Digital Finance - Reaching New Frontiers

Información del proyecto

DIGITAL

Identificador del acuerdo de subvención: 101119635

DOI

10.3030/101119635

Fecha de la firma de la CE 8 Noviembre 2023

Fecha de inicio 1 Enero 2024

Fecha de finalización 31 Diciembre 2027

Financiado con arreglo a

• Marie Skłodowska-Curie Actions (MSCA)

Coste total

Sin datos

Aportación de la UE

€ 3 792 542,40

Coordinado por

UNIVERSITEIT TWENTE
Netherlands

CORDIS proporciona enlaces a los documentos públicos y las publicaciones de los proyectos de los programas marco HORIZONTE.

Los enlaces a los documentos y las publicaciones de los proyectos del Séptimo Programa Marco, así como los enlaces a algunos tipos de resultados específicos, como conjuntos de datos y «software», se obtienen dinámicamente de OpenAIRE .

Resultado final

Websites, patent fillings, videos etc. (1)

Website

Project website

Publicaciones

Other (12)

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

Autores: Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg; Hadji-Misheva, Branka
Publicado en: Expert Systems with Applications, 2023
DOI: 10.2139/SSRN.4726481

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Autores: Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg; Hadji-Misheva, Branka
Publicado en: Finance Research Letters, 2024
DOI: 10.1016/J.FRL.2024.105308

Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques

Autores: Osterrieder, Joerg; Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; Misheva, Branka Hadji; Mare, Codruta
Publicado en: 2024
DOI: 10.48550/arxiv.2402.11231

Estimating the Value-at-Risk by Temporal VAE

Autores: Robert Buch; Stefanie Grimm; Ralf Korn; Ivo Richert
Publicado en: Risks, 2023
DOI: 10.48550/ARXIV.2112.01896

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

Autores: Gennaro Di Brino
Publicado en: 2024

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

Autores: 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
Publicado en: 2024
Editor: SSRN

Emoji Driven Crypto Assets Market Reactions

Autores: Zuo, Xiaorui; Chen, Yao-Tsung; Härdle, Wolfgang Karl; Zuo Xiaorui; Chen Yao-Tsung; Härdle Wolfgang Karl
Publicado en: SSRN Electronic Journal, 2024

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

Autores: Arben Zibri
Publicado en: 2024

Predicting the Undead: Using Machine Learning to Forecast Cryptocurrency Zombies

Autores: Barbara Bedowska-Sojka, Piotr Wojcik, Daniel Traian Pele
Publicado en: 2024
Editor: Elsevier BV
DOI: 10.2139/SSRN.4793792

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

Autores: Gennaro Di Brino
Publicado en: 2024

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

Autores: 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,
Publicado en: 2024
Editor: SSRN

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

Autores: 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
Publicado en: Datacite, 2024

Peer reviewed articles (20)

Understanding the mathematical background of Generative Adversarial Networks (GANs)

Autores: Bilgi YILMAZ, Ralf KORN
Publicado en: Mathematical Modelling and Numerical Simulation with Applications, Edición 3, 2023, ISSN 2791-8564
Editor: Mathematical Modelling and Numerical Simulation with Applications
DOI: 10.53391/mmnsa.1327485

A first look back: model performance under Solvency II

Autores: Ralf Korn, Gerhard Stahl
Publicado en: European Actuarial Journal, Edición 14, 2024, ISSN 2190-9733
Editor: Springer Science and Business Media LLC
DOI: 10.1007/s13385-023-00374-0

GARCH Modelling of Cryptocurrencies

Autores: Jeffrey Chu, Stephen Chan, Saralees Nadarajah, Joerg Osterrieder
Publicado en: Journal of Risk and Financial Management, Edición 10, 2024, ISSN 1911-8074
Editor: MDPI AG
DOI: 10.3390/jrfm10040017

A mean field game model for optimal trading in the intraday electricity market

Autores: Sema Coskun, Ralf Korn
Publicado en: Decisions in Economics and Finance, 2024, ISSN -1129-6569
Editor: Springer
DOI: 10.1007/s10203-024-00445-1

A theoretical exploration of genetic algorithms and mathematical optionality

Autores: Joerg Osterrieder
Publicado en: Frontiers in Artificial Intelligence, section Artificial Intelligence in Finance, 2023
Editor: 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

Autores: Agata Kliber, Barbara Będowska-Sójka
Publicado en: Energy Economics, Edición 138, 2024, ISSN 0140-9883
Editor: Elsevier BV
DOI: 10.1016/j.eneco.2024.107820

Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics

Autores: Yiting Liu, Lennart John Baals, Jörg Osterrieder, Branka Hadji-Misheva
Publicado en: Finance Research Letters, Edición 63, 2024, ISSN 1544-6123
Editor: 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

Autores: Karolina Bolesta, Gabin Taibi, Codruta Mare, Branka Hadji Misheva, Christian Hopp, Joerg Osterrieder
Publicado en: SSRN Electronic Journal, 2024, ISSN 1556-5068
Editor: Elsevier BV
DOI: 10.2139/ssrn.4698153

