تعداد مقالات: 132

On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations

صفحه 31 - 44   دوره 6    شماره 1
Karimi, Arezou Mehrdoust, Farshid

Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach

صفحه 47 - 66   دوره 6    شماره 1
Zanganeh, Ehsan Keshtgar, Nafiseh

A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties

صفحه 1 - 30   دوره 6    شماره 1
Sharif, Mostafa Shahnazari-Shahrezaei, Parisa Doaei, Meysam

Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model‎

صفحه 67 - 89   دوره 6    شماره 1
Esmaeelzade Aghdam, Yones Heidarvand, Ali Mesgarani, Hamid

An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets

صفحه 91 - 116   دوره 6    شماره 1
Yadav, Reenu Arora, Monika Ali, Wajahat

Bond Pricing and the Term Structure of Spot and Forward Interest Rates: A Multi-factor Vasicek and Cir Model Approach

صفحه 117 - 141   دوره 6    شماره 1
Lesevic, Vesna

Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions

صفحه 143 - 158   دوره 6    شماره 1
Temelli, Sureyya

A Stochastic Process Perspective on Hybrid Log-Normal and Machine Learning Models for Financial Risk under Left-Censored Data

صفحه 159 - 190   دوره 6    شماره 1
Boukadoum, Tahar Mohamed Boukhetala, Kamel

Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters

صفحه 191 - 206   دوره 6    شماره 1
Athipatla, Jayanth

A New Clusterless DEA Cross-Efficiency Evaluation in the Presence of Negative Data and its Application in Portfolio Selection

صفحه 207 - 224   دوره 6    شماره 1
Kumari, Reenu

A Heston Fractional Vasicek Framework for Option Pricing

صفحه 225 - 249   دوره 6    شماره 1
Fallah, Somayeh

Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem

صفحه 251 - 263   دوره 6    شماره 1
Zakeri, Ali Salehi Shayegan, Amir Hossein Jamalpour Malekabadi, Moslem

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

Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels

صفحه 1 - 13   دوره 5    شماره 1
Ghanbarzadeh, Mitra Hozarmoghadam, Nasrin

Comparative analysis of stochastic models for simulating leveraged ETF price paths

صفحه 15 - 46   دوره 5    شماره 1
Goyle, Kartikay

Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange‏)

صفحه 47 - 62   دوره 5    شماره 1
Haddadi, Mohammad Reza Nasrollahi, Hossein

Comparing the performance of different deep learning architectures for time series forecasting

صفحه 63 - 87   دوره 5    شماره 1
Taleblou, Reza

Measuring information asymmetry surrounding earnings announcements

صفحه 103 - 118   دوره 5    شماره 1
Montebon, Clarijun Quimada Nainggolan, Rexon Sembiring, Hendri

Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach

صفحه 89 - 101   دوره 5    شماره 1
Bayati, Hasan Jung, Seung Wook Lotfi Ghahroud, Majid Tajdini, Saeid

Designing an epidemic health ‎insurance

صفحه 121 - 135   دوره 5    شماره 1
Atatalab, Fatemeh Payandeh Najafabadi, Amir Teimour Zokaei, Mohammad

Modifying premiums for life insurance products using specific mortality tables

صفحه 137 - 153   دوره 5    شماره 1
Aalaei, Mahboubeh Ebrahimnezhad, Khadijeh

A generation theorem for the perturbation of exponentially equicontinuous C₀-semigroups on locally convex spaces

صفحه 167 - 173   دوره 5    شماره 1
Ettayb, Jawad

On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering

صفحه 155 - 165   دوره 5    شماره 1
Salahi, Maziar Khodamoradi, Tahereh Kosarinia, Eftekhar

Mitigating data imbalance for enhanced third-party insurance claim prediction using machine ‎learning

صفحه 175 - 187   دوره 5    شماره 1
Esna-Ashari, Maryam Badi, Hamideh Chahkandi, Majid Saadatfar, ‎Hamid

A mathematical model for deriving the optimal trajectory of life insurance demand

صفحه 189 - 204   دوره 5    شماره 1
Mahdavi, Ghadir

Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment

صفحه 1 - 16   دوره 4    شماره 2
Nouri, Kazem Abbasi, Behzad

European option pricing underlying two assets using PINN

صفحه 17 - 31   دوره 4    شماره 2
Tavakoli, Kimiya Neisy, Abdolsadeh Zamanpour, Alireza

Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network

صفحه 33 - 56   دوره 4    شماره 2
Ofoghi, Reza Mahdavi, Ghadir Raad, Abbas

Stochastic portfolio optimization by diversity-weighted portfolio approach

صفحه 57 - 64   دوره 4    شماره 2
Banihashemi, Shokoofeh Karimi, Parto

Investigating Levy's model in financial series prediction(case of vanilla option)

صفحه 65 - 82   دوره 4    شماره 2
Tabatabaei, Seyed Jalal

Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model

صفحه 83 - 97   دوره 4    شماره 2
Hooshmand, Farnaz Ghanbarzadeh, Mitra

Stochastic-fractional optimal control problems and application in portfolio management

صفحه 99 - 114   دوره 4    شماره 2
Yaghobipour, Saba Yarahmadi, Majid

Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods

صفحه 115 - 134   دوره 4    شماره 2
Asadi Tirvan, Soraya Goldani, Mahdi

Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio

صفحه 137 - 157   دوره 4    شماره 2
Safavi Iranji, Mahsa Zanjirdar, Majid Safa, Mojgan Jahangirnia, Hossein

Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation

صفحه 159 - 180   دوره 4    شماره 2
Jelodari Mamaghani, Mohammad Firouzi, Kiarash

A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market

صفحه 181 - 209   دوره 4    شماره 2
Hesari, Mona Nasabzadeh, Hamideh

The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR)

صفحه 211 - 233   دوره 4    شماره 2
Mirashrafi, Seyede Zahra Vaghfi, SeyedHessam Moslemi, Azar Lalbar, Ali

Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution

صفحه 1 - 17   دوره 4    شماره 1
Hakamipour, Nooshin

Pricing asset-or-nothing options using Haar wavelet

صفحه 19 - 35   دوره 4    شماره 1
Vahdati, Saeed Shokrollahi, Foad

On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model

صفحه 57 - 66   دوره 4    شماره 1
Valinejad, Ali Ghasemifard, Azadeh

Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company)

صفحه 37 - 55   دوره 4    شماره 1
Hamzeh, Asma Ghanbarzadeh, Mitra Banimostafaarab, Faezeh

Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model

صفحه 67 - 82   دوره 4    شماره 1
Mehrdoust, Farshid Noorani, Maryam

A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance

صفحه 83 - 96   دوره 4    شماره 1
Hosseinzadeh Lotfi, Farhad Worthington, Andrew C. Fattahi, Fatemeh

An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems

صفحه 97 - 113   دوره 4    شماره 1
Khodamoradi, Tahereh Salahi, Maziar

Evaluation of ‎e‎conomic variables on pension fund performance of selected countries

صفحه 115 - 125   دوره 4    شماره 1
Ghanbarzadeh, Mitra Hozarmoghadam, Nasrin Hamzeh, Asma

Option pricing in high volatile illiquid market

صفحه 147 - 157   دوره 4    شماره 1
Mashayekhi, Sima Mousavi, Seyed Nourollah

Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments

صفحه 127 - 145   دوره 4    شماره 1
Nouri, Kazem Omidi, Farahnaz Torkzadeh, Leila

Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models

صفحه 159 - 173   دوره 4    شماره 1
Baagherzadeh Hushmandi, Ataabak Nabati, Parisa Abdollahzadeh, Mohammad

A high order numerical method for Ito stochastic Volterra integral equations

صفحه 175 - 193   دوره 4    شماره 1
Amiri, Sadegh Behrouzi, Yasin

A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting

صفحه 1 - 17   دوره 3    شماره 2
Karimkhani, Roya Edrisi Tabriz, Yousef Ahmadi, Ghasem

The artificial neural networks for investigation of correlation between economic variables and stock market indices

صفحه 19 - 35   دوره 3    شماره 2
Ahmadzadeh, Amirmohammad Rezaei, Mehdi Neshat, Najmeh Jafari Nodoushan, ‎Abbasali

Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series

صفحه 37 - 61   دوره 3    شماره 2
Goldani, Mahdi

An online portfolio selection algorithm using beta risk measure and fuzzy clustering

