Digital Finance / Springer
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
9
Impact Factor (IF)
0.8
5 Years IF
0.62
Data available in this
report
[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]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2019 | 0 | 0.54 | 1.2 | 0 | 10 | 10 | 131 | 12 | 13 | 0 | 0 | 9 | 75 | 12 | 1.2 | 0.21 | ||
| 2020 | 1.7 | 0.64 | 0.83 | 1.7 | 14 | 24 | 66 | 20 | 33 | 10 | 17 | 10 | 17 | 0 | 2 | 0.14 | 0.3 | |
| 2021 | 1.71 | 0.74 | 1.2 | 1.71 | 16 | 40 | 42 | 48 | 81 | 24 | 41 | 24 | 41 | 1 | 2.1 | 4 | 0.25 | 0.27 |
| 2022 | 0.6 | 0.73 | 0.89 | 1.18 | 23 | 63 | 31 | 56 | 137 | 30 | 18 | 40 | 47 | 6 | 10.7 | 4 | 0.17 | 0.22 |
| 2023 | 0.36 | 0.69 | 0.6 | 0.73 | 22 | 85 | 27 | 51 | 188 | 39 | 14 | 63 | 46 | 3 | 5.9 | 0 | 0.2 | |
| 2024 | 0.36 | 0.81 | 0.71 | 0.86 | 27 | 112 | 20 | 79 | 267 | 45 | 16 | 85 | 73 | 7 | 8.9 | 4 | 0.15 | 0.23 |
| 2025 | 0.8 | 0.49 | 0.62 | 44 | 156 | 2 | 76 | 343 | 49 | 39 | 102 | 63 | 1 | 1.3 | 3 | 0.07 |
| 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 |
50 most cited documents in this series
| # | 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 | 63 |
| 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 | 37 |
| 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 | 20 |
| 4 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lessmann, Stefan ; Seow, Hsin-Vonn ; Dautel, Alexander Jakob. 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 | 13 |
| 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 | 13 |
| 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 | 12 |
| 7 | 2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). Patacca, Marco ; Figà -Talamanca, Gianna ; Bistarelli, Stefano ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. 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 |
| 8 | 2024 | The technology of decentralized finance (DeFi). (2024). Auer, Raphael ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard ; Victor, Friedhelm. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-023-00088-8. Full description at Econpapers || Download paper | 10 |
| 9 | 2020 | Deep learning-based cryptocurrency sentiment construction. (2020). Nasekin, Sergey ; Chen, Cathy Yi-Hsuan. 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 | 9 |
| 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 | 9 |
| 11 | 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 |
| 12 | 2022 | Cryptocurrencies and stablecoins: a high-frequency analysis. (2022). Moncayo, Giancarlo Giuffra ; Barucci, Emilio ; Marazzina, Daniele. 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 | 8 |
| 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 | 7 |
| 14 | 2019 | Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Bundi, Nils ; Wildi, Marc. 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 | 7 |
| 15 | 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 | 7 |
| 16 | 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 | 7 |
| 17 | 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 | 6 |
| 18 | 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 |
| 19 | 2020 | Artificial intelligence for anti-money laundering: a review and extension. (2020). Huang, Yuyun ; Liu, Sha ; Towey, Kieran ; 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 | 4 |
| 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 | 4 |
| 21 | 2021 | How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Ballinari, Daniele ; Behrendt, Simon. 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 | 4 |
| 22 | 2020 | Neural networks and arbitrage in the VIX. (2020). Rudolf, Silas ; Osterrieder, Joerg ; Wittwer, Daniel ; Kucharczyk, Daniel. 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 |
| 23 | 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 | 4 |
| 24 | 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 |
| 25 | 2022 | Indices on cryptocurrencies: an evaluation. (2022). Häusler, Konstantin ; Hausler, Konstantin ; Xia, Hongyu. 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 | 4 |
| 26 | 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 |
| 27 | 2021 | Robo-advising: a dynamic mean-variance approach. (2021). Xu, Yuhong ; Kou, Steven ; Dai, Min ; Jin, Hanqing. 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 | 3 |
| 28 | 2019 | Blockchain analytics for intraday financial risk modeling. (2019). Gel, Yulia R ; Kantarcioglu, Murat ; Dixon, Matthew F ; Akcora, Cuneyt Gurcan. 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 | 3 |
| 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 | 3 |
| 30 | 2023 | Market impact and efficiency in cryptoassets markets. (2023). Marazzina, Daniele ; Moncayo, Giancarlo Giuffra ; Barucci, Emilio. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:3:d:10.1007_s42521-023-00095-9. Full description at Econpapers || Download paper | 3 |
