دوره و شماره: دوره: 5 شماره: 2
تعداد مقالات: 12

Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation

صفحه 1 - 11   دوره 5    شماره 2
Zare, Mohammad

Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange)

صفحه 13 - 33   دوره 5    شماره 2
Basiri, Abdolali Pourgholi, Reza Kebriyayee, Mostafa Hasani Moghadam, Rafi

Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange

صفحه 35 - 63   دوره 5    شماره 2
Mohammad Pour, Mehdi Zanjirdar, Majid Ghafari Ashtiani, Peyman

Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market

صفحه 65 - 75   دوره 5    شماره 2
Jafari, Mohammad Ali Ghasemilo, Sina

Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices

صفحه 77 - 106   دوره 5    شماره 2
Rostami, Mohammadreza Rasti, Fatemeh Abbasi, Ebrahim

Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model

صفحه 107 - 129   دوره 5    شماره 2
Khorrami, Amir Dehghan Nayeri, Mahmoud Rajabzadeh, Ali

A Comparison Between Behavioral Similarity Methods vs Standard Deviation Method in Predicting Time Series Dataset, Case Study of Finance Market

صفحه 155 - 171   دوره 5    شماره 2
Goldani, Mahdi

Deep Learning and Statistical Approaches in Financial Modeling of Foreign Assets and Liabilities of Nepal’s Banking System

صفحه 131 - 154   دوره 5    شماره 2
Regmi, Aayush Man Acharya, Samrajya Raj

A Hybrid LSTM Neural Network Approach for Modeling Periodical Long-Memory Characteristics in Financial Energy Index Time Series

صفحه 173 - 196   دوره 5    شماره 2
Yari, Minou Salehi Rad, Mohammad Reza Bahrani, Mohammad

Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method

صفحه 199 - 215   دوره 5    شماره 2
Mehrara, Mohsen Tahmasebi, Mahdieh Moradi, Amir Mohsen

On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models

صفحه 217 - 252   دوره 5    شماره 2
Hakamipour, Nooshin

Implied Volatility of Call Options and Abnormal Stock Returns: Evidence From Quantile Analysis of Abnormal Return Determinants

صفحه 253 - 281   دوره 5    شماره 2
Abdolbaghi Ataabadi, Abdolmajid Khani, Naser Afzaliyan Boroujeni, Sayyede Elnaz
دانشگاه شهید بهشتی
Anonymous peer review
فارسی - Persian
داوری یک سو ناشناس