List of Articles Optimization

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
  Sarah Navidi Mohsen Rostamy-Malkhalifeh Shokoofeh Banihashemi
  10.22034/amfa.2019.1864620.1200
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - Portfolio Optimization by Means of Meta Heuristic Algorithms
  Mahmoud Rahmani Maryam Khalili Eraqi Hashem Nikoomaram
  10.22034/amfa.2019.579510.1144
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
  Salameh Barbat Mahnaz Barkhordariahmadi Vahid Momenaei Kermani
  10.22034/amfa.2021.1914207.1506
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
  Mahsa mahmoodvandgharahshiran Gholamhossein Yari Mohammad Hassan Behzadi
  10.22034/amfa.2023.1971454.1815
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - Optimization Bi Objective for Designing Sustainable Supply Chain Network Economic based Competition by Cost Management Approach
  Reza Ehtesham Rasi
  10.22034/amfa.2020.1881758.1326
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - 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
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - 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
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - Making Decision on Selection of Optimal Stock Portfolio Employing Meta Heuristic Algorithms for Multi-Objective Functions Subject to Real-Life Constraints
  Ali Sepehri Hassan Ghodrati Ghazaani Hossein Jabbari Hossein Panahian
  10.22034/amfa.2021.1915292.1525
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - Implementation of Performance-Based Budgeting Using the Combined Technique of Best-worst Method (BWM) and Robust Optimization
  Maryam Bahadori Ghodratallah Taleb nia Mohammad Hossein Ranjbar Mahnaz Barkhordari Ahmadi
  10.22034/amfa.2020.1897499.1408
• Open Access Article
  • Abstract Page
  • Full-Text
  
  10 - Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion
  Ahmad Darestani Farahani Mohammadreza Miri Lavasani Hamidreza Kordlouie Ghodratallah Talebnia
  10.22034/amfa.2020.1896210.1397
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution
  Bahman Esmaeili Ali Souri Sayyed Mojtaba Mirlohi
  10.22034/amfa.2020.1909590.1484
• Open Access Article
  • Abstract Page
  • Full-Text
  
  12 - Experimental Comparison of Financial Distress Prediction Models Using Imbalanced data sets
  Seyed Behrooz Razavi Ghomi Alireza Mehrazin Mohammad Reza Shoorvarzi Abolghasem Masih Abadi
  10.22034/amfa.2021.1905055.1461
• Open Access Article
  • Abstract Page
  • Full-Text
  
  13 - Support Vector Regression Parameters Optimization using Golden Sine Algorithm and Its Application in Stock Market
  Mohammadreza Ghanbari Mahdi Goldani
  10.22034/amfa.2021.1936352.1623
• Open Access Article
  • Abstract Page
  • Full-Text
  
  14 - Optimization of auditing strategies in companies listed on the Tehran Stock Exchange
  Sajjad Azizi Barani Rasoul Abdi Nader Rezaei Asgar Pakmaram
  10.22034/amfa.2022.1925641.1575
• Open Access Article
  • Abstract Page
  • Full-Text
  
  15 - Comparative evaluation of the performance of selected portfoli-os based on AHP and Topsis multi-criteria decision-making techniques with Markowitz mean-variance model
  Mahmoud Hematfar
  10.22034/amfa.2021.1921203.1553
• Open Access Article
  • Abstract Page
  • Full-Text
  
  16 - A new two-phase approach to the portfolio optimization problem based on the prediction of stock price trends
  Hamid Reza Yousefzade Amin Karrabi Aghileh Heydari
  10.22034/amfa.2021.1937022.1622
• Open Access Article
  • Abstract Page
  • Full-Text
  
  17 - Providing an Optimal Robust Portfolio Model with Mean- CVaR Approach
  Fatemeh Pouraskari Jourshari Mohsen Khodadadi Seyed Reza Seyed Nejad Fahim
  10.22034/amfa.2021.1934678.1614
• Open Access Article
  • Abstract Page
  • Full-Text
  
  18 - 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
• Open Access Article
  • Abstract Page
  • Full-Text
  
  19 - 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
• Open Access Article
  • Abstract Page
  • Full-Text
  
  20 - 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
  10.22034/amfa.2022.1944984.1656
• Open Access Article
  • Abstract Page
  • Full-Text
  
