Saad Mouti

University of California, Berkeley (from arXiv:1905.05237, 2019) · ORCID · OpenAlex

4 papers in scope · 4 published · 1 on the econ.EM arXiv · 103 citations · h-index 2 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 4)

A Resampling Approach for Causal Inference on Novel Two-Point Time-Series with Application to Identify Risk Factors for Type-2 Diabetes and Cardiovascular Disease

published2023 · Statistics in Biosciences · first circulated 2021

with Xiaowu Dai, Marjorie Lima do Vale, Sumantra Ray, Jeffrey R. Bohn, Lisa R. Goldberg

Statistics in Biosciences

Sustainable investing and the cross-section of returns and maximum drawdown

published2022 · The Journal of Finance and Data Science · 8 citations · first circulated 2019

with Lisa R. Goldberg

Paper profile The Journal of Finance and Data Science arXiv:1905.05237

Rough volatility: Evidence from option prices

published2018 · IISE Transactions · 94 citations · first circulated 2017

with Giulia Livieri, Andrea Pallavicini, Mathieu Rosenbaum

IISE Transactions

On Optimal Options Book Execution Strategies with Market Impact

published2016 · Market Microstructure and Liquidity · 1 citations

with Aymeric Kalife

Market Microstructure and Liquidity

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.