1. Deciphering Crowdfunding1.1. The Crowdfunding Phenomenon: an Overview
1.1.1. The European Market
1.1.2. The US market 1.1.3. The Asia-Pacific Market
1.2. Crowdfunding State-of-the-Art
1.2.1. Investment Models
1.2.2. Non-investment Models
1.3. New Research Trends: The language of Crowdfunding
1.4. References
2. Addressing Information Asymmetries in Online Peer-to-Peer Lending
2.1. Introduction
2.2. Online Peer-to-Peer Lending Platforms
2.3. Information Asymmetries and Peer to Peer Lending Platforms
2.4. Conclusions and Future Directions for Research
2.5. References
3. Machine learning and AI for risk management
3.1. Introduction
3.2. Machine Learning and AI Techniques for Risk Management
3.3. Machine Learning and AI Applications for Risk Management
3.3.1. Application to Credit Risk
3.3.2. Application to Market Risk
3.3.3. Application to Operational Risk 3.3.4. Application to RegTech
3.4. The Challenges and Future of Machine Learning and AI for Risk Management
3.5. References
4. What Fintech Can Learn from High-Frequency Trading: Economic Consequences, Open Issues and Future of Corporate Disclosure
4.1. Introduction 4.2. High Frequency Trading: Definition and Data
4.2.1. Methodology 4.2.2. Descriptive Statistics
4.3. Results
4.3.1. Thematic Analysis
4.3.2. Impact of HFT
4.3.2.1. Effects on Market Quality
4.3.2.2. HFT's Trading Strategies and Speed
4.3.2.3. &n
About the Author:
Theo Lynn is Professor of Digital Business at Dublin City University, Ireland, and is the Principal Investigator (PI) of the Irish Centre for Cloud Computing and Commerce, an Enterprise Ireland/IDA-funded Cloud Computing Technology Centre.
John G. Mooney is Associate Professor of Information Systems and Technology Management and Academic Director of the Executive Doctorate in Business Administration at the Pepperdine Graziadio Business School, USA.
Pierangelo Rosati is Assistant Professor in Business Analytics at DCU Business School, Ireland. He previously worked as Post-Doctoral Researcher at the Irish Centre for Cloud Computing and Commerce (IC4).
Mark Cummins is Professor of Finance at DCU Business School, Ireland. He holds a PhD in Quantitative Finance with specialism in the application of integral transforms and the fast Fourier transform (FFT) for derivatives valuation and risk management.
