9 citations · 10 across the 8 of their papers we have counts for
3 papers · 1 filter
Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management
Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei +1
Measuring risk is at the center of modern financial risk management. As the world economy is becoming more complex and standard modeling assumptions are violated, the advanced arti…
A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models
Hamidreza Arian, Seyed Mohammad Sina Seyfi, Azin Sharifi
Credit scoring is a rapidly expanding analytical technique used by banks and other financial institutions. Academic studies on credit scoring provide a range of classification tech…
Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm
Mohammadreza Ghanbari, Hamidreza Arian
Support Vector Regression (SVR) has achieved high performance on forecasting future behavior of random systems. However, the performance of SVR models highly depends upon the appro…