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Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures

Janabi, Mazin A. M. al - In: Artificial intelligence and big data for financial risk …, (pp. 92-122). 2023

Persistent link: https://www.econbiz.de/10014265661

Optimization algorithms for multiple-asset portfolios with machine learning techniques : practical applications with forecasting of optimum and coherent economic capital structures

Janabi, Mazin A. M. al - In: Artificial intelligence and big data for financial risk …, (pp. 179-213). 2023

Persistent link: https://www.econbiz.de/10014265713

Machine learning, computational techniques, and reporting processes: risk exposure in GCC markets in the wake of the 2007-2009 global financial meltdown

Janabi, Mazin A. M. al - In: Financial and economic systems : transformations and …, (pp. 161-186). 2021

Persistent link: https://www.econbiz.de/10012600055

Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints

Janabi, Mazin A. M. al - In: Journal of modelling in management 17 (2022) 3, pp. 864-895

Persistent link: https://www.econbiz.de/10013362663

Method development aspects of liquidity risk modelling : dynamic algorithms for reinforcement machine learning under crisis market perspectives

Janabi, Mazin A. M. al - In: Corporate risk management after the COVID-19 crisis, (pp. 65-93). 2024

Persistent link: https://www.econbiz.de/10014438861

Asset Market Liquidity Risk Management Using Machine Learning Techniques

Al Janabi, Mazin A. M. - 2021

Asset market liquidity risk is a significant and perplexing subject and though the term market liquidity risk is used quite chronically in academic literature it lacks an unambiguous definition, let alone understanding of the proposed risk measures. To this end, this paper presents a review of...

Persistent link: https://www.econbiz.de/10013229295