Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related? [0.03%]
加密货币技术革命：比特币价格与恐怖袭击有关吗？
Yu Song,Bo Chen,Xin-Yi Wang
Yu Song
As a financial innovation of the information age, cryptocurrency is a complex concept with clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism perspective, this study uses the time-varying parameter/st...
Laurens Swinkels
Laurens Swinkels
To better understand the potential and limitations of the tokenization of real asset markets, empirical studies need to examine this radically new organization of financial markets. In our study, we examine the financial and economic conseq...
A modified EDAS model for comparison of mobile wallet service providers in India [0.03%]
印度移动钱包服务提供商比较的EDAS改进模型
Sanjib Biswas,Dragan Pamucar
Sanjib Biswas
The present paper has two-fold purposes. First, the current work provides an integrated theoretical framework to compare popular mobile wallet service providers based on users' views in the Indian context. To this end, we propose a new grey...
Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence [0.03%]
对中亚经济体更为重要的货币：全球和区域相互依赖下汇率市场压力的分析
Devendra Kumar Jain,Naqeeb Ur-Rehman,Omonjon Ganiev et al.
Devendra Kumar Jain et al.
Central Asian Economies (CAEs) have diverse exchange rate policies. They have recorded higher volatility in the foreign exchange market since inception. High volatility of the transition era has drifted these economies towards partial dolla...
Survey of feature selection and extraction techniques for stock market prediction [0.03%]
用于股市预测的数据特征选取和提取技术综述
Htet Htet Htun,Michael Biehl,Nicolai Petkov
Htet Htet Htun
In stock market forecasting, the identification of critical features that affect the performance of machine learning (ML) models is crucial to achieve accurate stock price predictions. Several review papers in the literature have focused on...
Mingbo Zheng,Gen-Fu Feng,Xinxin Zhao et al.
Mingbo Zheng et al.
Rapidly increasing cryptocurrency prices have encouraged cryptocurrency miners to participate in cryptocurrency production, increasing network hashrates and electricity consumption. Growth in network hashrates has further crowded out small ...
Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market [0.03%]
COVID-19大流行期间的知情交易概率：以罗马尼亚股市为例
Cosmin Octavian Cepoi,Victor Dragotă,Ruxandra Trifan et al.
Cosmin Octavian Cepoi et al.
Using data from the Bucharest Stock Exchange, we examine the factors influencing the probability of informed trading (PIN) during February-October 2020, a COVID-19 pandemic period. Based on an unconditional quantile regression approach, we ...
Predicting Fintech Innovation Adoption: the Mediator Role of Social Norms and Attitudes [0.03%]
预测金融科技创新采纳：社会规范和态度的中介作用
A Irimia-Diéguez,F Velicia-Martín,M Aguayo-Camacho
A Irimia-Diéguez
Digital innovation is challenging the traditional way of offering financial services to companies; the so-called Fintech phenomenon refers to startups that use the latest technologies to offer innovative financial services. Within the frame...
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach [0.03%]
美国各州的经济状况能预测油价波动吗？一种分位数机器学习的方法
Rangan Gupta,Christian Pierdzioch
Rangan Gupta
Because the U.S. is a major player in the international oil market, it is interesting to study whether aggregate and state-level economic conditions can predict the subsequent realized volatility of oil price returns. To address this resear...
Xuekui Zhang,Yuying Huang,Ke Xu et al.
Xuekui Zhang et al.
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to...