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Nonlinear Forecasting Using a Large Number of Predictors: Deep Learning Approach

Working Paper
Ali Habibnia
BibTeX

Past, Present and Future of Testing for Nonlinearity in Time Series

Working Paper
Ali Habibnia
BibTeX

Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)

Under review at Journal of Econometrics
Ali Habibnia, Esfandiar Maasoumi
Publisher's website BibTeX

Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity

SRC Discussion Paper (No. 66). Systemic Risk Centre, London School of Economics
Jalal Etesami, Ali Habibnia and Negar Kiyavash
Publisher's website BibTeX

Nonlinear Forecasting with Many Predictors by Neural Network Factor Models

Poster, LSE Research Festival 2015
Ali Habibnia
Publisher's website BibTeX

Essays in high-dimensional nonlinear time series analysis

PhD thesis, London School of Economics and Political Science (LSE)
Ali Habibnia
Publisher's website BibTeX

Mathematical Models For Decision Making And Forecasting On Euro- Yen In Foreign Exchange Market

Journal of Iranian Economic Review, Article 4, Volume 16, Issue 30, Winter 2011, Page 67-91
Abdorrahman Haeri, Masoud Rabbani and Ali Habibnia
Publisher's website BibTeX

Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model

Master thesis, Available at SSRN
Ali Habibnia
Publisher's website BibTeX

Forecasting the World Gold Price Using Optimized Neuro-Fuzzy with Genetic Algorithm (Ga-Anfis) and Smooth Transition Regression with Long Memory (Fi-Star) Modelling

Master thesis, Available at SSRN
Ali Habibnia
Publisher's website BibTeX