[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
2019 | 0 | 0.56 | 1.2 | 0 | 10 | 10 | 107 | 12 | 13 | 0 | 0 | 9 | 75 | 12 | 1.2 | 0.23 | ||
2020 | 1.6 | 0.67 | 0.79 | 1.6 | 14 | 24 | 52 | 19 | 32 | 10 | 16 | 10 | 16 | 0 | 2 | 0.14 | 0.32 | |
2021 | 1.71 | 0.79 | 1.2 | 1.71 | 16 | 40 | 32 | 48 | 80 | 24 | 41 | 24 | 41 | 1 | 2.1 | 4 | 0.25 | 0.29 |
2022 | 0.57 | 0.83 | 0.87 | 1.15 | 23 | 63 | 16 | 55 | 135 | 30 | 17 | 40 | 46 | 5 | 9.1 | 4 | 0.17 | 0.25 |
2023 | 0.28 | 0.82 | 0.53 | 0.6 | 14 | 77 | 7 | 41 | 176 | 39 | 11 | 63 | 38 | 0 | 0 | 0.23 | ||
2024 | 0.41 | 0.68 | 0.71 | 13 | 90 | 2 | 61 | 237 | 37 | 15 | 77 | 55 | 5 | 8.2 | 3 | 0.23 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Price discovery on Bitcoin markets. (2019). Dimpfl, Thomas ; Pagnottoni, Paolo. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x. Full description at Econpapers || Download paper | 49 |
2 | 2019 | Cryptocurrency market structure: connecting emotions and economics. (2019). Aste, Tomaso. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00008-9. Full description at Econpapers || Download paper | 32 |
3 | 2020 | Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages. (2020). Renault, Thomas. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00014-x. Full description at Econpapers || Download paper | 16 |
4 | 2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). FigÃÂ -Talamanca, Gianna ; Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra ; Bistarelli, Stefano. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00001-2. Full description at Econpapers || Download paper | 11 |
5 | 2019 | Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1. Full description at Econpapers || Download paper | 11 |
6 | 2021 | Cryptocurrency volatility markets. (2021). Woebbeking, Fabian. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00037-3. Full description at Econpapers || Download paper | 10 |
7 | 2020 | Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00011-0. Full description at Econpapers || Download paper | 9 |
8 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob ; Seow, Hsin-Vonn. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x. Full description at Econpapers || Download paper | 8 |
9 | 2020 | Deep learning-based cryptocurrency sentiment construction. (2020). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y. Full description at Econpapers || Download paper | 8 |
10 | 2021 | On cointegration and cryptocurrency dynamics. (2021). Keilbar, Georg ; Zhang, Yanfen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00027-5. Full description at Econpapers || Download paper | 7 |
11 | 2019 | Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z. Full description at Econpapers || Download paper | 6 |
12 | 2019 | Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00007-w. Full description at Econpapers || Download paper | 6 |
13 | 2021 | Accuracy of deep learning in calibrating HJM forward curves. (2021). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00030-w. Full description at Econpapers || Download paper | 5 |
14 | 2020 | Correction to: Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00013-y. Full description at Econpapers || Download paper | 5 |
15 | 2021 | CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7. Full description at Econpapers || Download paper | 4 |
16 | 2019 | Hedonic pricing of cryptocurrency tokens. (2019). Shorish, Jamsheed. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00005-y. Full description at Econpapers || Download paper | 4 |
17 | 2023 | Deep stochastic optimization in finance. (2023). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00074-6. Full description at Econpapers || Download paper | 4 |
18 | 2020 | Neural networks and arbitrage in the VIX. (2020). Wittwer, Daniel ; Rudolf, Silas ; Kucharczyk, Daniel ; Osterrieder, Joerg. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00026-y. Full description at Econpapers || Download paper | 4 |
19 | 2022 | Indices on cryptocurrencies: an evaluation. (2022). Xia, Hongyu ; Hausler, Konstantin. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00048-8. Full description at Econpapers || Download paper | 3 |
20 | 2022 | COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. (2022). Potì, Valerio ; Matkovskyy, Roman ; Bredin, Don ; Chen, Yuting ; Poti, Valerio. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3. Full description at Econpapers || Download paper | 3 |
21 | 2021 | How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2. Full description at Econpapers || Download paper | 3 |
22 | 2020 | Effects of initial coin offering characteristics on cross-listing returns. (2020). Ante, Lennart ; Meyer, Andre. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00025-z. Full description at Econpapers || Download paper | 3 |
23 | 2021 | Robo-advising: a dynamic mean-variance approach. (2021). Xu, Yuhong ; Kou, Steven ; Jin, Hanqing ; Dai, Min. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00028-4. Full description at Econpapers || Download paper | 2 |
24 | 2019 | Blockchain analytics for intraday financial risk modeling. (2019). Kantarcioglu, Murat ; Gel, Yulia R ; Akcora, Cuneyt Gurcan ; Dixon, Matthew F. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00009-8. Full description at Econpapers || Download paper | 2 |
25 | 2020 | Artificial intelligence for anti-money laundering: a review and extension. (2020). Towey, Kieran ; Liu, Sha ; Huang, Yuyun ; Han, Jingguang. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00023-1. Full description at Econpapers || Download paper | 2 |
26 | 2021 | A blockchain-based forensic model for financial crime investigation: the embezzlement scenario. (2021). Casino, Fran ; Zarpala, Lamprini. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00035-5. Full description at Econpapers || Download paper | 2 |
27 | 2022 | Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis. (2022). Mathew, Aparna Merin ; Biju, A V ; Nithi, P P ; Akhil, M P. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00052-y. Full description at Econpapers || Download paper | 2 |
