A

  • a.a The Impact of Earning Quality on Excess Returns with Regard to Momentum [ Vol.8, Issue 32 - Autumn Year 1396]
  • a.a A comparative study response rate of firms with business strategies and cost leadership firms with different business strategies to the announcement, using the equations of structural failure [ Vol.9, Issue 34 - Spring Year 1397]
  • Abbasi.Abbas Simulate the Model of the Effects of Alternative Assets Volatility on Overall Index of Tehran Stock Exchange and Housing Prices with Using System Dynamics [ Vol.8, Issue 33 - Winter Year 1396]
  • abbasi.ebrahim Entrepreneurship Strategic Analysis of Fintech in Banking scope [ Vol.10, Issue 41 - Winter Year 1398]
  • abbasi.ebrahim The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
  • abbasi.ebrahim Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]
  • Abbasi.Ebrahim Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • Abbasifard.Mohammad Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
  • Abbasion.Vahid Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
  • Abchar.Behjat Relationship between financial strategies and corporate governance on the behavior of stockholders' tunnels on the performance of companies admitted to the Tehran Stock Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Abdi.Matin Online Portfolio Selection Using Spectral Pattern Matching [ Vol.9, Issue 34 - Spring Year 1397]
  • abdi.rasoul Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
  • abdi.rasoul Company sustainability model based on financial efficiency model by P-VAR model [ Vol.12, Issue 48 - Autumn Year 1400]
  • Abdi.Rasoul Evaluating The Sinusoidal Fluctuations of the Emotional and Radiant Orientations of Active Investors in The Formation of Thick Decision in The Capital Market [ Vol.15, Issue 60 - Autumn Year 1403]
  • abdolbaghy ataabady.abdolmajid Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
  • Abdoli.Mohammadreza Expanding the Ground Drivers of Financial Physics for the Neurofinance Effectiveness in the Logic of Financial Decision Makers: A Research on DOPS Skill Evaluation [ Vol.15, Issue 59 - Summer Year 1403]
  • abdolkarimi.عبدالکریمی Relationship Analysis of Risk and Performance Criteria Conservative with an emphasis on the role of intellectual capital: Structural Equation Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • Abdollahi.Ali Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
  • Abdollahi.Farhad Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • abdollahian.farzaneh To Forecat the Recession and Prosperity in the Tehran Stock Exchange using Models of MS and NSGA-ANN [ Vol.9, Issue 37 - Winter Year 1397]
  • abdollahzadeh.leila Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
  • abdollahzadeh.reza Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
  • abdolmaleki.amirhosein Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
  • Abolhasani Hastiani.asghar The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • abolhasani ranjbar.ahmad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • AbouieMehrizi.Sina Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]
  • Abounoori.Abbasali Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming [ Vol.9, Issue 35 - Summer Year 1397]
  • abouoori.Esmaiel Asymmetric effects of volatility in Iran and UAE stock marke [ Vol.11, Issue 43 - Summer Year 1399]
  • Abtahi.Yahya threshold cointegration of the stock market returns and currency and gold markets in Iran [ Vol.10, Issue 38 - Spring Year 1398]
  • Abtahi.Yahya analysis of regime dependent effects of financial leverage on firms Financial Vulnerability [ Vol.14, Issue 57 - Winter Year 1402]
  • Abtahi.Yahya Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks. [ Vol.15, Issue 60 - Autumn Year 1403]
  • abvali.mehdi Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
  • adakh.elham Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Afshar Kazemi.Mohammad Ali Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
  • Afshar Kazemi.Mohammad Ali Deep learning for stock market forecasting using numerical and textual information (Long-Short Term Memory approach) [ Vol.14, Issue 55 - Summer Year 1402]
  • Agabaigi.Mehdi Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
  • Aghababei.Mohammad Ebrahim Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility [ Vol.11, Issue 43 - Summer Year 1399]
  • Aghabeigi.Mehdi Financial risk evaluation of investment companies in Tehran Stock Exchange with fuzzy decision-making method D-CRITIC and EDAS based on a new score function [ Vol.14, Issue 56 - Autumn Year 1402]
  • Aghaeefar.Negar Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies [ Vol.10, Issue 38 - Spring Year 1398]
  • Aghaei meybodi.Omid Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks. [ Vol.15, Issue 60 - Autumn Year 1403]
  • Aghamohamadi.Ali Introducing new risk measure Glue VaR and its estimation using composite quantile regression model [ Vol.8, Issue 31 - Summer Year 1396]
  • Aghasi,.Saeed Pairs trading based on wavelet decomposition [ Vol.14, Issue 57 - Winter Year 1402]
  • aghasi.saeid Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]
  • Aghdam Mazraeh.Yaghoub Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
  • Ahmad.Vedadi Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
  • Ahmadi.alireza Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
  • ahmadi.faeygh Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
  • Ahmadi.Mohammad Mahdi Impact of applying block chain on controlling, monitoring and enforcement costs in Iran [ Vol.14, Issue 56 - Autumn Year 1402]
  • Ahmadi.Mohammad Mahdi Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy [ Vol.14, Issue 54 - Spring Year 1402]
  • Ahmadi.S. Ali Reza The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA) [ Vol.9, Issue 37 - Winter Year 1397]
  • ahmadian.vahid Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy [ Vol.10, Issue 40 - Autumn Year 1398]
  • ahmadian.vahid [ Vol.6, Issue 23 - Summer Year 1394]
  • Akbari Masule.Alireza Investigating the Impact of Diversification Strategy in Assets and Loans on Bank Return [ Vol.8, Issue 30 - Spring Year 1396]
  • Akbarzadeh Tutunchi.mohammadreza Spin Glasses, the way to Distributed Processing Case Study on Stock Market Portfolio Selection [ Vol.8, Issue 32 - Autumn Year 1396]
  • Akbarzadeh.Mohammad Hadi Design and implementation of digital ecosystem risk analysis model based on ANP and COBIT, studied in FMCG investment holding [ Vol.14, Issue 57 - Winter Year 1402]
  • Alamatian.Zohreh Iran Stock Market Prediction Based on Bayesian Networks and Hidden Markov Models [ Vol.8, Issue 33 - Winter Year 1396]
  • Alamatian.Zohreh Multi Fractal Detrended Cross Correlation Analysis based on Indicator in Financial Time Series: Case Study of Forex Market [ Vol.13, Issue 52 - Autumn Year 1401]
  • Alavi matin.yagoub Stock price prediction using artificial neural networks on lowest price range data [ Vol.14, Issue 56 - Autumn Year 1402]
  • alavi rad.abbas Detecting the variables affecting on Bitcoin price: Bayesian Model Averaging and Weighted Averaging Least Square approach [ Vol.12, Issue 46 - Spring Year 1400]
  • Alborzi.Mahmood Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Aliabadi.Akbar Impact of Lunar Cycle on Return of the Tehran Stock Exchange [ Vol.13, Issue 50 - Spring Year 1401]
  • Alimohammadi.Meysam Feasibility of Currency hedging for exporter and importer companies by Using the Iran Mercantile Exchange Coin futures contract [ Vol.8, Issue 31 - Summer Year 1396]
  • Alirezaei., Aboutrab The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Alirezaei.Aboutorab Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
  • aliyari.sara Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
