List of articles (by subject) Financial Mathematics
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Open Access Article
1 - Hedging of Options in Jump-Diffusion Markets with Correlated Assets
Minoo Bakhshmohammadlou -
Open Access Article
2 - Evaluation of Intelligent and Statistical Prediction Models for Overconfidence of Managers in the Iranian Capital Market Companies
Shokoufeh Etebar Roya Darabi Mohsen Hamidiyan Seiyedeh Mahbobeh Jafari -
Open Access Article
3 - A Fuzzy Goal-Programming Model for Optimization of Sustainable Supply Chain by Focusing on the Environmental and Economic Costs and Revenue: A Case Study
Mohammad Reza Zamanian Ehsan Sadeh Zeinolabedin Amini Sabegh Reza Ehtesham Rasi -
Open Access Article
4 - Evaluation of the association between company performance and Iran’s stock market liquidity
Zahra Amirhosseini Sadegh Hadipour -
Open Access Article
5 - Reduction of DEA-Performance Factors Using Rough Set Theory: An Application of Companies in the Iranian Stock Exchange
Mahnaz Mirbolouki Maryam Joulaei -
Open Access Article
6 - Financial Assessment of Banks and Financial Institutes in Stock Exchange by Means of an Enhanced Two stage DEA Model
Mohammad Izadikhah -
Open Access Article
7 - Identifying and explaining the topics in the financial literacy training using fuzzy Delphi approach
Fatemeh Kazempour Dizaji Mohammadhamed Khanmohammadi Mahmood Moeinuddin -
Open Access Article
8 - Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
Mahsa mahmoodvandgharahshiran Gholamhossein Yari Mohammad Hassan Behzadi -
Open Access Article
9 - Predicting financial statement fraud using fuzzy neural networks
Mohsen Rostamy-Malkhalifeh Maryam Amiri Mehrdad Mehrkam -
Open Access Article
10 - A Kurganov-Tadmor numerical method for option pricing under the constant elasticity of variance model
Sakineh Ghiasi Nouredin Parandin -
Open Access Article
11 - Modelling Crowdfunding Ensemble Learning Prediction
Mehran Saeidi Aghdam Akbar Alam Tabriz Alireza Bahiraie Ahmad Sadeghi -
Open Access Article
12 - On Integral Operator and Argument Estimation of a Novel Subclass of Harmonic Univalent Functions
Z. Dehdast Sh. Najafzadeh M.R. Foroutan -
Open Access Article
13 - Development of data envelopment analysis model for financial and social evaluation of companies based on stock returns and accounting value
Mohammad Mir Darikvandi Gholamreza Farsad Amanollahi Ali Esmaelzadeh Mogheri Amirreza Keyghobadi -
Open Access Article
14 - A Data Envelopment Analysis Model to Provide a Dynamic Accounting Information System for Measuring the Financial Effectiveness of Management Accounting System
Ali Azizimehr Ghodatolah Talebnia Hamid Reza Vakili Fard -
Open Access Article
15 - Financial Assessment using a Fuzzy Analytical Hierarchical Process Method
Yousef Taleby Mohammadreza Vatanparast Keyhan Azadi -
Open Access Article
16 - On a Generalized Subclass of p-Valent Meromorphic Functions by Defined q-Derivative Operator
Mohammad Hassan Golmohammadi Shahram Najafzadeh Mohammad Reza Forutan -
Open Access Article
17 - Profitability evaluation of dynamic investment projects by using ordered fuzzy numbers
jamil Jalilian Reza Ehtesham Rasi Mirfeiz Fallah Shams -
Open Access Article
18 - An Entropy/TOPSIS based Model for Financial prioritization of professional ethics teaching methods in accounting
Javad Masoudi Mohammad Reza Nikbakht Mohammad Reza Mehregan Hossein Safari -
Open Access Article
19 - An Algorithmic Trading system Based on Machine Learning in Tehran Stock Exchange
Hamidreza Haddadian Morteza Baky Haskuee Gholamreza Zomorodian -
Open Access Article
20 - Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
Kianoush Fathi Vajargah Hossein Eslami Mofid Abadi Ebrahim Abbasi -
Open Access Article
21 - A Mathematical Model for Measuring Corporate Governance using Multi-Criteria Decision Making (MCDM)Technique
Maryam sadeghi Hossein Panahian Mehdi Safari Gerayli Meysam Arabzadeh Rahman Saedi -
Open Access Article
22 - Performance Analysis of Global Hedge Funds
