Research

Peer-Reviewed Publications

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.

“On the comparison of inequality measures: Evidence from the World Values Survey”

co-authored with Mariana Saenz, Applied Economics Letters. DOI: 10.1080/13504851.2022.2118961.

“A recurrent neural network for prediction of the economic and financial indicators in 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, 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, 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, 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). 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, 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.