Peer-Reviewed Publications
2025
“Robust learning of tail dependence”
Econometrics, 13(4), 47. DOI: 10.3390/econometrics13040047.
“Control function quantile hedonic pricing”
co-authored with Jason Beck and Suyong Song, Journal of the Royal Statistical Society: Series A. DOI: 10.1093/jrsssa/qnaf170.
“Informational efficiency and rational bubbles”
International Review of Economics & Finance, 103, 104486. DOI: 10.1016/j.iref.2025.104486.
“Strategic information asymmetry in tail-risk markets”
North American Journal of Economics and Finance, 79, 102460. DOI: 10.1016/j.najef.2025.102460.
“Bayesian extreme learning”
Expert Systems with Applications, 287, 128164. DOI: 10.1016/j.eswa.2025.128164.
“Interdependence dynamics of official and informal Argentine exchange rates through copulas”
co-authored with Mariana Saenz, Computational Economics. DOI: 10.1007/s10614-025-10965-6.
“Detecting financial bubbles with tail-weighted entropy”
Computer Sciences and Mathematics Forum, 11(1), 3. DOI: 10.3390/cmsf2025011003.
“Information about the research parameter or model parameter: A chicken and egg problem”
co-authored with Majid Asadi and Ehsan Soofi, Applied Stochastic Models in Business and Industry, 41(1), e2931. DOI: 10.1002/asmb.2931.
“Expected information of noisy attribute forecasts for probabilistic forecasts”
co-authored with Robert Bordley and Ehsan Soofi, European Journal of Operational Research, 323(3), 1013-1023. DOI: 1010.1016/j.ejor.2024.12.024.
“Information loss from perception alignment”
co-authored with Viktoria Dalko and Hyeeun Shim, International Review of Economics & Finance, 97, 103830. DOI: 10.1016/j.iref.2024.103830.
“Q-Gini: A multidimensional inequality index with isolation of its causal drivers”
co-authored with Ray Hashemi, Rushmila Shabneen, and Azita Bahrami, International Conference on Computational Science and Computational Intelligence, Springer. DOI: 10.1007/978-3-031-94953.
“An investigation of the relationship between expected inflation and the actual inflation using historical financial indices”
co-authored with Ray Hashemi, Brandon Miller, and Azita Bahrami, International Conference on Computational Science and Computational Intelligence, Springer, 53-66. DOI: 10.1007/978-3-031-94953-1_5.
“RNN models for evaluating financial indices: Examining volatility and demand-supply shifts in financial markets during COVID-19”
co-authored with Ray Hashemi, Jeffrey Young, and Azita Bahrami, In Big Data, Data Mining and Data Science: Algorithms, Infrastructures, Management and Security edited by George Dimitoglou, Leonidas Deligiannidis and Hamid Arabnia, 165-184. Berlin, Boston: De Gruyter. ISBN: 9783111344072. DOI: 10.1515/9783111344553-010.
2024
“Portfolio optimization with transfer entropy constraints”
International Review of Financial Analysis, 96, 103644. DOI: 10.1016/j.irfa.2024.103644.
“Tail risks in household finance”
co-authored with Rawan Ajina, Finance Research Letters, 69, 106065. DOI: 10.1016/j.frl.2024.106065.
“Bayesian extreme value models: Asymptotic behavior, hierarchical convergence, and predictive robustness”
Econometrics and Statistics. DOI: 10.1016/j.ecosta.2024.04.002.
“Information content of inflation expectations: A copula-based model”
Studies in Nonlinear Dynamics & Econometrics. DOI: 10.1515/snde-2023-0075.
“Does membership of the EMU matter for economic and financial outcomes?”
co-authored with Kundan Kishor and Suyong Song, Contemporary Economic Policy, 42(3), 416-447. DOI: 10.1111/coep.12638.
“Evaluating economic impacts of automation using big data approaches”
co-authored with Mariana Saenz, Journal of Data Science and Intelligent Systems, 2(1), 150-164. DOI: 10.47852/bonviewJDSIS32021569.
2023
“Capturing information in extreme events”
Economics Letters, 231, 111301. DOI: 10.1016/j.econlet.2023.111301.
