International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
9
Impact Factor (IF)
0.2
5 Years IF
0.2
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 | |
| 2015 | 0 | 0.53 | 0.1 | 0 | 31 | 31 | 83 | 2 | 3 | 0 | 0 | 0 | 2 | 0.06 | 0.22 | |||
| 2016 | 0.29 | 0.5 | 0.15 | 0.29 | 31 | 62 | 58 | 9 | 12 | 31 | 9 | 31 | 9 | 1 | 11.1 | 0 | 0.2 | |
| 2017 | 0.29 | 0.52 | 0.2 | 0.29 | 36 | 98 | 80 | 20 | 32 | 62 | 18 | 62 | 18 | 4 | 20 | 2 | 0.06 | 0.21 |
| 2018 | 0.37 | 0.53 | 0.42 | 0.47 | 41 | 139 | 51 | 58 | 90 | 67 | 25 | 98 | 46 | 9 | 15.5 | 5 | 0.12 | 0.22 |
| 2019 | 0.34 | 0.54 | 0.31 | 0.29 | 34 | 173 | 39 | 53 | 143 | 77 | 26 | 139 | 41 | 5 | 9.4 | 4 | 0.12 | 0.21 |
| 2020 | 0.15 | 0.64 | 0.17 | 0.19 | 53 | 226 | 44 | 39 | 182 | 75 | 11 | 173 | 33 | 8 | 20.5 | 1 | 0.02 | 0.3 |
| 2021 | 0.14 | 0.74 | 0.15 | 0.16 | 47 | 273 | 36 | 41 | 223 | 87 | 12 | 195 | 31 | 0 | 1 | 0.02 | 0.27 | |
| 2022 | 0.15 | 0.74 | 0.17 | 0.17 | 56 | 329 | 21 | 57 | 280 | 100 | 15 | 211 | 36 | 0 | 2 | 0.04 | 0.22 | |
| 2023 | 0.16 | 0.7 | 0.14 | 0.15 | 33 | 362 | 16 | 52 | 332 | 103 | 16 | 231 | 35 | 0 | 1 | 0.03 | 0.2 | |
| 2024 | 0.2 | 0.82 | 0.17 | 0.2 | 49 | 411 | 3 | 71 | 403 | 89 | 18 | 223 | 44 | 0 | 1 | 0.02 | 0.24 |
| 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 | 2015 | An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Yamada, Toshihiro ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers || Download paper | 25 |
| 2 | 2016 | Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274. Full description at Econpapers || Download paper | 16 |
| 3 | 2015 | Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115. Full description at Econpapers || Download paper | 11 |
| 4 | 2017 | Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219. Full description at Econpapers || Download paper | 11 |
| 5 | 2017 | Do market competition and development indicators matter for banksâ risk, capital, and efficiency relationship?. (2017). Moudud-Ul, Syed ; Zheng, Changjun ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x. Full description at Econpapers || Download paper | 11 |
| 6 | 2021 | Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195. Full description at Econpapers || Download paper | 11 |
| 7 | 2018 | Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275. Full description at Econpapers || Download paper | 10 |
| 8 | 2017 | Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Sato, Seisho ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372. Full description at Econpapers || Download paper | 10 |
| 9 | 2015 | Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers || Download paper | 9 |
| 10 | 2020 | An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127. Full description at Econpapers || Download paper | 9 |
| 11 | 2017 | Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062. Full description at Econpapers || Download paper | 8 |
| 12 | 2018 | Factors affecting investment decision-making in Pakistan stock exchange. (2018). Saeed, Tahir ; Ramzan, M ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330. Full description at Econpapers || Download paper | 7 |
| 13 | 2020 | Financial inclusion and bank stability controversy: Evidence from South Asian region. (2020). Alvi, Muhammad Amir ; Shehzad, Khurram ; Rafique, Amir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500383. Full description at Econpapers || Download paper | 7 |
| 14 | 2015 | Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x. Full description at Econpapers || Download paper | 7 |
| 15 | 2016 | Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Magdziarz, Marcin ; Shokrollahi, Foad ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031. Full description at Econpapers || Download paper | 7 |
| 16 | 2019 | A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051. Full description at Econpapers || Download paper | 7 |
| 17 | 2021 | Informal institution and corporate innovation: From the perspective of social trust. (2021). Zhao, Ling. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:03:n:s2424786321420056. Full description at Econpapers || Download paper | 6 |
| 18 | 2016 | Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Unal, Gazanfer ; Yilmaz, Adil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x. Full description at Econpapers || Download paper | 5 |
| 19 | 2017 | Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Moudud-Ul, Syed ; Zheng, Changjun. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers || Download paper | 5 |
| 20 | 2019 | The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014. Full description at Econpapers || Download paper | 5 |
| 21 | 2015 | Program trading and its risk analysis based on agent-based computational finance. (2015). Zhang, Yongjie ; Xiong, Xiong ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140. Full description at Econpapers || Download paper | 5 |
| 22 | 2017 | Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Concha, Julio ; Ward, Brian ; Bulthuis, Brian . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers || Download paper | 5 |
