Artificial Intelligence and Big Data for Financial Risk Management

Noura Metawa is Assistant Professor of Finance at the Faculty of Commerce, Mansoura University, Egypt, and at the College of Business Administration, University of Sharjah, Sharjah, UAE. M. Kabir Hassan is Professor of Finance in the Department of Economics and Finance at the University of New Orleans, Louisiana, USA. Saad Metawa is Professor of Finance at the Faculty of Commerce, Mansoura University, Dakahliya, Egypt.

1: Grey Model as a tool in dynamic portfolio selection: simple applications 2: Predicting Financial Statement Fraud Using Artificial Neural Networks 3: Bank Network Credit Model and Risk Management System Based on Big Data Technology 4: Deep Learning in Detecting Financial Statement Fraud: An Application of Deep Neural Network (Dnn) 5: Predicting Stock Return Risk and Volatility Using Neural Network: The case of the Egyptian Stock Exchange 6: Operation Analysis of Financial Sharing Center Based On Big Data Sharing Technology: Taking SF Express as an Example 7: Optimization Algorithms for Multiple-Asset Portfolios with Machine Learning Techniques: Theoretical Foundations of Optimum and Coherent Economic Capital Structures 8: Random Forest and Grey methodology in dynamic portfolio selection 9: The Role of Blockchain in Financial Applications: Architecture, Benefit, and Challenges 10: Using Computer Block Chain Technology to Analyze the Development Trend of China's Modern Financial Industry 11: Financial Efficiency Differentiation Based on Data Quantitative Analysis under Big Data Technology 12: Optimization Algorithms for Multiple-Asset Portfolios with Machine Learning Techniques: Practical Applications with Forecasting of Optimum and Coherent Economic Capital Structures 13: An Overview of Neural Network in Financial Risk Management