  • alizadeh.ali The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange. [ Vol.12, Issue 46 - Spring Year 1400]
  • Alizadeh.Shima A Survey of Long-Term Memory in the Digital Currency Index [ Vol.10, Issue 40 - Autumn Year 1398]
  • ameri shahrabi.mohsen Impact of the Investor's Mood State on Expected Return on Investment [ Vol.11, Issue 42 - Spring Year 1399]
  • Ameri.Mohammad hosein Studying the stock price effect of bulk dealing of Tehran Stock Exchange companies and the occurrence front-running using the event study method [ Vol.9, Issue 35 - Summer Year 1397]
  • Amini Javid`.Hasan Evaluating the performance of bank branches using fuzzy network data envelopment analysis model with optional input-undesirable output [ Vol.14, Issue 56 - Autumn Year 1402]
  • Amini Khiabani.Gholamreza An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm [ Vol.8, Issue 30 - Spring Year 1396]
  • amini sabgh.zenolabdin Designing a mathematical model of resilience supply chain and integrating financial and operational approaches [ Vol.11, Issue 43 - Summer Year 1399]
  • amini sabgh.zenolabdin Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • Amini.Peyman Explaining the model of earning management measurement using an intelligent hybrid method of neural networks and meta heuristic algorithms (Genetic and particle swarm optimization) [ Vol.9, Issue 36 - Autumn Year 1397]
  • Amiri.Maghsod Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients. [ Vol.12, Issue 49 - Winter Year 1400]
  • Amiri.Maghsoud [ Vol.6, Issue 23 - Summer Year 1394]
  • Amiri.Maghsoud [ Vol.5, Issue 20 - Autumn Year 1393]
  • AMIRI.MARYAM Providing an Optimal Financing Model of Entrepreneurship Through Acquisition (ETA) Perspective of Entrepreneurs and Investors Using Data Envelopment Analysis (DEA) [ Vol.13, Issue 51 - Summer Year 1401]
  • Amiri.Meysam Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
  • Amiri.Meysam Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
  • andervazh.leila Designing a framework for marketing capacities to achieve financial benefits in companies affiliated to steel industries admitted to the stock exchange. [ Vol.14, Issue 57 - Winter Year 1402]
  • Anvary Rostamy.Ali Asghar Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • Anvary Rostamy.Ali Asghar Impacts of Intellectual Capital on the Assets and Share Liquidity : Evidence from Tehran Stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • Anvary Rostamy.Ali Asghar [ Vol.6, Issue 23 - Summer Year 1394]
  • Arabsalehi.Mehdi Presentation DEA - MLP Neural NetworkModel in Selecting the Optimal Portfolio: Reviewing the Information Content of Accounting Criteria, Value-Based Criteria and BSC Criteria [ Vol.11, Issue 43 - Summer Year 1399]
  • arabzadeh.meysam Evaluation of Delphi models in Explaining the pattern of relationships between financial constraints, life cycle and social responsibility In companies listed on the Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • Araei.Vahid Investigating the relationship between the Policy of Marketing Analysis Capability of Goods and Services and Creating a Sustainable Competitive Advantage based on the of Artificial Intelligence Adoption in Manufacturing Companies [ Vol.15, Issue 58 - Spring Year 1403]
  • Araei.Vahid The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy [ Vol.14, Issue 54 - Spring Year 1402]
  • arefmanesh.zohreh Corporates Manner and Comparing its Prediction Accuracy with Decision Tree and Bayes Models [ Vol.9, Issue 37 - Winter Year 1397]
  • ariamand.zeinab The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms [ Vol.11, Issue 42 - Spring Year 1399]
  • Asadi.Gholamhosein Reference Points, Stock’s Major Historical Highs and Lows and Volume: Evidence from Tehran Stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • asadi.masoud Stock price prediction based on LM-BP neural network and over-point estimation by counting time intervals: Evidence from the Stock Exchange [ Vol.10, Issue 39 - Summer Year 1398]
  • asadi.masoud Selection of Fuzzy Multi-Purpose Portfolios Based on the Cross-Sectional Return Model of Data Envelopment Analysis in Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • Asaiesh.Hamid Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]
  • asefi.sepehr Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • asefi.sepehr Foster-Hart Optimal Portfolio [ Vol.10, Issue 39 - Summer Year 1398]
  • Asgari Alouj.Hosein Application of Generalized Geometric Bravoni Motion Model by Markov Switching Regime Process in Stock Price Simulation: System Dynamics Approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Asgari.Hamed Multi-objective portfolio selection with multi-stage stochastic programming [ Vol.12, Issue 46 - Spring Year 1400]
  • Asgharzadeh.Mahdi The Relationship of Firm Fundamentals and Historical Prices with Stock Price Movements [ Vol.10, Issue 39 - Summer Year 1398]
  • asharion.mehdi Predicting Capital Market Returns Using the Learning Model of Levenberg-Marquardt, Gradient descent and ARIMA Algorithm [ Vol.11, Issue 44 - Autumn Year 1399]
  • ashrafi.majid Entrepreneurship Strategic Analysis of Fintech in Banking scope [ Vol.10, Issue 41 - Winter Year 1398]
  • Ashrafijoo.Bahman Stock price prediction using artificial neural networks on lowest price range data [ Vol.14, Issue 56 - Autumn Year 1402]
  • Ashuri.Farah Optimization of technical indicators’ parameters for intraday data using optics – inspired optimization (OIO): a case study of Tehran stock exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • Asiaei Taheri.Fatemeh Smart operating system based on technical parameters optimized with firefly algorithm [ Vol.14, Issue 54 - Spring Year 1402]
  • Askari Hassan Abadi.Soheila The Development of Algorithmic trading in turbulent markets [ Vol.13, Issue 50 - Spring Year 1401]
  • Askarzadeh.Gholamreza comparative analysis of efficiency in Black Scholes model and the binomial tree in call options in tehran stock exchenge [ Vol.14, Issue 54 - Spring Year 1402]
  • Askarzadeh.Gholamreza analysis of regime dependent effects of financial leverage on firms Financial Vulnerability [ Vol.14, Issue 57 - Winter Year 1402]
  • Askarzadeh.Gholamreza Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks. [ Vol.15, Issue 60 - Autumn Year 1403]
  • Askarzadeh.Gholamreza The Distributional Changes of Financial Assets’ Return in Pre and Post COVID 19 Based on Power Law, Stretched Exponential Function and q-Gaussian Function [ Vol.15, Issue 58 - Spring Year 1403]
  • Ataei Kchooei.Elham Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]
  • Atefi.Ehsan Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • atefifar.alireza Effect of Financial Health Indicators as Symbols of Bank Financial Crisis Using Logit Model Multivariate (A Case Study of Banks Accepted in Exchange) [ Vol.11, Issue 42 - Spring Year 1399]
  • Ayagh.Zahra Trading volume of stock market and economic growth: Moderating the role of Information and Communication Technology by considering to the development of countries [ Vol.10, Issue 40 - Autumn Year 1398]
  • Azadi.Amir An enhanced model for the index tracking problem with transaction costs [ Vol.11, Issue 42 - Spring Year 1399]
  • Azadi.Keyhan Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • azadian.Yousef Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
  • azadineghad.ali threshold cointegration of the stock market returns and currency and gold markets in Iran [ Vol.10, Issue 38 - Spring Year 1398]
  • azinfar.kaveh Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]
  • Azizi.Farhad Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]
  • Azizollahi.sirous Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]

