Author

Zeeshan Ahmed

2 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Sep 2026

Neural and Econometric Forecasting of Market Risk: A Comparative Value-at-Risk and Expected-Shortfall Analysis Across Global Equity Markets

This study evaluates whether a deep-learning volatility model improves market-risk measurement relative to established econometric benchmarks. Using daily returns for twelve developed and emerging equity indices from January 2000 to September 2026—with the KSE-100 and IMOEX series taken from the Pakistan Stock Exchange...

Raima Amjad, Arshad Hassan, Zeeshan Ahmed · Risks · 0 citations

Open access Sep 2026

Does Machine Learning Beat the GARCH Benchmark? Historical, Filtered, and Neural Tail-Risk Measures Across Thirty-Nine Global Equity Markets

The neural family is the least procyclical: a one-point rise in GDP growth compresses historical tail risk by 4.3% but neural risk by only 1.5%.

Raima Amjad, Zeeshan Ahmed · Economies · 0 citations