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Author

Mohammed Ahnouch

Observed names: Ahnouch, Mohammed, Mohammed AHNOUCH
ORCID: 0009-0002-6324-8348
Observed ORCID: 0009-0002-6324-8348
OpenAlex ID: A5093251054
Model Risk in Financial Derivatives and The Transformative Impact of Deep Learning: A Systematic Review
2024 · Mohammed Ahnouch, Lotfi Elaachak, et al. · Lecture notes in networks and systems · 3
Domain Knowledge Preservation in Financial Machine Learning: Evidence from Autocallable Note Pricing
2025 · Mohammed Ahnouch, Lotfi Elaachak, et al. · Risks · 2
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Whitening Inverts the Hierarchy: What the Norm of a Whitened Embedding Measures
2026 · Ahnouch, Mohammed, Elaachak, Lotfi · arXiv (Cornell University)
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Interpolation Is Not Invariance: Pair Count Is Not Coverage in Transformation Audits
2026 · Ahnouch, Mohammed, Elaachak, Lotfi · arXiv (Cornell University)
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Semantic Fibers and Cross-Gram Interference: A Calculus of Safety Drift in Overcomplete Representations
2026 · Ahnouch, Mohammed, Elaachack, Lotfi · arXiv (Cornell University)
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Spectral Rank Certification for Foundation Model Adapters
2026 · Ahnouch, Mohammed, Elaachak, Lotfi · arXiv (Cornell University)
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Traded-coordinate hessians and hedge-feedback fragility: barrier curvature in the down-and-in put channel
2026 · Mohammed Ahnouch, Erwan Le Saout · Finance research letters
Basket-Carr: Radon Inversion for Multi-Asset Hedging
2026 · Mohammed AHNOUCH · SSRN Electronic Journal
Unified Feedback P&L and Grassmannian Recalibration Obstruction under Endogenous Covariation A Representation-Theoretic Invariance with Analytic and Geometric Corollaries
2026 · Mohammed Ahnouch, Erwan Le Saout · SSRN Electronic Journal
Local-Variance Vega: Interfaces and Green Synthesis
2026 · Mohammed Ahnouch · SSRN Electronic Journal
Fast Heston Volatility and Path-Dependent NIG Clocks
2026 · Mohammed Ahnouch · SSRN Electronic Journal
Modern Quantitative Finance: Models, Numerics, Trading, Risk and Validation A Model-to-Decision Reference
2026 · Mohammed Ahnouch · SSRN Electronic Journal
Non-Uniqueness of Best-Of Option Prices Under Basket Calibration
2025 · Mohammed Ahnouch, Lotfi Elaachak, et al. · Risks
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Optimizing DevOps and MLOps for Financial Institutions: Architecture and Compliance
2025 · Mohammed Ahnouch · Journal of Information Systems Engineering & Management
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Synergizing Wasserstein GANs with Constrained Schrödinger Bridges for Improved Market Risk Estimation
2025 · Mohammed Ahnouch · Journal of Information Systems Engineering & Management
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Advancing Financial Modeling: Integrating Copulas and Deep Learning for Enhanced Risk Management and Derivative Pricing
2024 · Mohammed Ahnouch, Lotfi Elaachak, et al. · Lecture notes in information systems and organisation
Current Trends in AI-Based Derivatives Pricing: A Review
2023 · Mohammed Ahnouch, Lotfi Elaachak, et al. · International Conference on Networking, Information Systems & Security (NISS)
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Works count: 17
Citation count: 5
H-index: 2
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