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of 9
pro vyhledávání: '"Arian, Hamid"'
Portfolio diversification, traditionally measured through asset correlations and volatilitybased metrics, is fundamental to managing financial risk. However, existing diversification metrics often overlook non-numerical relationships between assets t
Externí odkaz:
http://arxiv.org/abs/2411.06080
Autor:
Shi, Hao, Song, Weili, Zhang, Xinting, Shi, Jiahe, Luo, Cuicui, Ao, Xiang, Arian, Hamid, Seco, Luis
The complexity of financial data, characterized by its variability and low signal-to-noise ratio, necessitates advanced methods in quantitative investment that prioritize both performance and interpretability.Transitioning from early manual extractio
Externí odkaz:
http://arxiv.org/abs/2406.18394
Publikováno v:
In Knowledge-Based Systems 3 December 2024 305
Publikováno v:
In Applied Mathematics and Computation 1 March 2025 488
Publikováno v:
In Mathematics and Computers in Simulation December 2022 202:500-525
Publikováno v:
In Heliyon July 2022 8(7)
Autor:
Najwa al-Barhawi, Arian Hamid
Publikováno v:
مجلة التربية والعلم, Vol 25, Iss 1, Pp 55-65 (2012)
Abstract External Polysacchariede has been extracted from Sinorhizobium meliloti which is known for its symbiotic relation with Legume plant Trigonella foenum-graecum. This (EPS) has been added with the following concentrations: 0.0, 0.05, 0.1, 0.2,
Externí odkaz:
https://doaj.org/article/4030a45f64264b6b97a3865ec2536900
Autor:
Arian Hamid, Najwa Al-Barhawi
Publikováno v:
مجلة التربية والعلم, Vol 25, Iss 1, Pp 55-65 (2012)
External Polysacchariede has been extracted from Sinorhizobium meliloti which is known for its symbiotic relation with Legume plant Trigonella foenum-graecum. This (EPS) has been added with the following concentrations: 0.0, 0.05, 0.1, 0.2, 0.4, 0.8
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1647c93265a0018e60a11b558b9c30c9
https://doi.org/10.33899/edusj.2012.58983
https://doi.org/10.33899/edusj.2012.58983
Autor:
Arian, Hamidreza
The main objective of this thesis is to implement stochastic correlation into the existing structural credit risk models. There are two stochastic models suggested for the covariance matrix of the assets' prices. In our first model, to induce the sto
Externí odkaz:
http://hdl.handle.net/1807/33798