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Fingerprint Dive into the research topics where Majeed Simaan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Text Mining Mathematics
Risk Assessment Mathematics
Filtering Mathematics
Statistical Learning Mathematics
Liquidity Mathematics
Early Warning Mathematics
Resilience Mathematics
Mean-variance Business & Economics

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Research Output 2017 2020

  • 2 Citations
  • 1 h-Index
  • 3 Article
  • 1 Conference contribution

Filtering for risk assessment of interbank network

Simaan, M., Gupta, A. & Kar, K., Jan 1 2020, In : European Journal of Operational Research. 280, 1, p. 279-294 16 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Alarm systems
Risk Assessment
Risk assessment
Filtering
Engineers

Rational explanation for rule-of-thumb practices in asset allocation

Simaan, M. & Simaan, Y., Dec 2 2019, In : Quantitative Finance. 19, 12, p. 2095-2109 15 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Asset allocation
Rules of thumb
Estimation risk
Mean-variance
Decision rules
1 Citation (Scopus)

Estimation error in mean returns and the mean-variance efficient frontier

Simaan, M., Simaan, Y. & Tang, Y., Jul 2018, In : International Review of Economics and Finance. 56, p. 109-124 16 p.

Research output: Contribution to journalArticle

Sampling
Estimation error
Mean-variance portfolios
Mean-variance
Efficient frontier
1 Citation (Scopus)

Investigating bank failures using text mining

Gupta, A., Simaan, M. & Zaki, M. J., Feb 9 2017, 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016. Institute of Electrical and Electronics Engineers Inc., 7850006. (2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Text Mining
Glossaries
Industry
Sentiment Analysis
Financial Crisis