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 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

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

K. Sushmitha and A. Jayabal

Derivation of discrete analog of Breeden–Litzenberger relation for risk-neutral density pp. 1-8

Abhimanyu Kumar

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

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

Predicting crude oil prices using SARIMA-X method: An empirical study pp. 1-12

Anshul Agrawal, Sanjeev Kadam, Pooja A. Kapoor and Mohammed Rashid

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

Volume 11, issue 04, 2024

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

Hayfa Gabsi, Houssam Bouzgarrou and Imen Ghadhab

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

Harish Kumar, Anuradha Taluja and Parsanjeet Kumar

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

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

Kapil Garg

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

Ryle S. Perera

Self-service technologies: A bibliometric analysis pp. 1-20

Shruti Thakral and Vishal Kamra

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

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

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

A. G. Mythili and J. Udhayakumar

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

Impact of GST implementation: An event study approach based on the Indian stock market pp. 1-19

Taru Maheshwari, Mukta Mani and Ajay Singh

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

Ruchika Gupta, Puneet Kumar and Neeraj Saxena

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

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

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

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

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

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

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

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

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

Volume 11, issue 02, 2024

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

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

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

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

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

Ramita Bansal, Preeti Shrivastava and Amar Kumar

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

Ranjeet 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

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

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

Meijun Ling and Cao Guangxi

Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts pp. 1-22

N. Dileep and G. Kotreshwar

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

Matthew Lorig and Natchanon Suaysom

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

Nizar Berrim, Imen Ghadhab and Hamza Nizar

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

Cao Guangxi and Wenhao Xie

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

Anshul Agrawal

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

Jian He, Asma Khedher and Peter Spreij

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