| 23 | 2018 | Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111. Full description at Econpapers || Download paper | 5 |
| 24 | 2015 | Fast numerical method for pricing of variable annuities with guaranteed minimum withdrawal benefit under optimal withdrawal strategy. (2015). Luo, Xiaolin ; Shevchenko, Pavel V. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500243. Full description at Econpapers || Download paper | 4 |
| 25 | 2020 | Bilateral multiple gamma returns: Their risks and rewards. (2020). Schoutens, Wim ; Wang, King ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085. Full description at Econpapers || Download paper | 4 |
| 26 | 2021 | Calibration of the Heston stochastic local volatility model: A finite volume scheme. (2021). Koster, Frank ; Oeltz, Daniel ; Engelmann, Bernd. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500486. Full description at Econpapers || Download paper | 4 |
| 27 | 2019 | Platforms oriented business and data analytics in digital ecosystem. (2019). Mishra, Shrutika ; Triptahi, A R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361. Full description at Econpapers || Download paper | 4 |
| 28 | 2017 | Pricing currency options in the Heston/CIR double exponential jump-diffusion model. (2017). Ahlip, Rehez ; Prodan, Ante. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s242478631750013x. Full description at Econpapers || Download paper | 4 |
| 29 | 2018 | Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020. Full description at Econpapers || Download paper | 4 |
| 30 | 2018 | An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081. Full description at Econpapers || Download paper | 4 |
| 31 | 2016 | Trading VIX futures under mean reversion with regime switching. (2016). Li, Jiao. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500213. Full description at Econpapers || Download paper | 4 |
| 32 | 2020 | IoT Platform Business Model for Innovative Management Systems. (2020). Mishra, Shrutika ; Tripathi, A R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309. Full description at Econpapers || Download paper | 4 |
| 33 | 2017 | Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Di Girolamo, Francesca Erica ; Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013. Full description at Econpapers || Download paper | 4 |
| 34 | 2020 | On the consistency of jump-diffusion dynamics for FX rates under inversion. (2020). Pallavicini, Andrea ; Brigo, Damiano ; Graceffa, Federico. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500462. Full description at Econpapers || Download paper | 4 |
| 35 | 2017 | Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500189. Full description at Econpapers || Download paper | 3 |
| 36 | 2016 | Pricing corporate bonds with interest rates following double square-root process. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158. Full description at Econpapers || Download paper | 3 |
| 37 | 2019 | Pricing S&P500 barrier put option of American type under HestonâCIR model with regime-switching. (2019). Noorani, Idin ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500142. Full description at Econpapers || Download paper | 3 |
| 38 | 2022 | Impact of AI on employment in manufacturing industry. (2022). Shi, Zhanzhong ; Shao, Shuai. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:03:n:s2424786321410139. Full description at Econpapers || Download paper | 3 |
| 39 | 2023 | The impact of financial risk attitude on objective-oriented investment behavior. (2023). Qureshi, Shahzadah Fahed ; Ali, Shahid ; Saeed, Muhammad Zubair ; Shehzad, Aamir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:01:n:s2424786322500220. Full description at Econpapers || Download paper | 3 |
| 40 | 2021 | Stock price prediction based on stock price synchronicity and deep learning. (2021). Liu, QI ; Jing, Nan ; Wang, Hefei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321410103. Full description at Econpapers || Download paper | 3 |
| 41 | 2017 | Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Unal, Gazanfer ; Oral, Emrah. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074. Full description at Econpapers || Download paper | 3 |
| 42 | 2017 | Pólya-based approximation for the ATM-forward implied volatility. (2017). Radoii, Rado ; Mati, Ivan ; Stefanica, Dan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323. Full description at Econpapers || Download paper | 3 |
| 43 | 2015 | Analytical valuation of autocallable notes. (2015). Guillaume, Tristan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500164. Full description at Econpapers || Download paper | 3 |
| 44 | 2020 | Platform business model on state-of-the-art business learning use case. (2020). Mishra, Shrutika ; Tripathi, A R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500152. Full description at Econpapers || Download paper | 3 |
| 45 | 2016 | Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237. Full description at Econpapers || Download paper | 3 |
