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Hamidreza Arian
ORCID
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 5
Top Topics
Stock Market
Risk Management
Gaussian Mixture
Speaker Recognition
Top Venues
CoRR
Math. Comput. Simul.
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Publications
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Hamidreza Arian
,
Mehrdad Moghimi
,
Ehsan Tabatabaei
,
Shiva Zamani
Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement.
Math. Comput. Simul.
202 (2022)
Seyed Mohammad Sina Seyfi
,
Azin Sharifi
,
Hamidreza Arian
Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model.
Math. Comput. Simul.
190 (2021)
Hamidreza Arian
,
Mehrdad Moghimi
,
Ehsan Tabatabaei
,
Shiva Zamani
Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management.
CoRR
(2020)
Hamidreza Arian
,
Seyed Mohammad Sina Seyfi
,
Azin Sharifi
A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models.
CoRR
(2020)
Mohammadreza Ghanbari
,
Hamidreza Arian
Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm.
CoRR
(2019)