13 citations · 30 across the 13 of their papers we have counts for
7 papers · 1 filter
Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
Tugce Karatas, Ali Hirsa
Risk arbitrage or merger arbitrage is a well-known investment strategy that speculates on the success of M&A deals. Prediction of the deal status in advance is of great importance…
Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting
Tugce Karatas, Federico Klinkert, Ali Hirsa
Institutional investors have been increasing the allocation of the illiquid alternative assets such as private equity funds in their portfolios, yet there exists a very limited lit…
Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques
Tugce Karatas, Ali Hirsa
Market indicators such as CPI and GDP have been widely used over decades to identify the stage of business cycles and also investment attractiveness of sectors given market conditi…
Deep reinforcement learning on a multi-asset environment for trading
Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva +1
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement…
Explainable AI in Credit Risk Management
Branka Hadji Misheva, Joerg Osterrieder, Ali Hirsa +2
Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance custom…
Regularized Generative Adversarial Network
Gabriele Di Cerbo, Ali Hirsa, Ahmad Shayaan
We propose a framework for generating samples from a probability distribution that differs from the probability distribution of the training set. We use an adversarial process that…
The VIX index under scrutiny of machine learning techniques and neural networks
Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva +4
The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the market's expected volatility on the SP 500 Index, calculated and published by the Chicago Boa…