B

  • babaei.abbas Selection of Fuzzy Multi-Purpose Portfolios Based on the Cross-Sectional Return Model of Data Envelopment Analysis in Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • babaei.abbas Stock price prediction based on LM-BP neural network and over-point estimation by counting time intervals: Evidence from the Stock Exchange [ Vol.10, Issue 39 - Summer Year 1398]
  • Badiei.Hossein Forecasting Stock Price Trend by Artificial Neural Networks (Case Study: Isfahan Oil Refinery Company) [ Vol.8, Issue 31 - Summer Year 1396]
  • baghani.ali Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
  • Baghani.Ali Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
  • Baghban.Ali Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
  • bagheri mazraeh.nasrin Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • Bagheri.MohammadReza Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • baghfalaki.afshin Investor's reaction towards the mental and objective stability of profit components in financially distressed companies [ Vol.10, Issue 41 - Winter Year 1398]
  • Baghfalaki.Afshin The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value [ Vol.10, Issue 39 - Summer Year 1398]
  • bahmani.maryam Predicting stock returns at the company level: An application of linking asset pricing models and economic factors [ Vol.15, Issue 58 - Spring Year 1403]
  • bahramian.samira Functioning of the Management Pattern, Asset- Debt, on the Understanding of the Relationship between Risk and Returns, Liquidity [ Vol.10, Issue 40 - Autumn Year 1398]
  • bahrisales.jamal Selection and Portfolio Optimization by Genetic Algorithms using the Mean Semi-Variance Markowitz Model [ Vol.8, Issue 31 - Summer Year 1396]
  • bahrisales.jamal A model for predicting stock price reaction delays based on grounded theory [ Vol.12, Issue 49 - Winter Year 1400]
  • bahrisales.jamal The comparative study of the accuracy of prediction of Support Vector Machine, Bayesian Network and C5 models in prediction underpricing for listed companies at TSE and OTC [ Vol.11, Issue 44 - Autumn Year 1399]
  • Bajalan.Saeed Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
  • Bajalan.Saeed Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space [ Vol.9, Issue 36 - Autumn Year 1397]
  • bakhtiaran.mohamad javad Designing a model for predicting bitcoin returns (with emphasis on hybrid models of convolutional and recursive neural networks and models with long-term memory) [ Vol.12, Issue 47 - Summer Year 1400]
  • bakhtiaran.mohamad javad Designing a Model for Forecasting the Gold Price Returns (Emphasizing on Combined convolutional neural network Models and GARCH Family Models) [ Vol.13, Issue 50 - Spring Year 1401]
  • Bakhtyaran.Mohamad javad Designing a Model for Forecasting the Stock Exchange Total Index Returns (Emphasizing on Combined Deep Learning Network Models and GARCH Family Models) [ Vol.11, Issue 42 - Spring Year 1399]
  • baktash.forozan Pairs trading based on wavelet decomposition [ Vol.14, Issue 57 - Winter Year 1402]
  • banakar.mahsa The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model) [ Vol.12, Issue 47 - Summer Year 1400]
  • Banihashemi.Shokoofeh Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • banimahd.bahman Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • Banitalebi Dehkordi.Bahareh Applying the electro method to determine the effects of calendar irregularities in chemical companies listed on the Tehran Stock Exchange [ Vol.13, Issue 51 - Summer Year 1401]
  • Baqeri.Rahele Comparison of the performance of Merton and Heston models in predicting the price of gold coin futures contracts [ Vol.13, Issue 51 - Summer Year 1401]
  • Baqeri.Rahele Modeling of Gold coin futures with stochastic differential equations [ Vol.11, Issue 45 - Winter Year 1399]
  • Barari.Shirvan Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors [ Vol.11, Issue 44 - Autumn Year 1399]
  • Bararnia firouzjaei.Mehdi A trading algorithm to establish a suitable investment system with a reasonable return (Case study: Tehran Stock Exchange) [ Vol.15, Issue 60 - Autumn Year 1403]
  • Barati.Leila Inclusive Risk Estimation and Its Contagion in the Country's Financial System with the Approach of Dynamic Conditional Correlation Model [ Vol.14, Issue 56 - Autumn Year 1402]
  • Barati.Leila The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
  • Barzegar.Mohammadreza Mathematical model design for predicting bankruptcy of companies accepted in the Tehran Stock Exchange [ Vol.8, Issue 31 - Summer Year 1396]
  • Bayat.Rohullah Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making [ Vol.14, Issue 54 - Spring Year 1402]
  • Bayati.Gholamreza Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Beheshti Masalegou.seyyedeh mozhgan Deep learning for stock market forecasting using numerical and textual information (Long-Short Term Memory approach) [ Vol.14, Issue 55 - Summer Year 1402]
  • Beheshti Seresht.Mostafa Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
  • behmanesh.reza Presentation of intelligent Meta-heuristic Hybrid models (ANFIS -MGGP ) to predict stock returns with more accuracy and speed than other Meta-heuristic methods. [ Vol.12, Issue 47 - Summer Year 1400]
  • Bekhradi Nasab.Vahid Dependence of Knowledge-Based Business Performance on Various Financing Techniques [ Vol.14, Issue 54 - Spring Year 1402]
  • Bekhradi Nasab.Vahid Strategy of Data Foundation Theory Method with Coding Method and Paradigm Model of Strauss and Corbin to Provide a Model for Accelerating the Cooperation of Macro-Corporate with Micro-Businesses [ Vol.12, Issue 49 - Winter Year 1400]
  • Bekhradi Nasab.Vahid A comparative study response rate of firms with business strategies and cost leadership firms with different business strategies to the announcement, using the equations of structural failure [ Vol.9, Issue 34 - Spring Year 1397]
  • Bekhradi Nasab.Vahid The Impact of Earning Quality on Excess Returns with Regard to Momentum [ Vol.8, Issue 32 - Autumn Year 1396]
  • beytary.JALIL Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks [ Vol.8, Issue 33 - Winter Year 1396]
  • biglari kami.mehdi Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • biglari kami.mehdi Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach [ Vol.10, Issue 39 - Summer Year 1398]
  • bita.elham Investigating the Threshold Impact of Country Risk Index on the Impact of Public Debt on Economic Growth: Panel Smooth Transition Regression (PSTR) Approach [ Vol.13, Issue 51 - Summer Year 1401]
  • Bodaghi.Zahra Analysis of Common Weighting Method in Data Envelopment Analysis Based on Customer Satisfaction of Companies Active in Tehran Stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • bolandnazar.zahra Designing a blockchain model in the insurance industry with a treatment compensation approach [ Vol.14, Issue 54 - Spring Year 1402]
  • Bonabi Ghadim.Rahim Evaluating The Sinusoidal Fluctuations of the Emotional and Radiant Orientations of Active Investors in The Formation of Thick Decision in The Capital Market [ Vol.15, Issue 60 - Autumn Year 1403]

C

  • CHaharrahi.Mostafa Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space [ Vol.9, Issue 36 - Autumn Year 1397]
  • Changi Ashtiani.Madihe Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts [ Vol.9, Issue 34 - Spring Year 1397]
  • Chavoshani.Mojtaba The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value [ Vol.10, Issue 39 - Summer Year 1398]
  • Chegeni.Ahmad Stock Price Prediction in Tehran Stock Exchange Using Artificial Neural Network Model and ARIMA Model: A Case Study of Two Active Pharmaceutical Companies in Stock Exchange [ Vol.11, Issue 44 - Autumn Year 1399]
  • Chirani.Ebrahim Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
  • Chirani.Ebrahim Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Chirani.Ebrahim Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
  • Chirani.Ebrahim Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
  • Chirani.Ebrahim Comparison of different machine learning models in stock market index forecasting [ Vol.14, Issue 56 - Autumn Year 1402]
  • Chirani.Ebrahim Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op [ Vol.13, Issue 53 - Winter Year 1401]
  • chitsazan.Hasti Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]

