Pub Date : 2024-08-08DOI: 10.1007/s42521-024-00116-1
Danial Saef, Odett Nagy, Sergej Sizov, W. Härdle
{"title":"Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data","authors":"Danial Saef, Odett Nagy, Sergej Sizov, W. Härdle","doi":"10.1007/s42521-024-00116-1","DOIUrl":"https://doi.org/10.1007/s42521-024-00116-1","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":"17 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141928329","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}
Pub Date : 2024-06-12DOI: 10.1007/s42521-024-00114-3
Gero Friedrich Bone-Winkel, Felix Reichenbach
{"title":"Improving credit risk assessment in P2P lending with explainable machine learning survival analysis","authors":"Gero Friedrich Bone-Winkel, Felix Reichenbach","doi":"10.1007/s42521-024-00114-3","DOIUrl":"https://doi.org/10.1007/s42521-024-00114-3","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":"51 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141353140","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}
Pub Date : 2024-06-10DOI: 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":"102 43","pages":""},"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}
Pub Date : 2024-05-18DOI: 10.1007/s42521-024-00111-6
Michele La Rocca
{"title":"Fintech: finance, technologies, and the society","authors":"Michele La Rocca","doi":"10.1007/s42521-024-00111-6","DOIUrl":"https://doi.org/10.1007/s42521-024-00111-6","url":null,"abstract":"","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":"120 37","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141125191","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}
Pub Date : 2024-01-30DOI: 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":"323 ","pages":"1-31"},"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}
Pub Date : 2023-12-13DOI: 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":"57 1","pages":""},"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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：