Enterprise Applications, Markets and Services in the Finance Industry : 11th International Workshop, FinanceCom 2022, Twente, The Netherlands, August 23–24, 2022, Revised Selected Papers

This book constitutes revised selected papers from the 11th International Workshop on Enterprise Applications, Markets and Services in the Finance Industry, FinanceCom 2022, held in Twente, The Netherlands, in August 2022. The 8 full papers presented in this volume were carefully reviewed and selected from a total of 25 submissions. They deal with the adoption of innovative technologies in the financial services industry. The conference features four main themes: networks and business models, financial markets, IT and implementations, and new emerging digital and virtual financial markets. Preface Organization Acknowledgements Contents A Data Analytics Architecture for the Exploratory Analysis of High-Frequency Market Data 1 Introduction 2 Background 3 Proposed Solution 3.1 General Principles 3.2 Data Management 3.3 Data Analytics 3.4 Operation Workflow of Analytics Services 3.5 Data Visualisation 4 Implementation 4.1 Data Management Section 4.2 BigQuery Data Acquisition Section 4.3 Data Visualisation Section 4.4 Analytics Service Section 5 Case Study 5.1 Case Study Description 5.2 Services Used for the Case Study 5.3 User Experience Evaluation 5.4 Performance Evaluation 5.5 Discussion: Summary of Implementation 6 Conclusion and Future Work References Give Them a Second Chance? Prediction of Recurrent Financial Intermediary Misconduct 1 Introduction 2 Research Background 2.1 Financial Intermediary Misconduct 2.2 Theoretical Background and Research Hypotheses 3 Methodology 3.1 Data Acquisition 3.2 Feature Selection 3.3 Pre-processing 3.4 Machine Learning Techniques and Classifier Configuration 3.5 Classifier Training and Evaluation Methodology 4 Empirical Study 4.1 Descriptive Statistics 4.2 Classifier Evaluation 5 Discussion 6 Conclusion References A Framework to Measure Corporate Regulatory Exposure 1 Introduction 2 Research Background 3 Measuring Regulatory Exposure 3.1 Measurement Framework 3.2 Application to U.S. Data 4 Results and Evaluation 4.1 Results of Application to CFR 4.2 Results of Application to CFR 5 Conclusion References Realising Fair Outcomes from Algorithm-Enabled Decision Systems: An Exploratory Case Study 1 Introduction 2 Theoretical Background 2.1 Artificial Intelligence and AI - Enabled Decision Systems 2.2 Fairness and AI 2.3 Artificial Intelligence and Fairness in the Context of Financial Services in the Microfinance Industry 2.4 Existing Frameworks for Ethical Principles 3 Method 4 Framework Development 4.1 The Life Cycle of AI Systems 4.2 Framework Implementation 5 Case Study 5.1 Qredits - A Data-Driven Microfinance Institution with a Social Mission 5.2 Preliminary Findings 6 Discussion and Conclusion References The Effect of Changes in Interest Rate Regulation on the Financial Performance of Banks in Kenya 1 Introduction 2 Interest Rate Regulation and Bank Performance in Kenya 3 Literature Review and Hypothesis Development 4 Methodology 4.1 Analysis of Bank Performance 4.2 Model Specification 4.3 Sample and Data 5 Results and Discussion 5.1 Bank Performance and Interest Rate Regulation 5.2 Robustness Checks 6 Conclusion Appendix References Towards an API Marketplace for an e-Invoicing Ecosystem 1 Introduction 2 Related Work 2.1 e-Invoicing Drivers and Barriers 2.2 e-Invoicing Standards and Solutions 3 Proposed Solution 3.1 Towards an API Marketplace for e-Invoicing Services 3.2 Proposed Architecture 3.3 Definition of the Case Study 3.4 Implementation 4 Evaluation 4.1 Running the Workflows 4.2 Discussion 5 Conclusion and Future Work References Role of Culture in Customer Acceptance of Neobanks 1 Introduction 1.1 Customer Acceptance and Culture 2 Conceptual Model and Hypotheses 3 Data Collection and Analysis 3.1 Sample Selection 3.2 Data Analysis 4 Conclusions 5 Limitations and Future Work References From Perceived Mobility to the Intention to Use Mobile Payments: The Role of Positive and Negative Determinants 1 Introduction 2 Theory and Hypotheses 2.1 FinTech and Mobile Payments 2.2 TAM and TRAM as Theoretical Frameworks to Study the Mobile Payment Adoption 2.3 Perceived Mobility and the Usage of Mobile Payments 2.4 Positive and Negative Determinants of the Relationship Between Perceived Mobility and the Usage of Mobile Payments 3 Method 3.1 Sample 3.2 Measures 3.3 Procedure 4 Results 4.1 Exploratory Data Analysis 4.2 Direct and Indirect (Mediated) Effects 4.3 Moderated Mediation Effects 5 Discussion 5.1 Theoretical Implications 5.2 Practical Implications 5.3 Study Limitations and Future Research References Author Index