Room: V314 (School of Business, 3rd Floor)
Email: [email protected]
I am currently a second-year PhD student in Finance at Aalto University, School of Business.
My research interests are Asset Pricing and Machine Learning. My previous research includes:
- Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model (with H Arian and A Sharifi), (Mathematics and Computers in Simulation, Volume 190, December 2021, Pages 1056-1079)
- A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Model (with H Arian and A Sharifi), working paper
- Forecasting Probability of Bankruptcy for Retail Loan Management based on Gaussian Mixture Models (with H Arian and A Sharifi), working paper