Seyyed Hassan Hosseini Ali Najafi Mogaddam Yadollah Norifard -
Open Access Article
23 - A New Method for Allocating Fixed Costs with Undesirable Data: Data Envelopment Analysis Approach
Mohhamad Reza Mozafari Marzieh Ghasemi Farhad Hosseinzadeh Lotfi Mohsen Rostamy-Malkhalifeh Mohammad Hasan Behzadi -
Open Access Article
24 - Using Fuzzy Delphi Technique to Identify Financial Factors Affecting Risk Management in Iranian Banks
Marzieh Fatemi Moghadam Hassan Ghodrati Ghazaani Hossein Panahian Ali Akbar Farzin Far Mehdi Madanchi Zaj -
Open Access Article
25 - Designing and evaluating the profitability of linear trading system based on the technical analysis and correctional property
CharaghAli Bakhtiyari Asl Sayyed Mohammad Reza Davoodi Abdolmajid Abdolbaghi Ataabadi -
Open Access Article
26 - Alternating Direction Explicit Method for a Nonlinear Model in Finance
Sima Mashayekhi -
Open Access Article
27 - Common Set of Weights Model in the Presence of Non-homogeneous Outputs
Mahnaz Ahadzadeh Namin Elaheh Khamseh -
Open Access Article
28 - Hybrid Multilayer Perceptron Neural Network with Grey Wolf Optimization for Predicting Stock Market Index
Meysam Doaei Seyed Ahmad Mirzaei Mohammad Rafigh -
Open Access Article
29 - DEA Approaches for Financial Evaluation - A Literature Review
Mohammad Izadikhah -
Open Access Article
30 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models
Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia -
Open Access Article
31 - Comparison of the Ability of Modern and Conventional Metaheuristic and Regression Models to Predict Stock Returns by Accounting Variables and Presenting an Effective Model
Mahmood Kohansal Kafshgari Alireza Zarei Sodani Reza Behmanesh -
Open Access Article
32 - Providing an Optimal Robust Portfolio Model with Mean- CVaR Approach
Fatemeh Pouraskari Jourshari Mohsen Khodadadi Seyed Reza Seyed Nejad Fahim -
Open Access Article
33 - Efficiency Analysis of Banking Sector in Presence of Undesirable Factors Using Data Envelopment Analysis
Fatemeh Bozorgi Gerdvisheh Mansour Soufi Alireza Amirteimoori Mahdi Homayounfar -
Open Access Article
34 - Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models
Hamed Hamedinia Reza Raei Saeed Bajalan Saeed Rouhani -
Open Access Article
35 - Analytical and numerical solutions for the pricing of a combination of two financial derivatives in a market under Hull-White model
Hossein Sahebi Fard Elham Dastranj Abdolmajid Abdolbaghi Ataabadi -
Open Access Article
36 - Evaluation of the Performance of a Dynamic Trading Strategy by Combining the Flag Pattern Detection Technique and an Exponential Moving Average with Cumulative Particle Motion Optimization
sayyed mohammad reza davoodi Sayyede Elnaz Afzaliyan Boroujeni -
Open Access Article
37 - On Solutions of Generalized Implicit Equilibrium Problems with Application in Game Theory
Parastoo Zangenehmehr Ali Farajzadeh -
Open Access Article
38 - Performance Analysis and Sustainability Assessment of International Markets: Iran versus some other countries
Adeleh Eisazadeh Saravani Kambiz Shahroudi Alireza Amirteimoori Mehrdad Goudarzvand Chegini -
Open Access Article
39 - Multiple portfolio optimization in Tehran Stock Exchange
Shadi Khalil Moghadam Farimah Mokhatab Rafiei Mohamad Ali Rastegar Hamed Aghayi Bejestan -
Open Access Article
40 - Fixed Cost Allocation Based on DEA Cross Efficiency Considering Semi-Additive Production Technology: An Application to Bank Branches
Javad Gerami -
Open Access Article
41 - Patterning Mergers and Acquisitions by Network Data Envelopment Analysis in the Iranian Insurance Companies
Elham Sadeghi Mohsen Rostamy-Malkhalifeh Mohammad Reza Miri Lavasani mohammad hamed khan mohammadi -
Open Access Article
42 - A New Method of Sensitivity Analysis of Returns to Scale in Two-Stage Network; A Case Study of the Insurance Industry in Iran
Maryam Sarparast Farhad Hosseinzadeh Lotfi Alireza Amirteimoori Mohsen Rostamy-Malkhalifeh -
Open Access Article
