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

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

Ryle S. Perera

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

Harish Kumar, Anuradha Taluja and Parsanjeet Kumar

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

Shruti Thakral and Vishal Kamra

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

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

Radhika Garg

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

Taru Maheshwari, Mukta Mani and Ajay Singh

Phishing detection tool for financial emails pp. 1-22

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

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

Hayfa Gabsi, Houssam Bouzgarrou and Imen Ghadhab

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

Kapil Garg

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

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

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

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

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

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

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

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

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

Roberto Daluiso

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

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

Nian Yao, Mingqing Xiao and Songbin Wu

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

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

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

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

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

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

Ranjeet Kumar

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

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

Saied Simozar

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

Sunil Kumar Das Bendi

Volume 11, issue 01, 2024

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

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

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

Meijun Ling and Cao Guangxi

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

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

Exploring factors influencing investment satisfaction: A study of women investors in Chennai city pp. 1-18

K. Sushmitha and A. Jayabal

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

Volume 10, issue 03, 2023

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

Bernd Engelmann

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

Sichong Chen

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

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

H. R. Tejesh and V. Jeelan Basha

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

Zhigang Tong

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

Hyoeun Lee and Kiseop Lee

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

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

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

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

Gaoyongqi Pan and Shengliang Zhang

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

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

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

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

Hela Garrouch

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

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

Volume 10, issue 01, 2023

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

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

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

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

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

M Nasira Banu and Ibrahim Cholakkal

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

Ruchi Arora and Rishi Mehra

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

Chunyu Kao and Yuping Song