صفحه 63 - 76   دوره 3    شماره 2
Abdi, Matin Ebrahimi, Seyyed Babak Najafi, Amir Abbas

An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets

صفحه 77 - 92   دوره 3    شماره 2
Qezelbash, Mohammad Jafari, Farzad Lotfi Ghahroud, Majid Tajdini, Saeid Farajnezhad, Mohammad

Modeling auto insurance frequency using K-means and mixture regression

صفحه 93 - 109   دوره 3    شماره 2
Jaziri, Maryem Masmoudi, Afif

The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk

صفحه 111 - 128   دوره 3    شماره 2
Morsaliarzanagh, Zoleikha Rezaei, Zeinab Tamoradi, Ali Abbasi, Ebrahim

Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias

صفحه 129 - 148   دوره 3    شماره 2
Lotfi Ghahroud, Majid Tajdini, Saeid Qezelbash, Mohammad Jafari, Farzad Farajnezhad, Mohammad

Disclosure of material information and dividend

صفحه 149 - 160   دوره 3    شماره 2
Hadidifard, Shohre Parsaei, Mona Shahmoradi, Nafiseh

Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran

صفحه 161 - 176   دوره 3    شماره 2
Mahdavi, Ghadir Ghanbarzadeh, Mitra Ghonji, Parissa

Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums

صفحه 177 - 188   دوره 3    شماره 2
Ebrahimnezhad, Khadijeh Aalaei, Mahboubeh

A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood

صفحه 191 - 207   دوره 3    شماره 2
Azizi, S. Pourmohammad Ghasempour, RajabAli Nafei, Amirhossein

Analysis the risk contagion from financial sector to other economic sectors

صفحه 1 - 14   دوره 3    شماره 1
Najjarpour, Alireza Raei, Reza

Efficient calculation of all steady states in large-scale overlapping generations models

صفحه 15 - 48   دوره 3    شماره 1
Riahi, Monireh Rahmany, Sajjad Kuebler, Felix Basiri, Abdolali

Estimation of the hazard rate function in the presence of measurement errors

صفحه 49 - 66   دوره 3    شماره 1
Nasiri, Parviz Rasouli, Abbas Shadrokh, Ali Kheirazar, Roghaieh

Deep learning for option pricing under Heston and Bates models

صفحه 67 - 82   دوره 3    شماره 1
Mashayekhi, Sima Bolfake, Ali Mousavi, Seyed Nourollah

Mean-standard deviation-conditional value-at-risk portfolio optimization

صفحه 83 - 98   دوره 3    شماره 1
Salahi, Maziar Hamdi, Abdelouahed Khodamoradi, Tahereh

A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market

صفحه 99 - 118   دوره 3    شماره 1
Mirzaei, Hamid Reza Pourahmadi, Zahra Farid, Dariush

Volatility spillover in crude oil market using Heston switching Clayton model

صفحه 119 - 135   دوره 3    شماره 1
Golarzi, Gholam Hosein Neisy, Abdolsadeh Salimi Nasab, Soheil

Estimating the parameters of 3/2 stochastic volatility model with jump

صفحه 137 - 143   دوره 3    شماره 1
Garshasebi, Pooya Safdari-Vaighani, Ali

Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies

صفحه 145 - 164   دوره 3    شماره 1
Moradi, Maryam Neshat, Najme Ahmadzade Semeskande, Amir Mohammad

Revue of contingent capital pricing model using growth and barrier option approach with numerical application

صفحه 165 - 190   دوره 3    شماره 1
Khadimallah, Asma Abid, Fathi Triki, Ons

The fast algorithm for computing all steady states in overlapping generations models

صفحه 203 - 222   دوره 3    شماره 1
Zaytsev, Alexey

Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis

صفحه 191 - 202   دوره 3    شماره 1
Ansori, Moch. Fandi Ashar, Nurcahya Yulian

The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios

صفحه 1 - 14   دوره 2    شماره 2
Hamzeh, Asma Banimostafaarab, Faezeh Atatalab, Fatemeh

Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control

صفحه 37 - 52   دوره 2    شماره 2
Vahabi, Saman Payandeh Najafabadi, Amir Teimour

Introduction a method of determining returns to scale in network data envelopment analysis

صفحه 15 - 36   دوره 2    شماره 2
Bagherzadeh Valami, Hadi Sinaei Nasab, Zeinab

Pricing life settlements in the secondary market using fuzzy internal rate of return

صفحه 53 - 62   دوره 2    شماره 2
Aalaei, Mahboubeh

Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models

صفحه 63 - 90   دوره 2    شماره 2
Hosseinpour Samim Mamaghani, Robabeh Eskandari, Farzad

Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations.

