Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity J Etesami, A Habibnia, N Kiyavash Systemic Risk Centre, The London School of Economics and Political Science, 2017 | 12 | 2017 |
Essays in high-dimensional nonlinear time series analysis A Habibnia London School of Economics and Political Science, 2016 | 5 | 2016 |
Forecasting the world gold price using optimized neuro-fuzzy with genetic algorithm (ga-anfis) and smooth transition regression with long memory (fi-star) modelling A Habibnia Available at SSRN 2010545, 2010 | 3 | 2010 |
Forecasting in big data environments: an adaptable and automated shrinkage estimation of neural networks (AAShNet) A Habibnia, E Maasoumi Journal of Quantitative Economics 19 (Suppl 1), 363-381, 2021 | 2 | 2021 |
Foreign Exchange Rate Risk Measurement and Management A Habibnia 5th Conference on Development of Financing System, 2013 | 2 | 2013 |
The Proposed Mathematical Models for Decision-Making and Forecasting on Euro-Yen in Foreign Exchange Market A Haeri, M Rabbani, A Habibnia Iranian Economic Review 16 (30), 67-91, 2011 | 2 | 2011 |
Nonlinear Forecasting Using a Large Number of Predictors A Habibnia PhD thesis. London School of Economics, 2017 | 1 | 2017 |
Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework J Etesami, A Habibnia, N Kiyavash arXiv preprint arXiv:2312.16707, 2023 | | 2023 |
Nonlinear forecasting with many predictors by neural network factor models A Habibnia LSE Research Festival 2015, The London School of Economics and Political Science, 2015 | | 2015 |
Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model A Habibnia By Introducing a GA-Assisted SVR-Garch Model (August 1, 2012), 2012 | | 2012 |
Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework A Habibnia, J Etesami, N Kiyavash Available at SSRN 4684230, 0 | | |