default author photo

shiva zamani

Sharif University of Technology

SCHOLARLY PAPERS

4

DOWNLOADS

565

TOTAL CITATIONS

2

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management

Number of pages: 26 Posted: 02 Dec 2020
Hamid R. Arian, Mehrdad Moghimi, Ehsan Tabatabaei and shiva zamani
York University, affiliation not provided to SSRN, affiliation not provided to SSRN and Sharif University of Technology
Downloads 235 (328,850)
Citation 2

Abstract:

Loading...

Value-at-Risk, Financial Risk Management, Machine Learning, Artificial Neural Networks, Variational Autoencoders

2.

From Crisis to Opportunity: The Impact of ESG Scores and Board Structure on Firms' Profitability

Number of pages: 19 Posted: 06 Aug 2024
Luis A. Seco, Azin Sharifi and shiva zamani
University of Toronto, University of Toronto - RiskLab and Sharif University of Technology
Downloads 197 (389,821)

Abstract:

Loading...

Financial Profitability, COVID-19, Difference-in-Difference, Causal Inference, ESG, Board Structure

3.

Pathwise Grid Valuation of Fixed-Income Portfolios with Applications to Risk Management

Number of pages: 37 Posted: 22 Jul 2021
shiva zamani, Ali Chaghazardi and Hamid R. Arian
Sharif University of Technology, GSME, Sharif University of Technology and York University
Downloads 112 (630,858)

Abstract:

Loading...

Financial Risk Management, Value-at-Risk (VaR), Profit and Loss (PnL) Calculation, Scenario Analysis, Fixed-Income Portfolio

4.

The Adaptive Sustainability Policy (ASP) Framework: Designing Eco-Economic Policy with Multi-Agent Reinforcement Learning

Number of pages: 29 Posted: 12 Feb 2026
Azin Sharifi, shiva zamani and Luis A. Seco
University of Toronto - RiskLab, Sharif University of Technology and University of Toronto
Downloads 21 (1,481,165)

Abstract:

Loading...

Sustainable Policy-Making, Sustainability, Simulation, Machine Learning, Agent-based Modelling, Reinforcement Learning