| 46 | 2019 | Behavioral biases and investorsâ decision-making: The moderating role of socio-demographic variables. (2019). Zia, Syeda Zinnaira ; Karim, Nazima Abdul ; Katper, Naveeda K ; Azam, Muhammad. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500208. Full description at Econpapers || Download paper | 3 |
| 47 | 2016 | Modeling liquidation risk with occupation times. (2016). Makarov, Roman N. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500286. Full description at Econpapers || Download paper | 3 |
| 48 | 2017 | The impact of skew on the pricing of CoCo bonds. (2017). Schoutens, Wim ; Forys, Monika B ; de Spiegeleer, Jan ; Marquet, Ine. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500128. Full description at Econpapers || Download paper | 3 |
| 49 | 2015 | Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Wang, Shouyang ; Xie, Haibin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383. Full description at Econpapers || Download paper | 3 |
| 50 | 2017 | Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195. Full description at Econpapers || Download paper | 9 |
| 2 | 2017 | Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219. Full description at Econpapers || Download paper | 6 |
| 3 | 2020 | Financial inclusion and bank stability controversy: Evidence from South Asian region. (2020). Alvi, Muhammad Amir ; Shehzad, Khurram ; Rafique, Amir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500383. Full description at Econpapers || Download paper | 6 |
| 4 | 2020 | An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127. Full description at Econpapers || Download paper | 5 |
| 5 | 2015 | Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x. Full description at Econpapers || Download paper | 5 |
| 6 | 2021 | Informal institution and corporate innovation: From the perspective of social trust. (2021). Zhao, Ling. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:03:n:s2424786321420056. Full description at Econpapers || Download paper | 5 |
| 7 | 2018 | Factors affecting investment decision-making in Pakistan stock exchange. (2018). Saeed, Tahir ; Ramzan, M ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330. Full description at Econpapers || Download paper | 3 |
| 8 | 2021 | Calibration of the Heston stochastic local volatility model: A finite volume scheme. (2021). Koster, Frank ; Oeltz, Daniel ; Engelmann, Bernd. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500486. Full description at Econpapers || Download paper | 3 |
| 9 | 2016 | Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Magdziarz, Marcin ; Shokrollahi, Foad ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031. Full description at Econpapers || Download paper | 3 |
| 10 | 2021 | Data-driven option pricing using single and multi-asset supervised learning. (2021). Rajani, Sharan ; Tanksale, Atharva ; Goswami, Anindya. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321410012. Full description at Econpapers || Download paper | 3 |
| 11 | 2015 | An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Yamada, Toshihiro ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers || Download paper | 3 |
| 12 | 2019 | The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014. Full description at Econpapers || Download paper | 3 |
| 13 | 2023 | The impact of financial risk attitude on objective-oriented investment behavior. (2023). Qureshi, Shahzadah Fahed ; Ali, Shahid ; Saeed, Muhammad Zubair ; Shehzad, Aamir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:01:n:s2424786322500220. Full description at Econpapers || Download paper | 3 |
| 14 | 2020 | Bilateral multiple gamma returns: Their risks and rewards. (2020). Schoutens, Wim ; Wang, King ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085. Full description at Econpapers || Download paper | 3 |
| 15 | 2022 | Impact of AI on employment in manufacturing industry. (2022). Shi, Zhanzhong ; Shao, Shuai. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:03:n:s2424786321410139. Full description at Econpapers || Download paper | 3 |
| 16 | 2021 | Stock price prediction based on stock price synchronicity and deep learning. (2021). Liu, QI ; Jing, Nan ; Wang, Hefei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321410103. Full description at Econpapers || Download paper | 3 |
| 17 | 2017 | The impact of skew on the pricing of CoCo bonds. (2017). Schoutens, Wim ; Forys, Monika B ; de Spiegeleer, Jan ; Marquet, Ine. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500128. Full description at Econpapers || Download paper | 2 |
| 18 | 2023 | Intelligent stock prediction: A neural network approach. (2023). Shahrour, Mohamad H. ; Dekmak, Mostafa. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:01:n:s2424786322500165. Full description at Econpapers || Download paper | 2 |
| 19 | 2016 | Pricing volatility swaps in the Hestonâs stochastic volatility model with regime switching: A saddlepoint approximation method. (2016). Zhang, Mengzhe ; Chan, Leunglung. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500304. Full description at Econpapers || Download paper | 2 |
