Arman Hassanniakalager

CMC Markets

Senior Quantitative Analyst

London

United Kingdom

SCHOLARLY PAPERS

5

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668

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Scholarly Papers (5)

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1.

A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection

Number of pages: 47 Posted: 12 Jan 2021 Last Revised: 13 Jan 2023
Arman Hassanniakalager, Paul L Baker and Emmanouil Platanakis
CMC Markets, University of Bath - School of Management and University of Bath - School of Management
Downloads 455 (102,396)

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volatility forecasting, multiple hypothesis testing, false discovery rate, model selection, bootstrapping

2.

A Machine Learning Approach to Detect Accounting Frauds

Number of pages: 44 Posted: 02 Jun 2022 Last Revised: 31 Dec 2022
Arman Hassanniakalager, Pietro Perotti and Fanis Tsoligkas
CMC Markets, University of Bath - School of Management and University of Bath - School of Management
Downloads 213 (228,768)

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machine learning, logistic regressions, accounting irregularities, AAERs

3.

Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices

Journal of International Financial Markets, Institutions and Money, Vol. 73, 2021
Posted: 02 Dec 2018 Last Revised: 29 Jul 2021
Georgios Sermpinis, Arman Hassanniakalager, Charalampos Stasinakis and Ioannis Psaradellis
University of Glasgow, CMC Markets, University of Glasgow and University of St Andrews School of Economics and Finance

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financial economics, false discovery rate, multiple hypothesis testing, stock index, portfolio management

4.

Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

Journal of Empirical Finance, Forthcoming
Posted: 24 Aug 2017 Last Revised: 29 Jul 2021
Arman Hassanniakalager, Georgios Sermpinis and Charalampos Stasinakis
CMC Markets, University of Glasgow and University of Glasgow

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Trading, Technical Analysis, Foreign Exchange, Bayesian Averaging, Relevance Vector Machines

5.

A Conditional Fuzzy Inference Approach in Forecasting

European Journal of Operational Research, Forthcoming
Posted: 25 Mar 2017 Last Revised: 22 Sep 2020
Arman Hassanniakalager, Georgios Sermpinis, Charalampos Stasinakis and Thanos Verousis
CMC Markets, University of Glasgow, University of Glasgow and University of Essex

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Forecasting; Conditional Fuzzy Inference; Fuzzy Rules; Classification