Hamidreza Arian

According to our database, Hamidreza Arian authored at least 7 papers between 2019 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Deep-time neural networks: An efficient approach for solving high-dimensional PDEs.

Ahmad Aghapour, Hamidreza Arian, Luis Seco

Appl. Math. Comput., 2025

2024

Backtest overfitting in the machine learning era: A comparison of out-of-sample testing methods in a synthetic controlled environment.

Hamidreza Arian, Daniel Norouzi Mobarekeh, Luis Seco

Knowl. Based Syst., 2024

2022

Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement.

Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani

Math. Comput. Simul., 2022

2021

Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model.

Seyed Mohammad Sina Seyfi, Azin Sharifi, Hamidreza Arian

Math. Comput. Simul., 2021

2020

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management.

Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani

CoRR, 2020

A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models.

Hamidreza Arian, Seyed Mohammad Sina Seyfi, Azin Sharifi

CoRR, 2020

2019

Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm.

Mohammadreza Ghanbari, Hamidreza Arian

CoRR, 2019