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Ehsan Tabatabaei

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2020 – today

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2022
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  - journals/mcs/ArianMTZ22
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Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani:
Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement. Math. Comput. Simul. 202: 500-525 (2022)
2020
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Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani:
Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management. CoRR abs/2011.06742 (2020)

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