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 ().

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Volume 12, issue 02, 2025

Prediction of default probability of family farm based on TOPSIS-Logistic model pp. 1-22

Wenluhan Fu and Zhanjiang Li

Optimal strategy in CIR model and modified constant elasticity of variance pp. 1-26

Arezou Karimi, Farshid Mehrdoust and Maziar Salahi

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

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

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

Tax avoidance and earnings management: Evidence from French firms pp. 1-20

Khawla Hlel

Does financial inclusion catalyze trade pp. 1-17

Syeda Zuimah Wasim, Khurram Iftikhar and Syed Zia Abbas Rizvi

Predictable forward utility processes under ambiguity pp. 1-16

Jiale Du, Shuo Li, Fuguo Liu and Yufeng Shi

Volume 12, issue 01, 2025

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

Option pricing for Barndorff–Nielsen and Shephard model by supervised deep learning pp. 1-16

Takuji Arai and Yuto Imai

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

Information transparency and stock sentiment beta: Evidence from China pp. 1-38

Jian Wang, Jiatuo Xu, Xiaoting Wang, Ting Liu and Jun Yang

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

Public debt stabilization via a stochastic differential game paradigm pp. 1-33

Ryle S. Perera

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

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

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

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

Radhika Garg

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

Harish Kumar, Anuradha Taluja and Parsanjeet Kumar

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 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

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

Hayfa Gabsi, Houssam Bouzgarrou and Imen Ghadhab

Preface: Special Issue on “Metaverse and the Future of Finance†pp. 1-2

Ruchika Gupta, Puneet Kumar and Neeraj Saxena

Mutual fund investments and the factors determining it pp. 1-7

A. G. Mythili and J. Udhayakumar

Digital identities in the metaverse: Privacy, security, and user authentication in virtual financial systems pp. 1-18

Kapil Garg

Phishing detection tool for financial emails pp. 1-22

Sunil Kumar Chowdhary, Pratikshit Kumar, Rohan Mittal, Ishika Gumber, Vivek Jangra and Priyank Srivastava

Volume 11, issue 03, 2024

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

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

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

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

Relationship between COVID-19 waves and stock market: An event study analysis pp. 1-16

Dhanraj Sharma, Ruchita Verma, Shiney Sam and Prince Godara

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

Lingjiong Zhu

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

Optimization for stochastic model arisen from investment problem associated with default risk pp. 1-23

Nian Yao, Mingqing Xiao and Songbin Wu

Fast and stable second-order credit sensitivities of credit valuation adjustment pp. 1-36

Roberto Daluiso

Characterizing delinquency and understanding repayment patterns in Philippine microfinance loans pp. 1-35

Maria Teresa Alexandra A. Bambico and John Paul C. Vergara

Volume 11, issue 02, 2024

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

Ranjeet Kumar

Impact of goods and services tax (GST) on Indian economy pp. 1-10

Ramita Bansal, Preeti Shrivastava and Amar Kumar

Sustainability reporting and bank performance in a developing country pp. 1-25

Md. Abdul Halim, Reshma Pervin Lima and Md. Nazmul Islam

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

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

Evaluating performance of SMEs using structure equation modeling pp. 1-15

Sunil Kumar Das Bendi

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

A dimension reduction approach for loss valuation in credit risk modeling pp. 1-48

Jian He, Asma Khedher and Peter Spreij

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

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

Hossein Sahebi Fard, Elham Dastranj, Reza Hejazi and Amin Jajarmi

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

Asymmetric link between energy market and crypto market pp. 1-20

Anshul Agrawal

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

Meijun Ling and Cao Guangxi

Explicit caplet implied volatilities for quadratic term-structure models pp. 1-28

Matthew Lorig and Natchanon Suaysom

The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market pp. 1-21

Cao Guangxi and Wenhao Xie