Duc Pham‐Hi

Researcher Profile 5/10

Vietnam National University Ho Chi Minh City · Finance and Banking

12 publications · 47 citations · h-index 2

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🏛️Affiliation: Vietnam National University Ho Chi Minh City
🔬Field: Finance and Banking
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Featured publications

Optimizing Automated Trading Systems with Deep Reinforcement Learning37 citations
Algorithms · 2023 · DOI

Detecting the Proportion of Traders in the Stock Market: An Agent-Based Approach5 citations
Mathematics · 2020 · DOI

Parameter Optimization for Trading Algorithms of Technical Agents2 citations
2022 RIVF International Conference on Computing and Communication Technologies (RIVF) · 2022 · DOI

Bayesian Calibration of Hyperparameters in Agent-Based Stock Market2 citations
· 2020 · DOI

Vietnamese Bank Liquidity Risk Study Using the Risk Assessment Model of Systemic Institutions1 citations
Advances in intelligent systems and computing · 2015 · DOI

A Markov random model of interbank dynamics with filtering and adaptive learning techniques
RePEc: Research Papers in Economics · 2012

Expert system projects at the Banque de France an experience in modeling and representing knowledge
Theory and Decision · 1989 · DOI

Can Operational Risk Models Deal with Unprecedented Large Banking Losses?
· 2009 · DOI

Operational risk management and new computational needs in banks
RePEc: Research Papers in Economics · 2005

Modèles de mesure du risque opérationnel : quelle convergence dans les banques ?
Revue d économie financière · 2006 · DOI

About the field of Finance and Banking

832researchers 8,884publications 79,682citations 3.0average h-index

Common research topics in this field:

Corporate Finance and GovernanceAuditing, Earnings Management, GovernanceFinancial Markets and Investment StrategiesBanking stability, regulation, efficiencyIslamic Finance and Banking StudiesMicrofinance and Financial Inclusion

Institutions with the most researchers in this field: