Các bài nghiên cứu mới về Công nghệ tài chính từ ngày 23/9 đến ngày 30/9/2021
Cập nhật vào: Thứ năm - 30/09/2021 11:24 Cỡ chữ
Trong những năm gần đây, lĩnh vực công nghệ tài chính - Fintech đã đánh dấu nhiều sự phát triển nổi bật. Theo thời gian, Fitech dần được coi là một trong những phương tiện, công cụ quan trọng trong việc định hình và phát triển đổi mới tài chính. Cục Thông tin KH&CN Quốc gia trân trọng gửi đến các nhà khoa học những nghiên cứu mới nhất về Công nghệ tài chính, được xuất bản chính thức và các bài viết được chấp nhận đăng trên những cơ sở dữ liệu học thuật chính thống. Những nghiên cứu công bố được tổng hợp tại đường link các bài.
1. Identity Protection during the use of Internet
Agrawal, Navin Kumar. Journal of Physics: Conference Series; Bristol Vol. 1947, Iss. 1, (Jun 2021).
2. A Consortium Blockchain Wallet Scheme Based on Dual-Threshold Key Sharing
Li, Guojia. Symmetry; Basel Vol. 13, Iss. 8, (2021): 1444.
3. Traceability and ownership claim of data on big data marketplace using blockchain technology
Sahoo, Swagatika; Halder, Raju. Journal of Information and Telecommunication; Abingdon Vol. 5, Iss. 1, (Mar 2021): 35-61.
4. Developing an Effective Graph Based Block Chain Framework
Prasad, B Ravi; Swapnil Saurav; Devi, A Sangeerani; Loganathan, Venkateshwaran. Journal of Physics: Conference Series; Bristol Vol. 1964, Iss. 4, (Jul 2021).
5. The Perceived Effectiveness of Blockchain for Digital Operational Risk Resilience in the European Union Insurance Market Sector
Grima, Simon; Kizilkaya, Murat; Sood, Kiran; ErdemDelice, Mehmet. Journal of Risk and Financial Management; Basel Vol. 14, Iss. 8, (2021): 363.
6. Vger: a VRF based cross-chain mechanism for blockchains
Fangxing Shu; Lei, Kai. Journal of Physics: Conference Series; Bristol Vol. 1780, Iss. 1, (Feb 2021).
7. Motivations, Barriers and Risk-Taking When Investing in Cryptocurrencies
Smutny, Zdenek; Sulc, Zdenek; Lansky, Jan. Mathematics; Basel Vol. 9, Iss. 14, (2021): 1655.
8. Management of BAIS: Technological Trends and Digital Initiatives 4.0
Kraus, Kateryna; Kraus, Nataliia; Marchenko, Oleksandr. VUZF Review; Sofia Vol. 6, Iss. 2, (2021): 88-99.
9. Advanced data integration in banking, financial, and insurance software in the age of COVID-19
Maiti, Moinak; Vuković, Darko; Mukherjee, Amrit; Paikarao, Pavan D; Yadav, Janardan Krishna. Software: Practice and Experience; Hoboken (Aug 15, 2021).
10. The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies
Naimy, Viviane; Haddad, Omar; Fernández-Avilés, Gema; Rim El Khoury. PLoS One; San Francisco Vol. 16, Iss. 1, (Jan 2021): e0245904.
11. Steganographic Analysis of Blockchains
Giron, Alexandre Augusto; Jean Everson Martina; Custódio, Ricardo. Sensors; Basel Vol. 21, Iss. 12, (2021): 4078.
12. Content Sharing Network based on IPFS and Blockchain
Xu, Haimei; Cheng, Yan; Li, Zhengdong; You, Chunyan. IOP Conference Series. Materials Science and Engineering; Bristol Vol. 1043, Iss. 5, (Jan 2021).
13. A version of the voting protocol based on blockchain technology
Killer, V N; Borshevnikov, A E; Soldatov, K S. IOP Conference Series. Materials Science and Engineering; Bristol Vol. 1069, Iss. 1, (Mar 2021).
