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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. - In: Corporate risk management after the COVID-19 crisis, (pp. 65-93). 2024
Persistent link: https://www.econbiz.de/10014438861
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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 (2022) 3, pp. 864-895
Persistent link: https://www.econbiz.de/10013362663
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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