  21 - Provide an improved factor pricing model using neural networks and the gray wolf optimization algorithm
  Reza Tehrani Ali Souri Ardeshir Zohrabi Seyyed Jalal Sadeghi Sharif
  10.22034/amfa.2022.1942547.1641
• Open Access Article
  • Abstract Page
  • Full-Text
  
  22 - Multiple portfolio optimization in Tehran Stock Exchange
  Shadi Khalil Moghadam Farimah Mokhatab Rafiei Mohamad Ali Rastegar Hamed Aghayi Bejestan
  10.22034/amfa.2022.1930153.1592
• Open Access Article
  • Abstract Page
  • Full-Text
  
  23 - 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
• Open Access Article
  • Abstract Page
  • Full-Text
  
  24 - Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling
  Fahime Jahanian Ahmad Mohammadi seyyed ali paytakhti oskooe Aliasghar Mottaghi
  10.22034/amfa.2022.1966381.1787
• Open Access Article
  • Abstract Page
  • Full-Text
  
  25 - Application of meta-heuristic algorithms in portfolio optimization with capital market bubble conditions
  Iman Mohammadi Hamzeh Mohammadi Khoshouei Arezo Aghaee chadegani
  https://doi.org/10.71716/amfa.2024.22091798
• Open Access Article
  • Abstract Page
  • Full-Text
  
  26 - A New Non-monotone Line Search Algorithm to Solve Non-smooth Optimization Finance Problem
  Saeed Banimehri Hamid  Esmaeili
  https://doi.org/10.71716/amfa.2024.22081784
• Open Access Article
  • Abstract Page
  • Full-Text
  
  27 - Determining the Investment Portfolio Selection Model based on Investor Information using Multi-Criteria Decision Making in the Presence of Uncertainty
  Heshmatollah Shokrian Mohammad Soleimanivareki Reza Shahverdi Mohsen Rabbani
  https://doi.org/10.71716/amfa.2025.23071902
• Open Access Article
  • Abstract Page
  • Full-Text
  
  28 - Visualized Portfolio Optimization of stock market: Case of TSE
  Fatemeh Lakzaie Alireza Bahiraie saeed mohammadian
  https://doi.org/10.71716/amfa.2024.2301-1853
• Open Access Article
  • Abstract Page
  • Full-Text
  
  29 - Modelling Robust Optimization in DEA With Ratio Data: A Case Study of Commercial Banks
  Javad Gerami
  https://doi.org/10.71716/amfa.2024.23111935
• Open Access Article
  • Abstract Page
  • Full-Text
  
  30 - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
  Roya Darabi Mehdi Baghban
  10.22034/amfa.2018.539133
• Open Access Article
  • Abstract Page
  • Full-Text
  
  31 - Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
  Seyed Alireza Miryekemami Ehsan Sadeh Zeinolabedin Sabegh
  10.22034/amfa.2017.536271
• Open Access Article
  • Abstract Page
  • Full-Text
  
  32 - Overview of Portfolio Optimization Models
  Majid Zanjirdar
  10.22034/amfa.2020.674941
• Open Access Article
  • Abstract Page
  • Full-Text
  
  33 - Optimization of Inventory with Fuzzy Multi-Objective Approach
  Ardeshir Ahmadian Fatemeh Sarraf Zohreh Hajiha Naser Khani
  https://doi.org/10.71716/amfa.2025.11121433
• Open Access Article
  • Abstract Page
  • Full-Text
  
  34 - Mean-AVaR-Skewness-Kurtosis Optimization Portfolio Selection Model in Uncertain Environments
  Farahnaz Omidi Leila Torkzadeh Kazem Nouri
  https://doi.org/10.71716/amfa.2025.91126167
• Open Access Article
  • Abstract Page
  • Full-Text
  
  35 - Forecasting Influential Factors in Preventing Tax Evasion Through a Lemur Optimization Approach Utilizing a Perceptron Neural Network
  Saeed Aghaei Bahareh   Banitalebi Dehkordi
  https://doi.org/10.71716/amfa.2025.11129783
• Open Access Article
  • Abstract Page
  • Full-Text
  
  36 - Mapping the Knowledge Landscape of Machine Learning in Portfolio Optimization: A Bibliometric Analysis of Asset Allocation Research
  Mahsa Safavi Iranji Mojgan Safa Majid Zanjirdar Hossein Jahangirnia
  https://doi.org/10.71716/amfa.2025.51190546