14. Hybrid Decision Model for Evaluating Blockchain Business Strategy: A Bank’s Perspective
Chen, Nien-Ping; Kao-Yi, Shen; Liang, Chiung-Ju. Sustainability; Basel Vol. 13, Iss. 11, (2021): 5809.
15. Neural mechanisms of credit card spending
Banker Sachin; Dunfield, Derek; Huang, Alex; Prelec Drazen. Scientific Reports (Nature Publisher Group); London Vol. 11, Iss. 1, (2021).
16. Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models
Mathematics; Basel Vol. 9, Iss. 3, (2021): 267.
17. An Empirical Investigation of the Relationship between Bitcoin and Developed and Developing Country Stock Markets
Alternate title: Bitcoin ile Gelişmiş ve Gelişmekte Olan Ülke Borsalari Arasindaki İlişki Üzerine Ampirik Bir İnceleme
Münyas, Turgay; Atasoy, Feryat. Journal of Accounting, Finance and Auditing Studies; Yalova Vol. 7, Iss. 3, (2021): 104-120.
18. Portfolio Optimalization on Digital Currency Market
Mazanec, Jaroslav. Journal of Risk and Financial Management; Basel Vol. 14, Iss. 4, (2021): 160.
19. Research and Applied Perspective to Blockchain Technology: A Comprehensive Survey
Johar, Sumaira; Ahmad, Naveed; Warda Asher; Cruickshank, Haitham; Durrani, Amad. Applied Sciences; Basel Vol. 11, Iss. 14, (2021): 6252.
20. A Blockchain Solution for Securing Real Property Transactions: A Case Study for Serbia
ISPRS International Journal of Geo-Information; Basel Vol. 10, Iss. 1, (2021): 35.
1. A jumping mining attack and solution
Muchuang Hu, Jiahui Chen, Wensheng Gan, Chien-Ming Chen in Applied Intelligence (2021)
2. Cryptocurrency volatility markets
Fabian Woebbeking in Digital Finance (2021)
3. Herding and feedback trading in cryptocurrency markets
Timothy King, Dimitrios Koutmos in Annals of Operations Research (2021)
4. On fitting cryptocurrency log-return exchange rates
Ayman Alzaatreh, Hana Sulieman in Empirical Economics (2021)
5. Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?
Lennart Ante, André Meyer in Decisions in Economics and Finance (2021)
6. Time series analysis of Cryptocurrency returns and volatilities
Rama K. Malladi, Prakash L. Dheeriya in Journal of Economics and Finance (2021)
7. Prediction of cryptocurrency returns using machine learning
Erdinc Akyildirim, Ahmet Goncu, Ahmet Sensoy in Annals of Operations Research (2021)
8. Deep Learning Forecasting in Cryptocurrency High-Frequency Trading
Salim Lahmiri, Stelios Bekiros in Cognitive Computation (2021)
9. Complexity traits and synchrony of cryptocurrencies price dynamics
Davide Provenzano, Rodolfo Baggio in Decisions in Economics and Finance (2021)
10. Study on a security intelligence trading platform based on blockchain and IPFS
Hejun Xu, Binkai Jiang in Journal of Computer Virology and Hacking Techniques (2021)
11. Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Gianna Figá-Talamanca, Sergio Focardi, Marco Patacca in Decisions in Economics and Finance (2021)
12. Challenging practical features of Bitcoin by the main altcoins
Andrew Spurr, Marcel Ausloos in Quality & Quantity (2021)
13. Implied volatility estimation of bitcoin options and the stylized facts of option pricing
Noshaba Zulfiqar, Saqib Gulzar in Financial Innovation (2021)
14. Modeling asset allocations and a new portfolio performance score
Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris… in Digital Finance (2021)
15. Identification of token contracts on Ethereum: standard compliance and beyond
Monika Di Angelo, Gernot Salzer in International Journal of Data Science and Analytics (2021)
1. Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books
Finance Research Letters, 17 June 2020, Volume 39, Article 101654
