Karlsruhe Institute of TechnologyKarlsruhe Institute of Technology

Team > Dr. Abdolreza Nazemi

Dr. Abdolreza Nazemi

Karlsruher Institut für Technologie
Institut für Wirtschaftsinformatik und Marketing
Abteilung für Informationsdienste und elektronische Märkte

Kaiserstraße 12
76131 Karlsruhe

Building 20.29, Room 012
   
 
Phone:
Email:
Home Page:
  +49 721 608 48405

http://em.iism.kit.edu


Publications:

Articles

  • Jakubik, Johannes, Nazemi, Abdolreza, Geyer-Schulz, Andreas and Fabozzi, Frank J. Incorporating Financial News for Forecasting Bitcoin Prices Based on Long Short-term Memory Networks. Quantitative Finance 23(2), pp.335 - 349 (2023). [URL]
  • Fabozzi, Francesco A and Nazemi, Abdolreza. News-based Sentiment and the Value Premium. Journal of International Money and Finance 136(3), (2023). [URL]
  • Nazemi, Abdolreza, Rezazadeh, Hani, Fabozzi, Frank J and Höchstötter, Markus. Deep Learning for Modeling the Collection Rate for Third-party Buyers. International Journal of Forecasting 38(1), pp.240 - 252 (2022). [URL]
  • Nazemi, Abdolreza, Baumann, Friedrich and Fabozzi, Frank J. Intertemporal Defaulted Bond Recoveries Prediction via Machine Learning. European Journal of Operational Research 297(3), pp.1162 - 1177 (2022). [URL]
  • Cowden, Chad, Fabozzi, Frank J and Nazemi, Abdolreza. Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques. The Journal of Portfolio Management 45(7), pp.55 - 67 (2019). [URL]
  • Nazemi, Abdolreza, Heidenreich, Konstantin and Fabozzi, Frank J. Improving Corporate Bond Recovery Rate Prediction Using Multi-Factor Support Vector Regressions. European Journal of Operational Research 271(2), pp.664 - 675 (2018). [URL]
  • Nazemi, Abdolreza and Fabozzi, Frank J. Macroeconomic Variable Selection for Creditor Recovery Rates. Journal of Banking & Finance 89, pp.14 - 25 (2018). [URL]
  • Nazemi, Abdolreza, Pour, Farnoosh Fatemi, Heidenreich, Konstantin and Fabozzi, Frank J. Fuzzy Decision Fusion Approach for Loss-given-default Modeling. European Journal of Operational Research 262(2), pp.780 - 791 (2017). [URL]

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