Výsledky vyhledávání - "Habibnia, Ali"

Report

Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework

Autor: Habibnia, Ali, Soltanzadeh, Mahdi

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions and lending

Externí odkaz: http://arxiv.org/abs/2408.05382

Zobrazit plný text záznamu

Report

Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework

Autor: Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar

We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing high-dimens

Externí odkaz: http://arxiv.org/abs/2312.16707

Zobrazit plný text záznamu

Report

Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)

Autor: Habibnia, Ali, Maasoumi, Esfandiar

This paper considers improved forecasting in possibly nonlinear dynamic settings, with high-dimension predictors ("big data" environments). To overcome the curse of dimensionality and manage data and model complexity, we examine shrinkage estimation

Externí odkaz: http://arxiv.org/abs/1904.11145

Zobrazit plný text záznamu

Dissertation/ Thesis

Essays in high-dimensional nonlinear time series analysis

Autor: Habibnia, Ali

In this thesis, I study high-dimensional nonlinear time series analysis, and its applications in financial forecasting and identifying risk in highly interconnected financial networks. The first chapter is devoted to the testing for nonlinearity in f

Externí odkaz: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706172

Zobrazit plný text záznamu

Akademický článek

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity

Autor: Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar

Financial instability and its destructive effects on the economy can lead to financial crises due to its contagion or spillover effects to other parts of the economy. Having an accurate measure of systemic risk gives central banks and policy makers t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______206::1f3cce849e87994004b905663f78113d
http://eprints.lse.ac.uk/70769/

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání