| Forecasting stock market with support vector regression and butterfly optimization algorithm M Ghanbari, H Arian arXiv preprint arXiv:1905.11462, 2019 | 21 | 2019 |
| Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model SMS Seyfi, A Sharifi, H Arian Mathematics and Computers in Simulation 190, 1056-1079, 2021 | 19 | 2021 |
| Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement H Arian, M Moghimi, E Tabatabaei, S Zamani Mathematics and Computers in Simulation 202, 500-525, 2022 | 14* | 2022 |
| Herd behavior analysis in tehran stock exchange with Chiang and Zheng Model H Vares, H Arian, B Aryanayekta, MJ Bannazadeh Financial Research Journal 22 (3), 388-407, 2020 | 8 | 2020 |
| CreditGrades framework within stochastic covariance models M Escobar, H Arian, L Seco Journal of Mathematical Finance 2012, 2012 | 7 | 2012 |
| A novel classification approach for credit scoring based on Gaussian mixture models H Arian, SMS Seyfi, A Sharifi arXiv preprint arXiv:2010.13388, 2020 | 3 | 2020 |
| Pathwise grid valuation of fixed-income portfolios with applications to risk management S Zamani, A Chaghazardi, H Arian Heliyon 8 (7), 2022 | 2 | 2022 |
| Deep-Time Neural Networks: An Efficient Approach for Solving High-Dimensional PDEs A Aghapour, HR Arian, LA Seco Available at SSRN, 2023 | 1 | 2023 |
| The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold H Arian, H Poorvasei, A Sharifi, S Zamani arXiv preprint arXiv:2011.06693, 2020 | 1 | 2020 |
| Conditional Correlation via Generalized Random Forests; Application to Hedge Funds A Aghapour, HR Arian, M Escobar-Anel, LA Seco Application to Hedge Funds (May 1, 2024), 2024 | | 2024 |
| Backtest Overfitting in the Machine Learning Era: A Comparison of Out-of-Sample Testing Methods in a Synthetic Controlled Environment HR Arian, D Norouzi M, LA Seco Available at SSRN, 2024 | | 2024 |
| Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management S Zamani, AM Haghighi, H Arian arXiv preprint arXiv:2311.14985, 2023 | | 2023 |
Shiva ZamaniAssociate Professor of Mathematical Finance, Sharif University of TechnologyVerified email at sharif.edu