D

  • dadashi.iman Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]
  • dadashi.iman [ Vol.11, Issue 44 - Autumn Year 1399]
  • Dadashi.Iman Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
  • Dadashi.Iman Determining of optimal risk level and optimal structure of capital based on logarithmic model of Border Operational Efficiency in Banks [ Vol.12, Issue 46 - Spring Year 1400]
  • Dadashi.Iman Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
  • dadashpour omrani.ahmad Provide a multi-objective - multi-objective mathematical model for investing in a portfolio under a hybrid risk measure [ Vol.14, Issue 55 - Summer Year 1402]
  • Dadmehr.Mehrdad Applying multivariate DCC-FIAPARCH model in examination of dynamic conditional correlation between monetary and financial markets in Iran [ Vol.12, Issue 49 - Winter Year 1400]
  • dadras.mahdi Investigation of the financial marketing model of Melli Bank of Iran with emphasis on customer segmentation [ Vol.14, Issue 57 - Winter Year 1402]
  • Daei-Karimzadeh.SAEED Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach) [ Vol.8, Issue 32 - Autumn Year 1396]
  • Daghighi Asli.Ali Reza An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
  • dalirian.akbar Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
  • damankeshideh. marjan The Impact of Business Strategy and Corporate Governance on Intellectual Capital Disclosure in Selected Companies of Tehran Stock Exchange Using the panel data model [ Vol.11, Issue 43 - Summer Year 1399]
  • damankeshideh. marjan Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data) [ Vol.10, Issue 41 - Winter Year 1398]
  • damankeshideh. marjan An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
  • Daneshvar.amir Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
  • Daneshvar.Amir Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
  • Daneshvar.Amir Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • Daneshvar.Amir Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Darabi.Roya The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti [ Vol.11, Issue 43 - Summer Year 1399]
  • Darabi.Roya Ability Comparison Adaboost Learning Machine Algorithms and Probable Classification Bayesian in Predicting Managers Over Confidence Iranian Capital Market Companies [ Vol.10, Issue 39 - Summer Year 1398]
  • Darabi.Roya Localization of systematic risk assessment patterns Based on financial and non-financial variables [ Vol.10, Issue 41 - Winter Year 1398]
  • Darvish Motevali.Mohammad Hossein A new model for calculating the efficiency of existing cement companies with a network structure (an application of data envelopment analysis) [ Vol.10, Issue 38 - Spring Year 1398]
  • darvishpoor.tayebeh Examining the reaction of the total and equal-weighted index of the stock market to the fluctuation of cryptocurrencies under the influence of investors' emotions (evidence from the Iranian stock market) [ Vol.15, Issue 59 - Summer Year 1403]
  • dashti.mahdieh Estimating Extreme downside risk premium using Extreme Value Theory Approach [ Vol.8, Issue 33 - Winter Year 1396]
  • Dastoori.Mojtaba Algorithm Trading Application and Persistence in the Cryptocurrency Market [ Vol.12, Issue 47 - Summer Year 1400]
  • Dastoori.Mojtaba High frequency pair trading with using Fuzzy SPC [ Vol.9, Issue 37 - Winter Year 1397]
  • Davallou.Maryam Estimating Extreme downside risk premium using Extreme Value Theory Approach [ Vol.8, Issue 33 - Winter Year 1396]
  • Davodi Nasr.Majid Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • davoodi.arefeh Designing a blockchain model in the insurance industry with a treatment compensation approach [ Vol.14, Issue 54 - Spring Year 1402]
  • Davoodi.Sayyed Mohammad Reza Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]
  • Davoodi.Sayyed Mohammad Reza Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
  • Davoodi.Sayyed Mohammad Reza Predicting the Direction of Stock Market Prices Using Random Forest [ Vol.9, Issue 35 - Summer Year 1397]
  • dehghan khanghahi.bita The comparative study of the accuracy of prediction of Support Vector Machine, Bayesian Network and C5 models in prediction underpricing for listed companies at TSE and OTC [ Vol.11, Issue 44 - Autumn Year 1399]
  • Dehghan.Abdolmajid Impact of Corporate Governance on Financial Performance according to the Mediating Role of Firm Sustainability (case study: Private Banks of Iran) [ Vol.12, Issue 47 - Summer Year 1400]
  • Dehghani Amadabad.mohammadreza Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits [ Vol.10, Issue 39 - Summer Year 1398]
  • dehghani firoozabadi.zahra Denoising of financial time series using wavelet analysis [ Vol.8, Issue 33 - Winter Year 1396]
  • delafrooz.narges Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Delafrooz.Narges Credit risk management in banks using a hybrid approach [ Vol.10, Issue 38 - Spring Year 1398]
  • derakhshan.s.Alireza Presenting the Central Bank's Cryptocurrency Release Model using Distributed Ledger Technology [ Vol.15, Issue 58 - Spring Year 1403]
  • Didehkhani.Hosein Presenting a fuzzy multi objective model for portfolio selection based on value at risk, semi-skewness and fuzzy credibility theory [ Vol.8, Issue 32 - Autumn Year 1396]
  • didehkhani.Hossein Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • didehkhani.Hossein Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
  • didehkhani.Hossein Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]
  • didehkhani.Hossein The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
  • didehkhani.Hossein Development of Fuzzy Random Optimization Model Mean-Developing a fuzzy random portfolio optimization model Considering Investor's Risk Attitude [ Vol.10, Issue 40 - Autumn Year 1398]
  • didehkhani.Hossein Presenting a fuzzy multi objective model for portfolio selection based on value at risk, semi-skewness and fuzzy credibility theory [ Vol.8, Issue 32 - Autumn Year 1396]
  • didehkhani.Hossein Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • didehkhani.Hossein ntelligent System Design to Discovering the Pivot Price Using Candlestick Patterns and Gann Square Technique’s (Automotive Manufacturing) [ Vol.9, Issue 36 - Autumn Year 1397]
  • didehkhani.Hossein Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm [ Vol.9, Issue 37 - Winter Year 1397]
  • Dizaji.Monireh Assessing the relationship between financial distress and stock returns using the Monte Carlo Markov chain [ Vol.13, Issue 51 - Summer Year 1401]
  • Doaee.Sharareh Identify financial factors affecting green performance ; steel industry [ Vol.14, Issue 54 - Spring Year 1402]
  • Doaei.Meysam A chance constrained recourse approach for the portfolio selection problem in Iran capital market [ Vol.12, Issue 46 - Spring Year 1400]

E

  • Ebadi.Nasrin Optimal Pairs Trading strategy under Statistical Variability of the Spread Process [ Vol.8, Issue 33 - Winter Year 1396]
  • ebadzadeh.kamal The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company [ Vol.8, Issue 31 - Summer Year 1396]
  • Ebrahimbai Salami.Gholamhaidar Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market [ Vol.14, Issue 56 - Autumn Year 1402]
  • Ebrahimi Kahrizsangi.Khadije Provide a model for identifying the factors affecting the instabilityof the Tehran Stock Exchange based on the Grounded theory [ Vol.15, Issue 59 - Summer Year 1403]
  • ebrahimi sarve olia.mohammad hasan Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
  • Ebrahimi Shaghaghi.Marzieh The effect of the Structure of Sources Financing on Operating Performance with an Emphasis on the Role of Strategic Ownership and Financial Restatements of Corporate Admitted to the Tehran Stock Exchange [ Vol.15, Issue 59 - Summer Year 1403]
  • ebrahimi.mehrnoosh To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • ebrahimi.mehrnoosh Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach [ Vol.9, Issue 37 - Winter Year 1397]
  • ebrahimi.seyyed abbas The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms [ Vol.11, Issue 42 - Spring Year 1399]
  • ebrahimimoghadam.mehdi Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market‌ [ Vol.14, Issue 56 - Autumn Year 1402]
  • elahi.naser The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion [ Vol.8, Issue 33 - Winter Year 1396]
  • Emami.Seyed Amirhosein Reference Points, Stock’s Major Historical Highs and Lows and Volume: Evidence from Tehran Stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • Emamverdi.Ghodrat The Investigation of Contagion Unanticipated Shocks in Iranian Financial Markets by DFGM Approach [ Vol.11, Issue 43 - Summer Year 1399]
  • Emamverdi.Ghodratollah Structural Equation Model Approach in Analyzing the Relationship Between Company Financial status and Value at Risk with Emphasis on The Role of Risk Management [ Vol.12, Issue 46 - Spring Year 1400]
  • ershadi.Mehdi Investigating the impact of corporate controversies on the performance [ Vol.15, Issue 59 - Summer Year 1403]
  • Eskandari.Hamid Risk hedging by use of Hybrid future contracts index (Case: Iran financial market) [ Vol.7, Issue 28 - Autumn Year 1395]
  • Eslami Mofid Abadi.Hossein Investigating the relationship between the Policy of Marketing Analysis Capability of Goods and Services and Creating a Sustainable Competitive Advantage based on the of Artificial Intelligence Adoption in Manufacturing Companies [ Vol.15, Issue 58 - Spring Year 1403]
  • Eslami Mofid Abadi.Hossein The effect of the Structure of Sources Financing on Operating Performance with an Emphasis on the Role of Strategic Ownership and Financial Restatements of Corporate Admitted to the Tehran Stock Exchange [ Vol.15, Issue 59 - Summer Year 1403]
  • Eslami Nosratabadi,.H. Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]
  • eslami.seyed mahmod The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy [ Vol.14, Issue 54 - Spring Year 1402]
  • Esmaeeli.Tahereh Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
  • esmaeili.bahman Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]
  • Esmaeilpour.Mansor Checking the accuracy of learning machines in predicting stock returns using the Rough set model, Nearest neighbor and decision tree. [ Vol.10, Issue 38 - Spring Year 1398]
  • etebar.shokoufeh Ability Comparison Adaboost Learning Machine Algorithms and Probable Classification Bayesian in Predicting Managers Over Confidence Iranian Capital Market Companies [ Vol.10, Issue 39 - Summer Year 1398]
  • Eydizadeh.Maryam Markov switching regime model in order to assess asset pricing and uncertainty in the stock market [ Vol.15, Issue 59 - Summer Year 1403]