28 | 2022 | Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls. (2022). Spindler, Martin ; Wasserbacher, Helmut. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00046-2. Full description at Econpapers || Download paper | 2 |
29 | 2020 | A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2. Full description at Econpapers || Download paper | 2 |
30 | 2019 | A probative value for authentication use case blockchain. (2019). Henot, Christophe ; Guegan, Dominique. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00003-0. Full description at Econpapers || Download paper | 2 |
31 | 2022 | Programmable money: next-generation blockchain-based conditional payments. (2022). Staples, Mark ; Weber, Ingo . In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00059-5. Full description at Econpapers || Download paper | 2 |
32 | 2022 | Predicting interest rate distributions using PCA & quantile regression. (2022). Westgaard, Sjur ; Pimentel, Rita ; Risstad, Morten. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00057-7. Full description at Econpapers || Download paper | 1 |
33 | 2020 | COVID-19 contagion and digital finance. (2020). Giudici, Paolo ; Agosto, Arianna. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00021-3. Full description at Econpapers || Download paper | 1 |
34 | 2024 | 1 | |
35 | 2022 | Cryptocurrencies and stablecoins: a high-frequency analysis. (2022). Marazzina, Daniele ; Moncayo, Giancarlo Giuffra ; Barucci, Emilio. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00055-9. Full description at Econpapers || Download paper | 1 |
36 | 2023 | Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8. Full description at Econpapers || Download paper | 1 |
37 | 2020 | Forecasting S&P 500 spikes: an SVM approach. (2020). Papadimitriou, Theophilos ; Gogas, Periklis ; Athanasiou, Athanasios Fotios. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00024-0. Full description at Econpapers || Download paper | 1 |
38 | 2022 | Green FinTech: sustainability of Bitcoin. (2022). Kabaklarli, Esra. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00053-x. Full description at Econpapers || Download paper | 1 |
39 | 2024 | 1 | |
40 | 2023 | Differential learning methods for solving fully nonlinear PDEs. (2023). Pham, Huyen ; Loeper, Gregoire ; Lefebvre, William. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00077-x. Full description at Econpapers || Download paper | 1 |
41 | 2024 | 1 | |
42 | 2021 | Evaluation of multi-asset investment strategies with digital assets. (2021). Sprunken, Erin ; Petukhina, Alla. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00031-9. Full description at Econpapers || Download paper | 1 |
43 | 2023 | Financial recommendations on Reddit, stock returns and cumulative prospect theory. (2023). Walther, Martin ; Reichenbach, Felix. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00084-y. Full description at Econpapers || Download paper | 1 |
44 | 2022 | Persistence in daily returns of stocks with highest market capitalization in the Indian market. (2022). Nargunam, Rupel ; Lahiri, Ananya. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00066-6. Full description at Econpapers || Download paper | 1 |
45 | 2022 | Rejoinder for the discussed paper âProgrammable money: next-generation blockchain-based conditional paymentsâ. (2022). Staples, Mark ; Weber, Ingo . In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00056-8. Full description at Econpapers || Download paper | 1 |
46 | 2023 | Heterogeneous tail generalized common factor modeling. (2023). Polak, Pawe ; Paolella, Marc S ; Naf, Jeffrey ; Hediger, Simon. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00083-z. Full description at Econpapers || Download paper | 1 |
47 | 2022 | Delta force: option pricing with differential machine learning. (2022). Poulsen, Rolf ; Pedersen, Tobias Cramer ; Frandsen, Magnus Gronnegaard. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00041-7. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Cryptocurrency market structure: connecting emotions and economics. (2019). Aste, Tomaso. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00008-9. Full description at Econpapers || Download paper | 10 |
2 | 2019 | Price discovery on Bitcoin markets. (2019). Dimpfl, Thomas ; Pagnottoni, Paolo. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x. Full description at Econpapers || Download paper | 8 |
3 | 2020 | Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages. (2020). Renault, Thomas. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00014-x. Full description at Econpapers || Download paper | 7 |
4 | 2021 | Cryptocurrency volatility markets. (2021). Woebbeking, Fabian. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00037-3. Full description at Econpapers || Download paper | 7 |
5 | 2020 | Deep learning-based cryptocurrency sentiment construction. (2020). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y. Full description at Econpapers || Download paper | 5 |
6 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob ; Seow, Hsin-Vonn. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x. Full description at Econpapers || Download paper | 5 |
7 | 2023 | Deep stochastic optimization in finance. (2023). Tissot-Daguette, Valentin ; Soner, Mete H ; Reppen, Max A. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00074-6. Full description at Econpapers || Download paper | 4 |
8 | 2019 | Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1. Full description at Econpapers || Download paper | 4 |
9 | 2021 | Accuracy of deep learning in calibrating HJM forward curves. (2021). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00030-w. Full description at Econpapers || Download paper | 4 |
10 | 2019 | Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00007-w. Full description at Econpapers || Download paper | 3 |
