IMPACT OF FINANCIAL ENGINEERING INNOVATIONS ON PROFITABILITY: A CASE STUDY ON THE COMMERCIAL BANK OF IRAQ (TBI) FOR THE PERIOD (2012-2021) by Ksma Saber Awdh

Subjects: “…Financial engineering innovations…”
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Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System by Anqi Pei, Jun Wang

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Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model by Wei Deng, Jun Wang

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Efficiency of Chinese Real Estate Market Based on Complexity-Entropy Binary Causal Plane Method by Yan Chen, Ya Cai, Chengli Zheng

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Impact of Sanction Shock on Iran's Stock Market Index by Reza Tehrani, Mahmood Mokhtarband, Menal Aboodeh

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On Certain Matrices of Bernoulli Numbers by Ruiming Zhang, Li-Chen Chen

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On the existence of solution of a two-point boundary value problem in a cylindrical floating zone by Shi Yongdong, Du Liangsheng

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Nonuniform Finite Difference Scheme for the Three-Dimensional Time-Fractional Black–Scholes Equation by Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Soobin Kwak, Darae Jeong, Junseok Kim

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Pricing Warrant Bonds with Credit Risk under a Jump Diffusion Process by Xiaonan Su, Wei Wang, Wensheng Wang

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New Method of Sensitivity Computation Based on Markov Models with Its Application for Risk Management by Zheng Gu, Yue Liu, Aijun Yang, Kaodui Li

“…Sensitivity analysis is at the core of risk management for financial engineering; to calculate the sensitivity with respect to parameters in models with probability expectation, the most traditional approach applies the finite difference method, whereafter integration by parts formula was developed based on the Brownian environment and applied in sensitivity analysis for better computational efficiency than that of finite difference. …”
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Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method by keyvan Shahab Lavasani, Leila Shabani Rezvani, Mohammad Ebrahim Samavi

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Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach by Khaldoun Khashanah, Talal Alsulaiman

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Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations by Darae Jeong, Seungsuk Seo, Hyeongseok Hwang, Dongsun Lee, Yongho Choi, Junseok Kim

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Research on credit risk of listed companies: a hybrid model based on TCN and DilateFormer by Chuanhe Shen, Junzhe Wu

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On Local Linear Approximations to Diffusion Processes by X. L. Duan, Z. M. Qian, W. A. Zheng

“…These models, such as those used in the financial engineering, usually contain unknown parameters which we wish to determine. …”
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Stability analysis of a numerical method for the 3D high-order Allen–Cahn equation by Seokjun Ham, Jyoti, Jaeyong Choi, Yunjae Nam, Junseok Kim

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The Evolution Model of Public Risk Perception Based on Pandemic Spreading Theory under Perspective of COVID-19 by Yi-Cheng Zhang, Zhi Li, Guo-Bing Zhou, Nai-Ru Xu, Jia-Bao Liu

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Research on the Risk Measurement Algorithm of Supply Chain Order Financing Based on Insurance Actuarial by Gushuo Li, Menglin Yin

“…Henceforth, this paper introduces modern financial engineering risk measurement tools to measure the financial risk in supply chain finance, specifically while evaluating the single financing business. …”
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Analyzing and Choosing the Appropriate Model for Issuing Islamic Securities for Financing SMEs by Mohammad Mahdi Faridouni, Mohammad Tohidi, Milad Isaei

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Typology of Personalization in Recommender Systems by Marziyeh Nourahmadi, Hojjatollah Sadeqi

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