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laleh tafakori
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Year
Measuring systemic risk using vine-copula
A Pourkhanali, JM Kim, L Tafakori, FA Fard
Economic modelling 53, 63-74, 2016
592016
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
H Manner, FA Fard, A Pourkhanali, L Tafakori
Energy Economics 78, 143-164, 2019
392019
Forecasting spikes in electricity return innovations
L Tafakori, A Pourkhanali, FA Fard
Energy 150, 508-526, 2018
182018
Fractional moments of solutions to stochastic recurrence equations
T Mikosch, G Samorodnitsky, L Tafakori
Journal of Applied Probability 50 (4), 969-982, 2013
182013
An estimator of the stable tail dependence function based on the empirical beta copula
A Kiriliouk, J Segers, L Tafakori
Extremes 21, 581-600, 2018
172018
Measuring systemic risk and contagion in the European financial network
L Tafakori, A Pourkhanali, R Rastelli
Empirical Economics, 1-45, 2022
142022
Distance covariance for discretized stochastic processes
H Dehling, M Matsui, T Mikosch, G Samorodnitsky, L Tafakori
Bernoulli 26 (4), 2758-2789, 2020
132020
Image denoising using generalised Cauchy filter
A Karami, L Tafakori
IET Image Processing 11 (9), 767-776, 2017
132017
Estimation of the tail index for lattice-valued sequences
M Matsui, T Mikosch, L Tafakori
Extremes 16, 429-455, 2013
132013
Deep learning based bi-level approach for proactive loan prospecting
J Munoz, AA Rezaei, M Jalili, L Tafakori
Expert Systems with Applications 185, 115607, 2021
82021
Predicting age at onset of type 1 diabetes in children using regression, artificial neural network and Random Forest: A case study in Saudi Arabia
A Alazwari, M Abdollahian, L Tafakori, A Johnstone, RA Alshumrani, ...
PloS one 17 (2), e0264118, 2022
52022
Hierarchical Classification for Account Code Suggestion
J Munoz, M Jalili, L Tafakori
Knowledge-Based Systems, 2022
32022
A new lifetime model with different types of failure rate
L Tafakori, A Pourkhanali, S Nadarajah
Communications in Statistics-Theory and Methods 47 (16), 4006-4020, 2018
32018
A class of continuous kernels and Cauchy type heavy tail distributions
AR Soltani, L Tafakori
Statistics & Probability Letters 83 (4), 1018-1027, 2013
32013
On Comparison of the Tail Index of Heavy Tail Distributions Using Pitman’s Measure of Closeness
AR Nematollahi, L Tafakori
Appl. Math. Sci 1 (19), 909-914, 2007
32007
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
A Pourkhanali, L Tafakori, M Bee
International Review of Financial Analysis 89, 102803, 2023
22023
Predicting the development of T1D and identifying its Key Performance Indicators in children; a case-control study in Saudi Arabia
A Alazwari, A Johnstone, L Tafakori, M Abdollahian, AM AlEidan, ...
Plos one 18 (3), e0282426, 2023
22023
The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
AG Stephenson, K Saunders, L Tafakori
Extremes 21, 477-484, 2018
22018
Some analytical results on bivariate stable distributions with an application in operational risk
L Tafakori, M Bee, AR Soltani
Quantitative Finance, 2022
12022
Supplement to “Distance covariance for discretized stochastic processes.”
H Dehling, M Matsui, T Mikosch, G Samorodnitsky, L Tafakori
12020
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Articles 1–20