Sledovat
laleh tafakori
Název
Citace
Citace
Rok
Measuring systemic risk using vine-copula
A Pourkhanali, JM Kim, L Tafakori, FA Fard
Economic modelling 53, 63-74, 2016
642016
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
H Manner, FA Fard, A Pourkhanali, L Tafakori
Energy Economics 78, 143-164, 2019
432019
Forecasting spikes in electricity return innovations
L Tafakori, A Pourkhanali, FA Fard
Energy 150, 508-526, 2018
212018
An estimator of the stable tail dependence function based on the empirical beta copula
A Kiriliouk, J Segers, L Tafakori
Extremes 21, 581-600, 2018
192018
Measuring systemic risk and contagion in the European financial network
L Tafakori, A Pourkhanali, R Rastelli
Empirical economics 63 (1), 345-389, 2022
182022
Fractional moments of solutions to stochastic recurrence equations
T Mikosch, G Samorodnitsky, L Tafakori
Journal of Applied Probability 50 (4), 969-982, 2013
182013
Distance covariance for discretized stochastic processes
H Dehling, M Matsui, T Mikosch, G Samorodnitsky, L Tafakori
Bernoulli 26 (4), 2758-2789, 2020
172020
Image denoising using generalised Cauchy filter
A Karami, L Tafakori
IET Image Processing 11 (9), 767-776, 2017
152017
Estimation of the tail index for lattice-valued sequences
M Matsui, T Mikosch, L Tafakori
Extremes 16 (4), 429-455, 2013
152013
Predicting the development of T1D and identifying its Key Performance Indicators in children; a case-control study in Saudi Arabia
A Alazwari, A Johnstone, L Tafakori, M Abdollahian, AM AlEidan, ...
Plos one 18 (3), e0282426, 2023
122023
Hierarchical Classification for Account Code Suggestion
J Munoz, M Jalili, L Tafakori
Knowledge-Based Systems, 2022
112022
Deep learning based bi-level approach for proactive loan prospecting
J Munoz, AA Rezaei, M Jalili, L Tafakori
Expert Systems with Applications 185, 115607, 2021
102021
Predicting age at onset of type 1 diabetes in children using regression, artificial neural network and Random Forest: A case study in Saudi Arabia
A Alazwari, M Abdollahian, L Tafakori, A Johnstone, RA Alshumrani, ...
PloS one 17 (2), e0264118, 2022
92022
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
A Pourkhanali, L Tafakori, M Bee
International Review of Financial Analysis 89, 102803, 2023
42023
The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
AG Stephenson, K Saunders, L Tafakori
Extremes 21, 477-484, 2018
42018
Predicting age at onset of childhood obesity using regression, Random Forest, Decision Tree, and K-Nearest Neighbour—A case study in Saudi Arabia
SH Alanazi, M Abdollahian, L Tafakori, A Almulaihan, SM ALruwili, ...
Plos one 19 (9), e0308408, 2024
32024
A new lifetime model with different types of failure rate
L Tafakori, A Pourkhanali, S Nadarajah
Communications in Statistics-Theory and Methods 47 (16), 4006-4020, 2018
32018
A class of continuous kernels and Cauchy type heavy tail distributions
AR Soltani, L Tafakori
Statistics & Probability Letters 83 (4), 1018-1027, 2013
32013
On Comparison of the Tail Index of Heavy Tail Distributions Using Pitman’s Measure of Closeness
AR Nematollahi, L Tafakori
Appl. Math. Sci 1 (19), 909-914, 2007
32007
Some analytical results on bivariate stable distributions with an application in operational risk
L Tafakori, M Bee, AR Soltani
Quantitative Finance, 2022
12022
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Články 1–20