We study arbitrage opportunities in diverse markets as introduced by Fernholz (J Math Econ
31:393–417, 1999). By a change of measure technique we are able to generate a variety of …

This letter analyzes credit risk assessment within the Peer-to-Peer (P2P) lending domain by
leveraging a comprehensive dataset from Bondora, a leading European P2P platform. …

The Financial Stability Board defines FINancial TECHnology as “technologically enabled
financial innovation that could result in new business models, applications, processes, or …

This Research Topic contains contributions from six research conferences on Artificial
Intelligence (AI) in Finance and Industry. The conferences have been organized since 2016 at …

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock
market’s expectation of volatility implied by S&P 500 index options, calculated and …

We study the persistence of ETF premiums and discounts. Following a day of high or low
premiums, or premiums or discounts over NAV, ETFs tend to maintain a premium or discount …

Here we study arbitrage opportunities in diverse markets as introduced by Robert Fernholz
in 1999 [Fer99]. By a change of measure technique we are able to generate a variety of …

Financial time series simulation is a central topic since it extends the limited real data for
training and evaluation of trading strategies. It is also challenging because of the complex …

Computer science has created the economic world that von Hayek (1976) envisioned, with
de-nationalized and independent money creation. At the same time, crypto-currencies …

Now in its eleventh consecutive year, FinanceCom 2022 was held for the first time in the
Netherlands, hosted by the Section Industrial Engineering and Business Information Systems of …