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