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 09, issue 04, 2022

Mean–variance combining rules that outperform naïve diversification pp. 1-20

Bacem Benjlijel

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

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

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

Jicheng Yu, Yuqiang Feng and Xianjia Wang

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

The risk interdependence of cryptocurrencies: Before and during the COVID-19 pandemic pp. 1-25

Xinru Zeng, Zhiyong Li, Weiwei Yang and Zhengyang Huang

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

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

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

Application from South Korea on the decomposition of the strategic procedure of IPO proceeds pp. 1-15

Yousaf Ali Khan and Muneeb Ahmad

Volume 09, issue 03, 2022

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

Analysis of platform business and secure business intelligence pp. 1-29

Shrutika Mishra and Priyanshu Mishra

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

Joseph Yen, Yuan Yuan Qi, Seng Fat Wong and Jiantao Zhou

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

Habiba Mrissa Bouden and Moufida Ben Saada

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

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

Reactive search-MST optimized clustering-based feature selection pp. 1-11

A. Kaleemullah and A. Suresh

Machine learning in finance: Major applications, issues, metrics, and future trends pp. 1-32

Nawaf Almaskati

Volume 09, issue 02, 2022

A study on the capital structure determinants of FMCG companies in India pp. 1-14

B. G. Poornima and Pushpender Kumar

Erratum: Upper and lower variances under model uncertainty and their applications in finance pp. 1-1

Shan Li, Xinpeng Li and George Xianzhi Yuan

The influence of capital structure on firm profitability in USA and Bangladesh engineering industry pp. 1-23

Abdelkader Derbali

Understanding the effects of banking profitability in Pakistan pp. 1-19

Tanzeela Yaqoob, Zara Omer and Samreen Fatima

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

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

Dilip B. Madan and King Wang

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

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

Achraf Haddad, Anis El Ammari and Abdelfattah Bouri

Exchange option valuation using Liu process pp. 1-9

Seema Uday Purohit and Prasad Narahar Lalit

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

Volume 09, issue 01, 2022

Optimal timing of investments modeled as perpetual American options in a Levy market pp. 1-27

Ini Adinya and G. O. S. Ekhaguere

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

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

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 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

Estimating actual probability of default from structural models pp. 1-29

Lin Zou and Weiping Li

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

Suguru Yamanaka and Rei Yamamoto

Corporate governance in relationship with bank risk management pp. 1-14

Ika Permatasari

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

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

Mediaty Mediaty

European option pricing using Gumbel distribution pp. 1-11

Seema Uday Purohit and Prasad Narahar Lalit