Viaene and Jan Leysen
Journal entry anomaly detection model pp. 197-209 Downloads
Mario Zupan, Verica Budimir and Svjetlana Letinic

Volume 27, issue 3, 2020

Trend‐cycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets pp. 111-124 Downloads
Linh Nguyen, Vilém Novák and Soheyla Mirshahi
Tick size and market quality: Simulations based on agent‐based artificial stock markets pp. 125-141 Downloads
Xinhui Yang, Jie Zhang and Qing Ye
A neural‐network‐based decision‐making model in the peer‐to‐peer lending market pp. 142-150 Downloads
Golnoosh Babaei and Shahrooz Bamdad
A Google–Wikipedia–Twitter Model as a Leading Indicator of the Numbers of Coronavirus Deaths pp. 151-158 Downloads
Daniel O'Leary and Veda C. Storey

Volume 27, issue 2, 2020

The role of attribute selection in Deep ANNs learning framework for high‐frequency financial trading pp. 43-54 Downloads
Monira Essa Aloud
A predictive system integrating intrinsic mode functions, artificial neural networks, and genetic algorithms for forecasting S&P500 intra‐day data pp. 55-65 Downloads
Salim Lahmiri
Using clustering ensemble to identify banking business models pp. 66-94 Downloads
Bernardo P. Marques and Carlos Alves
Predicting credit card fraud with Sarbanes‐Oxley assessments and Fama‐French risk factors pp. 95-107 Downloads
James Christopher Westland

Volume 27, issue 1, 2020

Performance assessment of ensemble learning systems in financial data classification pp. 3-9 Downloads
Salim Lahmiri, Stelios Bekiros, Anastasia Giakoumelou and Frank Bezzina
Big data tools for Islamic financial analysis pp. 10-21 Downloads
Emna Mnif, Anis Jarboui, M. Kabir Hassan and Khaireddine Mouakhar
Tehran stock exchange prediction using sentiment analysis of online textual opinions pp. 22-37 Downloads
Arezoo Hatefi Ghahfarrokhi and Mehrnoush Shamsfard

Volume 26, issue 4, 2019

Using long short‐term memory neural networks to analyze SEC 13D filings: A recipe for human and machine interaction pp. 153-163 Downloads
Murat Aydogdu, Hakan Saraoglu and David Louton
Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms pp. 164-174 Downloads
Mahla Nikou, Gholamreza Mansourfar and Jamshid Bagherzadeh
Exploring corporate governance research in accounting journals through latent semantic and topic analyses pp. 175-192 Downloads
Ferhat D. Zengul, James D. Byrd, Nurettin Oner, Mark Edmonds and Arline Savage
Blockchain for tracking serial numbers in money exchanges pp. 193-201 Downloads
Kareem Mohamed, Amr Aziz, Belal Mohamed, Khaled Abdel‐Hakeem, Mostafa Mostafa and Ayman Atia

Volume 26, issue 3, 2019

Exploring the predictability of range‐based volatility estimators using recurrent neural networks pp. 109-116 Downloads
Gábor Petneházi and József Gáll
Co‐evolved genetic programs for stock market trading pp. 117-136 Downloads
Jason F. Nicholls and Andries P. Engelbrecht
Some issues in blockchain for accounting and the supply chain, with an application of distributed databases to virtual organizations pp. 137-149 Downloads
Daniel O'Leary

Volume 26, issue 2, 2019

How to detect illegal corporate insider trading? A data mining approach for detecting suspicious insider transactions pp. 60-70 Downloads
M. Fevzi Esen, Emrah Bilgic and Ulkem Basdas
Predicting SME loan delinquencies during recession using accounting data and SME characteristics: The case of Greece pp. 71-82 Downloads
Vasilios Giannopoulos and Eleftherios Aggelopoulos
A derivatives trading recommendation system: The mid‐curve calendar spread case pp. 83-103 Downloads
Adriano S. Koshiyama, Nikan Firoozye and Philip Treleaven
Erratum and addendum ‐ GOOGLE'S duplex: Pretending to be human pp. 106-106 Downloads
Daniel O'Leary

Volume 26, issue 1, 2019

Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination pp. 3-15 Downloads
Alejandro Parot, Kevin Michell and Werner D. Kristjanpoller
Assessing qualitative similarities between financial reporting frameworks using visualization and rules: COREP vs. pillar 3 pp. 16-31 Downloads
Wenmei Yang and Adriano S. Koshiyama
Profitability of alternative methods of combining the signals from technical trading systems pp. 32-45 Downloads
Jasdeep S. Banga and B Brorsen
GOOGLE'S Duplex: Pretending to be human pp. 46-53 Downloads
Daniel O'Leary
Page updated 2022-05-17