:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Soleimani, Masoud
Format:	Preprint
Published:	2025
Subjects:	Risk Management Artificial Intelligence Econometrics
Online Access:	https://arxiv.org/abs/2512.07867
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
by: Aslanidis, Nektarios, et al.
Published: (2025)

Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting
by: Liu, Xiaochun, et al.
Published: (2026)

Systemic Risk Surveillance
by: Dimitriadis, Timo, et al.
Published: (2026)

Principal Component Copulas for Capital Modelling and Systemic Risk
by: Gubbels, K. B., et al.
Published: (2023)

Dynamic Factor Correlation Model
by: Tong, Chen, et al.
Published: (2025)

Cluster GARCH
by: Tong, Chen, et al.
Published: (2024)

Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
by: Hatemi-J, Abdulnasser
Published: (2024)

Transformer-based CoVaR: Systemic Risk in Textual Information
by: Chen, Junyu, et al.
Published: (2026)

Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)

Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)

Spot Regressions with Candlesticks
by: Simsek, Yasin
Published: (2025)

Spectral Dynamics and Regularization for High-Dimensional Copulas
by: Gubbels, Koos B., et al.
Published: (2026)

Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by: Kikuchi, Tatsuru
Published: (2025)

Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by: Chęć, Katarzyna, et al.
Published: (2025)

Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
by: Dimitriadis, Timo, et al.
Published: (2022)

Autoencoder Enhanced Realised GARCH on Volatility Forecasting
by: Zhao, Qianli, et al.
Published: (2024)

Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis
by: Wang, Haibo
Published: (2026)

General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025)

Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by: Caporin, Massimiliano, et al.
Published: (2026)

Dynamic CoVaR Modeling and Estimation
by: Dimitriadis, Timo, et al.
Published: (2022)

Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026)

The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
by: Kikuchi, Tatsuru
Published: (2026)

Sequential Audit Sampling with Statistical Guarantees
by: Kato, Masahiro, et al.
Published: (2026)

A nonparametric test for rough volatility
by: Chong, Carsten H., et al.
Published: (2024)

Time-Series Foundation AI Model for Value-at-Risk Forecasting
by: Goel, Anubha, et al.
Published: (2024)

Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
by: Bi, Shuochen, et al.
Published: (2024)

Modelling Cascading Physical Climate Risk in Supply Chains with Adaptive Firms: A Spatial Agent-Based Framework
by: Mohajerani, Yara
Published: (2025)

Methodological Evaluation of Manufacturing Plant Systems in Ethiopia Using Multilevel Regression Analysis for Risk Reduction Assessment
by: Wolde, Muluken, et al.
Published: (2005)

Tail-GAN: Learning to Simulate Tail Risk Scenarios
by: Cont, Rama, et al.
Published: (2022)

Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
by: Wang, Du-Yi, et al.
Published: (2026)

Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
by: Korangi, Kamesh, et al.
Published: (2024)

An Artificial Intelligence Value at Risk Approach: Metrics and Models
by: Alvarez, Luis Enriquez
Published: (2025)

The Ethics of LLM Sandbox and Persona Dynamics
by: Gebbie, Tim, et al.
Published: (2026)

AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics
by: Yuksel, Kamer Ali, et al.
Published: (2025)

Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance
by: Mamun, Sharif Al, et al.
Published: (2025)

Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions
by: Han, Shanyu, et al.
Published: (2025)

Fast Monte-Carlo
by: Aldridge, Irene
Published: (2026)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)

Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
by: Yu, Guanyuan, et al.
Published: (2025)

Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by: Cho, So-Yoon, et al.
Published: (2025)