Farzad Noorian

University of Sydney

Farzad Noorian received his PhD degree from the School of Electrical and Information Engineering, the University of Sydney, Australia. He is currently a research associate at the Computer Engineering Lab, the University of Sydney.

His research concentrates on data-driven risk management, and his interests mainly include machine learning and model predictive control, with a focus on their applications in financial engineering and renewable energies.

Articles by Farzad Noorian

Original research

Stochastic receding horizon control for short-term risk management in foreign exchange

The authors of this paper formalize a methodology to manage short-term FX risk.

11 May 2016

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here