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Khaldoun Khashanah
Khaldoun Khashanah
Professor, Financial Engineering, School of Business, Stevens Institute of Technology
stevens.edu의 이메일 확인됨 - 홈페이지
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A neuro‐wavelet model for the short‐term forecasting of high‐frequency time series of stock returns
L Ortega, K Khashanah
Journal of Forecasting 33 (2), 134-146, 2014
722014
Determination of the parameters of cancellous bone using low frequency acoustic measurements
JL Buchanan, RP Gilbert, K Khashanah
Journal of Computational Acoustics 12 (02), 99-126, 2004
612004
Nonlinear acoustic waves in porous media in the context of Biot’s theory
DM Donskoy, K Khashanah, TG McKee Jr
The Journal of the Acoustical Society of America 102 (5), 2521-2528, 1997
451997
Network theory and behavioral finance in a heterogeneous market environment
K Khashanah, T Alsulaiman
Complexity 21 (S2), 530-554, 2016
322016
The Syrian Crisis: a systemic framework
K Khashanah
Contemporary Arab Affairs 7 (1), 1-21, 2014
322014
On principles and rules in complex adaptive systems: A financial system case study
GA Polacek, DA Gianetto, K Khashanah, D Verma
Systems Engineering 15 (4), 433-447, 2012
312012
Dynamic structure of the US financial systems
K Khashanah, L Miao
Studies in Economics and Finance 28 (4), 321-339, 2011
192011
Rare Events Analysis for High‐Frequency Equity Data
D Bozdog, I Florescu, K Khashanah, J Wang
Wilmott 2011 (54), 74-81, 2011
182011
Recovery of the poroelastic parameters of cancellous bone using low frequency acoustic interrogation
JL Buchanan, RP Gilbert, K Khashanah, A Wirgin
Acoustics, Mechanics, and the Related Topics of Mathematical Analysis, 41-47, 2002
162002
TradingGPT: Multi-agent system with layered memory and distinct characters for enhanced financial trading performance
Y Li, Y Yu, H Li, Z Chen, K Khashanah
arXiv preprint arXiv:2309.03736, 2023
122023
Bounded rational heterogeneous agents in artificial stock markets: Literature review and research direction
T Alsulaiman, K Khashanah
International Journal of Economics and Management Engineering 9 (6), 2108-2127, 2015
102015
FinMem: A performance-enhanced LLM trading agent with layered memory and character design
Y Yu, H Li, Z Chen, Y Jiang, Y Li, D Zhang, R Liu, JW Suchow, ...
Proceedings of the AAAI Symposium Series 3 (1), 595-597, 2024
92024
A slightly depressing jump model: intraday volatility pattern simulation
K Khashanah, J Chen, A Hawkes
Quantitative Finance 18 (2), 213-224, 2018
92018
Compute-communicate continuum technology
S Harsha, K Khashanah
US Patent App. 15/428,984, 2017
82017
Connectivity, Information Jumps, and Market Stability: An Agent‐Based Approach
K Khashanah, T Alsulaiman
Complexity 2017 (1), 6752086, 2017
82017
Analysis of systemic risk: A vine copula-based ARMA-GARCH model
KH Chen, K Khashanah
Engineering Letters 24 (3), 3-8, 2016
82016
Measuring systemic risk: copula CoVaR
KH Chen, K Khashanah
Available at SSRN 2473648, 2014
82014
Construction of Volatility Indices Using A Multinomial Tree Approximation Method
D Bozdog, I Florescu, K Khashanah, H Qiu
Handbook of Modeling High‐Frequency Data in Finance, 97-115, 2011
82011
Evolutionary systemic risk: Fisher information flow metric in financial network dynamics
K Khashanah, H Yang
Physica A: Statistical Mechanics and its Applications 445, 318-327, 2016
72016
The reconstruction of financial signals using Fast ICA for systemic risk
KH Chen, K Khashanah
2015 ieee symposium series on computational intelligence, 885-889, 2015
72015
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