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Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data 了解加密货币市场跳跃的时间动态：逐笔数据提供的证据
Digital finance Pub Date : 2024-08-08 DOI: 10.1007/s42521-024-00116-1
Danial Saef, Odett Nagy, Sergej Sizov, W. Härdle
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引用次数: 0
Improving credit risk assessment in P2P lending with explainable machine learning survival analysis 利用可解释的机器学习生存分析改进 P2P 借贷中的信用风险评估
Digital finance Pub Date : 2024-06-12 DOI: 10.1007/s42521-024-00114-3
Gero Friedrich Bone-Winkel, Felix Reichenbach
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引用次数: 0
Deep learning for quadratic hedging in incomplete jump market 不完全跳跃市场中的二次对冲深度学习
Digital finance Pub Date : 2024-06-10 DOI: 10.1007/s42521-024-00112-5
N. Agram, B. Øksendal, Jan Rems
{"title":"Deep learning for quadratic hedging in incomplete jump market","authors":"N. Agram, B. Øksendal, Jan Rems","doi":"10.1007/s42521-024-00112-5","DOIUrl":"https://doi.org/10.1007/s42521-024-00112-5","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141362429","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fintech: finance, technologies, and the society 金融科技：金融、技术与社会
Digital finance Pub Date : 2024-05-18 DOI: 10.1007/s42521-024-00111-6
Michele La Rocca
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引用次数: 0
Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings 通过新颖的图嵌入，根据 Uniswap v3 交易者在多个流动性池上的活动对其进行聚类
Digital finance Pub Date : 2024-01-30 DOI: 10.1007/s42521-024-00105-4
Deborah Miori, Mihai Cucuringu
{"title":"Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings","authors":"Deborah Miori, Mihai Cucuringu","doi":"10.1007/s42521-024-00105-4","DOIUrl":"https://doi.org/10.1007/s42521-024-00105-4","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140483448","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Optimal trade execution in cryptocurrency markets 优化加密货币市场的交易执行
Digital finance Pub Date : 2024-01-24 DOI: 10.1007/s42521-023-00103-y
Nils Bundi, Ching-Lin Wei, K. Khashanah
{"title":"Optimal trade execution in cryptocurrency markets","authors":"Nils Bundi, Ching-Lin Wei, K. Khashanah","doi":"10.1007/s42521-023-00103-y","DOIUrl":"https://doi.org/10.1007/s42521-023-00103-y","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139600723","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
StockTwits classified sentiment and stock returns StockTwits 分类情绪和股票回报
Digital finance Pub Date : 2023-12-29 DOI: 10.1007/s42521-023-00102-z
Marc-Aurèle Divernois, D. Filipović
{"title":"StockTwits classified sentiment and stock returns","authors":"Marc-Aurèle Divernois, D. Filipović","doi":"10.1007/s42521-023-00102-z","DOIUrl":"https://doi.org/10.1007/s42521-023-00102-z","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139147250","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cryptocurrency spillovers and correlations: inefficiency and co-movement 加密货币的溢出效应和相关性：无效率和共同运动
Digital finance Pub Date : 2023-12-13 DOI: 10.1007/s42521-023-00099-5
Dirk G. Baur, Lai T. Hoang
{"title":"Cryptocurrency spillovers and correlations: inefficiency and co-movement","authors":"Dirk G. Baur, Lai T. Hoang","doi":"10.1007/s42521-023-00099-5","DOIUrl":"https://doi.org/10.1007/s42521-023-00099-5","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139003647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Deep PDE solution to BSDE BSDE 的深度 PDE 解决方案
Digital finance Pub Date : 2023-11-18 DOI: 10.1007/s42521-023-00098-6
Maxim Bichuch, Jiahao Hou
{"title":"Deep PDE solution to BSDE","authors":"Maxim Bichuch, Jiahao Hou","doi":"10.1007/s42521-023-00098-6","DOIUrl":"https://doi.org/10.1007/s42521-023-00098-6","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139261189","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fast approximation methods for credit portfolio risk calculations 信贷组合风险计算的快速近似方法
Digital finance Pub Date : 2023-11-15 DOI: 10.1007/s42521-023-00097-7
K. Jakob, Johannes Churt, Matthias Fischer, Kim Nolte, Yarema Okhrin, Dirk Sondermann, Stefan Wilke, T. Worbs
{"title":"Fast approximation methods for credit portfolio risk calculations","authors":"K. Jakob, Johannes Churt, Matthias Fischer, Kim Nolte, Yarema Okhrin, Dirk Sondermann, Stefan Wilke, T. Worbs","doi":"10.1007/s42521-023-00097-7","DOIUrl":"https://doi.org/10.1007/s42521-023-00097-7","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139273898","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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