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International Journal of Financial Engineering

中文名称：国际金融工程杂志

ISSN：2424-7863
出版周期：Quarterly

发文量：34

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1.Clustering financial time series to generate a new method of factor neutralization: An empirical study

机译：聚类金融时间序列产生新的因子中和方法：实证研究
- 作者：Yudong Chen;Renzhe Xu;Jiawei Wang;Hao Yang;Xiong Wang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第2期
- Financial time series;
- clustering algorithm;
- factor neutralization;
2.Day-of-the-week effect: A sectoral analysis of Pakistan stock exchange

机译：一天的一天效果：巴基斯坦证券交易所的部门分析
- 作者：Farah Naz;Kanwal Zahra;Muhammad Ahmad;Salman Riaz
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第2期
- Day-of-the-week effect;
- Monday effect;
- Friday effect;
- Pakistan stock exchange;
3.Ripple effects of borrower's default decisions on P2P markets

机译：借款人默认决策对P2P市场的纹波效应
- 作者：Yong Lu;Qiang Gao;Liya Hou;Yanni Hu;Jian Huang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第2期
- Default behavior;
- peer-to-peer markets;
- social capital;
- social network;
4.Fintech firms and banks sustainability: Why cybersecurity risk matters?

机译：FINTECH公司和银行可持续发展：为什么网络安全风险事项？
- 作者：Khakan Najaf;Imtiaz Mostafiz;Rabia Najaf
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第2期
- Financial technology;
- bureaucracy;
- cybersecurity;
- fintech;
5.Binomial tree method for option pricing: Discrete Carr and Madan formula approach

机译：选项定价的二项式树方法：离散卡和麦丹配方方法
- 作者：Yoshifumi Muroi;Ryota Saeki;Shintaro Suda
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第2期
- Option pricing;
- binomial tree;
- discrete Carr and Madan formula;
- Greeks;
- jump-diffusion model;
6.Cost of capital and asset characteristic value

机译：资本成本和资产特征价值
- 作者：Bill Y. Shen
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Cost of capital;
- asset volatility;
- replication;
- risky bond price;
7.Occupation times of Levy processes

机译：征收流程的占用时间
- 作者：Lan Wu;Xiao Zhang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Occupation times;
- Levy processes;
- Laplace transform;
8.Dynamic financial distress prediction based on class-imbalanced data batches

机译：基于类别的数据批次的动态财务困境预测
- 作者：Jie Sun;Xin Liu;Wenguo Ai;Qianyuan Tian
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
9.Basel regulatory capital formula revised

机译：修订巴塞尔监管资本配方
- 作者：Yimin Yang;Min Wu
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Credit risk;
- Basel accords;
- capital requirement;
- Asset Correlation;
- probability of default;
- Default Volatility;
10.Predicting economists: Generating scenarios for stress testing future loss reserves

机译：预测经济学家：生成压力测试未来损失储备的方案
- 作者：Joseph L Breeden;Maxim Vaskouski
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Mean reverting models;
- Ornstein-Uhlenbeck models;
- CCAR;
- CECL;
- IFRS 9;
- stress testing;
11.The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework

机译：基于XGBoost模型和Shap框架预测财务遇险预警功能的提取
- 作者：He Yang;Emma Li;Yi Fang Cai;Jiapei Li;George X. Yuan
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Financial distress;
- early-warning feature;
- XGBoost;
- SHAP framework;
- AUC and KS testing;
- machine learning;
12.Volatility morphology of asset value and credit spread puzzle

机译：资产价值与信用益益智的波动形态
- 作者：Xiao Hu;Xinming Tian;Kuitai Wang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Bond market;
- credit spread puzzle;
- Merton model;
- monetary policy;
- volatility morphology;
13.Informal institution and corporate innovation: From the perspective of social trust

机译：非正式机构和企业创新：从社会信任的角度来看
- 作者：Ling Zhao;Huang Hao
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Firm innovation;
- social trust;
- information transparency;
- legal enforcement;
- managerial myopia;
14.Does local legal environment matter in the online credit market?

机译：当地法律环境在在线信用市场中吗？
- 作者：Bo Wang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Legal environment;
- online lending;
- fintech;
15.A federated interpretable scorecard and its application in credit scoring

机译：联邦解释的记分卡及其在信用评分中的应用
- 作者：Fanglan Zheng;Erihe;Kun Li;Jiang Tian;Xiaojia Xiang
- 期刊名称：《International Journal of Financial Engineering》 | 2021年第3期
- Scorecard;
- logistic regression;
- bounded constraints;
- federated learning;
- financial holdings group;

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