F

  • Fadaei Eshkiki.Mehdi The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility [ Vol.11, Issue 45 - Winter Year 1399]
  • Fadaei Eshkiki.Mehdi Investigating the short and long term relationship between upside and downside risks with inflation and economic growth [ Vol.13, Issue 52 - Autumn Year 1401]
  • fadaei wahed.hanieh Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • fadavi asghari.arefeh Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
  • fadayi nezhad.Esmail Presentation Optimization portfolio model from market index prediction model despite of the long term memory with neural network [ Vol.12, Issue 47 - Summer Year 1400]
  • Faghani Makrani.Khosro Forecast earnings management based on adjusted Jones model using Artificial Neural Networks and Genetic Algorithms [ Vol.7, Issue 28 - Autumn Year 1395]
  • Faghani Makrani.Khosro [ Vol.6, Issue 23 - Summer Year 1394]
  • fakhari.hossin Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • Fakhimi Azar.Siroos Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
  • falahshams.mirfeiz The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
  • FalahShams.mirfeiz Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
  • Fallah pour.Saeed Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • Fallah pour.Saeed Evaluating the Performance of a Pairs Trading System in Tehran Stock Exchange: the Cointegration Approach and Sortino Ratio Analysis [ Vol.8, Issue 30 - Spring Year 1396]
  • Fallah pour.Saeed Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]
  • Fallah pour.Saeed Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation [ Vol.10, Issue 40 - Autumn Year 1398]
  • Fallah pour.Saeed Investigating the impact of financial distress risk on stock prices crashes [ Vol.14, Issue 56 - Autumn Year 1402]
  • Fallah pour.Saeed Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm [ Vol.13, Issue 53 - Winter Year 1401]
  • Fallah Shams Layalestani.Mir Feiz The influence of the Iranian stock market on the volatility of the stock market of trading partners in the MENA region [ Vol.14, Issue 55 - Summer Year 1402]
  • fallah.mirfeiz A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • fallah.mirfeiz Designing the optimal asset-liability model using the multi-objective decision-making method with the approach of liquidity, credit, balance sheet, and capital adequacy risks. [ Vol.15, Issue 59 - Summer Year 1403]
  • fallah.mirfeiz Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market [ Vol.15, Issue 58 - Spring Year 1403]
  • fallah.mirfeiz choosing the composition of the bank's foreign exchange portfolio to reduce risk of the Managing net open position (NOP) [ Vol.15, Issue 58 - Spring Year 1403]
  • fallah.mirfeiz An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market [ Vol.5, Issue 21 - Winter Year 1393]
  • fallah.mirfeiz Studying the Relationship between Default Risk and Corporate Governance Indicators (Using the Black-Scholes-Merton Option Pricing Model) [ Vol.8, Issue 30 - Spring Year 1396]
  • fallah.mirfeiz Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory [ Vol.8, Issue 32 - Autumn Year 1396]
  • fallah.mirfeiz Impact of Asymmetric information for Rising Magnet Effect on Price Limit at Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • fallah.mirfeiz Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
  • fallah.mirfeiz Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • fallah.mirfeiz The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
  • fallah.mirfeiz Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market [ Vol.12, Issue 49 - Winter Year 1400]
  • fallah.mirfeiz Investigating the Dynamic relations between the Trend of Tehran Stock Exchange’s index and the Cumulative Funds' Cash Flow". [ Vol.12, Issue 48 - Autumn Year 1400]
  • fallah.mirfeiz Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
  • fallah.mirfeiz Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
  • fallah.mirfeiz Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets [ Vol.13, Issue 52 - Autumn Year 1401]
  • fallah.mirfeiz Designing a financial stress index and testing it in conditions of uncertainty (Case study: Financial market and stock exchange in Iran) [ Vol.14, Issue 54 - Spring Year 1402]
  • fallah.mirfeiz Inclusive Risk Estimation and Its Contagion in the Country's Financial System with the Approach of Dynamic Conditional Correlation Model [ Vol.14, Issue 56 - Autumn Year 1402]
  • fallah.mirfeiz Evaluating the performance of bank branches using fuzzy network data envelopment analysis model with optional input-undesirable output [ Vol.14, Issue 56 - Autumn Year 1402]
  • fallah.mirfeiz Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market [ Vol.14, Issue 56 - Autumn Year 1402]
  • fallah.mirfeiz Examine the relationship between financial markets and Housing market [ Vol.10, Issue 41 - Winter Year 1398]
  • fallah.mirfeiz Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
  • fallah.mirfeiz Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Fallah.Mohammad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
  • fallah.sima Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk [ Vol.9, Issue 37 - Winter Year 1397]
  • fallahi ganzagh.elham Optimization portfolio selection model with financial and ethical considerations [ Vol.12, Issue 46 - Spring Year 1400]
  • Fallahshams.Mirfeiz Modelling of appropriate pattern in order to forecast systemic liquidity risk of corporate stocks in capital market of Iran, by using multivariate GARCH models and Markov switching approach [ Vol.14, Issue 55 - Summer Year 1402]
  • Fallahshams.Mirfeiz Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange [ Vol.14, Issue 56 - Autumn Year 1402]
  • Fallahshams.Mirfeiz Applying multivariate DCC-FIAPARCH model in examination of dynamic conditional correlation between monetary and financial markets in Iran [ Vol.12, Issue 49 - Winter Year 1400]
  • Fallahshams.Mirfeiz The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange. [ Vol.12, Issue 46 - Spring Year 1400]
  • Fallahshams.Mirfeiz Examining the overflow of financial stress index fluctuations on inflation, interest rate, liquidity and industry index using GARCH-BEKK and VAR models and Granger causality [ Vol.11, Issue 42 - Spring Year 1399]
  • Fallahshams.Mirfeiz A Model for Crowdsourcing Science-based Companies in banks [ Vol.10, Issue 40 - Autumn Year 1398]
  • Fallahshams.Mirfeiz Dynamic contagion effect of volatility cycle between gold futures market and physical gold market [ Vol.15, Issue 58 - Spring Year 1403]
  • Fallahyan.Saeedeh Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model [ Vol.10, Issue 39 - Summer Year 1398]
  • faramarzi.kyvan A model for predicting stock price reaction delays based on grounded theory [ Vol.12, Issue 49 - Winter Year 1400]
  • Farhadi Sartangi.Morteza Design and implementation of digital ecosystem risk analysis model based on ANP and COBIT, studied in FMCG investment holding [ Vol.14, Issue 57 - Winter Year 1402]
  • farhadi.hamed Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
  • Farhadi.kobra Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants [ Vol.12, Issue 46 - Spring Year 1400]
  • Farid Heidarifar.فرید Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
  • faridi.sanaz Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
  • Farkhonde.Mahsa Trading volume of stock market and economic growth: Moderating the role of Information and Communication Technology by considering to the development of countries [ Vol.10, Issue 40 - Autumn Year 1398]
  • Farzad.Sarveh Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • Farzanehrafat.maryam Impact of applying block chain on controlling, monitoring and enforcement costs in Iran [ Vol.14, Issue 56 - Autumn Year 1402]
  • Farzanehrafat.maryam Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy [ Vol.14, Issue 54 - Spring Year 1402]
  • Fathi.Kiamars Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
  • Fathi.Kiamars The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Fathi.Kiamars Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Fathi.Mohammad Reza Presenting a Hybrid Model based on Fuzzy Prioritization Method and COPRAS for Portfolio Selection in Tehran Stock Exchange [ Vol.8, Issue 32 - Autumn Year 1396]
  • Fathi.Saeed Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules [ Vol.7, Issue 28 - Autumn Year 1395]
  • fathi.sahar Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method [ Vol.11, Issue 42 - Spring Year 1399]
  • fathi.zadalah [ Vol.2, Issue 7 - Summer Year 1390]
  • fathi.zadalah Factors affecting the fluctuations of the coin market and their ranking in Iran during the years 94 to 97 [ Vol.12, Issue 48 - Autumn Year 1400]
  • fathi.zadalah Effect of Financial Health Indicators as Symbols of Bank Financial Crisis Using Logit Model Multivariate (A Case Study of Banks Accepted in Exchange) [ Vol.11, Issue 42 - Spring Year 1399]
  • Fattahi Nafchi.Hasan Presentation DEA - MLP Neural NetworkModel in Selecting the Optimal Portfolio: Reviewing the Information Content of Accounting Criteria, Value-Based Criteria and BSC Criteria [ Vol.11, Issue 43 - Summer Year 1399]
  • fazlzadeh.alireza Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy [ Vol.10, Issue 40 - Autumn Year 1398]
  • Fegh-hi Farahmand.Nasser Validation of value creation pattern with customers in the banking industry-Case study: Bank Mellat [ Vol.14, Issue 57 - Winter Year 1402]
  • Fegh-hi Farahmand.Nasser Stock price prediction using artificial neural networks on lowest price range data [ Vol.14, Issue 56 - Autumn Year 1402]
  • Feizollahi.Sadegh Development of oil projects scheduling model and modification of project portfolio costs by balancing cost, time, quality and environmental impact objectives and solving it with metahistorical algorithms [ Vol.14, Issue 55 - Summer Year 1402]
  • Feizollahi.Sadegh Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty [ Vol.12, Issue 46 - Spring Year 1400]
  • fereidooni.zeynab Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm [ Vol.9, Issue 37 - Winter Year 1397]
  • firouzdehghan.mohammad Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect [ Vol.10, Issue 38 - Spring Year 1398]
  • foroghi.dariush Explain the anomalies of accruals and financial constraints through value and momentum factors And test performance with GRS test at Tehran stock exchange [ Vol.11, Issue 43 - Summer Year 1399]
  • foroghi.dariush The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory [ Vol.13, Issue 51 - Summer Year 1401]
  • foroghneghad.heidar Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
  • Forootan chehr.shahab Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]
  • Foroush Bastani.Ali Evaluation of Residential Project With Option to Delay [ Vol.12, Issue 49 - Winter Year 1400]

