International Journal of Financial Engineering (IJFE)
2015 - 2025
Continuation of Journal of Financial Engineering (JFE). Current editor(s): George Yuan From World Scientific Publishing Co. Pte. Ltd. Bibliographic data for series maintained by Tai Tone Lim (). Access Statistics for this journal.
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Volume 12, issue 03, 2025
- Optimal asset allocation using visual programming techniques: A quantitative analysis based on an ESG portfolio pp. 1-34

- Pier Giuseppe Giribone, Damiano Verda, Francesco Mantovani, Federico Milanesio and Alessio Tissone
- A lognormal/normal regime-switching commodity pricing model pp. 1-30

- Zhushun Yuan and Roy H. Kwon
- China commodity price index (CCPI) forecasting via the neural network pp. 1-27

- Bingzi Jin and Xiaojie Xu
- Bank size and efficiency in Pakistan: Interdependency of market power and economies of scale pp. 1-25

- Mariya Ahmad Qureshi and Syed Faizan Iftikhar
- Income diversity, ownership concentration and credit risk in commercial banks: Does bank growth matters? pp. 1-25

- Haroon Hussain, Malik Waqar Ahmed, Hammad Hassan Mirza, Hira Irshad and Rana Yassir Hussain
- Comparison of numerical solutions of option pricing under two mixed Black–Scholes models pp. 1-26

- Hossein Sahebi Fard and Elham Dastranj
- Jump-diffusion option pricing with non-IID jumps pp. 1-46

- Lin Zou, António Câmara and Weiping Li
- Application of machine learning with asymptotic expansion to unconstrained optimal portfolio pp. 1-28

- Makoto Naito and Kohta Takehara
- A novel hybrid model combining dimensionality reduction techniques and classification algorithms for credit scoring pp. 1-51

- Mohammad Khanbabaei and Parastoo Kabi-Nejad
- An empirical analysis of the effect of COVID-19 on the Indian mutual funds industry pp. 1-21

- Rupsa Mahapatra, Kishore Kumar Das, Shahnawaz Ali and Pradeepta Banerjee
- Commodity futures basis prediction based on the VMD–DBO–BiGRU model pp. 1-24

- Yuanmeng Liu, Fuguo Liu, Yufeng Shi, Yuxue Zhang and Yijia Liu
- Corporate tax avoidance and cash holdings: The role of institutional investors’ investment horizons pp. 1-24

- Afef Slama
- Enhancing the explainability of the default probability model using the logic learning machine: A comparison between native “white boxes†machine learning techniques pp. 1-37

- Pier Giuseppe Giribone, Serena Berretta, Michelangelo Fusaro, Marco Muselli, Federico Tropiano and Damiano Verda
- A contrastive deep learning framework for measuring central bank monetary policy scores pp. 1-20

- Daqing Tian, Zhongjian Feng and Ran Jiang
Volume 12, issue 02, 2025
- Assessing the risk impact of COVID-19 on China’s FinTech industry: A multi-dimensional analysis pp. 1-42

- Li Zeng and Wee Yeap Lau
- Optimal strategy in CIR model and modified constant elasticity of variance pp. 1-26

- Arezou Karimi, Farshid Mehrdoust and Maziar Salahi
- Prediction of default probability of family farm based on TOPSIS-Logistic model pp. 1-22

- Wenluhan Fu and Zhanjiang Li
- Portfolio risk allocation through Shapley value pp. 1-18

- Patrick S. Hagan, Andrew Lesniewski, Georgios E. Skoufis and Diana E. Woodward
- An examination of impact of gold and oil prices on the stock markets indices during COVID-19 pp. 1-18

- Samreen Fatima, Fouzia Sohail and Yumna Sajid
- Interest rate options in one-factor mixed modified fractional Vasicek model pp. 1-39

- Eric Djeutcha, Jules Sadefo Kamdem and Louis Aimé Fono
- Tax avoidance and earnings management: Evidence from French firms pp. 1-20

- Khawla Hlel
- Predictable forward utility processes under ambiguity pp. 1-16

- Jiale Du, Shuo Li, Fuguo Liu and Yufeng Shi
- Unveiling market dynamics: Assessing the impact of derivatives contract redesign on market quality pp. 1-28

- Rahul Kumar and Prasenjit Chakrabarti
- Methodological framework to define and measure “digital†financial inclusion pp. 1-23

- N. P. Abdul Azeez, Mohammad Imdadul Haque, S. M. Jawed Akhtar and M. Nasira Banu
- Does financial inclusion catalyze trade pp. 1-17

