Financial Modeling through Behavioral Simulation of Investors in the Face of Financial Crises in the Tehran Stock Exchange Market

Financial Modeling through Behavioral Simulation of Investors in the Face of Financial Crises in Capital Market

Subject Areas : Financial Knowledge of Securities Analysis

Mehran Rahimi ¹ , Yagoob aghdam mazraee ² , jamal bahri sales ³ , saeid jabbarzadeh ⁴ , morteza motevasel ⁵

1 - PhD student, accounting, Urmia Branch, Islamic Azad University, Urumiyeh, Iran
2 - Assistant Professor, Accounting Department, Sofian Branch, Islamic Azad University, Sofian, Iran (corresponding author)
3 - Associate Professor, Department of Accounting, Urmia Branch, Islamic Azad University, Urumiyeh, Iran.
4 - Associate Professor, Department of Accounting, Urmia Branch, Islamic Azad University, Urmia, Iran
5 - Department of Accounting, Urmia Branch, Islamic Azad University, Urmia, Iran

Received: 2023-09-05 Accepted : 2023-10-11 Published : 2024-09-26

Keywords: Financial, dynamic modeling, behavioral simulation, financial crises,

Abstract :

Investors' behavior is subject to actions and environmental factors in various political, legal, regional, security, etc. dimensions, which can cause fundamental changes in the field of investment and investors' behavior. Since looking into the future and creating scenarios in all economic categories is an inevitable and necessary thing, in the field of investors' behavior, it is also possible to predict financial developments and Their economy paid special attention; Also, since financial and accounting operations are one of the dynamic processes from the point of view of non-linear behavior over time, which has the ability to be recognized and analyzed in the form of a systematic evolution based on the law, therefore, the investigation and analysis of the financial field - A behavior from the perspective of modeling can lead to achieving desirable results, for this purpose, in this research, the researcher seeks to provide a method based on which, financial modeling in the face of environmental drivers through behavioral simulation of capital. ‌ to be analyzed based on the presentation of different scenarios. Using the quantitative research method in the form of a model design through the dynamic system method, the researcher determined the causes and influencing factors in the behavior of investors in the face of environmental drivers, as well as simulating and examining possible scenarios including the increase in the exchange rate and It deals with the increase of international sanctions and finally it deals with the presentation of effective investment policies and strategies.