G

  • galebafasl.hasan The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model) [ Vol.12, Issue 47 - Summer Year 1400]
  • Ghadami.Mohsen The effect of chaos theory on creating fundamental changes in the principles of economics [ Vol.10, Issue 41 - Winter Year 1398]
  • Ghaderi.Eghbal Explaining the model of earning management measurement using an intelligent hybrid method of neural networks and meta heuristic algorithms (Genetic and particle swarm optimization) [ Vol.9, Issue 36 - Autumn Year 1397]
  • ghafari ashtiani.peyman Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • Ghafari Golafshani.Reza Designing a financial stress index and testing it in conditions of uncertainty (Case study: Financial market and stock exchange in Iran) [ Vol.14, Issue 54 - Spring Year 1402]
  • ghafari.farhad The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
  • ghafari.farhad Inclusive Risk Estimation and Its Contagion in the Country's Financial System with the Approach of Dynamic Conditional Correlation Model [ Vol.14, Issue 56 - Autumn Year 1402]
  • ghaffari.farhad The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
  • ghaffari.farhad Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method [ Vol.11, Issue 42 - Spring Year 1399]
  • Ghafourian shagerdi.Amir Presentation of Kobanking Model in the Integration of Banks and Institutions with a Marketing Approach (Case Study of Gwain Bank) [ Vol.10, Issue 41 - Winter Year 1398]
  • Ghafourian shagerdi.Amir Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
  • ghalibafasl.Hasan Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market [ Vol.14, Issue 56 - Autumn Year 1402]
  • ghanbari.ebrahim Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Ghanbari.Mehrdad The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value [ Vol.10, Issue 39 - Summer Year 1398]
  • ghanbary.mehrdad Providing a Model of Cost Efficiency Evaluation in Lean Supply Chain with Interpretive Structural Modeling (Case Study: Iran Khodro Company) [ Vol.11, Issue 44 - Autumn Year 1399]
  • ghasemi.jamal Predict the risk of falling stock prices by using meta-innovative methods (Cumulative particle motion optimization algorithm) and comparison with logistic regression [ Vol.9, Issue 36 - Autumn Year 1397]
  • ghasemi.maziar Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies [ Vol.14, Issue 55 - Summer Year 1402]
  • Ghavamipour.negar Credit Card Receivables Securitization [ Vol.9, Issue 34 - Spring Year 1397]
  • Ghazi Fini.Seyed Reza Analysis and comparison of statistical fluctuation analysis patterns with numerical method of drop motion algorithm for Tehran Stock Exchange stock price index [ Vol.14, Issue 54 - Spring Year 1402]
  • Ghazizadeh.Mostafa To Compare the Ranking of Brokerage Firms Based on Relationship Marketing and the Ranking Conducted by the Securities and Exchange Organization (SEO) (An integrated approach of RM and fuzzy MADM) [ Vol.7, Issue 29 - Winter Year 1395]
  • Ghodrati Ghazaani.Hasan Markov switching regime model in order to assess asset pricing and uncertainty in the stock market [ Vol.15, Issue 59 - Summer Year 1403]
  • Ghodrati.Hasan Evaluation of Delphi models in Explaining the pattern of relationships between financial constraints, life cycle and social responsibility In companies listed on the Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • Ghodrati.Hassan The Evaluation of Return and Risk on Investment in Stocks based on the Integration of Asset Pricing Multi-Factor Model and Penalty Function [ Vol.10, Issue 41 - Winter Year 1398]
  • Ghodrati.قدرتی Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
  • Ghods.Madjid Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet [ Vol.9, Issue 35 - Summer Year 1397]
  • Gholam Abri.Amir A new model for calculating the efficiency of existing cement companies with a network structure (an application of data envelopment analysis) [ Vol.10, Issue 38 - Spring Year 1398]
  • Gholami Jamkarani.Reza The Evaluation of Return and Risk on Investment in Stocks based on the Integration of Asset Pricing Multi-Factor Model and Penalty Function [ Vol.10, Issue 41 - Winter Year 1398]
  • Gholami Jamkarani.Reza A Framework for Identifying Affecting Drivers on the Future of Financial Technology Using Fuzzy Delphi and Fuzzy AHP Type 2 [ Vol.12, Issue 49 - Winter Year 1400]
  • Gholami Jamkarani.Reza Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
  • gholami.amir Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy [ Vol.14, Issue 54 - Spring Year 1402]
  • gholami.amir Impact of applying block chain on controlling, monitoring and enforcement costs in Iran [ Vol.14, Issue 56 - Autumn Year 1402]
  • gholamian.elham Predicting the Direction of Stock Market Prices Using Random Forest [ Vol.9, Issue 35 - Summer Year 1397]
  • Gholami-Jamkarani.Reza Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
  • Gholami-Jamkarani.Reza Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix [ Vol.15, Issue 59 - Summer Year 1403]
  • Gholami-Jamkarani.Reza Dynamic contagion effect of volatility cycle between gold futures market and physical gold market [ Vol.15, Issue 58 - Spring Year 1403]
  • gholamnia roshan.hamid reza Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
  • gholamnia roshan.hamid reza [ Vol.11, Issue 44 - Autumn Year 1399]
  • gholamnia roshan.hamid reza Determining of optimal risk level and optimal structure of capital based on logarithmic model of Border Operational Efficiency in Banks [ Vol.12, Issue 46 - Spring Year 1400]
  • Gholamzadeh.Mohammadreza Application of methods radial neural network, Gaussian process regression in predicting financial constraints Companies admitted to the Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • gholizadeh.mohammadhasan The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility [ Vol.11, Issue 45 - Winter Year 1399]
  • gholizadeh.mohammadhasan Investigating the short and long term relationship between upside and downside risks with inflation and economic growth [ Vol.13, Issue 52 - Autumn Year 1401]
  • Ghorbani.Hanieh A Model for Examining Exchange Rate Shocks Affecting on Profitability in Export-Oriented Production Groups [ Vol.14, Issue 55 - Summer Year 1402]
  • ghorbani.zahra An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
  • gilanipour.javad The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion [ Vol.8, Issue 33 - Winter Year 1396]
  • Gioki.Ibrahim Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
  • golniya.mohsen Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]
  • goodarzi dehrizi.sara Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method [ Vol.11, Issue 45 - Winter Year 1399]
  • goodarzi dehrizi.sara Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR) [ Vol.11, Issue 45 - Winter Year 1399]
  • Goodarzi.Mahshid Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix [ Vol.8, Issue 32 - Autumn Year 1396]
  • Goodarzi.Razyeh Evaluation the effect of stochastic fluctuations on operational risk of hedging European options: Application of Markov Switching and Black Scholes Standard [ Vol.10, Issue 38 - Spring Year 1398]

