Digital finance

Keyphrases

Publications

2023

Felix Reichenbach, Martin Walther
Financial recommendations on Reddit, stock returns and cumulative prospect theory. Digital finance (2023)
Nimbark Hardik
Digitalisation promotes adoption of soft information in SME credit evaluation: the case of Indian banks. Digital finance (2023)
Felix Reichenbach, Martin Walther
Financial recommendations on Reddit, stock returns and cumulative prospect theory. Digital finance (2023)
Nimbark Hardik
Digitalisation promotes adoption of soft information in SME credit evaluation: the case of Indian banks. Digital finance (2023)

2022

Georgios Fatouros, Georgios Makridis, Dimitrios Kotios, John Soldatos, Michael Filippakis, Dimosthenis Kyriazis
DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. Digital finance (2022)
Leonardo Ieracitano Vieira, Márcio Poletti Laurini
Time-varying higher moments in Bitcoin. Digital finance (2022)
Leonardo Ieracitano Vieira, Márcio Poletti Laurini
Time-varying higher moments in Bitcoin. Digital finance (2022)

volume 4, number 4, 2022

2021

Yuting Chen, Don Bredin, Valerio Potì, Roman Matkovskyy
COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. Digital finance (2021)
Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z Emiris, Theodore Dalamagas
Modeling asset allocations and a new portfolio performance score. Digital finance (2021)
Fabian Woebbeking
Cryptocurrency volatility markets. Digital finance (2021)
Natalie Packham, Uwe Wystup
Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020/2021). Digital finance (2021)

volume 3, number 2, 2021

Daniele Ballinari, Simon Behrendt
How to gauge investor behavior? A comparison of online investor sentiment measures. Digital finance 3 (2) (2021)

2020

Arianna Agosto, Paolo Giudici
COVID-19 contagion and digital finance. Digital finance (2020)

volume 2, number 1, 2020

Jörg R Osterrieder, Daniel Kucharczyk, Silas Rudolf, Daniel Wittwer
Neural networks and arbitrage in the VIX: A deep learning approach for the VIX. Digital finance 2 (1) (2020)