[HTML][HTML] Information loss from perception alignment
This paper examines how synchronized investor perceptions of future asset returns affect
market information dynamics. We introduce an empirical framework that applies information …
market information dynamics. We introduce an empirical framework that applies information …
A Markov-based economic recession modeling through financial outcomes: Before and during the COVID-19 pandemic
RR Hashemi, OM Ardakani, D Bekker… - 2023 International …, 2023 - ieeexplore.ieee.org
We analyze, design, implement, and validate a stochastic model for the economic recession
using the financial outcomes of yield spread, crude oil prices, and stock market indices …
using the financial outcomes of yield spread, crude oil prices, and stock market indices …
10 RNN models for evaluating financial indices: examining volatility and demand-supply shifts in financial markets during COVID-19
Several semi-recurrent neural networks (RNNs) were developed to explore the impact of the
COVID-19 pandemic on the financial indices representing bond market (yield spread …
COVID-19 pandemic on the financial indices representing bond market (yield spread …
[PDF][PDF] Research Statement & Impact
OM Ardakani - omidardakani.com
I joined the faculty at Georgia Southern University in 2015 and have since focused on
advancing econometrics, computational finance, and monetary economics through …
advancing econometrics, computational finance, and monetary economics through …