43 - Applying the ELECTRE Method to Determine the Effects of Calendar Anomalies on the Index Returns of Banks Listed on the Tehran Stock Exchange
sahand Vahabi Bahareh Banitalebi Dehkordi -
Open Access Article
44 - Selecting The Optimal Multi-Period Stock Portfolio with Different Time Horizons in the Credibility Theory Framework
Younes Nozarpour Sayyed Mohammad Reza Davoodi Mahdi Fadaee -
Open Access Article
45 - Presenting an Explanatory Model of Stock Price Using Deep Learning Algorithm
Mojtaba Bavaghar Zaeimi Gholamreza Zomorodian Mehrzad Minooee Amirreza Keyghobadi -
Open Access Article
46 - Early Warning Model for Solvency of Insurance Companies Using Machine Learning: Case Study of Iranian Insurance Companies
Saeed Naseri Khezerlou Atousa Goodarzi -
Open Access Article
47 - Designing a Model to Investigate the Process of Forming Cluster Fluctuations According to the Fractal Structure in Financial Markets
Amin Amini Bashirzadeh Shahrokh Bozorgmehrian Bahareh Banitalebi Dehkordi -
Open Access Article
48 - Deep Learning Application in Rainbow Options Pricing
Ali Bolfake Seyed Nourollah Mousavi Sima Mashayekhi -
Open Access Article
49 - Designing a Model for Predicting Corporate Bankruptcy Using Ensemble Learning Techniques
Hossein Eghbali Alimohamad Ahmadvand -
Open Access Article
50 - A Hybrid Entropy-TOPSIS Method to Investigate the Effect of Auditing Team Norms and Peer Personality Components on the Objectivity of Financial Auditors
Azam Beygi Harchegani Houshang Amiri Mohammad Khodamoradi -
Open Access Article
51 - Option pricing with artificial neural network in a time dependent market
Mehran Araghi Elham Dastranj Abdolmajid Abdolbaghi Ataabadi Hossein Sahebi Fard -
Open Access Article
52 - Visualized Portfolio Optimization of stock market: Case of TSE
Fatemeh Lakzaie Alireza Bahiraie saeed mohammadian -
Open Access Article
53 - Modelling Robust Optimization in DEA With Ratio Data: A Case Study of Commercial Banks
Javad Gerami -
Open Access Article
54 - An Uncertain Renewal Stock Model for Barrier Options Pricing with Floating Interest Rate
Behzad Abbasi Kazem Nouri -
Open Access Article
55 - Assessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique
Mehdi Esfandiar Mahmood Saremi Hossein Jahangiri Nia -
Open Access Article
56 - Effect of Information Delay on Joint Investment Fund's Performance
Reza Gholami Jamkarani Ali Lalbar -
Open Access Article
57 - Investigating the Effect of Internal Rate of Return on Cash Re-cycling on the Abnormal Returns of Companies Accepted in Tehran Stock Exchange
Bahareh Mohammadtalebi Mitra Mohammad talebi Mohammad Jahangiri Mahtab Eshghiaraghi -
Open Access Article
58 - The Study of the Effect of Fraction Resulted of Bad News on Stock Returns Emphasizing the Regulatory Power of Information Disclosure Policies
Mahbobeh Eibakabadi -
Open Access Article
59 - Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
Adel Azar Mohsen Hamidian Maryam Saberi Mohammad Norozi -
Open Access Article
60 - According to Agency Theory and Neoclassical Theory; New Ownership and Diversity of Public Sector Companies in Corporate Life Cycle
Abdollah Tavasoli Parviz Saeidi Bahram Biglari -
Open Access Article
61 - Effect of Business Groups Affiliation on Cash Holdings and Return on Equity
Reza Tehrani Roohallah Ardakani -
Open Access Article
62 - Effect of Profitability Indices on the Capital Structure of Listed Companies in Tehran Stock Exchange
Hossien Karbasi Yazdi Majid Mohammadian -
Open Access Article
63 - ANN-DEA Approach of Corporate Diversification and Efficiency in Bursa Malaysia
Meysam Doaei Seyed Hashem Davarpanah Mahdi Sabzi -
Open Access Article
64 - Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk? Evidence from Investing in Iran’s Petrochemical Industry
Alireza Khosrowzadeh Aboutorab Alirezaei Reza Tehrani Gholamreza Hashemzadeh Khourasgani -
Open Access Article
65 - The Impacts of Financial Structure on Financial Performance of Banks listed in Tehran Stock Exchange: An Empirical Application