| 20 | 2019 | Signaling game models of equity financing under information asymmetry and finite project life. (2019). Kwok, Yue Kuen ; Wang, Qiuqi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500026. Full description at Econpapers || Download paper | 2 |
| 21 | 2023 | Deep learning-based option pricing for Barndorffâ¬âNielsen and Shephard model. (2023). Arai, Takuji. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:03:n:s2424786323500159. Full description at Econpapers || Download paper | 2 |
| 22 | 2020 | On the consistency of jump-diffusion dynamics for FX rates under inversion. (2020). Pallavicini, Andrea ; Brigo, Damiano ; Graceffa, Federico. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500462. Full description at Econpapers || Download paper | 2 |
| 23 | 2022 | A study on the capital structure determinants of FMCG companies in India. (2022). Kumar, Pushpender ; Poornima, B G. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:02:n:s2424786321500080. Full description at Econpapers || Download paper | 2 |
| 24 | 2015 | Stochastic simulation framework for the limit order book using liquidity-motivated agents. (2015). Peters, Gareth W ; Panayi, Efstathios. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500139. Full description at Econpapers || Download paper | 2 |
| 25 | 2020 | Do competition and revenue diversification have significant effect on risk-taking? Empirical evidence from BRICS banks. (2020). Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500073. Full description at Econpapers || Download paper | 2 |
| 26 | 2019 | Pricing S&P500 barrier put option of American type under HestonâCIR model with regime-switching. (2019). Noorani, Idin ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500142. Full description at Econpapers || Download paper | 2 |
| 27 | 2019 | Cost of external financing of SMEs: A study of a developing country. (2019). Ahmed, Rustom Ali ; Ali, Md Rostam ; Islam, Md Ashikul. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500294. Full description at Econpapers || Download paper | 2 |
| 28 | 2022 | The influence of capital structure on firm profitability in USA and Bangladesh engineering industry. (2022). Derbali, Abdelkader. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:02:n:s2424786321500298. Full description at Econpapers || Download paper | 2 |
| 29 | 2023 | Nexus between energy consumption, climate risk development finance and GHG emissions. (2023). Gohar, Raheel ; Uddin, Mohammed Ahmar ; Uche, Emmanuel ; Chang, Bisharat Hussain ; Kalra, Akash. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:03:n:s2424786323500251. Full description at Econpapers || Download paper | 2 |
| 30 | 2022 | A state space modeling for proactive management in equity investment. (2022). Takahashi, Soichiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:09:y:2022:i:04:n:s2424786322500256. Full description at Econpapers || Download paper | 2 |
| 31 | 2017 | Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Concha, Julio ; Ward, Brian ; Bulthuis, Brian . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers || Download paper | 2 |
| 32 | 2019 | Empirical investigation of relationship between research and development intensity and firm performance: The role of ownership structure and board structure. (2019). Zulfiqar, Muhammad ; Yousaf, Muhammad Usman ; Khurshid, Muhammad Kashif ; Ahmed, Aftab. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500166. Full description at Econpapers || Download paper | 2 |
| 33 | 2023 | Optimal consumption, investment and life insurance selection under robust utilities. (2023). Pinheiro, S ; Ferreira, M. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:10:y:2023:i:03:n:s2424786323500160. Full description at Econpapers || Download paper | 2 |
| 34 | 2020 | IoT Platform Business Model for Innovative Management Systems. (2020). Mishra, Shrutika ; Tripathi, A R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309. Full description at Econpapers || Download paper | 2 |
| 35 | 2015 | Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers || Download paper | 2 |
| 36 | 2020 | Modeling and pricing with a random walk in random environment. (2020). Castro, Isabel ; Pacheco, Carlos G. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s242478632050053x. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 18
| Year | Title | |
|---|---|---|
| 2024 | Employee Engagement and Spiritual Leadership in Private Higher Education in South Africa. (2024). Schutte, Flip ; Kumalo, Sibongiseni. In: International Review of Management and Marketing. RePEc:eco:journ3:2024-04-15. Full description at Econpapers || Download paper | |
| 2024 | Firm Attributes and Government External Debt as Determinants of Corporate Short Debt Maturity in a Post-CPEC Scenario. (2024). Hira, Irshad ; Ilyas, Ahmad ; Haroon, Hussain ; Wen, Xuezhou ; Yassir, Hussain Rana ; Yasir, Malik Muhammad. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:1:p:137-154:n:1007. Full description at Econpapers || Download paper | |
