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
Ali Habibnia, Esfandiar Maasoumi
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
Jalal Etesami, Ali Habibnia and Negar Kiyavash
Essays in high-dimensional nonlinear time series analysis
PhD thesis, London School of Economics and Political Science (LSE)
Ali Habibnia
Publisher's website
Ali Habibnia
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
Abdorrahman Haeri, Masoud Rabbani and Ali Habibnia