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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.
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Articles by Farzad Noorian
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.