Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability von Uddin, Mohammad S., Chi, Guotai, Al Janabi, Mazin A. M., Habib, Tabassum

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Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach von Arreola Hernandez, Jose, Hammoudeh, Shawkat, Nguyen, Duc Khuong, Al Janabi, Mazin A. M., Reboredo, Juan Carlos

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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios von Al Janabi, Mazin A.M., Arreola Hernandez, Jose, Berger, Theo, Nguyen, Duc Khuong

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Is optimum always optimal? A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints von Al Janabi, Mazin A.M.

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Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management von Al Janabi, Mazin A.M

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Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints von Al Janabi, Mazin A.M.

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Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model von Grillini, Stefano, Ozkan, Aydin, Sharma, Abhijit, Al Janabi, Mazin A.M.

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Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach von Uddin, Mohammad Shamsu, Chi, Guotai, Al Janabi, Mazin A. M., Habib, Tabassum, Yuan, Kunpeng

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Forecasting of dependence, market, and investment risks of a global index portfolio von Arreola Hernandez, Jose, Al Janabi, Mazin A.M.

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Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives von Al Janabi, Mazin A. M.

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Volatility Spillover Among Equity and Commodity Markets von Aziz, Tariq, Sadhwani, Ranjeeta, Habibah, Ume, Al Janabi, Mazin A. M.

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Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects von Al Janabi, Mazin A.M.

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An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation von Al Janabi, Mazin A.M., Hatemi-J, Abdulnasser, Irandoust, Manuchehr

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Optimal commodity asset allocation with a coherent market risk modeling von Al Janabi, Mazin A.M.

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A Novel Modeling Technique for the Forecasting of Multiple-Asset Trading Volumes: Innovative Initial-Value-Problem Differential Equation Algorithms for Reinforcement Machine Learni... von Al Janabi, Mazin A. M.

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Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach von Al Janabi, Mazin A.M., Ferrer, Román, Shahzad, Syed Jawad Hussain

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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios von Arreola Hernandez, Jose, Al Janabi, Mazin A M, Hammoudeh, Shawkat, Khuong Nguyen, Duc

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A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints von Al Janabi, Mazin A.M.

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Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions von Al Janabi, Mazin A. M., Hatemi-J, Abdulnasser, Irandoust, Manuchehr

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Modeling coherent trading risk parameters under illiquid market perspective von Al Janabi, Mazin A.M.

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