| 31 | 2023 | Replicating market makers. (2023). Chitra, Tarun ; Angeris, Guillermo ; Evans, Alex. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00082-0. Full description at Econpapers || Download paper | 3 |
| 32 | 2024 | Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions. (2024). Guéant, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe ; Guant, Olivier. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00101-0. Full description at Econpapers || Download paper | 3 |
| 33 | 2021 | A blockchain-based forensic model for financial crime investigation: the embezzlement scenario. (2021). Zarpala, Lamprini ; Casino, Fran. 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 | 3 |
| 34 | 2022 | Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis. (2022). Nithi, P P ; Akhil, M P ; Biju, A V ; Mathew, Aparna Merin. 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 | 3 |
| 35 | 2023 | DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Kotios, Dimitrios ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0. Full description at Econpapers || Download paper | 2 |
| 36 | 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 | 2 |
| 37 | 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 |
| 38 | 2023 | Differential learning methods for solving fully nonlinear PDEs. (2023). Lefebvre, William ; Pham, Huyen ; Loeper, Gregoire. 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 | 2 |
| 39 | 2019 | A probative value for authentication use case blockchain. (2019). Guegan, Dominique ; Henot, Christophe. 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 |
| 40 | 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 | 2 |
| 41 | 2023 | Central bank digital currencies (CBDCs) and their potential impact on traditional banking and monetary policy: an initial analysis. (2023). Wronka, Christoph. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:3:d:10.1007_s42521-023-00090-0. Full description at Econpapers || Download paper | 2 |
| 42 | 2023 | Time-varying higher moments in Bitcoin. (2023). Laurini, Márcio ; 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 | 2 |
| 43 | 2025 | Advancing sustainability through financial inclusion and sustainable finance: a systematic literature review. (2025). Mamun, Asep Yusup ; Lszl, Vrallyai. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:4:d:10.1007_s42521-025-00142-7. Full description at Econpapers || Download paper | 2 |
| 44 | 2024 | A mean field game model of staking system. (2024). Guo, Qevan ; Zhang, Jingguo ; Mou, Chenchen. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00113-4. Full description at Econpapers || Download paper | 2 |
| 45 | 2023 | Deep Learning in Finance. (2023). , Weinan ; Peng, Shige ; Hu, Ruimeng. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00080-2. Full description at Econpapers || Download paper | 1 |
| 46 | 2024 | Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings. (2024). Cucuringu, Mihai ; Miori, Deborah. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-024-00105-4. Full description at Econpapers || Download paper | 1 |
| 47 | 2025 | Liquidity provision of utility indifference type in decentralized exchanges. (2025). Wunsch, Marcus ; Maire, Basile ; Fukasawa, Masaaki. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:2:d:10.1007_s42521-025-00128-5. Full description at Econpapers || Download paper | 1 |
| 48 | 2024 | Deep learning for quadratic hedging in incomplete jump market. (2024). Agram, Nacira ; Rems, Jan ; Oksendal, Bernt. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00112-5. Full description at Econpapers || Download paper | 1 |
| 49 | 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 |
| 50 | 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 | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 11 |
| 2 | 2024 | The technology of decentralized finance (DeFi). (2024). Auer, Raphael ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard ; Victor, Friedhelm. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-023-00088-8. Full description at Econpapers || Download paper | 10 |
| 3 | 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 | 10 |
| 4 | 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 | 9 |
| 5 | 2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lessmann, Stefan ; Seow, Hsin-Vonn ; Dautel, Alexander Jakob. 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 | 7 |
| 6 | 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 | 7 |
| 7 | 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 | 6 |
| 8 | 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 | 6 |
| 9 | 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 | 6 |
| 10 | 2022 | Cryptocurrencies and stablecoins: a high-frequency analysis. (2022). Moncayo, Giancarlo Giuffra ; Barucci, Emilio ; Marazzina, Daniele. 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 | 5 |
