H. Arian

发表

Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement

S. Zamani, M. Moghimi, H. Arian, 2022, Math. Comput. Simul..

CreditGrades Framework within Stochastic Covariance Models

M. Escobar, L. Seco, H. Arian, 2012 .

Forecasting Probability of Default for Consumer Loan Management with Gaussian Mixture Models

Seyed Mohammad Sina Seyfi, Azin Sharifi, Hamidreza Arian, 2020, 2011.07906.

Financial Engineering of the Stochastic Correlation in Credit Risk Models

H. Arian, 2012 .

Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm pdf

Hamidreza Arian, Mohammadreza Ghanbari, H. Arian, 2019, ArXiv.

Pathwise grid valuation of fixed-income portfolios with applications to risk management

Hamidreza Arian, shiva zamani, Ali Chaghazardi, 2021, Heliyon.

Portfolio Value-at-Risk and Expected-Shortfall Using an Efficient Simulation Approach Based on Gaussian Mixture Model

Seyed Mohammad Sina Seyfi, H. Arian, A. Sharifi, 2020, Math. Comput. Simul..

Portfolio Risk Measurement Using a Mixture Simulation Approach

Seyed Mohammad Sina Seyfi, Azin Sharifi, Hamidreza Arian, 2020, 2011.07994.

A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models pdf

Seyed Mohammad Sina Seyfi, Azin Sharifi, Hamidreza Arian, 2020, SSRN Electronic Journal.

The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold

Azin Sharifi, Hamidreza Arian, Shiva Zamani, 2020, 2011.06693.

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management pdf

Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, 2020, SSRN Electronic Journal.

Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management

H. Arian, Shiva Zamani, Alireza Moslemi Haghighi, 2023, 2311.14985.