This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

This paper analyses the use of big data techniques in auditing, and finds that the practice is
not as widespread as it is in other related fields. We first introduce contemporary big data …

Social media are increasingly reflecting and influencing behavior of other complex systems.
In this paper we investigate the relations between a well-known micro-blogging platform …

Context: The third generation of cryptocurrencies gathers cryptocurrencies that are as
diverse as the market is big (eg, Dogecoin or Litecoin). While Dogecoin is seen as a …

Bitcoin is one of the most prominent decentralized digital cryptocurrencies. Ability to
understand which factors drive the fluctuations of the Bitcoin price and to what extent they …

This study examines the interactions between Bitcoin (BTC) and other major financial
markets (forex, equity and bond, and industrial and precious metals). This interaction is …

Finance 3.0 is still in its infancy, although big data represents an unprecedented opportunity
for finance. The large increase in data generated by individuals every day on the Internet …

The goal of this paper is to conduct the study on the text classification for financial news
based on partial information. By a fact that an indispensable step for the efficient use of topic …

Bitcoin is the first decentralized digital cryptocurrency, which has showed significant market
capitalization growth in last few years. It is important to understand what drives the …

In this paper, we applied the Multifractal Detrended Fluctuations Analysis (MF-DFA) to
investigate the components of the observed multifractality in time series of 6 Brazilian …