| 11 | 2020 | Deep learning-based cryptocurrency sentiment construction. (2020). Nasekin, Sergey ; Chen, Cathy Yi-Hsuan. 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 | 4 |
| 12 | 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 |
| 13 | 2023 | Market impact and efficiency in cryptoassets markets. (2023). Marazzina, Daniele ; Moncayo, Giancarlo Giuffra ; Barucci, Emilio. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:3:d:10.1007_s42521-023-00095-9. Full description at Econpapers || Download paper | 3 |
| 14 | 2021 | How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Ballinari, Daniele ; Behrendt, Simon. 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 |
| 15 | 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 |
| 16 | 2021 | A blockchain-based forensic model for financial crime investigation: the embezzlement scenario. (2021). Zarpala, Lamprini ; Casino, Fran. 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 | 3 |
| 17 | 2024 | Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions. (2024). Guéant, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe ; Guant, Olivier. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00101-0. Full description at Econpapers || Download paper | 3 |
| 18 | 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 |
| 19 | 2023 | Replicating market makers. (2023). Chitra, Tarun ; Angeris, Guillermo ; Evans, Alex. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00082-0. Full description at Econpapers || Download paper | 3 |
| 20 | 2023 | Central bank digital currencies (CBDCs) and their potential impact on traditional banking and monetary policy: an initial analysis. (2023). Wronka, Christoph. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:3:d:10.1007_s42521-023-00090-0. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Bundi, Nils ; Wildi, Marc. 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 | 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 |
| 23 | 2020 | Neural networks and arbitrage in the VIX. (2020). Rudolf, Silas ; Osterrieder, Joerg ; Wittwer, Daniel ; Kucharczyk, Daniel. 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 |
| 24 | 2023 | Time-varying higher moments in Bitcoin. (2023). Laurini, Márcio ; 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 | 2 |
| 25 | 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 | 2 |
| 26 | 2020 | Artificial intelligence for anti-money laundering: a review and extension. (2020). Huang, Yuyun ; Liu, Sha ; Towey, Kieran ; 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 |
| 27 | 2023 | DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Kotios, Dimitrios ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0. Full description at Econpapers || Download paper | 2 |
| 28 | 2023 | Differential learning methods for solving fully nonlinear PDEs. (2023). Lefebvre, William ; Pham, Huyen ; Loeper, Gregoire. 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 | 2 |
| 29 | 2025 | Advancing sustainability through financial inclusion and sustainable finance: a systematic literature review. (2025). Mamun, Asep Yusup ; Lszl, Vrallyai. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:4:d:10.1007_s42521-025-00142-7. Full description at Econpapers || Download paper | 2 |
| 30 | 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 |
| 31 | 2022 | Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis. (2022). Nithi, P P ; Akhil, M P ; Biju, A V ; Mathew, Aparna Merin. 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 |
| 32 | 2024 | A mean field game model of staking system. (2024). Guo, Qevan ; Zhang, Jingguo ; Mou, Chenchen. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00113-4. Full description at Econpapers || Download paper | 2 |
| 33 | 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 | 2 |
| 34 | 2021 | Robo-advising: a dynamic mean-variance approach. (2021). Xu, Yuhong ; Kou, Steven ; Dai, Min ; Jin, Hanqing. 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 |
Citing documents used to
compute impact factor: 39
| Year | Title | |
|---|---|---|
| 2025 | Which Macroeconomic News Matters for Price-Setting?. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17935. Full description at Econpapers || Download paper | |
| 2025 | A novel arctic fox survival strategy inspired optimization algorithm. (2025). Prakash, Jothi V ; Antran, Arul S ; Subha, E. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:49:y:2025:i:1:d:10.1007_s10878-024-01233-8. Full description at Econpapers || Download paper | |
| 2025 | Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options. (2024). Yang, Jiefei ; Li, Guanglian. In: Papers. RePEc:arx:papers:2405.02570. Full description at Econpapers || Download paper | |
| 2025 | Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2025). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431. Full description at Econpapers || Download paper | |