- Syeda Zuimah Wasim, Khurram Iftikhar and Syed Zia Abbas Rizvi
Volume 12, issue 01, 2025
- Information transparency and stock sentiment beta: Evidence from China pp. 1-38

- Jian Wang, Jiatuo Xu, Xiaoting Wang, Ting Liu and Jun Yang
- Cross-industry contagion of systemic financial risks from the perspective of dynamic tail risk network: Evidence from China pp. 1-33

- Dongfeng Chang, Tong Fu and Weiping Zhang
- Option pricing for Barndorff–Nielsen and Shephard model by supervised deep learning pp. 1-16

- Takuji Arai and Yuto Imai
- Regression analysis of factors impacting interest rates pp. 1-20

- Guizhou Wang and Kjell Hausken
- Research on dynamic behavior hedging of corn price risk based on the LA-DCC-GARCH model under COVID-19 pp. 1-20

- Sijie Li, Wenjing Guo and Min Zhu
- Predicting crude oil prices using SARIMA-X method: An empirical study pp. 1-12

- Anshul Agrawal, Sanjeev Kadam, Pooja A. Kapoor and Mohammed Rashid
- Derivation of discrete analog of Breeden–Litzenberger relation for risk-neutral density pp. 1-8

- Abhimanyu Kumar
- Decoding financial choices: Investigating factors influencing the investment dynamics of the working women pp. 1-25

- K. Sushmitha and A. Jayabal
- Does the COVID-19 outbreak affect dynamic co-movement among the stock markets of China, Japan, and the USA? pp. 1-18

- Haoyu Li
- Dynamic optimal hedging with futures in portfolio context pp. 1-18

- Moustapha Pemy and Jules Sadefo Kamdem
Volume 11, issue 04, 2024
- Phishing detection tool for financial emails pp. 1-22

- Sunil Kumar Chowdhary, Pratikshit Kumar, Rohan Mittal, Ishika Gumber, Vivek Jangra and Priyank Srivastava
- Public debt stabilization via a stochastic differential game paradigm pp. 1-33

- Ryle S. Perera
- Interaction between price discovery, market liquidity and arbitrage activity: International evidence pp. 1-38

- Hayfa Gabsi, Houssam Bouzgarrou and Imen Ghadhab
- Impact of GST implementation: An event study approach based on the Indian stock market pp. 1-19

- Taru Maheshwari, Mukta Mani and Ajay Singh
- Digital identities in the metaverse: Privacy, security, and user authentication in virtual financial systems pp. 1-18

- Kapil Garg
- A comprehensive analysis of LSTM techniques for predicting financial market pp. 1-13

- Harish Kumar, Anuradha Taluja and Parsanjeet Kumar
- Preface: Special Issue on “Metaverse and the Future of Finance†pp. 1-2

- Ruchika Gupta, Puneet Kumar and Neeraj Saxena
- Future trends of cryptocurrency in India: A perception study pp. 1-16

- Kishore Kumar Das and Tania Guharay
- Navigating the labyrinth of smart contract financial derivatives: Unraveling technical detail and application pp. 1-16

- Ekansh Agarwal, Manav Singh, Naman Chawre, Aum Sampat and Aparna Sharma
- Self-service technologies: A bibliometric analysis pp. 1-20

- Shruti Thakral and Vishal Kamra
- Digital literacy and financial inclusion in virtual economies: Analyzing the role of education in shaping attitudes toward cryptocurrencies pp. 1-12

- Pooja Sharma and Sangeet Vashishtha
- Research on the impact of colleges’ English education on regional economic development: A case study of Shanghai and Jiangsu province pp. 1-12

- Nidhi Agarwal, Wenjing Chen, Wei Li and Chandra Mohan
- Mutual fund investments and the factors determining it pp. 1-7

- A. G. Mythili and J. Udhayakumar
- Analysis of public sector banks on the basis of equity research, determinants of banks profitability and nonperforming assets pp. 1-23

- Radhika Garg
- Payment banks — A new milestone for banking penetration in India pp. 1-15

- C. Paramasivan and G. Ravichandiran
- Bitcoin return volatility forecasting using nonparametric GARCH models pp. 1-15

- Sami Mestiri
- Bibliometric analysis of AI and Fintech: Mapping the intersection of artificial intelligence and financial technologies pp. 1-21

- Manish Kumar, Babita Jha, Gaurav Gupta and Shiv Ranjan
Volume 11, issue 03, 2024
- Fast and stable second-order credit sensitivities of credit valuation adjustment pp. 1-36

- Roberto Daluiso
- A state-dependent dual risk model pp. 1-21

- Lingjiong Zhu
- Enhancing microfinance efficacy for socio-economic development: A fuzzy logic approach to Pradhan Mantri Mudra Yojana pp. 1-28

