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

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

Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning. - Mehrdad Moghimi; Hyejin Ku (CoRR, 2025)

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning. - Mehrdad Moghimi; Hyejin Ku (CoRR, 2025)