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Khaldoun Khashanah
Khaldoun Khashanah
Professor, Financial Engineering, School of Business, Stevens Institute of Technology
Verified email at stevens.edu - Homepage
Title
Cited by
Cited by
Year
A neuro‐wavelet model for the short‐term forecasting of high‐frequency time series of stock returns
L Ortega, K Khashanah
Journal of Forecasting 33 (2), 134-146, 2014
742014
Determination of the parameters of cancellous bone using low frequency acoustic measurements
JL Buchanan, RP Gilbert, K Khashanah
Journal of Computational Acoustics 12 (02), 99-126, 2004
612004
Nonlinear acoustic waves in porous media in the context of Biot’s theory
DM Donskoy, K Khashanah, TG McKee Jr
The Journal of the Acoustical Society of America 102 (5), 2521-2528, 1997
461997
Network theory and behavioral finance in a heterogeneous market environment
K Khashanah, T Alsulaiman
Complexity 21 (S2), 530-554, 2016
332016
The Syrian Crisis: a systemic framework
K Khashanah
Contemporary Arab Affairs 7 (1), 1-21, 2014
322014
On principles and rules in complex adaptive systems: A financial system case study
GA Polacek, DA Gianetto, K Khashanah, D Verma
Systems Engineering 15 (4), 433-447, 2012
292012
Dynamic structure of the US financial systems
K Khashanah, L Miao
Studies in Economics and Finance 28 (4), 321-339, 2011
202011
Rare Events Analysis for High‐Frequency Equity Data
D Bozdog, I Florescu, K Khashanah, J Wang
Wilmott 2011 (54), 74-81, 2011
182011
Recovery of the poroelastic parameters of cancellous bone using low frequency acoustic interrogation
JL Buchanan, RP Gilbert, K Khashanah, A Wirgin
Acoustics, Mechanics, and the Related Topics of Mathematical Analysis, 41-47, 2002
162002
Bounded rational heterogeneous agents in artificial stock markets: Literature review and research direction
T Alsulaiman, K Khashanah
International Journal of Economics and Management Engineering 9 (6), 2108-2127, 2015
102015
A slightly depressing jump model: intraday volatility pattern simulation
K Khashanah, J Chen, A Hawkes
Quantitative Finance 18 (2), 213-224, 2018
92018
Analysis of systemic risk: A vine copula-based ARMA-GARCH model
KH Chen, K Khashanah
Engineering Letters 24 (3), 268-273, 2016
92016
Compute-communicate continuum technology
S Harsha, K Khashanah
US Patent App. 15/428,984, 2017
82017
Connectivity, information jumps, and market stability: an agent-based approach
K Khashanah, T Alsulaiman
Complexity 2017, 2017
82017
Structural evolution of stock networks
S Alkan, K Khashanah
2015 11th International Conference on Signal-Image Technology & Internet …, 2015
82015
Measuring systemic risk: copula CoVaR
KH Chen, K Khashanah
Available at SSRN 2473648, 2014
82014
Evolutionary systemic risk: Fisher information flow metric in financial network dynamics
K Khashanah, H Yang
Physica A: Statistical Mechanics and its Applications 445, 318-327, 2016
72016
Measuring systemic risk: vine copula-GARCH model
KH Chen, K Khaldoun
Proceedings of the world congress on engineering and computer science, 884-889, 2015
72015
Construction of Volatility Indices Using A Multinomial Tree Approximation Method
D Bozdog, I Florescu, K Khashanah, H Qiu
Handbook of Modeling High‐Frequency Data in Finance, 97-115, 2011
72011
Cascade window-based procedure for impulse noise removal in heavily corrupted images
AS Awad, H Man, K Khashanah
Journal of Electronic Imaging 19 (1), 013006-013006-10, 2010
72010
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