Các bài nghiên cứu mới về Công nghệ tài chính từ ngày 23/9 đến ngày 30/9/2021

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.

PROQUEST CENTRAL

1. Identity Protection during the use of Internet

Agrawal, Navin Kumar. Journal of Physics: Conference Series; Bristol Vol. 1947, Iss. 1,  (Jun 2021).

https://www.proquest.com/docview/2559690959/7EE0B2465264753PQ/178

2. A Consortium Blockchain Wallet Scheme Based on Dual-Threshold Key Sharing

Li, Guojia. Symmetry; Basel Vol. 13, Iss. 8,  (2021): 1444.

https://www.proquest.com/docview/2565711733/7EE0B2465264753PQ/184

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.

https://www.proquest.com/docview/2492475336/7EE0B2465264753PQ/190

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).

https://www.proquest.com/docview/2555394274/7EE0B2465264753PQ/192

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.

https://www.proquest.com/docview/2565305097/7EE0B2465264753PQ/200

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).

https://www.proquest.com/docview/2513006747/7EE0B2465264753PQ/203

7. Motivations, Barriers and Risk-Taking When Investing in Cryptocurrencies

Smutny, Zdenek; Sulc, Zdenek; Lansky, Jan. Mathematics; Basel Vol. 9, Iss. 14, (2021): 1655.            

https://www.proquest.com/docview/2554605379/7EE0B2465264753PQ/205

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.

https://www.proquest.com/docview/2566239264/7EE0B2465264753PQ/206

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).

https://www.proquest.com/docview/2561817382/7EE0B2465264753PQ/215

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.

https://www.proquest.com/docview/2483630007/7EE0B2465264753PQ/214

11. Steganographic Analysis of Blockchains

Giron, Alexandre Augusto; Jean Everson Martina; Custódio, Ricardo. Sensors; Basel Vol. 21, Iss. 12,  (2021): 4078.

https://www.proquest.com/docview/2545185458/7EE0B2465264753PQ/223

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).

https://www.proquest.com/docview/2513041599/7EE0B2465264753PQ/226

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).

https://www.proquest.com/docview/2512927409/7EE0B2465264753PQ/228

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.

https://www.proquest.com/docview/2539991963/7EE0B2465264753PQ/232

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).

https://www.proquest.com/docview/2490848095/7EE0B2465264753PQ/240

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.

https://www.proquest.com/docview/2485384853/7EE0B2465264753PQ/259

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.

https://www.proquest.com/docview/2557270935/7EE0B2465264753PQ/275

18. Portfolio Optimalization on Digital Currency Market

Mazanec, Jaroslav. Journal of Risk and Financial Management; Basel Vol. 14, Iss. 4, (2021): 160.

https://www.proquest.com/docview/2531148905/7EE0B2465264753PQ/291

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.

https://www.proquest.com/docview/2554408289/7EE0B2465264753PQ/300

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.

https://www.proquest.com/docview/2478958407/7EE0B2465264753PQ/303

SPRINGER NATURE

1. A jumping mining attack and solution

Muchuang Hu, Jiahui Chen, Wensheng Gan, Chien-Ming Chen in Applied Intelligence (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10489-020-01866-2.pdf

2. Cryptocurrency volatility markets

Fabian Woebbeking in Digital Finance (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs42521-021-00037-3.pdf

3. Herding and feedback trading in cryptocurrency markets                          

Timothy King, Dimitrios Koutmos in Annals of Operations Research (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10479-020-03874-4.pdf

4. On fitting cryptocurrency log-return exchange rates       

Ayman Alzaatreh, Hana Sulieman in Empirical Economics (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs00181-019-01782-6.pdf

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)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10203-021-00323-0.pdf

6. Time series analysis of Cryptocurrency returns and volatilities

Rama K. Malladi, Prakash L. Dheeriya in Journal of Economics and Finance (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs12197-020-09526-4.pdf

7. Prediction of cryptocurrency returns using machine learning

Erdinc Akyildirim, Ahmet Goncu, Ahmet Sensoy in Annals of Operations Research (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10479-020-03575-y.pdf

8. Deep Learning Forecasting in Cryptocurrency High-Frequency Trading

Salim Lahmiri, Stelios Bekiros in Cognitive Computation (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs12559-021-09841-w.pdf

9. Complexity traits and synchrony of cryptocurrencies price dynamics

Davide Provenzano, Rodolfo Baggio in Decisions in Economics and Finance (2021)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10203-021-00319-w.pdf

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)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs11416-020-00375-7.pdf

