International Journal of Financial Engineering (IJFE)

2015 - 2026

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 11, issue 04, 2024

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

Kapil Garg

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

A. G. Mythili and J. Udhayakumar

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

Hayfa Gabsi, Houssam Bouzgarrou and Imen Ghadhab

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

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

Ryle S. Perera

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

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

Shruti Thakral and Vishal Kamra

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

Harish Kumar, Anuradha Taluja and Parsanjeet Kumar

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

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

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

Radhika Garg

Volume 11, issue 03, 2024

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

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

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

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

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

Nian Yao, Mingqing Xiao and Songbin Wu

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

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

Roberto Daluiso

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

Dhanraj Sharma, Ruchita Verma, Shiney Sam and Prince Godara

Volume 11, issue 02, 2024

Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets? pp. 1-24

Yuqin Zhou, Shan Wu and Zhenhua Liu

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

Saied Simozar

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

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

Sunil Kumar Das Bendi

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

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

Volume 11, issue 01, 2024

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

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

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

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

Cao Guangxi and Wenhao Xie

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

Volume 10, issue 03, 2023

Managing the risk of embedded options in non-traded credit using portfolio modeling pp. 1-26

Bernd Engelmann

Analytical formulas for option prices under time-changed CARMA process pp. 1-24

Zhigang Tong

Optimal consumption, investment and life insurance selection under robust utilities pp. 1-28

M. Ferreira, D. Pinheiro and S. Pinheiro

Quadratic effect of bank size on capital regulation and risk-taking behavior: Evidence from the Central Europe pp. 1-22

Syed Moudud-Ul-Huq and Musfikur Rahman

Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19 pp. 1-22

Amritkant Mishra, Ajit Kumar Dash, Shri Narayan Pandey and Amba Agarwal

Optimal execution with liquidity risk in a diffusive order book market pp. 1-32

Hyoeun Lee and Kiseop Lee

Fama and French three and six-factor models: Evidence from Indian stock exchange pp. 1-14

H. R. Tejesh and V. Jeelan Basha

Nexus between energy consumption, climate risk development finance and GHG emissions pp. 1-38

Raheel Gohar, Bisharat Hussain Chang, Emmanuel Uche, Mohammed Ahmar Uddin and Akash Kalra

Investment certificates pricing using a Quasi-Monte Carlo framework: Case-studies based on the Italian market pp. 1-39

Anna Bottasso, Michelangelo Fusaro, Pier Giuseppe Giribone and Alessio Tissone

Deep learning-based option pricing for Barndorff–Nielsen and Shephard model pp. 1-16

Takuji Arai

High-frequency stock return prediction using state-of-the-art deep learning models pp. 1-19

Sichong Chen

Volume 10, issue 02, 2023

Speculators’ dominance in the Index futures market during COVID-19 pp. 1-7

Udayan Karnatak

On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves pp. 1-25

Matteo Michielon, Asma Khedher and Peter Spreij

AI business models and its impact on business strategic framework pp. 1-25

Shrutika Mishra and Priyanshu Mishra

The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets pp. 1-24

Yuping Song, Yankun Sun and Yue Ma

State-space of the Vasicek model for long-term bonds with Kalman filter pp. 1-28

Romeo Mawonike, Dennis Ikpe and Samuel Asante Gyamerah

A bibliometric analysis on financial engineering studies pp. 1-32

Jyoti Ranjan Jena, Rashmi Ranjan Panigrahi and Avinash K. Shrivastava

Market efficiency of energy ETFs: Evidence from USO and UGA pp. 1-13

Massoud Metghalchi, Peggy Cloninger and Farhang Niroomand

Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model pp. 1-19

Yousaf Ali Khan, Muneeb Ahmad and Muhammad Munir Ahmad

The impact of contagion effects of media reports, investors’ sentiment and attention on the stock market based on HAR-RV model pp. 1-54

Bolin Lei and Yuping Song

A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model pp. 1-12

Gaoyongqi Pan and Shengliang Zhang

MuSu: A medium-term investment strategy by integrating Multifactor model with industrial Supply chain pp. 1-26

Yunchuan Sun, Lu Liu, Jingyu Fang, Xiaoping Zeng and Zijun Wan

Does IFRS adoption enhance foreign ownership? Empirical evidence from French listed companies pp. 1-29

Hela Garrouch

Volume 10, issue 01, 2023

An analytical analysis of Alphabet and Google platform business models pp. 1-11

Shrutika Mishra and Priyanshu Mishra

Analyzing effectiveness of service quality in Tirupattur post office toward postal life insurance (PLI) and rural postal life insurance (RPLI) pp. 1-11

Dakshayini Rasadurai and M. Raguraman

Does the Indian economy progress toward a cashless economy? pp. 1-13

M Nasira Banu and Ibrahim Cholakkal

The impact of financial risk attitude on objective-oriented investment behavior pp. 1-17

Aamir Shehzad, Shahzadah Fahed Qureshi, Muhammad Zubair Saeed and Shahid Ali

Intelligent stock prediction: A neural network approach pp. 1-14

Mohamad H. Shahrour and Mostafa Dekmak

Improvized implied volatility function and nonparametric approach to unbiased estimation pp. 1-14

Muhammad Atif Sattar, Hailiang Zhang, Samra Kanwal and Bayar Gardi

Robust nonparametric estimation for the volatility of financial market pp. 1-19

Chunyu Kao and Yuping Song

Are capital markets turning efficient? Need for financial market efficiency index pp. 1-28

Ruchi Arora and Rishi Mehra

Allocating the tracking error for the multi-asset-class fund by reconciling bottom-up model with top-down model pp. 1-29

Korkiat Sermsakskul and Sira Suchintabandid

A simple concept with minimum steps for solving the transportation problem to obtain the lowest shipping cost pp. 1-9

V. Sangeetha, K. Thirusangu and P. Elumalai