| 2025 | Pontryagin-Guided Policy Optimization for Mertons Portfolio Problem. (2025). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2412.13101. Full description at Econpapers || Download paper | |
| 2025 | Gaining efficiency in deep policy gradient method for continuous-time optimal control problems. (2025). Fahim, Arash ; Rahman, Md Arafatur. In: Papers. RePEc:arx:papers:2502.14141. Full description at Econpapers || Download paper | |
| 2025 | Deep-time neural networks: An efficient approach for solving high-dimensional PDEs. (2025). Seco, Luis ; Arian, Hamid ; Aghapour, Ahmad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:488:y:2025:i:c:s0096300324005782. Full description at Econpapers || Download paper | |
| 2025 | Optimal multi-period leverage-constrained portfolios: A neural network approach. (2025). Ni, Chendi ; Li, Yuying ; Forsyth, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000934. Full description at Econpapers || Download paper | |
| 2025 | Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300. Full description at Econpapers || Download paper | |
| 2025 | Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm. (2025). Zhong, Ziyu ; Ling, Jialu ; Wei, Helin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10609-1. Full description at Econpapers || Download paper | |
| 2025 | One model to solve them all: 2BSDE families via neural operators. (2025). Raoni, Bogdan ; Furuya, Takashi ; Kratsios, Anastasis ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2511.01125. Full description at Econpapers || Download paper | |
| 2025 | MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents. (2025). Karathanassis, Manos ; Soldatos, John ; Metaxas, Kostas ; Fatouros, George. In: Papers. RePEc:arx:papers:2502.00415. Full description at Econpapers || Download paper | |
| 2025 | Minimizing Portfolio Risk with Fuzzy Neural Networks and Pelican Optimization with Levy Flight. (2025). Sethuraman, Ravikumar ; Naghul, K R ; Nalini, S ; Lakshmanan, Karthikeyan ; Veluchamy, Suresh Kumar. In: Networks and Spatial Economics. RePEc:kap:netspa:v:25:y:2025:i:1:d:10.1007_s11067-024-09663-x. Full description at Econpapers || Download paper | |
| 2025 | Quantifying systemic risk in cryptocurrency markets: A high-frequency approach. (2025). Laurini, Mrcio P ; Pedro, Joao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003776. Full description at Econpapers || Download paper | |
| 2025 | Liquidity provision of utility indifference type in decentralized exchanges. (2025). Wunsch, Marcus ; Maire, Basile ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:2502.01931. Full description at Econpapers || Download paper | |
| 2025 | Liquidity provision of utility indifference type in decentralized exchanges. (2025). Wunsch, Marcus ; Maire, Basile ; Fukasawa, Masaaki. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:2:d:10.1007_s42521-025-00128-5. Full description at Econpapers || Download paper | |
| 2025 | Decentralised finance and automated market making: Execution and speculation. (2025). Cartea, Lvaro ; Drissi, Fayal ; Monga, Marcello. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001009. Full description at Econpapers || Download paper | |
| 2025 | Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582. Full description at Econpapers || Download paper | |
| 2025 | Central Bank Digital Currencies: A Survey. (2025). Si, Yain-Whar ; Tang, Qifeng. In: Papers. RePEc:arx:papers:2507.08880. Full description at Econpapers || Download paper | |
| 2025 | Constrained deep learning for pricing and hedging european options in incomplete markets. (2025). Baradel, Nicolas. In: Papers. RePEc:arx:papers:2511.20837. Full description at Econpapers || Download paper | |
| 2025 | Stochastic volatility model with long memory for water quantity-quality dynamics. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:195:y:2025:i:c:s0960077925001808. Full description at Econpapers || Download paper | |
| 2025 | Adjustment of central bank policies and the establishment of fintech programs in higher education institutions. (2025). Su, Danhua ; Wu, Wanting ; Zhong, Yujia ; Wang, Haijun. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006890. Full description at Econpapers || Download paper | |
| 2025 | Equilibrium Reward for Liquidity Providers in Automated Market Makers. (2025). , Leandro ; Bergault, Philippe ; Aqsha, Alif. In: Papers. RePEc:arx:papers:2503.22502. Full description at Econpapers || Download paper | |
| 2025 | Optimal Fees for Liquidity Provision in Automated Market Makers. (2025). Milionis, Jason ; Bergault, Philippe ; Campbell, Steven ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2508.08152. Full description at Econpapers || Download paper | |
| 2025 | Optimal Exit Time for Liquidity Providers in Automated Market Makers. (2025). Bergault, Philippe ; Bieber, S'Ebastien. In: Papers. RePEc:arx:papers:2509.06510. Full description at Econpapers || Download paper | |
