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Method development aspects of liquidity risk modelling : dynamic algorithms for reinforcement machine learning under crisis market perspectives
Al Janabi, Mazin A. M.
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Corporate risk management after the COVID-19 crisis
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(pp. 65-93)
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2024
Persistent link: https://www.econbiz.de/10014438861
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Optimum and coherent economic capital forecasts with reinforcement machine learning : evidence from optimization algorithms under long and short-sales multiple asset portfolios of emerging markets
Al Janabi, Mazin A. M.
- In:
Banking resilience : new insights on corporate …
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(pp. 343-389)
.
2024
Persistent link: https://www.econbiz.de/10015179402
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Strategic corporate decision making with market and liquidity risk management
Al Janabi, Mazin A. M.
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Social, economic, and environmental impacts between …
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(pp. 307-318)
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2020
Persistent link: https://www.econbiz.de/10012420300
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Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Al Janabi, Mazin A. M.
- In:
Journal of modelling in management
17
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2022
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3
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pp. 864-895
Persistent link: https://www.econbiz.de/10013362663
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Machine learning, computational techniques, and reporting processes: risk exposure in GCC markets in the wake of the 2007-2009 global financial meltdown
Al Janabi, Mazin A. M.
- In:
Financial and economic systems : transformations and …
,
(pp. 161-186)
.
2021
Persistent link: https://www.econbiz.de/10012600055
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Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Al Janabi, Mazin A. M.
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 112-137
Persistent link: https://www.econbiz.de/10013503886
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