Hamid Reza ArianAssistant Professor of Finance, York UniversityPhD in Mathematical Finance, Department of Mathematics, University of TorontoThesis Title: Financial Engineering of the Stochastic Correlation in Credit Risk Models Department of Mathematics, Sharif University of Technology Supervisor: Luis Seco, Advisor: Marcos Escobar BSc and MSc in Pure Mathematics Supervisor: Bijan Zangeneh CFA, CFA Institute, USA FRM, Global Association of Risk Professionals, USA
– August 30, 2023: Deep-Time Neural Network Implementation in Python is released on GitHub. link– August 29, 2023: Deep-Time Neural Network is on SSRN. link