Yoontae Jeon, Laleh Samarbakhsh, Kenji Hewitt
2. Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia
Economic Modelling, 18 January 2021, Volume 97, Pages 45-57
3. Stacking hybrid GARCH models for forecasting Bitcoin volatility
Expert Systems with Applications, 19 February 2021, Volume 174, Article 114747
4. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Journal of Empirical Finance, 26 March 2021, Volume 62, Pages 179-201
Yue Qiu, Zongrun Wang, Xinyu Zhang
5. Bitcoin and liquidity risk diversification
Finance Research Letters, 1 July 2020, Volume 40, Article 101679
Yosra Ghabri, Khaled Guesmi, Ahlem Zantour
6. Bitcoin arbitrage
Finance Research Letters, 26 July 2020, Volume 40, Article 101698
7. Predicting market movement direction for bitcoin: A comparison of time series modeling methods
Computers & Electrical Engineering, 19 November 2020, Volume 89, Article 106905
Ahmed Ibrahim, Rasha Kashef, Liam Corrigan
8. Understanding Bitcoin liquidity
Finance Research Letters, 22 February 2020, Volume 38, Article 101477
9. Investor attention and bitcoin liquidity: Evidence from bitcoin tweets
Finance Research Letters, 25 April 2020, Volume 39, Article 101555
10. Bitcoin volatility, stock market and investor sentiment. Are they connected?
Finance Research Letters, 23 December 2019, Volume 38, Article 101399
M. Ángeles López-Cabarcos, Ada M. Pérez-Pico, Aleksandar Šević
11. Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
Finance Research Letters, 19 March 2020, Volume 38, Article 101494
Dominique Guégan, Thomas Renault
12. A crypto safe haven against Bitcoin
Finance Research Letters, 13 January 2020, Volume 38, Article 101431
Dirk G. Baur, Lai T. Hoang
13. Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
International Journal of Forecasting, 3 April 2020, Volume 37, Issue 1, Pages 28-43
Wei Chen, Huilin Xu, Ying Gao
14. Calendar effects in Bitcoin returns and volatility
Finance Research Letters, 31 December 2019, Volume 38, Article 101420
Harald Kinateder, Vassilios G. Papavassiliou
15. A scalable private Bitcoin payment channel network with privacy guarantees
Journal of Network and Computer Applications, 18 February 2021, Volume 180, Article 103021
Enes Erdin, Mumin Cebe, Selcuk Uluagac
16. A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods
The North American Journal of Economics and Finance, 24 September 2020, Volume 55, Article 101280
Can-Zhong Yao, Hong-Yu Li
17. Kimchi premium and speculative trading in bitcoin
Finance Research Letters, 23 April 2020, Volume 38, Article 101505
18. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
Finance Research Letters, 12 December 2019, Volume 38, Article 101398
Elie Bouri, Rangan Gupta
19. Realised volatility connectedness among Bitcoin exchange markets
Finance Research Letters, 3 December 2019, Volume 38, Article 101391
Qiang JiElie Bouri, Brian Lucey
20. Betting on Bitcoin: How social collectives shape cryptocurrency markets
Journal of Business Research, 17 September 2020, Volume 122, Pages 311-320
Christoph F. Breidbach, Silviana Tana
21. Financial instruments entail liabilities: Ether, bitcoin, and litecoin do not
Computer Law & Security Review, 7 November 2020, Volume 40, Article 105494
22. Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
The North American Journal of Economics and Finance, 1 February 2021, Volume 56, Article 101377
Chia-Yen Tan, You-Beng Koh, Kooi-Huat Ng
23. A taxonomy for Blockchain based distributed storage technologies
Information Processing & Management, 10 May 2021, Volume 58, Issue 5, Article 102627
Omer F. Cangir, Onur Cankur, Adnan Ozsoy
Theo Cục Thông tin KH&CN Quốc gia, 30/9/2021