Bank business model migrations in Europe: Determinants and effects

R Ayadi, P Bongini, B Casu… - British Journal of …, 2021 - Wiley Online Library
In response to post‐crisis regulatory reforms, the European banking sector has undergone
significant changes that have led banks to reconsider their strategies, structures and …

Banks' business models in the euro area: a cluster analysis in high dimensions

M Farnè, AT Vouldis - Annals of Operations Research, 2021 - Springer
We propose a clustering method for large dimensional data to classify the 365 largest euro
area financial institutions according to their business model. The proposed clustering …

FreQuant: A Reinforcement-Learning based Adaptive Portfolio Optimization with Multi-frequency Decomposition

J Jeon, J Park, C Park, U Kang - Proceedings of the 30th ACM SIGKDD …, 2024 - dl.acm.org
How can we leverage inherent frequency features of stock signals for effective portfolio
optimization? Portfolio optimization in the domain of finance revolves around strategically …

The profitability and distance to distress of European banks: do business choices matter?

BP Marques, CF Alves - The European Journal of Finance, 2021 - Taylor & Francis
This paper examines which business choices are more likely to increase the profitability and
distance to distress of banks, and whether changing business model pays off. We find that …

Cooperative banks, business models and efficiency: a stochastic frontier approach analysis

R Ayadi, S Challita, D Cucinelli - Annals of Operations Research, 2023 - Springer
Our study examines the relationship between bank business models (BBMs) and the cost
and profit efficiency of cooperative banks from fifteen European countries over the period …

Bank business models in MENA and African countries: the relevance of contextual variables

R Ayadi, P Bongini, B Casu… - Review of Corporate …, 2023 - openaccess.city.ac.uk
Using a large sample of banks from the Middle East and North Africa (MENA), and African
countries, we identify bank business models in the region. We use an Activity-Funding …

Bank financial risk prediction model based on big data

H Peng, Y Lin, M Wu - Scientific Programming, 2022 - Wiley Online Library
Financial risk prediction is an important technique to systematically predict the
unforeseeable risks in banking systems. The issues involving ill‐timing and low accuracy in …

Emerging Issues in Banking

C Girardone, O Ricci - Review of Corporate Finance, Forthcoming, 2023 - papers.ssrn.com
Research in banking and finance is being profoundly shaped by recent crises and events.
This paper offers a synopsis of the trends in global uncertainty over the past twenty years …

A tale of two layers: The mutual relationship between bitcoin and lightning network

S Martinazzi, D Regoli, A Flori - Risks, 2020 - mdpi.com
A major concern of the adoption and scalability of Blockchain technologies refers to their
efficient use for payments. In this work, we analyze how Lightning Network (LN), which …

How does the financial market evaluate business models? Evidence from European banks

V Venturelli, A Landi, R Ferretti, S Cosma… - Economic …, 2021 - Wiley Online Library
This paper investigates the way in which the financial market defines and evaluates different
business models, using a sample of listed European banking groups from 2006 to 2015. The …