Hirsa, Ali

1. Explainable AI in Credit Risk Management
   2021/03/01 by Joerg Osterrieder, Misheva, Branka Hadji, Branka Hadji Misheva +7 · 5 citations
   Business, Management and Accounting · Computer Science · #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #FOS: Economics and business #Financial Distress and Bankruptcy Prediction #Machine Learning (cs.LG) #Machine Learning in Healthcare #Risk Management (q-fin.RM)
2. Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes
   2019/02/15 by Ali Hirsa, Tugce Karatas, Hirsa, Ali +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #Stock Market Forecasting Methods
3. Deep reinforcement learning on a multi-asset environment for trading
   2021/06/15 by Hirsa, Ali, Osterrieder, Joerg, Hadji-Misheva, Branka +1 · 1 citation
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
4. Solving barrier options under stochastic volatility using deep learning
   2022/07/01 by Weilong Fu, Ali Hirsa, Fu, Weilong +1 · 1 citation
   Economics, Econometrics and Finance · Decision Sciences · Engineering · #Stochastic processes and financial applications #Stock Market Forecasting Methods #Energy Load and Power Forecasting