Esmaeil Balouei Ali Asghar Anvary Rostamy Seyyed Jalal Sadeghi Sharif Ali Saeedi -
Open Access Article
66 - Comparative Approach to the Backward Elimination and for-ward Selection Methods in Modeling the Systematic Risk Based on the ARFIMA-FIGARCH Model
Nemat Rastgoo Hossein Panahian -
Open Access Article
67 - Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH
Hossein Panahian Seyed Reza Ghazi Fini -
Open Access Article
68 - Comparison of Selected Performance of Portfolio Investment Companies by Using of Grey Forecasting and Johnson’s Index in Tehran Stock Exchange Market
Rahmatollah Mohammadi pour Zhaleh Alavimoghadam Adel Fatemi -
Open Access Article
69 - An Investigation of Financing Costs Factors on the Auditor's Qualified Report in the Companies Listed in Tehran Stock Exchange
Mahmoud Hematfar Hossein Soheili -
Open Access Article
70 - Comparing Relative and Additive Contents of Return with Cash Recovery Rate
Mohammadreza Mehrabanpour Mehri Davoudabadi -
Open Access Article
71 - Studying the Role of Marketing Intensity on the Relation of Financial Leverage and Firm Function
Khosro Dalvand Mahtab Tabatabaie -
Open Access Article
72 - Taylor Rule: A Model for the Mechanism of Monetary Policy and Inflation Control in the Framework of the Interest-Free Banking Act
Rahman Saadat Maryam Sheykhimehrabadi Alireza Masoudian -
Open Access Article
73 - The Effects of Accruals and Cash Flow Anomalies on Net Profit and Abnormal Stock Returns in Accepted Companies in Tehran Securities Exchange
Saeid Barati Hossein Karbasiyazdi -
Open Access Article
74 - Investigating the Effect of Financial Constraints and Different Levels of Agency Cost on Investment Efficiency
Mahdi Agah Hossein Malekpoor Arman Bagheri -
Open Access Article
75 - Investigating the Effect of Investors' Behavior and Management on the Stock Returns: Evidence from Iran
Hossein Jokar Kazem Shamsaddini Vahid Daneshi -
Open Access Article
76 - Impact of the Management Performance Evaluation Methods on the Data Quality in Accounting
Hossein Parsamehr Ali Kasravi Mohadeseh Fazli -
Open Access Article
77 - The Effect of Internal and External Factors on Outstanding Claims of Banks (Case Study of Listed Banks on the Tehran Stock Exchange)
Seyed Ali Nabavi Chashmi Reza Mansourian Asghar Azizi -
Open Access Article
78 - Remuneration of Non-Executive Independent Directors Review the View of Representation Theory
Ali Lalbar Mitra Mohammadtalebi Bahareh Mohammadtalebi -
Open Access Article
79 - Investigating the Effect of Profitability and Operating Cash Flow on Trademarks Value
Allah karam Salehi Fazel Tamoradi -
Open Access Article
80 - Replacing IFRS instead of Iranian accounting standard
Seyyed Mohammad Ali Mirmasoumi Roya Darabi -
Open Access Article
81 - Investigating the Impact of the Financial Crisis on Conservative Accounting and Transparency of Banking Information
Saeideh Ghasemi Ahmad Sarlak -
Open Access Article
82 - Fair Value Accounting for Liabilities and Own Credit Risk
Parvaneh Kasbi Mohammad Ali Aghaei -
Open Access Article
83 - The Impact of Institutional Ownership on the Relationship between Tax and Capital Structure
Allah Karam Salehi Abbas Baharipour Sajjad Mohammadi -
Open Access Article
84 - Studying the Expected Returns Based on Carhart Model Com-pared to CAPM Model and Implicit Capital Cost Model Based on Cash and Capital Flow of Growth and Value stocks
Akram Khani Farahani Majid Sheshmani Ali Mohades -
Open Access Article
85 - The Relationship Between Non-Transparent Financial Reporting and Risk Stock Futures Fall Due to the Size and Performance
Saeid Khalajestani Alireza Farshidpour -
Open Access Article
86 - Hyper-Rational Choice and Economic Behaviour
Majid Eshaghi Gordji Gholamreza Askari -
Open Access Article
87 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi -
Open Access Article
88 - The Effect of Liquidity and Credit Risk on the Relationship be-tween Business Activities and Fluctuations in the Price of all Com-panies Listed on the Tehran Stock Exchange
Ahmad Sarlak Mitra Mohammadtalebi Bahareh Mohammadtalebi -
