Digital Finance / Springer
Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
10
Impact Factor (IF)
0.1
5 Years IF
0.19
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 | 0.53 | 1.2 | 0 | 10 | 10 | 141 | 12 | 13 | 0 | 0 | 9 | 75 | 12 | 1.2 | 0.21 | ||
| 2020 | 1.7 | 0.63 | 0.83 | 1.7 | 14 | 24 | 71 | 20 | 33 | 10 | 17 | 10 | 17 | 0 | 2 | 0.14 | 0.3 | |
| 2021 | 1.71 | 0.72 | 1.2 | 1.71 | 16 | 40 | 49 | 48 | 81 | 24 | 41 | 24 | 41 | 1 | 2.1 | 4 | 0.25 | 0.26 |
| 2022 | 0.6 | 0.71 | 0.92 | 1.23 | 23 | 63 | 37 | 58 | 139 | 30 | 18 | 40 | 49 | 6 | 10.3 | 4 | 0.17 | 0.21 |
| 2023 | 0.38 | 0.66 | 0.61 | 0.75 | 22 | 85 | 43 | 52 | 191 | 39 | 15 | 63 | 47 | 3 | 5.8 | 0 | 0.19 | |
| 2024 | 0.36 | 0.71 | 0.71 | 0.86 | 27 | 112 | 26 | 79 | 270 | 45 | 16 | 85 | 73 | 7 | 8.9 | 4 | 0.15 | 0.21 |
| 2025 | 0.92 | 0.94 | 0.59 | 0.75 | 44 | 156 | 5 | 92 | 362 | 49 | 45 | 102 | 77 | 3 | 3.3 | 3 | 0.07 | 0.27 |
| 2026 | 0.1 | 0.2 | 0.19 | 24 | 180 | 0 | 36 | 398 | 71 | 7 | 132 | 25 | 2 | 5.6 | 1 | 0.04 |
| 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 | 44 |
| 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 | 22 |
| 4 | 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 | 15 |
| 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 | 14 |
| 6 | 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 |
| 7 | 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 | 12 |
| 8 | 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 | 11 |
| 9 | 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 |
| 10 | 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 | 10 |
| 11 | 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 | 10 |
| 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 | 10 |
| 13 | 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 |
| 14 | 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 |
| 15 | 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 |
| 16 | 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 |
| 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 | 7 |
| 18 | 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 | 6 |
| 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 | 5 |
| 20 | 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 |
| 21 | 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 | 5 |
| 22 | 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 | 5 |
| 23 | 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 | 5 |
| 24 | 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 |
| 25 | 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 |
| 26 | 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 |
| 27 | 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 |
| 28 | 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 | 4 |
| 29 | 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 | 4 |
| 30 | 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 |
| 31 | 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 | 4 |
| 32 | 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 | 3 |
| 33 | 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 |
| 34 | 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 | 3 |
| 35 | 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 | 3 |
| 36 | 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 |
| 37 | 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 |
| 38 | 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 |
| 39 | 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 | 3 |
| 40 | 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 |
| 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 | 2025 | Unified approach for hedging impermanent loss of liquidity provision. (2025). Lucic, Vladimir ; Sepp, Artur ; Lipton, Alex. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:3:d:10.1007_s42521-025-00144-5. Full description at Econpapers || Download paper | 2 |
| 43 | 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 |
| 44 | 2024 | Automated market makers and their implications for liquidity providers. (2024). Bronnimann, Werner ; Krabichler, Thomas ; Egloff, Pascal. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00117-0. Full description at Econpapers || Download paper | 2 |
| 45 | 2022 | Delta force: option pricing with differential machine learning. (2022). Pedersen, Tobias Cramer ; Poulsen, Rolf ; Frandsen, Magnus Gronnegaard. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00041-7. Full description at Econpapers || Download paper | 2 |
| 46 | 2024 | Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models. (2024). Mazumdar, Somnath ; Gessl, Moritz ; Parra-Moyano, Jose ; Partida, Daniel. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00110-7. Full description at Econpapers || Download paper | 2 |
| 47 | 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 |
| 48 | 2025 | Advancing sustainability through financial inclusion and sustainable finance: a systematic literature review. (2025). Lszl, Vrallyai ; Mamun, Asep Yusup. 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 |
| 49 | 2023 | Heterogeneous tail generalized common factor modeling. (2023). Hediger, Simon ; Polak, Pawe ; Paolella, Marc S ; Naf, Jeffrey. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00083-z. Full description at Econpapers || Download paper | 1 |
| 50 | 2024 | Cryptocurrency spillovers and correlations: inefficiency and co-movement. (2024). Baur, Dirk G ; Hoang, Lai T. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00099-5. 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 | 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 | 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 | 11 |
| 3 | 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 | 8 |
| 4 | 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 | 7 |
| 5 | 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 | 6 |
| 6 | 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 | 5 |
| 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 | 5 |
| 8 | 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 | 4 |
| 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 | 4 |
| 10 | 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 | 3 |
| 11 | 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 | 3 |
| 12 | 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 | 3 |
| 13 | 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 |
| 14 | 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 | 3 |
| 15 | 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 |
| 16 | 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 |
| 17 | 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 |
| 18 | 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 | 2 |
| 19 | 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 |
| 20 | 2025 | Unified approach for hedging impermanent loss of liquidity provision. (2025). Lucic, Vladimir ; Sepp, Artur ; Lipton, Alex. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:3:d:10.1007_s42521-025-00144-5. Full description at Econpapers || Download paper | 2 |
| 21 | 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 |
| 22 | 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 |
| 23 | 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 |
| 24 | 2025 | Advancing sustainability through financial inclusion and sustainable finance: a systematic literature review. (2025). Lszl, Vrallyai ; Mamun, Asep Yusup. 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 |
| 25 | 2024 | Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models. (2024). Mazumdar, Somnath ; Gessl, Moritz ; Parra-Moyano, Jose ; Partida, Daniel. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00110-7. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 7
| Year | Title | |
|---|---|---|
| 2026 | Decoding the crypto crowd: how social media sentiment predicts Ethereumâs price. (2026). Harasheh, Murad ; Bouteska, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:1:d:10.1057_s41260-025-00438-8. Full description at Econpapers || Download paper | |
| 2026 | A comparative review on AI empowered CRA process of banking and P2P lending models. (2026). Kaur, Pankaj Deep ; Arora, Nisha. In: Operational Research. RePEc:spr:operea:v:26:y:2026:i:2:d:10.1007_s12351-026-01032-5. Full description at Econpapers || Download paper | |
| 2026 | Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs. (2026). Le, Thai Hong ; Thi, Huong Mai ; Pham, Dat Thanh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:681:y:2026:i:c:s0378437125007320. Full description at Econpapers || Download paper | |
| 2026 | Composable Finance. (2026). Lee, Michael. In: Staff Reports. RePEc:fip:fednsr:102386. Full description at Econpapers || Download paper | |
| 2026 | Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse. (2026). Baquero, Carlos. In: Papers. RePEc:arx:papers:2606.00071. Full description at Econpapers || Download paper | |
| 2026 | Pricing and hedging for liquidity provision in Constant Function Market Making. (2026). Wang, Tai-Ho ; Tung, Shen-Ning ; Risk, Jimmy. In: Papers. RePEc:arx:papers:2603.01344. Full description at Econpapers || Download paper | |
| 2026 | Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints. (2026). Hane, Atsushi. In: Papers. RePEc:arx:papers:2603.19716. 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 |
|---|
10 most frequent citing series