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Hasan Fallahgoul

Monash University (from arXiv:2501.15753, 2025) · ORCID · OpenAlex

10 papers in scope · 8 published · 2 on the econ.EM arXiv · 95 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Guillaume Coqueret
  2. Martial Laguerre
  3. Stéphane Guerrier
  4. Gaetan Bakalli
  5. Olivier Scaillet
  6. Markus Pelger
  7. Donggyu Kim
  8. Sung Hoon Choi
  9. Ruoxuan Xiong
  10. Philipp Gersing
  11. Matteo Barigozzi
  12. Minseog Oh
  13. Patrick Gagliardini
  14. Alain-Philippe Fortin
  15. Dong-Gyu Kim
  16. Jushan Bai
  17. Serena Ng
  18. Ercument Cahan
  19. Qihui Chen
  20. Yufeng Mao

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 10)

High-Dimensional Learning in Finance
working paper2025 · arXiv · 3 citations
Paper profile arXiv arXiv:2506.03780
Scale-Insensitive Neural Network Significance Tests
working paper2025 · arXiv
Paper profile arXiv arXiv:2501.15753
An L-Moment Approach for Portfolio Choice under Non-Expected Utility
published2024 · Journal of Financial Econometrics · 5 citations
with Loriano Mancini, Stoyan V. Stoyanov
Journal of Financial Econometrics
Asymptotic Properties of ReLU FFN Sieve Estimators
published2024 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Frank J. Fabozzi, Vincentius Franstianto, Grégoire Loeper
Studies in Nonlinear Dynamics and Econometrics
Asset pricing with neural networks: Significance tests
published2023 · Journal of Econometrics · 25 citations
with Vincentius Franstianto, Xin Lin
Journal of Econometrics
Risk Premia and Lévy Jumps: Theory and Evidence
published2021 · Journal of Financial Econometrics · 5 citations
with Julien Hugonnier, Loriano Mancini
Journal of Financial Econometrics
Modelling tail risk with tempered stable distributions: an overview
published2019 · Annals of Operations Research · 28 citations · first circulated 2018
with Grégoire Loeper
Annals of Operations Research
Quanto Option Pricing with Lévy Models
published2018 · Computational Economics · 12 citations
with Young Shin Kim, Frank J. Fabozzi, Ji-Ho Park, Hyun-Gyoon Kim
Computational Economics
Model Risk and Disappointment Aversion
published2018 · Swiss Finance Institute Research Paper Series · 1 citations
with Loriano Mancini, Stoyan V. Stoyanov
Swiss Finance Institute Research Paper Series
Quantile-Based Inference for Tempered Stable Distributions
published2017 · Computational Economics · 15 citations · first circulated 2015
with David Veredas, Frank J. Fabozzi
Computational Economics

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.