Browse by UCL people
Group by: Type | Date
Number of items: 18.
Article
Assa, H;
Okhrati, R;
(2018)
Designing sound deposit insurances.
Journal of Computational and Applied Mathematics
, 327
pp. 226-242.
10.1016/j.cam.2017.05.043.
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Balbas, A;
Garrido, J;
Okhrati, R;
(2019)
Good deal indices in asset pricing: actuarial and financial implications.
International Transactions In Operational Research
, 26
(4)
pp. 1475-1503.
10.1111/itor.12424.
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Garrido, J;
Okhrati, R;
(2018)
Desirable portfolios in fixed income markets: Application to credit risk premiums.
Risks
, 6
(1)
, Article 23. 10.3390/risks6010023.
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Hamill, Conor Brian;
Khraishi, Raad;
Gherghel, Simona;
Lawrence, Jerrard;
Mercuri, Salvatore;
Okhrati, Ramin;
Cowan, Greig Alan;
(2025)
Agent-based modelling of credit card promotions.
International Journal of Bank Marketing
, 43
(4)
pp. 849-870.
10.1108/IJBM-02-2024-0082.
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Ni, P;
Okhrati, R;
Guan, S;
Chang, V;
(2022)
Knowledge Graph and Deep Learning-based Text-to-GQL Model for Intelligent Medical Consultation Chatbot.
Information Systems Frontiers
10.1007/s10796-022-10295-0.
(In press).
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Ni, Pin;
Okhrati, Ramin;
Guan, Steven;
Chang, Victor;
(2022)
Correction to: Knowledge Graph and Deep Learning-based Text-to-GraphQL Model for Intelligent Medical Consultation Chatbot.
[Corrigendum].
Information Systems Frontiers
10.1007/s10796-022-10319-9.
(In press).
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Okhrati, R;
Karpathopoulos, N;
(2021)
Local Risk Minimization of Contingent Claims Simultaneously Exposed to Endogenous and Exogenous Default Times.
International Journal of Theoretical and Applied Finance
, 24
(6-7)
, Article 2150033. 10.1142/s0219024921500333.
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Okhrati, R;
(2019)
Hedging the Risk of Delayed Data in Defaultable Markets.
Applied Mathematical Finance
, 26
(2)
pp. 101-130.
10.1080/1350486X.2019.1590784.
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Okhrati, R;
Assa, H;
(2017)
Representation and approximation of convex dynamic risk measures with respect to strong-weak topologies.
Stochastic Analysis and Applications
, 35
(4)
pp. 604-614.
10.1080/07362994.2017.1289104.
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Okhrati, R;
Balbás, A;
Garrido, J;
(2014)
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach.
Stochastic Processes and their Applications
, 124
(9)
pp. 2868-2891.
10.1016/j.spa.2014.04.001.
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Okhrati, R;
Schmock, U;
(2015)
Itô's formula for finite variation Lévy processes: The case of non-smooth functions.
Journal of Mathematical Analysis and Applications
, 430
(2)
pp. 1163-1174.
10.1016/j.jmaa.2015.05.025.
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Wattanawongwan, Suttisak;
Mues, Christophe;
Okhrati, Ramin;
Choudhry, Taufiq;
So, Mee Chi;
(2023)
Modelling credit card exposure at default using vine copula quantile regression.
European Journal of Operational Research
, 311
(1)
pp. 387-399.
10.1016/j.ejor.2023.05.016.
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Wattanawongwan, Suttisak;
Mues, Christophe;
Okhrati, Ramin;
Choudhry, Taufiq;
So, Mee Chi;
(2023)
A mixture model for credit card exposure at default using the GAMLSS framework.
International Journal of Forecasting
, 39
(1)
pp. 503-518.
10.1016/j.ijforecast.2021.12.014.
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Proceedings paper
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Izzo, C;
Lipani, A;
Okhrati, R;
Medda, F;
(2021)
A Baseline for Shapley Values in MLPs: from Missingness to Neutrality.
In:
ESANN 2021 proceedings, European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learnin.
(pp. pp. 605-610).
i6doc publication: Online.
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Khraishi, R;
Okhrati, R;
(2022)
Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit.
In: Magazzeni, D and Kumar, S and Savani, R and Xu, R and Ventre, C and Horvath, B and Hu, R and Balch, T and Toni, F, (eds.)
ICAIF '22: Proceedings of the Third ACM International Conference on AI in Finance.
(pp. pp. 325-333).
Association for Computing Machinery (ACM): New York, NY, USA.
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Okhrati, R;
Lipani, A;
(2021)
A Multilinear Sampling Algorithm to Estimate Shapley Values.
In:
Proceedings of the 25th International Conference on Pattern Recognition (ICPR).
IEEE
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Working / discussion paper
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Mercuri, Salvatore;
Khraishi, Raad;
Okhrati, Ramin;
Batra, Devesh;
Hamill, Conor;
Ghasempour, Taha;
Nowlan, Andrew;
(2022)
An Introduction to Machine Unlearning.
Cornell University (Cornell Tech): Ithaca, NY, USA.
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Thesis
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Okhrati, Ramin;
(2011)
Credit Risk Modeling under Jump Processes and under a Risk Measure-Based Approach.
Doctoral thesis (Ph.D), Concordia University.
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