Publications

Leveraging Network Topology for Credit Risk Assessment in P2P Lending: A Comparative Study under the Lens of Machine Learning

Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B.

Expert Systems with Applications, 252, 124100. 2024

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B.

Finance Research Letters, 63, 105308. 2024

Multilayer Topology-Aware Graph Contrastive Learning for Fraud Detection in the Ethereum Transaction Network

Chen, Y., Zhang, Y., Chan, S., Chu, J., & Lord, N.

Journal of the Royal Statistical Society Series A: Statistics in Society, 2025

Network transitions in the cryptocurrency market: The impact of regional conflicts

Zhang, Y., Chan, S., Lord, N., Chu, J., Yang, H., et al.

Physica A - Major Revisions, 2024

Stylized Facts of Metaverse Non-Fungible Tokens

Chan, S., Chandrashekhar, D., Almazloum, W., Zhang, Y., Lord, N., Osterrieder, J., & Chu, J.

Physica A: Statistical Mechanics and its Applications, 653, 130103. 2024

Cryptocurrency in War: A Double-Edged Sword?

Chu, J., Chan, S., Zhang, Y., & Lord, N.

Applied Economics Letters - In Press, 2025

Stylized Facts of Decentralized Finance (DeFi)

Zhang, Y., Chan, S., Liao, X., Min, H., & Chu, J.

Book Chapter in: Artificial Intelligence and Beyond for Finance (World Scientific, pp. 289-314). 2024

Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques

Osterrieder, J., Chan, S., Chu, J., Zhang, Y., Hadji-Misheva, B., & Mare, C.

arXiv preprint, 2024

Graph-Theoretic Consumer Credit Risk Assessment

Liu, Y., Osterrieder, J., Chu, J.

EcoSta 2025 Invited Session - Upcoming

Digital Finance Research Presentation

Chu, J.

AUS ICMS 2025 Conference

Credit Risk Prediction via Graph Neural Networks with Homophily-Guided Graph Construction

Liu, Y., Osterrieder, J., Hadji-Misheva, B., & Gomez Teijeiro, L.

Target: Journal of Management Information Systems (JMIS) - Under Review, 2025

Why are global P2P lending platforms exiting peer-to-peer models? A comparative analysis of risks and regulations

Liu, Y. & Osterrieder, J.

Target: Financial Innovation - Under Review, 2024

A Systematic Literature Review on Graph-Based Models in Credit Risk Assessment

Baals, L. J., Liu, Y., Osterrieder, J., & Hadji-Misheva, B.

Target: Financial Innovation (IF: 8.4) - In Preparation

Graph-Based Inductive Learning for Credit Risk Prediction with Imbalance Mitigation

Liu, Y., Osterrieder, J., Hadji-Misheva, B., & Chu, J.

Computational Economics - Under Review, 2025

GARCH modelling of cryptocurrencies

Chu, J., Chan, S., Nadarajah, S., Osterrieder, J.

Journal of Risk and Financial Management, 10(4), 17. 2017

Google Scholar: 418 | OpenAlex: 330

A statistical analysis of cryptocurrencies

Chan, S., Chu, J., Nadarajah, S., Osterrieder, J.

Journal of Risk and Financial Management, 10(2), 12. 2017

Google Scholar: 253 | OpenAlex: 179