“Coherent measure of portfolio risk”
Finance Research Letters, 57, 104222. DOI: 10.1016/j.frl.2023.104222.
“On the comparison of inequality measures: Evidence from the World Values Survey”
co-authored with Mariana Saenz, Applied Economics Letters, 30(21), 3051-3060. DOI: 10.1080/13504851.2022.2118961.
“A Markov-based economic recession modeling through financial outcomes: Before and during the COVID-19 pandemic”
co-authored with Ray Hashemi, Daniel Bekker, James Griffith, International Conference on Computational Science and Computational Intelligence, IEEE, 605-610. DOI: 10.1109/CSCI62032.2023.00107.
2022
“Option pricing with maximum entropy densities: The inclusion of higher-order moments”
Journal of Futures Markets, 42(10), 1821-1836. DOI: 10.1002/fut.22361.
“The dynamics of money velocity”
Applied Economics Letters. DOI: 10.1080/13504851.2022.2083062.
“An RNN model for exploring the macroeconomic and financial indicators in the context of the COVID-19 pandemic”
co-authored with Ray Hashemi, Jeffrey Young, and Azita Bahrami, Proceedings of the International Conference on Computational Science and Computational Intelligence, IEEE, 653-658. DOI: 10.1109/CSCI58235.2022.
2021
“Variants of mixtures: Information properties and applications”
co-authored with Majid Asadi, Nader Ebrahimi, and Ehsan Soofi, Journal of the Iranian Statistical Society, 20(1), 27-59. DOI: 10.52547/jirss.20.1.27.
“Mining the impact of social media on high-frequency financial data“
co-authored with Ray Hashemi, Jeffrey Young, and , Chanchal Tamrakar, Proceedings of the International Conference on Computational Science and Computational Intelligence, IEEE, 262-267. DOI: 10.1109/CSCI54926.2021.00115.
“Prediction of days-on-market for single-family homes”
co-authored with Keagan Galbraithy, Ray Hashemi, and Jason Beck, Proceedings of the International Conference on Data Science.
2020
“MR plot: A big data tool for distinguishing distributions”
co-authored with Majid Asadi, Nader Ebrahimi, and Ehsan Soofi, Statistical Analysis and Data Mining: The American Statistical Association Data Science Journal, 2020, 13, 405-418. DOI: 10.1002/sam.11464.
“A mediated multi-RNN hybrid system for prediction of stock prices”
co-authored with Ray Hashemi, Azita Bahrami, and Jeffrey Young, Proceedings of the International Conference on Computational Science and Computational Intelligence, IEEE, 382-387. DOI: 10.1109/CSCI51800.2020.00071.
2018
“Re-evaluating the effectiveness of Inflation Targeting”
co-authored with Kundan Kishor and Suyong Song , Journal of Economic Dynamics and Control, 2018, 90, 76-97. DOI: 10.1016/j.jedc.2018.01.045.
“Ranking forecasts by stochastic error distance, information and reliability measures”
co-authored with Nader Ebrahimi and Ehsan Soofi, International Statistical Review, 2018, 86(3), 442-468. DOI: 10.1111/insr.12250. Online Appendix.
“Examining the success of the central banks in Inflation Targeting countries: The dynamics of the inflation gap and institutional characteristics”
co-authored with Kundan Kishor, Studies in Nonlinear Dynamics and Econometrics, 2018, 22(1), 20160085. DOI: 10.1515/snde-2016-0085.
“A mining driven decision support system for joining the European monetary union”
co-authored with Ray Hashemi, Azita Bahrami, Jeffrey Young, and Rosina Campbell. Proceedings of the International Conference on Advances in Information Mining and Management, IEEE, 2018, 39-45. ISBN: 978-1-61208-654-5.
2017
“Extraction of the essential constituents of the S&P 500 index”
co-authored with Ray Hashemi, Azita Bahrami, and Jeffrey Young, Proceedings of the International Conference on Computational Science and Computational Intelligence, 2017, 350-356. DOI: 10.1109/CSCI.2017.59.
2016
“Doctoral dissertations in economics”
Journal of Economic Literature, 54(4), 2016, 1551-1580. DOI: 10.1257/jel.54.4.1551.
Omid M. Ardakani 