H

  • hadavand.SARA Investigating the Effect between Overall & Partial Efficiency of Financing Methods from the Perspective of Governance and Residents of the Worn-Out texture of Urban Recreation Targets and Neighborhoods, Using Network Fuzzy Range Adjusted Measure Data Envelopment Analysis (NFRAM DEA) method (Case Study: Javanmard Qasab Neighborhood, District 20 of Tehran Municipality) [ Vol.11, Issue 45 - Winter Year 1399]
  • Haddadi.Mohammad Reza Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method [ Vol.11, Issue 45 - Winter Year 1399]
  • Hadilu.Bahman Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • Haghi seyfedin.Naser Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
  • Haghighat monfared.Jalal Deep learning for stock market forecasting using numerical and textual information (Long-Short Term Memory approach) [ Vol.14, Issue 55 - Summer Year 1402]
  • Haghighat monfared.Jalal Summary The purpose of this study is to investigate the role of fintechs in customer retention mediated by customer satisfaction and is descriptive in nature and method and correlation in terms of relationships between variables. The statistical population included two sections of customers and employees of Bank Melli Iran branches in Tehran and the sample size was estimated 384 for customers and 248 for Bank Melli employees using stratified and [ Vol.14, Issue 54 - Spring Year 1402]
  • Haj Khan Mirzaye Sarraf.Ebrahim Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
  • Haji Gholam Saryazdi.Ali Designing a crowdfunding model in the aviation industry [ Vol.13, Issue 51 - Summer Year 1401]
  • hajighiasi fard.mohammadhosein Pathology of the mechanism of trading in the Forex (foreign exchange) market and the feasibility of using its mechanisms in Iran. [ Vol.10, Issue 39 - Summer Year 1398]
  • hajiha.zoherh To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • Hajiha.Zohreh Prospector and Defender Business strategy, Information Asymmetry, and Stock Price Crash [ Vol.8, Issue 31 - Summer Year 1396]
  • Hajiha.Zohreh Investigating the impact of corporate controversies on the performance [ Vol.15, Issue 59 - Summer Year 1403]
  • HajiHashemi Vernosefaderani.Mansoureh The Effect of Overconfidence Managers on the Company's Risk Policies [ Vol.9, Issue 34 - Spring Year 1397]
  • hajinaghi.mina Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework [ Vol.10, Issue 41 - Winter Year 1398]
  • Hajizadeh.Ehsan A Simulation Based Optimization Model for Pricing Basket Options [ Vol.10, Issue 38 - Spring Year 1398]
  • hakimian.hasan Evaluating the Performance of a Pairs Trading System in Tehran Stock Exchange: the Cointegration Approach and Sortino Ratio Analysis [ Vol.8, Issue 30 - Spring Year 1396]
  • hakimzadeh., benyamin Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
  • hamdi.karim An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm [ Vol.8, Issue 30 - Spring Year 1396]
  • Hamidi.Naser Financial Innovation Test in Banking: Providing a Hybrid Model for Forecasting and Assessing Credit Risk of Medium and Small Enterprises (SMEs) in Commercial Banks [ Vol.12, Issue 47 - Summer Year 1400]
  • Hamidian.Mohsen Ability Comparison Adaboost Learning Machine Algorithms and Probable Classification Bayesian in Predicting Managers Over Confidence Iranian Capital Market Companies [ Vol.10, Issue 39 - Summer Year 1398]
  • Hamidian.Mohsen Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hamidian.Mohsen One-way and two-way risk filtering using generalized dynamic factor model in Tehran Stock Exchange [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hamidiyan.Mohsen The Impact of Business Cycle and Operational Efficiency of Cash Conversion on Role-Playing Indicators in Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • hamidizadeh.mohammadreza Predicting the daily index of the Tehran Stock Exchange using the selection of appropriate features for the Long Short-Term Memory neural network (LSTM) [ Vol.14, Issue 55 - Summer Year 1402]
  • hanifi.farhad Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
  • hanifi.farhad Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
  • hanifi.Farhad Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hanifi.Farhad To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • Haratian.Hadi Financial mind map A New Approach to Personal Financial Advice [ Vol.10, Issue 40 - Autumn Year 1398]
  • HASANZADEH.ATENA The effect of financial literacy and risk perception on investment delection in tehran stock exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • Hashemi.SeyedAmirMehdi The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hashemloo.Farzaneh The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company [ Vol.8, Issue 31 - Summer Year 1396]
  • hashemnezhad.hossein Provide a model for identifying the factors affecting the instabilityof the Tehran Stock Exchange based on the Grounded theory [ Vol.15, Issue 59 - Summer Year 1403]
  • hashemzade khorasegani.gholamreza The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Hashemzadeh.Gholamreza Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • HASSANABADI.HASSAN Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hazeri Yazdi.Mohammad Reza Identifying, classifying and prioritizing the risks of GAM bonds (productive credit certificates) with a fuzzy multi-criteria modeling approach [ Vol.15, Issue 58 - Spring Year 1403]
  • heidari haratemeh.mostafa The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy [ Vol.14, Issue 54 - Spring Year 1402]
  • heidari haratemeh.mostafa Impact of the Investor's Mood State on Expected Return on Investment [ Vol.11, Issue 42 - Spring Year 1399]
  • heidari haratemeh.mostafa Investigating the Effect of Real Options Resulting from investment opportunities on Stock Return [ Vol.8, Issue 30 - Spring Year 1396]
  • heidari mogadam.bahareh Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market [ Vol.15, Issue 58 - Spring Year 1403]
  • Heidari.Hamed Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Heidari.MohammadSaeed Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm [ Vol.12, Issue 47 - Summer Year 1400]
  • Heidary.Mahdi Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
  • Heidarzadeh Hanzaei.Alireza Convergence of Futures Contracts For Iranian Stock Exchange [ Vol.12, Issue 47 - Summer Year 1400]
  • Heidarzadeh Hanzaei.Alireza The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform [ Vol.12, Issue 47 - Summer Year 1400]
  • Heidarzadeh Hanzaei.Alireza Inclusive Risk Estimation and Its Contagion in the Country's Financial System with the Approach of Dynamic Conditional Correlation Model [ Vol.14, Issue 56 - Autumn Year 1402]
  • Heidarzadehhanzaee.Alireza The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
  • Hematfar.Mahmmoud Modeling and predicting stock market volatility using neural network and conditional variance patterns [ Vol.11, Issue 43 - Summer Year 1399]
  • Hemmati Asiabaraki.Mehdi Developing Asset Correlation Risk Model (ACR) with Asset- Liability Management (ALM) Approach with using of VECM model [ Vol.11, Issue 42 - Spring Year 1399]
  • Heydari.Hosseinali Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty [ Vol.12, Issue 46 - Spring Year 1400]
  • Heyrani.Milad A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price [ Vol.10, Issue 39 - Summer Year 1398]
  • Hezbi.Hashem Comparison of Explanatory Power of Carhart Four-Factor Model and Fama-French Five-Factor Model in Prediction of Expected Stock Returns [ Vol.7, Issue 28 - Autumn Year 1395]
  • Hoghooghi.Soheila Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility [ Vol.11, Issue 43 - Summer Year 1399]
  • Homaeifar.Saghar The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem [ Vol.7, Issue 28 - Autumn Year 1395]
  • Homayounfar.Mahdi Credit risk management in banks using a hybrid approach [ Vol.10, Issue 38 - Spring Year 1398]
  • Homayounfar.Mahdi Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • hooshangi.zohreh Estimation and Comparison of Short-Term Interest Rate Equilibrium Models Using Islamic Treasury Bills [ Vol.8, Issue 33 - Winter Year 1396]
  • Hoseini.Seyed Ali Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hoseinzadeh.Souzan Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
  • Hosseini Dana.Hamidreza Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
  • Hosseini Shakib.Mehrdad Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
  • Hosseini.Negin Managerial ability, investment efficiency and risk of stock collapse [ Vol.12, Issue 46 - Spring Year 1400]
  • Hosseini.Seyed Mohammad Reza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Hosseini.Seyed Shamsuddin The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
  • Hosseini.Seyyed Mohammad Reza Presentation of Kobanking Model in the Integration of Banks and Institutions with a Marketing Approach (Case Study of Gwain Bank) [ Vol.10, Issue 41 - Winter Year 1398]
  • Hosseinikia.Seyd Mohamad Taghi Providing a comprehensive model based on the effect of behavioral indicators of Vals lifestyles on Purchase decision making styles of Asel - case study: female buyers with high and low income and financial resources in Tehran city [ Vol.13, Issue 53 - Winter Year 1401]
  • hosseinpour.abdolkarim Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
  • hosseinpour.hamzeh The effect of behavioral factors based on prospect theory on the explanatory power of Fama and French five-factor model [ Vol.12, Issue 49 - Winter Year 1400]
  • hosseinzadeh lotfi.farhad A new model for calculating the efficiency of existing cement companies with a network structure (an application of data envelopment analysis) [ Vol.10, Issue 38 - Spring Year 1398]
  • hosseinzadeh lotfi.farhad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • Hosseinzadeh Lotfi.Farhad Presentation Optimization portfolio model from market index prediction model despite of the long term memory with neural network [ Vol.12, Issue 47 - Summer Year 1400]
  • Hosseinzadeh Lotfi.Farhad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
  • Hosseinzadeh Lotfi.Farhad Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach [ Vol.10, Issue 40 - Autumn Year 1398]
  • Hosseinzadeh Lotfi.Farhad Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
  • houshmandi.saman The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
  • Husseinzadeh Kashan.Ali Risk hedging by use of Hybrid future contracts index (Case: Iran financial market) [ Vol.7, Issue 28 - Autumn Year 1395]

