| Fractional Calculus and Fractional Processes with Applications to Financial Economics H Fallahgoul, S Focardi, F Fabozzi Elsevier, Academic Press, 2016 | 234* | 2016 |
| Inside the mind of investors during the COVID-19 pandemic: Evidence from the StockTwits data H Fallahgoul arXiv preprint arXiv:2004.11686, 2020 | 31 | 2020 |
| Modelling tail risk with tempered stable distributions: an overview H Fallahgoul, G Loeper Annals of Operations Research 299, 1253-1280, 2021 | 27 | 2021 |
| Quanto Option Pricing with Lévy Models H Fallahgoul, A Kim, FJ Fabozzi, J Park | 16 | 2016 |
| Quantile-based inference for tempered stable distributions HA Fallahgoul, D Veredas, FJ Fabozzi Computational Economics 53, 51-83, 2019 | 13* | 2019 |
| Elliptical tempered stable distribution HA Fallahgoul, YS Kim, FJ Fabozzi Quantitative Finance 16 (7), 1069-1087, 2016 | 13 | 2016 |
| Asset pricing with neural networks: Significance tests H Fallahgoul, V Franstianto, X Lin Journal of Econometrics 238 (1), 105574, 2024 | 10 | 2024 |
| Towards Explaining Deep Learning: Asymptotic Properties of ReLU FFN Sieve Estimators H Fallahgoul, V Franstianto, G Loeper Available at SSRN, 2019 | 9* | 2019 |
| Risk premia and Lévy jumps: theory and evidence H Fallahgoul, J Hugonnier, L Mancini Journal of Financial Econometrics 21 (3), 810-851, 2023 | 8 | 2023 |
| Time-changed\levy processes and option pricing: a critical comment H Fallahgoul, K Nam arXiv preprint arXiv:1907.00149, 2019 | 8* | 2019 |
| Approximation of Stable and Geometric Stable Distribution H Fallahgoul, SM Hashemiparast, YS Kim, S Rachev, FJ Fabozzi Journal of Statistical and Econometric Methods 1 (3), 2012 | 7 | 2012 |
| Multivariate stable distributions and generating densities H Fallahgoul, SM Hashemiparast, FJ Fabozzi, YS Kim Applied Mathematics Letters 26 (3), 324-329, 2012 | 7 | 2012 |
| Improving the solution of nonlinear Volterra integral equations using rationalized Haar s-functions SM Hashemiparast, M Sabzevari, H Fallahgoul Vietnam Journal of Mathematics 39, 145-157, 2011 | 7 | 2011 |
| Towards explaining the ReLU feed-forward network H Fallahgoul, V Franstianto, G Loeper Available at SSRN 10, 2019 | 5 | 2019 |
| Fractional calculus and fractional processes with applications to financial economics A Hasan, SM Fallahgoul Elsevier, 2017 | 5 | 2017 |
| Fractional partial differential equation and option pricing HA Fallahgoul, SM Fabozzi, FJ Frank Fractional Calculus and Fractional Processes with Applications to Financial …, 2017 | 5 | 2017 |
| Modified Gauss quadrature for ill-posed integral transform SM Hashemiparast, H Fallahgoul International Journal of Mathematics and Computation 13 (D11), 2011 | 5 | 2011 |
| Time changes, Lévy jumps, and asset returns H Fallahgoul, J Hugonnier, L Mancini CQFIS working paper, 2018 | 4 | 2018 |
| Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions H Fallahgoul, SM Hashemiparast, FJ Fabozzi, L Klebanov Journal of Statistical Theory and Practice 8, 260-282, 2014 | 4 | 2014 |
| Approximation of Laplace transform of fractional derivatives via Clenshaw–Curtis integration SM Hashemiparast, H Fallahgoul International Journal of Computer Mathematics 88 (6), 1224-1238, 2011 | 4 | 2011 |
Aaron Young Shin KimCollege of business, stony brook universityVerified email at stonybrook.edu
