J Schwiderowski, AB Pedersen, JK Jensen, R Beck - Electronic Markets, 2023 - Springer
Abstract Information technology (IT) has radically changed the financial services industry, with the most recent transformation toward Fintech and decentralized finance (DeFi), driven …
H Ko, J Lee - Finance Research Letters, 2024 - Elsevier
We examine ChatGPT, a prominent Large Language Model (LLM), in supporting portfolio management with a focus on asset selection and diversification through quantitative …
J Proelss, S Sévigny, D Schweizer - International Review of Financial …, 2023 - Elsevier
GameFi is a portmanteau of “game” and “finance.” The concept involves blockchain games that offer economic incentives to play, otherwise known as play-to-earn (P2E) games. We …
H Ko, J Byun, J Lee - Journal of International Financial Markets, Institutions …, 2023 - Elsevier
Recent financial sector changes, including strict privacy regulations, challenge robo- advisory companies with cybersecurity and data privacy. This study proposes a new …
RM Nasir, F He, I Yousaf - Research in International Business and Finance, 2025 - Elsevier
We investigate the relationship of green cryptocurrencies, energy tokens, and centralized and decentralized exchange tokens with crypto policy uncertainty. We employ a novel …
A Assaf, E Demir, O Ersan - International Journal of Finance & …, 2024 - Wiley Online Library
In this paper, we study the return and volatility connectedness between cryptocurrencies and DeFi Tokens, considering the impact of different uncertainty indices on their connectivity …
H Ko, J Lee - Computational Economics, 2025 - Springer
This study proposes a novel Black–Litterman portfolio model that leverages machine learning predictions based on size, book-to-market, momentum, and volatility. Our model …
CC Huang, CC Hsu - Applied Economics Letters, 2024 - Taylor & Francis
This study analyzes the dependence structures of eight leading decentralized finance tokens using the GARCH-EVT-Copula models. The empirical results indicated that the …