صفحه 91 - 106   دوره 2    شماره 2
Nezamdoust, Sajad Eskandari, Farzad

Presenting a comparative model of stock investment portfolio optimization based on Markowitz model

صفحه 129 - 150   دوره 2    شماره 2
Mohammadi Jarchelou, Samaneh Fathi Vajargah, Kianoush Azhdari, Parvin

Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price

صفحه 107 - 128   دوره 2    شماره 2
Koosha, Emad Seighaly, Mohsen Abbasi, Ebrahim

Stochastic optimal control with Contingent Convertible Bond in banking industry

صفحه 151 - 166   دوره 2    شماره 2
Abid, Fathi Khadimallah, Asma

Predicting Going Concern of Companies Using the Tone of Auditor Reporting

صفحه 181 - 194   دوره 2    شماره 2
Pakmaram, Asgar Bahri Sales, Jamal Abbaskhani, Hamid Rezaei, Nader

Option valuation in markets with finite liquidity under fractional CEV assets

صفحه 167 - 180   دوره 2    شماره 2
Ghasemifard, Azadeh Banihashemi, Seddigheh Babaei, Afshin

Robustness in Mean-Variance Portfolio Optimization

صفحه 195 - 204   دوره 2    شماره 2
Shahbeyk, Shokouh

Assessing machine learning performance in cryptocurrency market price prediction

صفحه 1 - 32   دوره 2    شماره 1
Malek, Arman Karimzadeh Khosroshahi, Mahya Hamidi Razi, Hasan Pakizeh, Kamran

Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach

صفحه 63 - 86   دوره 2    شماره 1
Ghorbanidolatabadi, Khadijeh Ghalibaf Asl, Hasan

Banking, Monetary target policy and Stock market shock

صفحه 33 - 62   دوره 2    شماره 1
Ebrahimi Shaghaghi, Marzieh Eslami Mofid Abadi, Hossein Taherifard, Morteza

Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution

صفحه 87 - 106   دوره 2    شماره 1
Neisy, Abdolsadeh Peymany, Moslem Amiri, Meisam Mahmoudpour, Nasrollah

Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network

صفحه 107 - 116   دوره 2    شماره 1
Ayati, Kamran

Dynamic behavior in a three coupled Kaldor-Kalecki delayed model

صفحه 117 - 130   دوره 2    شماره 1
Feng, Chunhua Jones, Cadavious

A Numerical solution for the new model of time-fractional bond pricing‎: ‎Using a multiquadric approximation method

صفحه 131 - 150   دوره 2    شماره 1
Sharifian, Sedighe Soheili, Ali R. Neisy, Abdolsadeh

Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market

صفحه 151 - 166   دوره 2    شماره 1
Sasouli, Mohammad Reza Dahmarde Ghaleno, Mohsen Jamnia, Abdulrashid Heidouzahi, Emambakhsh

Using local outlier factor to detect fraudulent claims in auto insurance

صفحه 167 - 182   دوره 2    شماره 1
Esna-Ashari, Maryam Khamesian, Farzan Khanizadeh, Farbod

Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble

صفحه 183 - 194   دوره 2    شماره 1
Qezelbash, Mohammad Ebrahimiyan, Niloufar Jafari, Farzad Hamooni, Amir Tajdini, Saeid

A numerical method for solving the underlying price problem driven by a fractional Levy process

صفحه 195 - 208   دوره 2    شماره 1
Zakeri, Ali Nasiri, Tayebeh Aminataei, Azim

Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods

صفحه 209 - 247   دوره 2    شماره 1
Azari, Hossein Aminian Shahrokhabadi, Mahdieh

The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model

صفحه 1 - 11   دوره 1    شماره 2
Samadi, Fatemeh Eslami Mofid Abadi, Hossein

Estimating the term structure of mortality: an application to actuarial studies

صفحه 13 - 22   دوره 1    شماره 2
Vahdani, Marzieh Safdari, Ali

Designing an updatable long-term health insurance

صفحه 23 - 35   دوره 1    شماره 2
Zokaei, Mohammad Kanani Dizaji, Atefeh Payandeh Najafabadi, Amir Teimour

