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.