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

- H. R. Tejesh and V. Jeelan Basha
- 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
- 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
- Optimal consumption, investment and life insurance selection under robust utilities pp. 1-28

- M. Ferreira, D. Pinheiro and S. Pinheiro
- 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
- Optimal execution with liquidity risk in a diffusive order book market pp. 1-32

- Hyoeun Lee and Kiseop Lee
Volume 10, issue 02, 2023
- 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
- A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model pp. 1-12

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

- Massoud Metghalchi, Peggy Cloninger and Farhang Niroomand
- A bibliometric analysis on financial engineering studies pp. 1-32

- Jyoti Ranjan Jena, Rashmi Ranjan Panigrahi and Avinash K. Shrivastava
- Speculators’ dominance in the Index futures market during COVID-19 pp. 1-7

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

- Romeo Mawonike, Dennis Ikpe and Samuel Asante Gyamerah
Volume 10, issue 01, 2023
- 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
- 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
- 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
- Are capital markets turning efficient? Need for financial market efficiency index pp. 1-28

- Ruchi Arora and Rishi Mehra
- 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
- Robust nonparametric estimation for the volatility of financial market pp. 1-19

- Chunyu Kao and Yuping Song
- 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
- Does the Indian economy progress toward a cashless economy? pp. 1-13

- M Nasira Banu and Ibrahim Cholakkal
Volume 09, issue 04, 2022
- Comparative analysis on the three popular causality modeling methodologies pp. 1-29

- Xueyang Shi and Bing Cheng
- A state space modeling for proactive management in equity investment pp. 1-29

- Akihiko Takahashi and Soichiro Takahashi
- Lie symmetry analysis and exact solutions of time fractional Black–Scholes equation pp. 1-17

- Jicheng Yu, Yuqiang Feng and Xianjia Wang
- Identification of best discrimination surface by mixed-integer semi-definite programming for support vector machine pp. 1-16

- Katsuhiro Tanaka and Rei Yamamoto
- The relationship between bitcoin and energy commodities: AutoRegressive distributed lag approach pp. 1-16

- Fathi Jouini, Ahlem Selma Messai and Abdelkader Mohamed Sghaier Derbali
- Exchange rate policies and reforms adopted by India until 2010: A literature analysis pp. 1-33

- Hariharan Narayanan
- Optimistic and pessimistic economic sentiments and US Dollar exchange rate pp. 1-30

- Sonia Kumari, Suresh Kumar Oad Rajput, Rana Yassir Hussain, Jahanzeb Marwat and Haroon Hussain
- On a consistent state-space bond markets model for pricing long-maturity bonds pp. 1-30

- Dennis Ikpe, Yethu Sithole and Samuel Asante Gyamerah
- Application from South Korea on the decomposition of the strategic procedure of IPO proceeds pp. 1-15

- Yousaf Ali Khan and Muneeb Ahmad
- Problems and prospects of top equity fund in Indian corporate sector: A performance study of top equity funds pp. 1-28

- Rupsa Mahapatra and Kishore Kumar Das
- Mean–variance combining rules that outperform naïve diversification pp. 1-20

- Bacem Benjlijel
- Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule? pp. 1-21

- Kok-Leong Yap, Wee Yeap Lau and Izlin Ismail
- The risk interdependence of cryptocurrencies: Before and during the COVID-19 pandemic pp. 1-25

- Xinru Zeng, Zhiyong Li, Weiwei Yang and Zhengyang Huang
- Commodity futures price forecast based on multi-scale combination model pp. 1-32

- Yijia Liu, Yukun Gao, Yufeng Shi, Yuxue Zhang, Li Li and Qimeng Han
- Order types and natural price change: Model and empirical study of the Chinese market pp. 1-32

- Siyu Liu, Chaoyi Zhao and Lan Wu
Volume 09, issue 03, 2022
- Impact of advertising expenditure on firm performance: Evidence from listed companies of Pakistan pp. 1-14

- Hammad Hassan Mirza, Haroon Hussain and Warda Gull
- Impact of AI on employment in manufacturing industry pp. 1-18

- Shuai Shao, Zhanzhong Shi and Yirong Shi
- Machine learning in finance: Major applications, issues, metrics, and future trends pp. 1-32

- Nawaf Almaskati
- Symbolic regression-based adaptive generation of implied volatility pp. 1-27

- Joseph Yen, Yuan Yuan Qi, Seng Fat Wong and Jiantao Zhou
- Analysis of platform business and secure business intelligence pp. 1-29

- Shrutika Mishra and Priyanshu Mishra
- Reactive search-MST optimized clustering-based feature selection pp. 1-11

- A. Kaleemullah and A. Suresh
- Impact analysis of macro-economic factors on non-life insurance sector in India pp. 1-24

- Abhijit Chakraborty and Ashim Kr. Das
- Evaluating farmers’ credit risk: A decision combination approach based on credit feature pp. 1-24