- Neha Chhabra Roy and Narayani Ramachandran
- On the impact of provincial digital economy on high-quality economic development in China from a regional heterogeneity perspective pp. 1-28

- Yuping Song, Jiahui Pei, Jiaxin Zhang and Yisha Shi
- Optimization for stochastic model arisen from investment problem associated with default risk pp. 1-23

- Nian Yao, Mingqing Xiao and Songbin Wu
- Relationship between COVID-19 waves and stock market: An event study analysis pp. 1-16

- Dhanraj Sharma, Ruchita Verma, Shiney Sam and Prince Godara
- Editorial: Special issue on “Smart Credit†and “Microfinance, Credit Risk and Fintech†pp. 1-2

- Zhiyong Li, Baofeng Shi, Zhipeng Zhang, Yizhe Dong, Bart Baesens and Anthony Bellotti
- Characterizing delinquency and understanding repayment patterns in Philippine microfinance loans pp. 1-35

- Maria Teresa Alexandra A. Bambico and John Paul C. Vergara
- The impact of leverage on investment and firm value during the COVID-19: Evidence from Chinese listed firms pp. 1-29

- Shuyu Xue, Zijing Luo and Yuchen Liu
- A simple and consistent credit risk model for Basel II/III, IFRS 9 and stress testing when loan data history is short pp. 1-29

- Bernd Engelmann
- The role of automated controls and streamlined compliance in managing risks in digital finance pp. 1-29

- T. K. Shibahathulla, Mohammed Ashraf Ali, Osama Gayyor and Abu Zar Ghaffari
- Corporate bond default prediction using bilateral topic information of credit rating reports pp. 1-34

- Wang Lu, Bo Chen, Cuiqing Jiang, Zhao Wang and Yong Ding
- Tail dependence, risk contagion and industry systemic risk: Based on method of Lasso-Expectile pp. 1-22

- Qianqian Zhang, Yue Zhang, Wenhua Yang and Shu Wang
Volume 11, issue 02, 2024
- Sustainability reporting and bank performance in a developing country pp. 1-25

- Md. Abdul Halim, Reshma Pervin Lima and Md. Nazmul Islam
- Evaluating performance of SMEs using structure equation modeling pp. 1-15

- Sunil Kumar Das Bendi
- Does foreign direct investment cause economic growth in India? An econometric analysis pp. 1-9

- Ranjeet Kumar
- A fundamental approach to corporate bond options pp. 1-30

- Saied Simozar
- Impact of social networking sites (SNSs) on stock market: Review, synthesis and direction for future research pp. 1-34

- Md. Ziaul Haque, Md. Shamim Hossain and Suraiea Akter Lucky
- Are VaR models effective in capturing downside risk in alternative investment funds? Insights from a cross-country study pp. 1-19

- Amrit Panda and Soumya Guha Deb
- Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting pp. 1-19

- Gaoganwe S. Moagi and Obonye Doctor
- Impact of goods and services tax (GST) on Indian economy pp. 1-10

- Ramita Bansal, Preeti Shrivastava and Amar Kumar
- Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets? pp. 1-24

- Yuqin Zhou, Shan Wu and Zhenhua Liu
Volume 11, issue 01, 2024
- Asymmetric link between energy market and crypto market pp. 1-20

- Anshul Agrawal
- Analytical and numerical solutions for a special nonlinear equation pp. 1-24

- Hossein Sahebi Fard, Elham Dastranj, Reza Hejazi and Amin Jajarmi
- A dimension reduction approach for loss valuation in credit risk modeling pp. 1-48

- Jian He, Asma Khedher and Peter Spreij
- The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market pp. 1-21

- Cao Guangxi and Wenhao Xie
- Explicit caplet implied volatilities for quadratic term-structure models pp. 1-28

- Matthew Lorig and Natchanon Suaysom
- Lie symmetry, exact solutions and conservation laws of bi-fractional Black–Scholes equation derived by the fractional G-Brownian motion pp. 1-15

- Jicheng Yu, Yuqiang Feng and Xianjia Wang
- Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts pp. 1-22

- N. Dileep and G. Kotreshwar
- Accounting quality and countries institutional characteristics: Evidence from multinational firms pp. 1-25

- Nizar Berrim, Imen Ghadhab and Hamza Nizar
- Exploring factors influencing investment satisfaction: A study of women investors in Chennai city pp. 1-18

- K. Sushmitha and A. Jayabal
- Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model pp. 1-39

- Meijun Ling and Cao Guangxi
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