Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm. - Mohammadreza Ghanbari; Hamidreza Arian (CoRR, 2019)

A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models. - Hamidreza Arian; Seyed Mohammad Sina Seyfi; Azin Sharifi (CoRR, 2020)

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management. - Hamidreza Arian; Mehrdad Moghimi; Ehsan Tabatabaei; Shiva Zamani (CoRR, 2020)

Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model. - Seyed Mohammad Sina Seyfi; Azin Sharifi; Hamidreza Arian (Math. Comput. Simul., 2021)

Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement. - Hamidreza Arian; Mehrdad Moghimi; Ehsan Tabatabaei; Shiva Zamani (Math. Comput. Simul., 2022)

Backtest overfitting in the machine learning era: A comparison of out-of-sample testing methods in a synthetic controlled environment. - Hamidreza Arian; Daniel Norouzi Mobarekeh; Luis Seco (Knowl. Based Syst., 2024)

Deep-time neural networks: An efficient approach for solving high-dimensional PDEs. - Ahmad Aghapour; Hamidreza Arian; Luis Seco (Appl. Math. Comput., 2025)