11 | 2022 | Indices on cryptocurrencies: an evaluation. (2022). Xia, Hongyu ; Hausler, Konstantin. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00048-8. Full description at Econpapers || Download paper | 3 |
12 | 2021 | How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2. Full description at Econpapers || Download paper | 3 |
13 | 2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). FigÃÂ -Talamanca, Gianna ; Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra ; Bistarelli, Stefano. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00001-2. Full description at Econpapers || Download paper | 2 |
14 | 2020 | Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00011-0. Full description at Econpapers || Download paper | 2 |
15 | 2021 | On cointegration and cryptocurrency dynamics. (2021). Keilbar, Georg ; Zhang, Yanfen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00027-5. Full description at Econpapers || Download paper | 2 |
16 | 2020 | Correction to: Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00013-y. Full description at Econpapers || Download paper | 2 |
17 | 2022 | COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. (2022). Potì, Valerio ; Matkovskyy, Roman ; Bredin, Don ; Chen, Yuting ; Poti, Valerio. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3. Full description at Econpapers || Download paper | 2 |
18 | 2020 | Artificial intelligence for anti-money laundering: a review and extension. (2020). Towey, Kieran ; Liu, Sha ; Huang, Yuyun ; Han, Jingguang. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00023-1. Full description at Econpapers || Download paper | 2 |
19 | 2022 | Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls. (2022). Spindler, Martin ; Wasserbacher, Helmut. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00046-2. Full description at Econpapers || Download paper | 2 |
20 | 2021 | CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7. Full description at Econpapers || Download paper | 2 |
21 | 2019 | Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z. Full description at Econpapers || Download paper | 2 |
22 | 2021 | A blockchain-based forensic model for financial crime investigation: the embezzlement scenario. (2021). Casino, Fran ; Zarpala, Lamprini. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00035-5. Full description at Econpapers || Download paper | 2 |
23 | 2022 | Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis. (2022). Mathew, Aparna Merin ; Biju, A V ; Nithi, P P ; Akhil, M P. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00052-y. Full description at Econpapers || Download paper | 2 |
24 | 2020 | Neural networks and arbitrage in the VIX. (2020). Wittwer, Daniel ; Rudolf, Silas ; Kucharczyk, Daniel ; Osterrieder, Joerg. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00026-y. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2024 | Mathematics of Differential Machine Learning in Derivative Pricing and Hedging. (2024). Gomes, Pedro Duarte. In: Papers. RePEc:arx:papers:2405.01233. Full description at Econpapers || Download paper | |
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2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper | |
2024 | Blockchain-based connectivity within digital platforms and ecosystems in international business. (2024). Bartminas, Andrius ; Butkeviien, Jurgita ; Ilenskyt, Aurin. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:3:s1075425323001060. Full description at Econpapers || Download paper | |
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2024 | Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options. (2024). Li, Guanglian ; Yang, Jiefei. In: Papers. RePEc:arx:papers:2405.02570. Full description at Econpapers || Download paper | |
2024 | Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2024). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431. Full description at Econpapers || Download paper | |
2024 | A Pontryagin-Guided Neural Policy Optimization Framework for Mertons Portfolio Problem. (2024). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2412.13101. Full description at Econpapers || Download paper | |
2024 | A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. (2024). Teng, Long ; Kapllani, Lorenc. In: Papers. RePEc:arx:papers:2404.08456. Full description at Econpapers || Download paper | |
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2024 | Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis. (2024). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001479. Full description at Econpapers || Download paper | |
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2024 | A mean field game model of green economy. (2024). Ren, Lianhai ; Zhang, Jingguo. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00118-z. Full description at Econpapers || Download paper | |
2024 | Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14. Full description at Econpapers || Download paper |
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2022 | Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi. In: Papers. RePEc:arx:papers:2210.09619. Full description at Econpapers || Download paper | |
2022 | Immigration narrative sentiment from TV news and the stock market. (2022). Mazzotta, Stefano . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000259. Full description at Econpapers || Download paper | |
2022 | Discussion on: âProgrammable money: next generation blockchain-based conditional paymentsâ by Ingo Weber and Mark Staples. (2022). Burda, Michael C. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00064-8. Full description at Econpapers || Download paper |
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2021 | . Full description at Econpapers || Download paper | |
2021 | Rodeo or ascot: Which hat to wear at the crypto race?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021007. Full description at Econpapers || Download paper | |
2021 | Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014. Full description at Econpapers || Download paper |