no code implementations • 25 Nov 2023 • Shiva Zamani, Alireza Moslemi Haghighi, Hamid Arian
A paramount facet in options risk assessment is the inherent uncertainty stemming from first-order fluctuations in the underlying asset's volatility.
no code implementations • 23 Nov 2022 • Amin Izadyar, Shiva Zamani
This paper investigates how changes in investor base is related to idiosyncratic volatility in cryptocurrency markets.
no code implementations • 4 Nov 2022 • Arash Afkanpour, Shabir Adeel, Hansenclever Bassani, Arkady Epshteyn, Hongbo Fan, Isaac Jones, Mahan Malihi, Adrian Nauth, Raj Sinha, Sanjana Woonna, Shiva Zamani, Elli Kanal, Mikhail Fomitchev, Donny Cheung
Transformer models have achieved great success across many NLP problems.
no code implementations • 13 Nov 2020 • Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani
Measuring risk is at the center of modern financial risk management.