5 citations · 9 across the 5 of their papers we have counts for
4 papers · 1 filter
Comparing the collective behavior of banking industry
Hanie. Vahabi, Ali Namaki, Reza Raei
One of the most important features of capital markets as an adaptive complex networks is their collective behavior. In this paper, we have analyzed the banking sectors of 4 world s…
Analysis of the Global Banking Network by Random Matrix Theory
Ali Namaki, Jamshid Ardalankia, Reza Raei +4
Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theo…
Non-Extensive Value-at-Risk Estimation During Times of Crisis
Ahmad Hajihasani, Ali Namaki, Nazanin Asadi +1
Value-at-risk is one of the important subjects that extensively used by researchers and practitioners for measuring and managing uncertainty in financial markets. Although value-at…
Coupled criticality analysis of inflation and unemployment
Z. Koohi Lai, A. Namaki, A. Hosseiny +2
In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and l…