156 citations · 1.1k across the 74 of their papers we have counts for
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Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
Pouriya Khalilian, Amirhossein N. Golestani, Mohammad Eslamifar +2
Financial markets are dynamic, interconnected systems where local shocks can trigger widespread instability, challenging portfolio managers and policymakers. Traditional correlatio…
Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach
Pouriya Khalilian, Sara Azizi, Mohammad Hossein Amiri +1
This study analyzes the dynamic interactions among the NASDAQ index, crude oil, gold, and the US dollar using a reduced-order modeling approach. Time-delay embedding and principal…
Machine learning model to project the impact of Ukraine crisis
Javad T. Firouzjaee, Pouriya Khaliliyan
Russia's attack on Ukraine on Thursday 24 February 2022 hitched financial markets and the increased geopolitical crisis. In this paper, we select some main economic indexes, such a…
The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features
Javad T. Firouzjaee, Pouriya Khaliliyan
Oil companies are among the largest companies in the world whose economic indicators in the global stock market have a great impact on the world economy\cite{ec00} and market due t…