| 2024 | The impact of firm size on the relationship between leverage and firm performance: evidence from Saudi Arabia. (2024). Alhussayen, Hanan ; Kalyanaraman, Lakshmi ; Alabdulkarim, Nouf. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04211-x. Full description at Econpapers || Download paper | |
| 2024 | Strategic HR Management in the Manufacturing Industry: Balancing Automation and Workforce Development. (2024). Eleogu, Tobechukwu ; Daraojimba, Rosita Eberechukwu ; James, Oladapo Olakunle ; Eyo-Udo, Nsisong Louis ; Olurin, Joy Otibhor ; Okonkwo, Franciscamary. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:10:y:2024:i:12:p:380-401. Full description at Econpapers || Download paper | |
| 2024 | Comparative Analysis of Digital Business Models. (2024). Mishra, Shrutika ; Singh, R S ; Tripathi, A R. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01192-1. Full description at Econpapers || Download paper | |
| 2024 | On the generalized time fractional reactionâdiffusion equation: Lie symmetries, exact solutions and conservation laws. (2024). Feng, Yuqiang ; Yu, Jicheng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924004077. Full description at Econpapers || Download paper | |
| 2024 | A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators. (2024). Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1230. Full description at Econpapers || Download paper | |
| 2024 | A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators. (2024). Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf588. Full description at Econpapers || Download paper | |
| 2024 | Exploring the Role of AI in Improving VAT Reporting Quality: Experimental Study in Emerging Markets. (2024). Nakhal, Bilal ; al Najjar, Moustafa ; Mahboub, Rasha ; Ghanem, Mohamed Gaber. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:477-:d:1504343. Full description at Econpapers || Download paper | |
| 2024 | Illusion of Control: Psychological Characteristics as Moderators in Financial Decision Making. (2024). Wichardt, Philipp C ; Spitzer, Carsten ; Schmidt, Ulrich ; Schutze, Tobias. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:300919. Full description at Econpapers || Download paper | |
| 2024 | Financial literacy and investment behavior of individuals in Pakistan: Evidence from an Environment prone to religious sentiment. (2024). Memon, Farzana Akmal ; Uddin, Md Hamid ; Shah, Sobia Shafaq ; Qureshi, Fiza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000893. Full description at Econpapers || Download paper | |
| 2024 | Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Shi, Yufeng ; Zeng, Xiaoping ; Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0. Full description at Econpapers || Download paper | |
| 2024 | Carbon emissions and the rising effect of foreign direct investment and trade openness: Evidence from panel data countries. (2024). Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Pan, Shin-Hung ; Channa, Khalil Ahmed ; Maydybura, Alina ; Almazyad, Tareq. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:4:p:1-22. Full description at Econpapers || Download paper | |
| 2024 | Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning. (2024). Imai, Yuto ; Arai, Takuji. In: Papers. RePEc:arx:papers:2402.00445. Full description at Econpapers || Download paper | |
| 2024 | Monte Carlo simulation for BarndorffâNielsen and Shephard model under change of measure. (2024). Imai, Yuto ; Arai, Takuji. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:218:y:2024:i:c:p:223-234. Full description at Econpapers || Download paper | |
| 2024 | Robust Bellman State Prediction with Learning and Model Preferences. (2024). Estey, Clayton. In: OSF Preprints. RePEc:osf:osfxxx:75fc9. Full description at Econpapers || Download paper | |
| 2024 | Robust Bellman State Prediction with Learning and Model Preferences. (2024). Estey, Clayton. In: OSF Preprints. RePEc:osf:osfxxx:75fc9_v1. Full description at Econpapers || Download paper | |
| 2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Influence of key ESG factors on Islamic banksâ financial performance: Evidence from GCC countries. (2024). Karim, Sitara ; Alghafes, Rsha ; Alkayed, Lama ; Qureishi, Naila ; Aliani, Khaoula. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s105905602400621x. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | A bibliographic overview of financial engineering in the emerging financial market. (2023). Biswal, Saroj Kanta ; Jena, Jyoti Ranjan ; Shrivastava, Avinash K ; Panigrahi, Rashmi Ranjan. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:6:d:10.1007_s13198-023-02123-8. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach. (2022). Gardijan, Kedo Margareta. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:8:y:2022:i:2:p:28-42:n:3. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Die österreichische Land- und Forstwirtschaft im Kontext der Bioökonomie. (2021). Sinabell, Franz. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2021:i:9:p:651-664. Full description at Econpapers || Download paper |
10 most frequent citing series