Financial Innovation
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Machine learning approach to drivers of bank lending: evidence from an emerging economy
Financial Innovation - Tập 7 - Trang 1-29 - 2021
The study analyzes the performance of bank-specific characteristics, macroeconomic indicators, and global factors to predict the bank lending in Turkey for the period 2002Q4–2019Q2. The objective of this study is first, to clarify the possible nonlinear and nonparametric relationships between outstanding bank loans and bank-specific, macroeconomic, and global factors. Second, it aims to propose va......
#Macroeconomics/Monetary Economics//Financial Economics #Political Economy/Economic Systems
A framework to improve churn prediction performance in retail banking
Financial Innovation - Tập 10 - Trang 1-29 - 2024
Managing customer retention is critical to a company’s profitability and firm value. However, predicting customer churn is challenging. The extant research on the topic mainly focuses on the type of model developed to predict churn, devoting little or no effort to data preparation methods. These methods directly impact the identification of patterns, increasing the model’s predictive performance. ......
Digital finance and renewable energy consumption: evidence from China
Financial Innovation - Tập 8 - Trang 1-19 - 2022
While digital finance and renewable energy consumption (REC) are two timely issues, it remains unclear whether the former affects the latter, especially in developing economies. This paper examines the impact of digital finance on China’s REC between 2011 and 2018 and explores the underlying mechanisms. Results show that digital finance, along with its coverage breadth and usage depth, significant......
Cryptocurrency trading: a comprehensive surveyAbstract In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is ... ...
Financial Innovation - Tập 8 Số 1 - 2022
Markets in crypto-assets regulation: Does it provide legal certainty and increase adoption of crypto-assets?
Financial Innovation - Tập 9 - Trang 1-30 - 2023
This study discusses the European Union’s proposal for a Regulation on Markets in Crypto-Assets, now subject to formal approval by the European Parliament. The objective is to explore whether it will positively impact the adoption of crypto-assets in the financial sector. The use of crypto-assets is growing. However, some stakeholders in the financial service sector remain skeptical and hesitant t......
Exploring the growth value equity valuation model with data visualization
Financial Innovation - Tập 9 - Trang 1-37 - 2023
The Growth Value Model (GVM) proposed theoretical closed form formulas consisting of Return on Equity (ROE) and the Price-to-Book value ratio (P/B) for fair stock prices and expected rates of return. Although regression analysis can be employed to verify these theoretical closed form formulas, they cannot be explored by classical quintile or decile sorting approaches with intuition due to the esse......
Analysis on the influence factors of Bitcoin’s price based on VEC model
Financial Innovation - Tập 3 - Trang 1-13 - 2017
Bitcoin, the most innovate digital currency as of now, created since 2008, even through experienced its ups and downs, still keeps drawing attentions to all parts of society. It relies on peer-to-peer network, achieved decentralization, anonymous and transparent. As the most representative digital currency, people curious to study how Bitcoin’ price changes in the past. In this paper, we use month......
Determinants of private sector credit in Uganda: the role of mobile money
Financial Innovation - Tập 2 - Trang 1-16 - 2016
Mobile money services have been associated with unprecedented access to financial services, notably to under-banked and unbanked populations. Thus, mobile money opens a channel through which to examine the supply of private sector credit in Uganda. This study investigates how mobile money services influence private sector credit growth. We applied the vector error correction (VEC) model and Grange......
Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19
Financial Innovation - Tập 9 - Trang 1-29 - 2023
This paper aims to probe the influence of innovation spillovers in the artificial intelligence (AI) and financial technology (Fin-tech) industries on the value of the internet of things (IoT) companies. Python was utilized to download public information from Yahoo Finance, and then the GARCH model was used to extract the fluctuations of cross-industry innovation spillovers. Next, the Fama–French t......
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
Financial Innovation - Tập 9 - Trang 1-22 - 2023
Because the U.S. is a major player in the international oil market, it is interesting to study whether aggregate and state-level economic conditions can predict the subsequent realized volatility of oil price returns. To address this research question, we frame our analysis in terms of variants of the popular heterogeneous autoregressive realized volatility (HAR-RV) model. To estimate the models, ......
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