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)

https://db.vista.gov.vn:2093/content/pdf/10.1007%2Fs10203-021-00318-x.pdf

12. Challenging practical features of Bitcoin by the main altcoins

Andrew Spurr, Marcel Ausloos in Quality & Quantity (2021)

https://link.springer.com/content/pdf/10.1007%2Fs11135-020-01062-x.pdf

13. Implied volatility estimation of bitcoin options and the stylized facts of option pricing

Noshaba Zulfiqar, Saqib Gulzar in Financial Innovation (2021)

https://link.springer.com/content/pdf/10.1186%2Fs40854-021-00280-y.pdf

14. Modeling asset allocations and a new portfolio performance score

Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris… in Digital Finance (2021)

https://link.springer.com/content/pdf/10.1007%2Fs42521-021-00040-8.pdf

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)

https://link.springer.com/content/pdf/10.1007%2Fs41060-021-00281-1.pdf

SCIENCEDIRECT    

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

https://www.sciencedirect.com/science/article/abs/pii/S1544612320301136

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

Amanjot Singh

https://www.sciencedirect.com/science/article/abs/pii/S0264999321000158

3. Stacking hybrid GARCH models for forecasting Bitcoin volatility

Expert Systems with Applications, 19 February 2021, Volume 174, Article 114747

Serkan Aras

https://www.sciencedirect.com/science/article/abs/pii/S0957417421001883

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

https://www.sciencedirect.com/science/article/abs/pii/S0927539821000220

5. Bitcoin and liquidity risk diversification

Finance Research Letters, 1 July 2020, Volume 40, Article 101679

Yosra Ghabri, Khaled Guesmi, Ahlem Zantour

https://www.sciencedirect.com/science/article/abs/pii/S154461232030012X

6. Bitcoin arbitrage

Finance Research Letters, 26 July 2020, Volume 40, Article 101698

Andrei Shynkevich

https://www.sciencedirect.com/science/article/abs/pii/S1544612320308886

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

https://www.sciencedirect.com/science/article/pii/S0045790620307576

8. Understanding Bitcoin liquidity

Finance Research Letters, 22 February 2020, Volume 38, Article 101477

Stefan Scharnowski

https://www.sciencedirect.com/science/article/abs/pii/S1544612319311286

9. Investor attention and bitcoin liquidity: Evidence from bitcoin tweets

Finance Research Letters, 25 April 2020, Volume 39, Article 101555

Hyungeun Choi

https://www.sciencedirect.com/science/article/abs/pii/S154461231930902X

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

https://www.sciencedirect.com/science/article/pii/S1544612319309274

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

https://www.sciencedirect.com/science/article/abs/pii/S1544612319314199

12. A crypto safe haven against Bitcoin

Finance Research Letters, 13 January 2020, Volume 38, Article 101431

Dirk G. Baur, Lai T. Hoang

https://www.sciencedirect.com/science/article/abs/pii/S1544612319312632

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

https://www.sciencedirect.com/science/article/abs/pii/S0169207020300431

14. Calendar effects in Bitcoin returns and volatility

Finance Research Letters, 31 December 2019, Volume 38, Article 101420

Harald Kinateder, Vassilios G. Papavassiliou

https://www.sciencedirect.com/science/article/abs/pii/S1544612319311316

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

https://www.sciencedirect.com/science/article/abs/pii/S1084804521000485

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

https://www.sciencedirect.com/science/article/abs/pii/S106294082030173X

17. Kimchi premium and speculative trading in bitcoin

Finance Research Letters, 23 April 2020, Volume 38, Article 101505

Yunsung Eom

https://www.sciencedirect.com/science/article/abs/pii/S1544612319301357

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

https://www.sciencedirect.com/science/article/abs/pii/S1544612319307020

19. Realised volatility connectedness among Bitcoin exchange markets

Finance Research Letters, 3 December 2019, Volume 38, Article 101391

Qiang JiElie Bouri, Brian Lucey

https://www.sciencedirect.com/science/article/abs/pii/S1544612319310773

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

https://www.sciencedirect.com/science/article/abs/pii/S014829632030597X

21. Financial instruments entail liabilities: Ether, bitcoin, and litecoin do not

Computer Law & Security Review, 7 November 2020, Volume 40, Article 105494

Evariest Callens

https://www.sciencedirect.com/science/article/abs/pii/S0267364920300996

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

https://www.sciencedirect.com/science/article/abs/pii/S1062940821000164

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

https://db.vista.gov.vn:2095/science/article/pii/S0306457321001229/pdfft?md5=12b53b6f2a059a56f7ba5eadc8b179de&pid=1-s2.0-S0306457321001229-main.pdf

Theo Cục Thông tin KH&CN Quốc gia, 30/9/2021