Open Access Article
89 - Evaluating and Ranking the Firms in Chemical Industry Listed in Tehran Stock Exchange with TOPSIS
Ali Asghar Anvary Rostami Maryam Saberi Mohsen Hamidian Mahdihe Esfandiyar Pour -
Open Access Article
90 - Financial Statement Comparability and the Expected Crash Risk of Stock Prices
Barhram Parsa Fatemeh Sarraf -
Open Access Article
91 - Investigating the Effect of Management Entrenchment on Speed of Cash Holding Adjustment in Companies Listed in Tehran Stock Exchange
Fatemeh Mansouri Moosa Mohammadi -
Open Access Article
92 - Developing a Paradigm for Fair Valuation in Tehran Stock Exchange
Hamidreza Shammakhi -
Open Access Article
93 - The Study of the Effect of Diversification Strategy, Cost Leader-ship Strategies and Product Differentiation on Business Unit Value
Majid Davoudi Nasr Mohsen Cheraghi -
Open Access Article
94 - The Effect of the Sale of the Company to Disclose Bad News for Companies at Different Levels of Activity Ratios
Mitra Mohammad Talebi Majid Davoodi Nasr Bahark Mohammadtalebi -
Open Access Article
95 - Impact of Long-term Debt on Overinvestment Problem of Agency
Azade Shahab Mohammad Mohammad Zaheri Nahid Asadi -
Open Access Article
96 - Forecasting the Profitability in the Firms Listed in Tehran Stock Exchange Using Data Envelopment Analysis and Artificial Neural Network
Maryam Saberi Mohammad Reza Rostami Mohsen Hamidian Nafiseh Aghami -
Open Access Article
97 - Fuzzy Goal Programming Model to Rolling Performance Based Budgeting by Productivity Approach (Case Study: Gas Refiner-ies in Iran)
Nouraldin Kalantari Rahmatollah Mohammadi Pour Masoud Seidi Ardashir Shiri Masoud Azizkhani -
Open Access Article
98 - The Survey Relationship between Growth Opportunities, Corpo-rate Risk and Changes in Cash Holdings
Zahra Amirhosseini Mahtab Nameni -
Open Access Article
99 - Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
Seyed Alireza Miryekemami Ehsan Sadeh Zeinolabedin Sabegh -
Open Access Article
100 - Overview of Portfolio Optimization Models
Majid Zanjirdar -
Open Access Article
101 - Option Pricing in the Presence of Operational Risk
Alireza Bahiraie Mohammad Alipour Rehan Sadiq -
Open Access Article
102 - Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
Maryam Tahmasebi Gholam Hossein Yari -
Open Access Article
103 - The Impact of Investment Inefficiency and Cash Holding on CEO Turnover
Masoud Taherinia -
Open Access Article
104 - Machine learning algorithms for time series in financial markets
Mohammad Ghasemzadeha Naeimeh Mohammad-Karimi Habib Ansari-Samani -
Open Access Article
105 - The Impact of Effective Corporate Governance on the Relationship between Tax Gap and Future Profit Changes in Iranian Economy
Rasoul Karami seyed Ali Vaez Ghasem Rekabdar -
Open Access Article
106 - Internal Control Quality Assessment based on the Characteristics of the Entity and Auditor and their Expected Goals in the Firm's Listed in Tehran Stock Exchange
Saeed Alipour Asgar Pakmaram Rasool Abdi Jamal Bahri sales -
Open Access Article
107 - Determining the effect of auditors' skeptical personality traits with considering the characteristics of organizational behaviour on job Audit Durability
Azam Jari Daruosh Foroghi Hadi Amir -
Open Access Article
108 - The Role of Social Interest Rate Risk Management in the Relationship between Sustainability Performance and Investment Efficiency
Hamzeh Asgari Rashtiani Fazel Mohammadi Nodeh Sina Kheradyar Farzin Rezaei -
Open Access Article
109 - A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment
Mohammad Azim Khodayari Ahmad Yaghobnezhad Khalili Eraghi Khalili Eraghi -
Open Access Article
110 - Foresight of Financial Resilience of Entrepreneurial Businesses Using Causal Layered Analysis (CLA)
Ali Sobhani Fatemeh Ahmadi Rahmatollah Mohammadi puor Mohammad Izadikhah -
Open Access Article
111 - Mean-AVaR-Skewness-Kurtosis Optimization Portfolio Selection Model in Uncertain Environments
Farahnaz Omidi Leila Torkzadeh Kazem Nouri