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Abdolreza Nazemi

Karlsruhe Institute of Technology (from arXiv:2206.06026, 2022) · OpenAlex

13 papers in scope · 12 published · 1 on the econ.EM arXiv · 243 citations · h-index 7 (over the papers listed here)

Papers

(1 of 13)

Glass box machine learning and corporate bond returns
published2026 · Journal of Financial Economics · 2 citations · first circulated 2024
with Sebastian Bell, Ali Kakhbod, Martin Lettau
Journal of Financial Economics
Inter-industry network and corporate bond recovery rates
published2026 · Journal of Corporate Finance
with Friedrich Baumann, Frank J. Fabozzi
Journal of Corporate Finance
High-dimensional macroeconomic stress testing of corporate recovery rate
published2024 · Quantitative Finance
with Friedrich Baumann, Melanie Schienle, Frank J. Fabozzi
Quantitative Finance
Interpretable machine learning for creditor recovery rates
published2024 · Journal of Banking & Finance · 18 citations · first circulated 2022
with Frank J. Fabozzi, Jonas Rauch
Journal of Banking & Finance
News-based sentiment and the value premium
published2023 · Journal of International Money and Finance · 6 citations
with Francesco A. Fabozzi
Journal of International Money and Finance
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
published2022 · Quantitative Finance · 19 citations · first circulated 2020
with Johannes Jakubik, Andreas Geyer-Schulz, Frank J. Fabozzi
Quantitative Finance
Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates
working paper2022 · arXiv
with Konstantin Görgen, Melanie Schienle
Paper profile arXiv arXiv:2206.06026
Intertemporal defaulted bond recoveries prediction via machine learning
published2021 · European Journal of Operational Research · 4 citations
with Friedrich Baumann, Frank J. Fabozzi
European Journal of Operational Research
Deep learning for modeling the collection rate for third-party buyers
published2021 · International Journal of Forecasting · 10 citations
with Hani Rezazadeh, Frank J. Fabozzi, Markus Höchstötter
International Journal of Forecasting
Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques
published2019 · The Journal of Portfolio Management · 16 citations
with Chad Cowden, Frank J. Fabozzi
The Journal of Portfolio Management
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
published2018 · European Journal of Operational Research · 54 citations
with Konstantin Heidenreich, Frank J. Fabozzi
European Journal of Operational Research
Macroeconomic variable selection for creditor recovery rates
published2018 · Journal of Banking & Finance · 65 citations
with Frank J. Fabozzi
Journal of Banking & Finance
Fuzzy decision fusion approach for loss-given-default modeling
published2017 · European Journal of Operational Research · 49 citations
with Farnoosh Fatemi Pour, Konstantin Heidenreich, Frank J. Fabozzi
European Journal of Operational Research

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.