| Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information SK Arash, D Han Physica A: Statistical Mechanics and its Applications 523, 1091-1109, 2019 | 45 | 2019 |
| Time-variant reliability-based prediction of COVID-19 spread using extended SEIVR model and Monte Carlo sampling M Shadabfar, M Mahsuli, AS Khoojine, VR Hosseini Results in Physics 26, 104364, 2021 | 27 | 2021 |
| Network autoregressive model for the prediction of COVID-19 considering the disease interaction in neighboring countries A Sioofy Khoojine, M Shadabfar, VR Hosseini, H Kordestani Entropy 23 (10), 1267, 2021 | 20 | 2021 |
| A proposed fractional dynamic system and Monte Carlo-based back analysis for simulating the spreading profile of COVID-19 A Sioofy Khoojine, M Mahsuli, M Shadabfar, VR Hosseini, H Kordestani The European Physical Journal Special Topics 231 (18), 3427-3437, 2022 | 17 | 2022 |
| Stock price network autoregressive model with application to stock market turbulence AS Khoojine, D Han The European Physical Journal B 93, 1-15, 2020 | 16 | 2020 |
| A Mutual Information-Based Network Autoregressive Model for Crude Oil Price Forecasting Using Open-High-Low-Close Prices SK Arash, S Mahboubeh, ET Yousef Mathematics 10 (17), 3172, 2022 | 13 | 2022 |
| Twin hyper-ellipsoidal support vector machine for binary classification Z Ebrahimpour, W Wan, AS Khoojine, L Hou IEEE Access 8, 87341-87353, 2020 | 9 | 2020 |
| A state-of-the-art review of probabilistic portfolio management for future stock markets L Cheng, M Shadabfar, A Sioofy Khoojine Mathematics 11 (5), 1148, 2023 | 8 | 2023 |
| Topological Structure of Stock Market Networks during Financial Turbulence: Non-Linear Approach SK Arash, D Han Universal Journal of Accounting and Finance 7 (4), 106-121, 2019 | 5 | 2019 |
| Analyzing volatility patterns in the Chinese stock market using partial mutual information-based distances SK Arash, F Ziyun, S Mahboubeh, SK Negar European Physical Journal B 96, 2023 | 4 | 2023 |
| An Extended Fractional SEIR model to predict the spreading behavior of COVID-19 disease using Monte Carlo back sampling AS Khoojine, M Shadabfar, H Jafari, VR Hosseini Mathematical Modeling and Intelligent Control for Combating Pandemics, 3-20, 2023 | 3 | 2023 |
| Randomized Fractional SEIR-VQHP Model with Applications in Covid-19 Data Prediction S Mahdi, M Mojtaba, SK Arash, H Vahid Reza, H Anyu Fractals, 2023 | 3 | 2023 |
| Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach O Farkhondeh Rouz, HS Vafa, AS Khoojine, SP Amiri Risk Management 26 (2), 9, 2024 | 1 | 2024 |
| Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements L Xiao, A Sioofy Khoojine Energies 17 (23), 5852, 2024 | | 2024 |
| 金融动荡期间股票市场的网络统计分析 AS Khoojine 上海交通大学, 2020 | | 2020 |
| Stock Price Modeling of Tencent and Baidu Companies, with Fractional Brownian Motion SK ARASH 华中师范大学, 2014 | | 2014 |
Vahid Reza HosseiniComputational Mechanics, University of Mississippi, Helmut Schmidt Universityبريد إلكتروني تم التحقق منه على olemiss.edu