‎M‎ohammad Arashi

Ridge regression and its applications in genetic studies

‎M‎ohammad Arashi, Mahdi Roozbeh, Nor Aishah Hamzah et al. · PLoS ONE · 2021 · 105 citations · Full text

Engineering, Machine Learning, Genetics +18

Feasible ridge estimator in partially linear models

Mahdi Roozbeh, ‎M‎ohammad Arashi · Journal of Multivariate Analysis · 2012 · 55 citations

Parameter Estimation, Engineering, Inverse Problems +5

Generalized Cross-Validation for Simultaneous Optimization of Tuning Parameters in Ridge Regression

Mahdi Roozbeh, ‎M‎ohammad Arashi, Nor Aishah Hamzah · Iranian Journal of Science and Technology Transactions A Science · 2020 · 53 citations

Model Optimization, Parametric Programming, Hyperparameter Estimation +7

Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model

‎M‎ohammad Arashi, B. M. Golam Kibria, Mina Norouzirad et al. · Journal of Multivariate Analysis · 2014 · 44 citations · Full text

Parameter Estimation, Engineering, Estimation Statistic +6

Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model

‎M‎ohammad Arashi, Mohammad Mahdi Rounaghi · Future Business Journal · 2022 · 41 citations · Full text

Volatility Modeling, Asset Pricing, Market Trend +14