Managing reputational risk in the decumulation phase of a pension fund

Autores: M. Carmen Boado-Penas, Leonie V. Brinker, Julia Eisenberg, Ralf Korn
Publicado en: Insurance: Mathematics and Economics, Edición 109, 2023, ISSN 0167-6687
Editor: Elsevier BV
DOI: 10.1016/j.insmatheco.2022.12.005

Has bitcoin been dethroned too quickly? The cryptocurrency return networks

Autores: Barbara Będowska-Sójka, Piotr Wójcik, Sabrina Giordano
Publicado en: Network Science, Edición 13, 2024, ISSN 2050-1242
Editor: Cambridge University Press (CUP)
DOI: 10.1017/NWS.2024.17

Metaverse Non Fungible Tokens

Autores: Joerg Osterrieder, Stephen Chan, Jeffrey Chu, Yuanyuan Zhang
Publicado en: SSRN Electronic Journal, 2024, ISSN 1556-5068
Editor: Elsevier BV
DOI: 10.2139/ssrn.4733153

Dynamic Regression Prediction Models for Customer Specific Electricity Consumption

Autores: Fatlinda Shaqiri, Ralf Korn, Hong-Phuc Truong
Publicado en: Electricity, Edición 4, 2023, ISSN 2673-4826
Editor: MDPI AG
DOI: 10.3390/electricity4020012

Lead Behaviour in Bitcoin Markets

Autores: Ying Chen, Paolo Giudici, Branka Hadji Misheva, Simon Trimborn
Publicado en: Risks, Edición 8, 2024, ISSN 2227-9091
Editor: MDPI AG
DOI: 10.3390/risks8010004

Estimating the Value-at-Risk by Temporal VAE

Autores: Robert Buch, Stefanie Grimm, Ralf Korn, Ivo Richert
Publicado en: Risks, Edición 11, 2023, ISSN 2227-9091
Editor: MDPI AG
DOI: 10.3390/risks11050079

Optimal portfolios with sustainable assets: aspects for life insurers

Autores: Ralf Korn, Ajla Nurkanovic
Publicado en: European Actuarial Journal, Edición 13, 2023, ISSN 2190-9733
Editor: Springer Science and Business Media LLC
DOI: 10.1007/s13385-023-00342-8

Modeling Financial Risk Attitude: The Role of Education And Financial Literacy

Autores: Maria Iannario, Anna Clara Monti, Domenico Scalera
Publicado en: Financial Internet Quarterly, Edición 20, 2024, ISSN 2719-3454
Editor: Walter de Gruyter GmbH
DOI: 10.2478/fiqf-2024-0008

A Statistical Analysis of Cryptocurrencies

Autores: Stephen Chan, Jeffrey Chu, Saralees Nadarajah, Joerg Osterrieder
Publicado en: Journal of Risk and Financial Management, Edición 10, 2024, ISSN 1911-8074
Editor: 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

Autores: Yiting Liu, Lennart John Baals, Jörg Osterrieder, Branka Hadji-Misheva
Publicado en: Expert Systems with Applications, Edición 252, 2024, ISSN 0957-4174
Editor: Elsevier BV
DOI: 10.1016/j.eswa.2024.124100

A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand

Autores: Bilgi Yilmaz, Ralf Korn
Publicado en: Expert Systems with Applications, Edición 250, 2024, ISSN 0957-4174
Editor: Elsevier BV
DOI: 10.1016/j.eswa.2024.123851

Understanding Blockchain Technology

Autores: Min-Bin Lin, Daniel Traian Pele, Rui Ren
Publicado en: SSRN Electronic Journal, 2024, ISSN 1556-5068
Editor: Elsevier BV
DOI: 10.2139/ssrn.4804484

Monographic books (1)

2023 FINTECH REPORT ROMANIA & BULGARIA

Autores: Vasile STRAT, Deyan RADEV, Daniel Traian PELE, Cătălina CHINIE, Florin GROSU, Flavius Cosmin DARIE, Codruța MARE, Virgil DAMIAN, Ioana COITA
Publicado en: 2024, ISBN 978-606-34-0517-4
Editor: Editura ASE

Thesis and dissertations (1)

Real consequences of non-stationary fundamentals among digital assets

Autores: Häusler, Konstantin
Publicado en: Datacite, 2024
DOI: 10.18452/28403

Conference proceedings (3)

AI Toxicity in News articles

Autores: Proscanu C, Proscanu M, Costea A
Publicado en: 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

Autores: Francesco Cerasuolo, Giampaolo Bovenzi, Vincenzo Spadari, Domenico Ciuonzo, Antonio Pescapè
Publicado en: IEEE Global Communications Conference (GLOBECOM 2024), 2024
Editor: IEEE

GraLMatch: Matching Groups of Entities with Graphs and Language Models

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