Prediction of outstanding IBNR liabilities using delay probability

صفحه 37 - 47   دوره 1    شماره 2
Payandeh Najafabadi, Amir Teimour Atatalab, Fatemeh

An application of stochastic approximation in simulated method of moments

صفحه 49 - 61   دوره 1    شماره 2
Salavati, Erfan Mohseni, Nazanin

Spectral graph embedding for dimension reduction in financial risk assessment

صفحه 63 - 78   دوره 1    شماره 2
Teimoori Faal, Hossein Bagheri, Meyssam

Trade war and the balanced trade-monetary theory

صفحه 81 - 95   دوره 1    شماره 2
Hamooni, Amir Maghsoudi, Jamal Lotfi Ghahroud, Majid Tajdini, Saeid Jafari, Farzad

Efficient estimation of Markov-switching model with application in stock price classification

صفحه 97 - 112   دوره 1    شماره 2
Khavari, Mahdi Mehrdoust, Farshid Noorani, Idin

Network centrality and portfolio optimization using the genetic algorithm

صفحه 113 - 139   دوره 1    شماره 2
Abolhasani Hastiany, Asghar Zamanpour, Alireza

Modeling of mortgage-backed securities based on stochastic processes

صفحه 141 - 154   دوره 1    شماره 2
Khani, Mehrdokht Neisy, Abdolsadeh

Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE)

صفحه 155 - 164   دوره 1    شماره 2
Bagherzadeh Valami, Hadi

Modeling the block trades premium: focusing on refining and petrochemical companies

صفحه 165 - 185   دوره 1    شماره 2
Ghanbari, Ali Mohammad Peymany, Moslem Kaviani, Mehran

The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise

صفحه 1 - 7   دوره 1    شماره 1
Nabati, Parisa

Robust net present value with infinite lifetime

صفحه 9 - 26   دوره 1    شماره 1
Hanafizadeh, Payam Salmani, Hadiseh

Using reinforcement learning method to price a perishable product, case study: orange

صفحه 27 - 40   دوره 1    شماره 1
Sahebjamnia, Navid Shekari Firouzjaie, Abbas Abdollahzade, Hadi

‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate

صفحه 41 - 48   دوره 1    شماره 1
Pourmohammad Azizi, S. M. Esmaeil Pourrafiee, Mahdi Mohammadi Larijani, Marzieh Pahlevannezhad, Ali

Finite difference method for basket option pricing under Merton model

صفحه 49 - 52   دوره 1    شماره 1
Safdari, Ali Karami, Parisa

Unusual behavior: reversed leverage effect bias

صفحه 53 - 61   دوره 1    شماره 1
Tajdini, Saeid Lotfi Ghahroud, Majid Jafari, Farzad

Impacts of no short selling and noise reduction on portfolio allocation

صفحه 63 - 82   دوره 1    شماره 1
Sheybanifar, Soudeh

Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems

صفحه 83 - 101   دوره 1    شماره 1
Taherinasab, Yasser Amini, Mohammad Soheili, Ali R.

Tau method for pricing American options under complex models

صفحه 103 - 111   دوره 1    شماره 1
Bani Asadi, Samaneh Rivaz, Azim

Mathematical modeling of stock price behavior and option valuation

صفحه 113 - 129   دوره 1    شماره 1
Peymany, Moslem

Forecasting spot and future gold coin price volatility and their predictive power on each other by using ANN-GARCH model

صفحه 147 - 161   دوره 1    شماره 1
Ghalibaf Asl, Hasan Shahmoradi, Nafiseh

Economic models involving time fractal

صفحه 131 - 146   دوره 1    شماره 1
Khalili Golmankhaneh, Alireza Yilmazer, Resat K. Ali, Karmina K. A. Kaabar, Mohammed
دانشگاه شهید بهشتی
Anonymous peer review
فارسی - Persian
داوری یک سو ناشناس