Abdolreza Nazemi

Karlsruhe Institute of Technology

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

655

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Incorporating Financial News for Forecasting Bitcoin Prices Based on Long Short-Term Memory Networks

Taylor & Francis, Quantitative Finance
Number of pages: 36 Posted: 02 Dec 2020 Last Revised: 24 Aug 2022
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, Karlsruhe Institute of Technology and Johns Hopkins University - Carey Business School
Downloads 310 (184,043)

Abstract:

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Bitcoin price forecasting, sentiment analysis, deep learning, financial news, Bitcoin trading

2.

Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds

Swiss Finance Institute Research Paper No. 23-85
Number of pages: 53 Posted: 22 Sep 2023
Karlsruhe Institute of Technology, University of California, Berkeley, University of California, Berkeley, Karlsruhe Institute of Technology and Swiss Finance Institute - HEC Lausanne
Downloads 252 (227,466)
Citation 1

Abstract:

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corporate default, corporate bonds, recovery rates, over-the-counter markets, dealer networks

3.

Quantifying Sentiment with Google Trends in the Housing Market

Number of pages: 40 Posted: 13 Feb 2024
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, Johns Hopkins University - Carey Business School and Karlsruhe Institute of Technology
Downloads 93 (517,009)

Abstract:

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4.

Interpretable Machine Learning for Creditor Recovery Rates

Posted: 29 Aug 2022 Last Revised: 06 Feb 2024
Abdolreza Nazemi and Frank J. Fabozzi
Karlsruhe Institute of Technology and Johns Hopkins University - Carey Business School

Abstract:

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Interpretable machine learning, risk management, recovery rate, corporate bonds

5.

Intertemporal Defaulted Bond Recoveries Prediction Via Machine Learning

European Journal of Operational Research, 297(3), 1162-1177.
Posted: 05 Dec 2018 Last Revised: 08 Feb 2024
Abdolreza Nazemi, Friedrich Baumann and Frank J. Fabozzi
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology and Johns Hopkins University - Carey Business School

Abstract:

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Finance, Risk management, Recovery rates, Machine learning, News-based analysis, Power expectation propagation