Content
December 2020, Volume 2, Issue 3
- 211-239 Artificial intelligence for anti-money laundering: a review and extension
by Jingguang Han & Yuyun Huang & Sha Liu & Kieran Towey - 241-258 Forecasting S&P 500 spikes: an SVM approach
by Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou - 259-283 Effects of initial coin offering characteristics on cross-listing returns
by André Meyer & Lennart Ante
September 2020, Volume 2, Issue 1
- 1-13 Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages
by Thomas Renault - 15-37 Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets
by JeongHoe Lee & Navid Sabbaghi - 39-67 Deep learning-based cryptocurrency sentiment construction
by Sergey Nasekin & Cathy Yi-Hsuan Chen - 69-96 Forex exchange rate forecasting using deep recurrent neural networks
by Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow - 97-115 Neural networks and arbitrage in the VIX
by Joerg Osterrieder & Daniel Kucharczyk & Silas Rudolf & Daniel Wittwer - 117-136 Could stock hedge Bitcoin risk(s) and vice versa?
by David Iheke Okorie - 137-142 Correction to: Could stock hedge Bitcoin risk(s) and vice versa?
by David Iheke Okorie - 143-158 Non-linear adjustment of the Bitcoin–US dollar exchange rate
by Wajdi Moussa & Nidhal Mgadmi & Rym Regaïeg & Abdelhafidh Othmani - 159-167 COVID-19 contagion and digital finance
by Arianna Agosto & Paolo Giudici
November 2019, Volume 1, Issue 1
- 1-4 Editorial on the Special Issue on Cryptocurrencies
by Jörg Osterrieder & Andrea Barletta - 5-21 Cryptocurrency market structure: connecting emotions and economics
by Tomaso Aste - 23-46 Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
by Stefano Bistarelli & Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca - 47-65 Bitcoin and market-(in)efficiency: a systematic time series approach
by Nils Bundi & Marc Wildi - 67-89 Blockchain analytics for intraday financial risk modeling
by Matthew F. Dixon & Cuneyt Gurcan Akcora & Yulia R. Gel & Murat Kantarcioglu - 91-115 A probative value for authentication use case blockchain
by Dominique Guégan & Christophe Henot - 117-137 Advanced model calibration on bitcoin options
by Dilip B. Madan & Sofie Reyners & Wim Schoutens - 139-161 Price discovery on Bitcoin markets
by Paolo Pagnottoni & Thomas Dimpfl - 163-189 Hedonic pricing of cryptocurrency tokens
by Jamsheed Shorish - 191-218 Order flow analysis of cryptocurrency markets
by Eduard Silantyev
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