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CORDIS - EU research results
CORDIS

Digital Finance - Reaching New Frontiers

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Deliverables

Publications

Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning (opens in new window)

Author(s): Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg; Hadji-Misheva, Branka
Published in: Expert Systems with Applications, 2023
DOI: 10.2139/SSRN.4726481

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics (opens in new window)

Author(s): Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg; Hadji-Misheva, Branka
Published in: Finance Research Letters, 2024
DOI: 10.1016/J.FRL.2024.105308

Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques (opens in new window)

Author(s): Osterrieder, Joerg; Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; Misheva, Branka Hadji; Mare, Codruta
Published in: 2024
DOI: 10.48550/arxiv.2402.11231

Estimating the Value-at-Risk by Temporal VAE (opens in new window)

Author(s): Robert Buch; Stefanie Grimm; Ralf Korn; Ivo Richert
Published in: Risks, 2023
DOI: 10.48550/ARXIV.2112.01896

How are AI & LLMs transforming the financial services industry and asset-based finance?

Author(s): Gennaro Di Brino
Published in: 2024

AI-Driven Failed Trials in Investment Strategies: A Network Data Analysis Approach

Author(s): Bolesta, Karolina and Akar, Mutlu and Coita, Ioana and tarantola, claudia and Iannario, Maria and Osterrieder, Joerg and Sipos, Ciprian and Schwendner, Peter and Bedowska-Sojka, Barbara and Pisoni, Galena and Maxhelaku, Armela and Maxhelaku, Suela and Wei
Published in: 2024
Publisher: SSRN

Emoji Driven Crypto Assets Market Reactions

Author(s): Zuo, Xiaorui; Chen, Yao-Tsung; Härdle, Wolfgang Karl; Zuo Xiaorui; Chen Yao-Tsung; Härdle Wolfgang Karl
Published in: SSRN Electronic Journal, 2024

Private Debt Fund Performance: Is Post-Pandemic the golden era for Private Debt?

Author(s): Arben Zibri
Published in: 2024

Predicting the Undead: Using Machine Learning to Forecast Cryptocurrency Zombies (opens in new window)

Author(s): Barbara Bedowska-Sojka, Piotr Wojcik, Daniel Traian Pele
Published in: 2024
Publisher: Elsevier BV
DOI: 10.2139/SSRN.4793792

Exploring the fine-tuning of LLMs for enhanced performance in ABF & future use cases

Author(s): Gennaro Di Brino
Published in: 2024

AI 4 Crowdfunding - A hands-on roadmap to study and understand crowdfunding data using critical thinking AI

Author(s): Stefana Belbe, Lucia Gomez Teijeiro, Liana Stanca, Karsten Wenzlaff, Codruta Mare, Ramy Elitzur, Karolina Bolesta, Xiaohong Huang, Gokce Nur Yilmaz, Frederic Bernard, Joerg Osterrieder, Ioana Florina Coita, Olivija Filipovska, Hanna Kristin Skaftadottir,
Published in: 2024
Publisher: SSRN

Energy Price Modelling: A Comparative Evaluation of four Generations of Forecasting Methods

Author(s): Toma, Filip-Mihai; Lessmann, Stefan; Velev, Georg; Pele, Daniel Traian; Andrei, Alexandru-Victor; Andrei, Alexandru-Victor; Velev, Georg; Toma, Filip-Mihai; Pele, Daniel Traian; Lessmann, Stefan
Published in: Datacite, 2024

Understanding the mathematical background of Generative Adversarial Networks (GANs) (opens in new window)

Author(s): Bilgi YILMAZ, Ralf KORN
Published in: Mathematical Modelling and Numerical Simulation with Applications, Issue 3, 2023, ISSN 2791-8564
Publisher: Mathematical Modelling and Numerical Simulation with Applications
DOI: 10.53391/mmnsa.1327485

A first look back: model performance under Solvency II (opens in new window)

Author(s): Ralf Korn, Gerhard Stahl
Published in: European Actuarial Journal, Issue 14, 2024, ISSN 2190-9733
Publisher: Springer Science and Business Media LLC
DOI: 10.1007/s13385-023-00374-0

GARCH Modelling of Cryptocurrencies (opens in new window)

Author(s): Jeffrey Chu, Stephen Chan, Saralees Nadarajah, Joerg Osterrieder
Published in: Journal of Risk and Financial Management, Issue 10, 2024, ISSN 1911-8074
Publisher: MDPI AG
DOI: 10.3390/jrfm10040017

A mean field game model for optimal trading in the intraday electricity market (opens in new window)

Author(s): Sema Coskun, Ralf Korn
Published in: Decisions in Economics and Finance, 2024, ISSN -1129-6569
Publisher: Springer
DOI: 10.1007/s10203-024-00445-1

A theoretical exploration of genetic algorithms and mathematical optionality (opens in new window)

Author(s): Joerg Osterrieder
Published in: Frontiers in Artificial Intelligence, section Artificial Intelligence in Finance, 2023
Publisher: Frontiers in Artificial Intelligence
DOI: 10.3389/frai.2023.1276804

Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy (opens in new window)

Author(s): Agata Kliber, Barbara Będowska-Sójka
Published in: Energy Economics, Issue 138, 2024, ISSN 0140-9883
Publisher: Elsevier BV
DOI: 10.1016/j.eneco.2024.107820

Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics (opens in new window)

Author(s): Yiting Liu, Lennart John Baals, Jörg Osterrieder, Branka Hadji-Misheva
Published in: Finance Research Letters, Issue 63, 2024, ISSN 1544-6123
Publisher: Elsevier BV
DOI: 10.1016/j.frl.2024.105308

Hypothesizing Multimodal Influence: Assessing the Impact of Textual and Non-Textual Data on Financial Instrument Pricing Using NLP and Generative AI (opens in new window)

