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Omid M. Ardakani

Georgia Southern University

11935 Abercorn St.

Savannah, GA 31419

United States

SCHOLARLY PAPERS

14

DOWNLOADS

1,301

TOTAL CITATIONS

15

Scholarly Papers (14)

1.

The Dynamics of Money Velocity Over Time

Number of pages: 10 Posted: 18 May 2022
Omid M. Ardakani
Georgia Southern University
Downloads 186 (418,025)

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Hierarchical Bayesian estimation, inflation expectation, money growth, risk premium, velocity of money

2.

Option Pricing with Maximum Entropy Densities: The Inclusion of Higher-Order Moments

Number of pages: 29 Posted: 19 May 2022
Omid M. Ardakani
Georgia Southern University
Downloads 151 (505,974)
Citation 1

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Heavy-tailed density, maximum entropy, option pricing, risk-neutral moments

3.

Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics

Number of pages: 33 Posted: 08 Sep 2014
Omid M. Ardakani and N. Kundan Kishor
Georgia Southern University and University of Wisconsin - Milwaukee
Downloads 146 (508,926)

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Inflation targeting, inflation gap, predictability, time-varying autoregressive model, institutional characteristics

4.

Examining the Effects of the European Monetary Union Using Propensity Score Matching

Number of pages: 33 Posted: 10 Jun 2019 Last Revised: 13 Apr 2020
Omid M. Ardakani, N. Kundan Kishor and Suyong Song
Georgia Southern University, University of Wisconsin - Milwaukee and University of Iowa - Tippie College of Business
Downloads 117 (613,149)

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European Monetary Union, Propensity Scores, Treatment Effects

5.

Re-Evaluating the Effectiveness of Inflation Targeting

Number of pages: 50 Posted: 03 Sep 2018
Omid M. Ardakani, N. Kundan Kishor and Suyong Song
Georgia Southern University, University of Wisconsin - Milwaukee and University of Iowa - Tippie College of Business
Downloads 109 (645,052)
Citation 7

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Inflation Targeting, Propensity Score, Treatment Effects, Single Index Model

6.

Coherent Measure of Portfolio Risk

Finance Research Letters, Forthcoming
Number of pages: 19 Posted: 26 Jul 2023
Omid M. Ardakani
Georgia Southern University
Downloads 95 (725,554)

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Entropic Value at Risk, multivariate analysis, mutual information, risk management, uncertainty

7.

MR plot: A big data tool for distinguishing distributions

Ardakani, O. M., Asadi, M., Ebrahimi, N., Soofi, E. S. (2020). MR Plot: A Big Data Tool for Distinguishing Distributions. Statistical Analysis and Data Mining: The American Statistical Association Data Science Journal, 13, 405-418.
Number of pages: 14 Posted: 03 Sep 2018 Last Revised: 19 May 2022
Omid M. Ardakani, Majid Asadi, Nader Ebrahimi and Ehsan Soofi
Georgia Southern University, University of Isfahan - Department of Statistics, Northern Illinois University - Division of Statistics and University of Wisconsin Milwaukee
Downloads 90 (747,755)
Citation 2

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Bayes risk, concentration measures, distributional plots, mean residual plot, survival entropy, taxi trip time

8.

An Information Framework for Measuring Perception Alignment in Financial Markets

Number of pages: 24 Posted: 26 May 2022
Omid M. Ardakani, Viktoria Dalko and Hyeeun Shim
Georgia Southern University, Hult International Business School and Georgia Southern University
Downloads 72 (867,774)

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COVID-19, forecast error density, Kullback-Leibler divergence, manipulation, perception alignment hypothesis

9.

Does Home Sale Price Increase with Days on Market? Examining the Heterogeneous Impacts of Marketing Time on Selling Price

Number of pages: 38 Posted: 26 May 2022
Omid M. Ardakani, Jason Beck and Suyong Song
Georgia Southern University, Armstrong Atlantic State University and University of Iowa - Tippie College of Business
Downloads 69 (899,324)

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Control function, endogeneity, hedonic pricing, heterogeneity, heteroscedasticity, marketing time, quantile regression

10.

On the Comparison of Inequality Measures: Evidence from the World Values Survey

Number of pages: 10 Posted: 29 Mar 2022
Omid M. Ardakani and Mariana Saenz
Georgia Southern University and Georgia Southern University
Downloads 69 (883,195)

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Gini index, income inequality, Information-theoretic measures

11.

The (Un)Predictability of Housing Bubbles

Number of pages: 13 Posted: 06 Oct 2022
Omid M. Ardakani
Georgia Southern University
Downloads 66 (907,769)

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Explosive process, hierarchical Bayesian VAR, housing bubbles, Monetary Policy, yield spread

12.

Ranking Forecasts by Stochastic Error Distance, Information, and Reliability Measures

Number of pages: 30 Posted: 03 Sep 2018
Omid M. Ardakani, Nader Ebrahimi and Ehsan Soofi
Georgia Southern University, Northern Illinois University - Division of Statistics and University of Wisconsin Milwaukee
Downloads 53 (1,041,696)
Citation 5

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Bayes Risk, Convex Order, Dispersive Order, Entropy, Mean Absolute Error, Mean Residual Life, Mean Squared Error, Stochastic Order

13.

Dependence Structure in the Foreign Exchange Market with Conditional Copulas

Number of pages: 11 Posted: 17 Nov 2022
Omid M. Ardakani and Mariana Saenz
Georgia Southern University and Georgia Southern University
Downloads 47 (1,121,190)

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Conditional copula, COVID-19, Dependence structure, Foreign exchange

14.

A Probabilistic View To Capture Automation Impacts

Number of pages: 15 Posted: 26 May 2022
Omid M. Ardakani and Mariana Saenz
Georgia Southern University and Georgia Southern University
Downloads 31 (1,318,317)

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Automation; distributional plots; forecast accuracy; mean residual function; sampling distribution; stochastic ordering