Mehrdad Moghimi

According to our database, Mehrdad Moghimi authored at least 3 papers between 2020 and 2025.

Collaborative distances:

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

2025

Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning.

Mehrdad Moghimi, Hyejin Ku

CoRR, January, 2025

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

2020

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

Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani

CoRR, 2020