Author(s): Karolina Bolesta, Gabin Taibi, Codruta Mare, Branka Hadji Misheva, Christian Hopp, Joerg Osterrieder
Published in: SSRN Electronic Journal, 2024, ISSN 1556-5068
Publisher: Elsevier BV
DOI: 10.2139/ssrn.4698153

Managing reputational risk in the decumulation phase of a pension fund (opens in new window)

Author(s): M. Carmen Boado-Penas, Leonie V. Brinker, Julia Eisenberg, Ralf Korn
Published in: Insurance: Mathematics and Economics, Issue 109, 2023, ISSN 0167-6687
Publisher: Elsevier BV
DOI: 10.1016/j.insmatheco.2022.12.005

Has bitcoin been dethroned too quickly? The cryptocurrency return networks (opens in new window)

Author(s): Barbara Będowska-Sójka, Piotr Wójcik, Sabrina Giordano
Published in: Network Science, Issue 13, 2024, ISSN 2050-1242
Publisher: Cambridge University Press (CUP)
DOI: 10.1017/NWS.2024.17

Metaverse Non Fungible Tokens (opens in new window)

Author(s): Joerg Osterrieder, Stephen Chan, Jeffrey Chu, Yuanyuan Zhang
Published in: SSRN Electronic Journal, 2024, ISSN 1556-5068
Publisher: Elsevier BV
DOI: 10.2139/ssrn.4733153

Dynamic Regression Prediction Models for Customer Specific Electricity Consumption (opens in new window)

Author(s): Fatlinda Shaqiri, Ralf Korn, Hong-Phuc Truong
Published in: Electricity, Issue 4, 2023, ISSN 2673-4826
Publisher: MDPI AG
DOI: 10.3390/electricity4020012

Lead Behaviour in Bitcoin Markets (opens in new window)

Author(s): Ying Chen, Paolo Giudici, Branka Hadji Misheva, Simon Trimborn
Published in: Risks, Issue 8, 2024, ISSN 2227-9091
Publisher: MDPI AG
DOI: 10.3390/risks8010004

Estimating the Value-at-Risk by Temporal VAE (opens in new window)

Author(s): Robert Buch, Stefanie Grimm, Ralf Korn, Ivo Richert
Published in: Risks, Issue 11, 2023, ISSN 2227-9091
Publisher: MDPI AG
DOI: 10.3390/risks11050079

Optimal portfolios with sustainable assets: aspects for life insurers (opens in new window)

Author(s): Ralf Korn, Ajla Nurkanovic
Published in: European Actuarial Journal, Issue 13, 2023, ISSN 2190-9733
Publisher: Springer Science and Business Media LLC
DOI: 10.1007/s13385-023-00342-8

Modeling Financial Risk Attitude: The Role of Education And Financial Literacy (opens in new window)

Author(s): Maria Iannario, Anna Clara Monti, Domenico Scalera
Published in: Financial Internet Quarterly, Issue 20, 2024, ISSN 2719-3454
Publisher: Walter de Gruyter GmbH
DOI: 10.2478/fiqf-2024-0008

A Statistical Analysis of Cryptocurrencies (opens in new window)

Author(s): Stephen Chan, Jeffrey Chu, Saralees Nadarajah, Joerg Osterrieder
Published in: Journal of Risk and Financial Management, Issue 10, 2024, ISSN 1911-8074
Publisher: MDPI AG
DOI: 10.3390/jrfm10020012

Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning (opens in new window)

Author(s): Yiting Liu, Lennart John Baals, Jörg Osterrieder, Branka Hadji-Misheva
Published in: Expert Systems with Applications, Issue 252, 2024, ISSN 0957-4174
Publisher: Elsevier BV
DOI: 10.1016/j.eswa.2024.124100

A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand (opens in new window)

Author(s): Bilgi Yilmaz, Ralf Korn
Published in: Expert Systems with Applications, Issue 250, 2024, ISSN 0957-4174
Publisher: Elsevier BV
DOI: 10.1016/j.eswa.2024.123851

Understanding Blockchain Technology (opens in new window)

Author(s): Min-Bin Lin, Daniel Traian Pele, Rui Ren
Published in: SSRN Electronic Journal, 2024, ISSN 1556-5068
Publisher: Elsevier BV
DOI: 10.2139/ssrn.4804484

2023 FINTECH REPORT ROMANIA & BULGARIA

Author(s): Vasile STRAT, Deyan RADEV, Daniel Traian PELE, Cătălina CHINIE, Florin GROSU, Flavius Cosmin DARIE, Codruța MARE, Virgil DAMIAN, Ioana COITA
Published in: 2024, ISBN 978-606-34-0517-4
Publisher: Editura ASE

AI Toxicity in News articles

Author(s): Proscanu C, Proscanu M, Costea A
Published in: The 18th International Conference on Business Excellence Smart Solutions for a Sustainable Future, 2024

Explainable Few-Shot Class Incremental Learning for Mobile Network Traffic Classification

Author(s): Francesco Cerasuolo, Giampaolo Bovenzi, Vincenzo Spadari, Domenico Ciuonzo, Antonio Pescapè
Published in: IEEE Global Communications Conference (GLOBECOM 2024), 2024
Publisher: IEEE

GraLMatch: Matching Groups of Entities with Graphs and Language Models (opens in new window)

Author(s): Fernando De Meer Pardo, Claude Lehmann, Dennis Gehrig, Andrea Nagy, Stefano Nicoli, Branka Hadji Misheva, Martin Braschler, Kurt Stockinger
Published in: EDBT: 28th International Conference on Extending Database Technology, 2024
DOI: 10.48550/arXiv.2406.15015

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