| 2025 | Vote Delegation in DeFi Governance. (2025). Bongaerts, Dion ; Lambert, Thomas ; Roosenboom, Peter ; Liebau, Daniel. In: Papers. RePEc:arx:papers:2503.11940. Full description at Econpapers || Download paper | |
| 2025 | Risk Management in DeFi: Analyses of the Innovative Tools and Platforms for Tracking DeFi Transactions. (2025). Liashenko, Oksana ; Adamyk, Oksana ; Benson, Vladlena. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:38-:d:1568594. Full description at Econpapers || Download paper | |
| 2025 | Understanding the Future of Money: The Struggle Between Government Control and Decentralization. (2025). Tommerdahl, Jodi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:98-:d:1590294. Full description at Econpapers || Download paper | |
| 2025 | Towards verifiability of total value locked (TVL) in decentralized finance. (2025). Auer, Raphael ; Saggese, Pietro ; Kitzler, Stefan ; Frwis, Michael ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1268. Full description at Econpapers || Download paper | |
| 2025 | Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance. (2025). Auer, Raphael ; Saggese, Pietro ; Frowis, Michael ; Kitzler, Stefan ; Haslhofer, Bernhard. In: Papers. RePEc:arx:papers:2505.14565. Full description at Econpapers || Download paper | |
| 2025 | Distributed ledgers and the governance of money. (2025). Auer, Raphael ; Shin, Hyun Song ; Monnet, Cyril. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000340. Full description at Econpapers || Download paper | |
| 2025 | Slaying the Dragon: The Quest for Democracy in Decentralized Autonomous Organizations (DAOs). (2025). Balietti, Stefano ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard. In: Papers. RePEc:arx:papers:2511.09263. Full description at Econpapers || Download paper | |
| 2025 | From crypto to NFTs: Identifying the new wave of digital investors. (2025). Tercero-Lucas, David ; Celebi, Can ; Balietti, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002595. Full description at Econpapers || Download paper | |
| 2025 | DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks. (2025). McBurney, Peter ; Qian, Kejiang ; He, Fengxiang ; Jack, Christopher ; Zhang, Bryan ; Lui, Alexis ; Wu, Yue. In: Papers. RePEc:arx:papers:2511.22314. Full description at Econpapers || Download paper | |
| 2025 | Dynamics of Liquidity Surfaces in Uniswap v3. (2025). Risk, Jimmy ; Wang, Tai-Ho ; Tung, Shen-Ning. In: Papers. RePEc:arx:papers:2509.05013. Full description at Econpapers || Download paper | |
| 2025 | An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126508. Full description at Econpapers || Download paper | |
| 2025 | An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266. Full description at Econpapers || Download paper | |
| 2025 | Centralized exchanges & proof-of-solvency: The guardians of trust. (2025). Vidal-Tomás, David ; Vidal-Toms, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000733. Full description at Econpapers || Download paper | |
| 2025 | Dynamic asset allocation with asset-specific regime forecasts. (2025). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06266-0. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2025
| Year | Citing document | |
|---|---|---|
| 2025 | Optimal Exit Time for Liquidity Providers in Automated Market Makers. (2025). Bergault, Philippe ; Bieber, S'Ebastien. In: Papers. RePEc:arx:papers:2509.06510. Full description at Econpapers || Download paper | |
| 2025 | Sustainable Finance and Economic Resilience in Emerging Markets. (2025). Adetokunbo, Joel ; Sobowale, Olakunle. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:5780-5787. Full description at Econpapers || Download paper | |
| 2025 | Empowering Asnaf through Zakat and Digital Transformation: A Literature Review on Challenges and Strategic Directions in Malaysia. (2025). Asyikin, Nurul Zamratul ; Ismail, Maymunah ; Malib, Marziana Abd ; Johari, Maimunah ; Othman, Azhana. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:11:p:875-887. Full description at Econpapers || Download paper |
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951. Full description at Econpapers || Download paper | |
| 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 | Predictive crypto-asset automated market maker architecture for decentralized finance using deep reinforcement learning. (2024). Lim, Tristan. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00660-0. 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 |
Recent citations received in 2023
| Year | Citing document |
|---|
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Suchetana. 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. 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 |
10 most frequent citing series