Provide an improved factor pricing model using neural networks and the gray wolf optimization algorithm

Subject Areas : Economic and Financial Time Series

Reza Tehrani ¹ , Ali Souri ² , Ardeshir Zohrabi ³ , Seyyed Jalal Sadeghi Sharif ⁴

1 - Financial Management and Insurance, Faculty of Management, University of Tehran, Tehran, Iran
2 - Faculty of Economics, University of Tehran, Tehran, Iran
3 - Financial Management and Insurance, Faculty of Management, University of Tehran, Tehran, Iran
4 - Faculty of Management & Accounting, Shahid Beheshti, University, Tehran, Iran

Received: 2021-10-13 Accepted : 2022-01-01 Published : 2023-01-01

Keywords:

References:

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