List of articles (by subject) Financial Engineering

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  1 - Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms
  Reza Aghamohammadi Reza Tehrani Abbas Raad
  10.22034/amfa.2020.1907264.1479
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  2 - Forecasting the Tehran Stock market by Machine ‎Learning Methods using a New Loss Function
  Mahsa Tavakoli Hassan Doosti
  10.22034/amfa.2020.1896273.1399
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  3 - Designing Native Decision-Making Model for Selecting Venture Capital Investment in Emerging Companies
  Mohammadreza Radfar Gholamreza Zomorodian Mansoureh Aligholi Mehrzad Minouei Farhad Hanifi
  10.22034/amfa.2019.584735.1178
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  4 - Pattern Explanation of Micro and Macro variables on Return of Stock Trading Strategies
  atefeh yazdani varzi Erfan memarian Seyed Ali Nabavi Chashmi
  10.22034/amfa.2021.1912667.1501
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  5 - Improving Stock Return Forecasting by Deep Learning Algorithm
  Zahra Farshadfar Marcel Prokopczuk
  10.22034/amfa.2019.584494.1173
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  6 - Stock price analysis using machine learning method(Non-sensory-parametric backup regression algorithm in linear and nonlinear mode)
  Aliasgar Davoodi Kasbi Iman Dadashi Kaveh Azinfar
  10.22034/amfa.2019.1869838.1232
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  7 - Applying Optimized Mathematical Algorithms to Forecast Stock Price Average Accredited Banks in Tehran Stock Exchange and Iran Fara Bourse
  Negar Aghaeefar Mohammad Ebrahim Mohammad Pourzarandi Mohammad Ali Afshar Kazemi Mehrzad Minoie
  10.22034/amfa.2019.580802.1150
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  8 - Stock price prediction using the Chaid rule-based algorithm and particle swarm optimization (pso)
  Aliasghar Davoodi Kasbi Iman Dadashi
  10.22034/amfa.2019.585043.1184
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  9 - Performance Evaluation of the Technical Analysis Indicators in Comparison with the Buy and Hold Strategy in Tehran Stock Exchange Indices
  Ebrahim Abbasi Mohammad Ebrahim Samavi Emad Koosha
  10.22034/amfa.2020.1893194.1376
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  10 - Integration of Liability Payment and New Funding Entries in the Optimal Design of a Supply Chain Network
  Abbas Biglar Nima Hamta Mona Ahmadi Rad
  10.22034/amfa.2021.1933000.1606
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  11 - An Agri-Fresh Food Supply Chain Network Design with Routing Optimization: A Case Study of ETKA Company
  Navid Nasr Seyed Taghi Akhavan Niaki Mehdi Seifbarghy Ali Husseinzadeh Kashan
  10.22034/amfa.2021.1928061.1584
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  12 - Multi-objective possibility model for selecting the optimal stock portfolio
  Abdolmajid Abdolbaghi Ataabadi Alireza Nazemi Masoumeh Saki
  10.22034/amfa.2022.1952682.1705
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  13 - Designing and Evaluating Trading Strategies Based on Algorithmic Trading in Iran's Capital Market
  Hamidreza Kordlouie Abbas Salehi Fard Mahdi Ebrahimi Moghaddam Shadi Shahverdiani
  10.22034/amfa.2022.1943966.1651
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  14 - Determining the interest rate on deposits in the Iranian banking system: cooperative or competitive game between the central bank and followers?
  Mehdi Memarpour Ashkan Hafezalkotob Mohammad Khalilzadeh Abbas Saghaei Roya Soltani
  10.22034/amfa.2021.1931633.1598
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  15 - Portfolio optimization considering cardinality constraints and based on various risk factors using the differential evolution algorithm
  Behnaz Ghadimi Mehrzad Minooei Gholamreza Zomorodian Mirfeiz Fallahshams
  https://doi.org/10.71716/amfa.2024.22011688
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  16 - Investigating the effects of time variables of gold, crude oil and foreign exchange markets on herding behavior in Tehran Stock Foreign exchange
  Sepideh Behnam Reza Tehrani Bita Tabrizian
  10.22034/amfa.2022.1964376.1778
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  17 - Designing a Trading Strategy to Buy and Sell the Stock of Companies Listed on the New York Stock Exchange Based on Classification Learning Algorithms
  Nasser Heydari Majid Zanjirdar Ali Lalbar
  https://doi.org/10.71716/amfa.2024.22091796
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  18 - The Modeling the Fixed Asset Investing with a Machine Learning Approach by Emphasizing the Role of Financial Criteria
  Farzaneh SHamsdoost Omid Mahmoudi Khoshro Ataollah Mohammadi Malgharni Amir Sheikhahmadi
  https://doi.org/10.71716/amfa.2024.23021862
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  19 - Determining the appropriate weights of criteria in multi-criteria decision-making using cooperative game: A case study of bank
  Seyed Hadi Mousavi-Nasab Jalal Safari Ashkan Hafezalkotob
  10.22034/amfa.2022.1948516.1673
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  20 - Effects of Various Influential Factors in the Realization of Social Responsibilities Based on Corporate Governance with an Emphasis on Financial Transparency
  Navid Rafiee Majid Zanjirdar Hamidreza Ghasemi
  https://doi.org/10.71716/amfa.2024.22011681
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  21 - The Ability of Elliott Waves Theory to Predict the Information Content of Accounting Profit
  Hossein Alizadeh Majid  Zanjirdar Gholamali Haji
  https://doi.org/10.71716/amfa.2025.22011685