| Introducing NBEATSx to Realized Volatility Forecasting HG Souto, A Moradi Expert Systems with Applications, 2023 | 28 | 2023 |
| Topological tail dependence: Evidence from forecasting realized volatility HG Souto The Journal of Finance and Data Science 9, 100107, 2023 | 14 | 2023 |
| Time series forecasting models for S&P 500 financial turbulence HG Souto Journal of Mathematical Finance 13 (1), 112-129, 2023 | 13 | 2023 |
| Forecasting realized volatility through financial turbulence and neural networks HG Souto, A Moradi Economics and Business Review 9 (2), 133-160, 2023 | 10 | 2023 |
| A novel loss function for neural network models exploring stock realized volatility using wasserstein distance HG Souto, A Moradi Decision Analytics Journal 10, 100369, 2024 | 9 | 2024 |
| Augmented har HG Souto, J Blackmon, A Moradi SSRN Electronic Journal. https://doi. org/10.2139/ssrn 4516177, 2023 | 9 | 2023 |
| Nhits for forecasting stock realized volatility HG Souto SSRN Electronic Journal, 2023 | 7 | 2023 |
| Realized covariance matrix nbeatsx HG Souto, A Moradi SSRN Electronic Journal. https://doi. org/10.2139/ssrn 4529219, 2023 | 7 | 2023 |
| Application of persistent homology in forecasting realized volatility HG Souto Social Science Research Network, 2023 | 6 | 2023 |
| Can transformers transform financial forecasting? HG Souto, A Moradi China Finance Review International, 2024 | 4 | 2024 |
| Distribution analysis of S&P 500 financial turbulence HG Souto Journal of Mathematical Finance 13 (1), 67-88, 2023 | 3 | 2023 |
| Charting new avenues in financial forecasting with TimesNet: The impact of intraperiod and interperiod variations on realized volatility prediction HG Souto Expert Systems with Applications 255, 124851, 2024 | 2 | 2024 |
| Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments HG Souto, FL Neto arXiv preprint arXiv:2409.06593, 2024 | 2 | 2024 |
| Really doing great at model evaluation for cate estimation? a critical consideration of current model evaluation practices in treatment effect estimation HG Souto, FL Neto arXiv preprint arXiv:2409.05161, 2024 | 2 | 2024 |
| A generalization of the topological tail dependence theory: from indices to individual stocks HG Souto, A Moradi Decision Analytics Journal 12, 100512, 2024 | 1 | 2024 |
| Corrigendum to “Topological tail dependence: evidence from forecasting realized volatility”[The Journal of Finance and Data Science 9 (2023) 100107] HG Souto The Journal of Finance and Data Science, 100135, 2024 | 1 | 2024 |
| Introducing NBEATSx to realized volatility forecasting H Gobato Souto, A Moradi Available at SSRN 4398498, 2023 | 1 | 2023 |
| Time-mixing and feature-mixing modelling for realized volatility forecast: Evidence from TSMixer model HG Souto, SK Heuvel, FL Neto The Journal of Finance and Data Science 10, 100143, 2024 | | 2024 |
| Ablation Studies for Novel Treatment Effect Estimation Models HG Souto, F Louzada arXiv preprint arXiv:2410.15560, 2024 | | 2024 |
| EU social taxonomy for sustainable economic activities: exploring the known and navigating the current issues as well as future research A Moradi, R Fatima, T Groner, HG Souto Discover Sustainability 5 (1), 276, 2024 | | 2024 |
Amir MoradiHAN University of Applied SciencesVerified email at han.nl