- Nana Chai and Baofeng Shi
- How does the IFRS adoption affect systematic versus idiosyncratic risks of French listed companies? pp. 1-26

- Habiba Mrissa Bouden and Moufida Ben Saada
- Investigation on transition of RMB forward exchange rate pricing mechanism based on error correction model with structural mutation pp. 1-17

- Hua Wang and Junjun Zhu
- A new attention-based LSTM model for closing stock price prediction pp. 1-17

- Yuyang Lin, Qi Huang, Qiyin Zhong, Muyang Li, Yan Li and Fei Ma
- Modern financial constituency instruments as market economic performance determinants pp. 1-20

- Yousaf Ali Khan and Muneeb Ahmad
- Optimal exercise frontier of Bermudan options by simulation methods pp. 1-20

- Dejun Xie, David A. Edwards and Xiaoxia Wu
Volume 09, issue 02, 2022
- Exchange option valuation using Liu process pp. 1-9

- Seema Uday Purohit and Prasad Narahar Lalit
- Erratum: Upper and lower variances under model uncertainty and their applications in finance pp. 1-1

- Shan Li, Xinpeng Li and George Xianzhi Yuan
- Determinants of financial literacy in rural India: A study of Aligarh district pp. 1-17

- N. P. Abdul Azeez and S. M. Jawed Akhtar
- Market efficiency and random number generators in Solvency II pp. 1-17

- Francesco Strati
- Comparative study between conventional and Islamic banks’ liquidity after the Subprime Crisis pp. 1-37

- Achraf Haddad, Anis El Ammari and Abdelfattah Bouri
- The influence of capital structure on firm profitability in USA and Bangladesh engineering industry pp. 1-23

- Abdelkader Derbali
- Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis pp. 1-20

- Dilip B. Madan and King Wang
- Understanding the effects of banking profitability in Pakistan pp. 1-19

- Tanzeela Yaqoob, Zara Omer and Samreen Fatima
- Pricing options on a mean-reverting asset by the analytical operator splitting method pp. 1-16

- C. F. Lo and Y. W. He
- When do mature firms skip dividends? pp. 1-16

- Haroon Hussain, Rohani Md-Rus, Hamdan Amer Al-Jaifi and Rana Yassir Hussain
- A study on the capital structure determinants of FMCG companies in India pp. 1-14

- B. G. Poornima and Pushpender Kumar
- Analyzing the impact of board vigilance on financial distress through the intervention of leverage structure and interaction of asset tangibility in the non-financial sector of Pakistan pp. 1-27

- Wen Xuezhou, Rana Yassir Hussain, Haroon Hussain, Muhammad Saad and Sikander Ali Qalati
- The impact of the ECB’s monetary policy on corporate borrowing costs pp. 1-27

- Houssam Bouzgarrou, Siwar Ben Afia and Abdelkader Derbali
- Design of risk sharing for risk-linked annuities pp. 1-27

- Pauline Ngugnie Diffouo and Pierre Devolder
Volume 09, issue 01, 2022
- Weighted average price management of sales under the given minimum volume of assets obligatory for realization pp. 1-10

- Kirill V. Svetlov and Sergey A. Vavilov
- European option pricing using Gumbel distribution pp. 1-11

- Seema Uday Purohit and Prasad Narahar Lalit
- Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices pp. 1-23

- Tim Leung and Theodore Zhao
- On the design of sovereign bond-backed securities pp. 1-23

- Emilio Barucci, Damiano Brigo, Marco Francischello and Daniele Marazzina
- Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification pp. 1-28

- Mourad Mroua, Hejer Bouattour and Nader Naifar
- The mechanics of dynamic behaviors for SMEs’ growth by using fractional-order dynamic system approach pp. 1-28

- Ruibin Ren and George X. Yuan
- Spiritual leadership on organizational commitment and organizational commitment on organizational performance pp. 1-19

- Gede Riana
- Upper and lower variances under model uncertainty and their applications in finance pp. 1-19

- Shan Li, Xinpeng Li and George Xianzhi Yuan
- Corporate governance in relationship with bank risk management pp. 1-14

- Ika Permatasari
- A bank-account-information-based credit scoring method with Bayesian hierarchical modeling pp. 1-16

- Suguru Yamanaka and Rei Yamamoto
- Optimal timing of investments modeled as perpetual American options in a Levy market pp. 1-27

- Ini Adinya and G. O. S. Ekhaguere
- Estimating actual probability of default from structural models pp. 1-29

- Lin Zou and Weiping Li
- Impact of board of directors on financial performance and the existence of risk management as an intervening variable pp. 1-22

- Mediaty Mediaty
- Dynamic efficiency of China’s commodity futures market through the lens of high frequency data pp. 1-17

- He Chengying, Huang Ke, Wen Zhang and Huang Qingcheng
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