I

  • Iman zadeh.Peyman Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model [ Vol.14, Issue 56 - Autumn Year 1402]
  • Imantalab.Hoda The Relationship of Free Float, Stock Returns, Liquidity and Corporate Value [ Vol.9, Issue 37 - Winter Year 1397]
  • iranzadeh.suleyman Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
  • Iravani.Hamidreza Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
  • izadi.hamidreza Investigation and Comparison of the Financing Costs Through the Financial Intermediates on Household Behavior(DSGE Model) [ Vol.12, Issue 47 - Summer Year 1400]

J

  • Jafari Nadushan.Abbas Ali Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
  • jafari.ali Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
  • Jafari.Gholamreza Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market [ Vol.9, Issue 34 - Spring Year 1397]
  • jafari.mahbobe Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
  • Jafari.Zahra Evaluating The Sinusoidal Fluctuations of the Emotional and Radiant Orientations of Active Investors in The Formation of Thick Decision in The Capital Market [ Vol.15, Issue 60 - Autumn Year 1403]
  • jafri.ali akbar Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Jahangir nia.Hossein The Evaluation of Return and Risk on Investment in Stocks based on the Integration of Asset Pricing Multi-Factor Model and Penalty Function [ Vol.10, Issue 41 - Winter Year 1398]
  • jahangirnia.hosein Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
  • jahangirnia.hosein Designing a financial stress index and testing it in conditions of uncertainty (Case study: Financial market and stock exchange in Iran) [ Vol.14, Issue 54 - Spring Year 1402]
  • jahangirnia.hosein Dynamic contagion effect of volatility cycle between gold futures market and physical gold market [ Vol.15, Issue 58 - Spring Year 1403]
  • Jahed.MohammadDaniyal Factors affecting the fluctuations of the coin market and their ranking in Iran during the years 94 to 97 [ Vol.12, Issue 48 - Autumn Year 1400]
  • jala.parinaz Changing in the volatilities of Iran microstructure market by BARJAM [ Vol.9, Issue 36 - Autumn Year 1397]
  • Jalali dehkordi.Daruosh Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
  • Jalilian.Jamil A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • jamshidinavid.babak The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value [ Vol.10, Issue 39 - Summer Year 1398]
  • jamshidinavid.babak Providing a Model of Cost Efficiency Evaluation in Lean Supply Chain with Interpretive Structural Modeling (Case Study: Iran Khodro Company) [ Vol.11, Issue 44 - Autumn Year 1399]
  • jamshidinavid.babak Checking the accuracy of learning machines in predicting stock returns using the Rough set model, Nearest neighbor and decision tree. [ Vol.10, Issue 38 - Spring Year 1398]
  • jamshidinavid.babak Investor's reaction towards the mental and objective stability of profit components in financially distressed companies [ Vol.10, Issue 41 - Winter Year 1398]
  • Jamshidinavid.Babak Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]
  • Javadi.Rohalah Comparison of the performance ratings of listed companies in the securities and neural models securities exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • Javanshir.Hasan Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
  • Jelodary Mamaqani.Mohammad Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits [ Vol.10, Issue 39 - Summer Year 1398]
  • jouzbarkand.mohammad Evaluation of market efficiency with using advanced econometric models in Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]

K

  • Kabaranzadeh Khadim.Mohammadreza Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
  • Kabirian.Mohammad Hossein A Model of Iran’s Capital Market Resilience Using Structural Equation Modeling [ Vol.11, Issue 43 - Summer Year 1399]
  • kalantari daronkola.hasan [ Vol.11, Issue 44 - Autumn Year 1399]
  • kamali.elahe Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
  • Kamalian.Aminreza Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • kamalian.nesa Investigating the Threshold Impact of Country Risk Index on the Impact of Public Debt on Economic Growth: Panel Smooth Transition Regression (PSTR) Approach [ Vol.13, Issue 51 - Summer Year 1401]
  • Kambiz Hojbar Kiani.Kambiz The Role of Ports in Economic Growth Iranian Coastal Provinces [ Vol.14, Issue 54 - Spring Year 1402]
  • Kamravafar.Mohammad Analysis of Most Important Variables Affecting TEPIX and Modeling Them with Artificial Neural Networks and Comparing Results with Technical Analysis and Elliott Waves [ Vol.8, Issue 30 - Spring Year 1396]
  • Kamyabi.Yahya Presenting a Model for Predicting Stock Market Trends by Detecting Fractal Patterns Based on Elliott Wave Theory Using Deep Learning Method [ Vol.14, Issue 57 - Winter Year 1402]
  • karami.sepideh Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • karimi pouya.mohammad reza Checking the accuracy of learning machines in predicting stock returns using the Rough set model, Nearest neighbor and decision tree. [ Vol.10, Issue 38 - Spring Year 1398]
  • Karimi.Arezou Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR) [ Vol.11, Issue 45 - Winter Year 1399]
  • Karimi.Arezou Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio [ Vol.12, Issue 46 - Spring Year 1400]
  • Karimi.Kamran The effect of financial leverage on the Company's operating liquidity (within the model GOEL) [ Vol.8, Issue 32 - Autumn Year 1396]
  • karimiasl.farhad Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
  • kashanitabar.shahrzad Using the Wavelet neural networks to determine and evaluate the effects of systematic risk on financial returns of stock [ Vol.10, Issue 39 - Summer Year 1398]
  • kashanitabar.shahrzad Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
  • kashefi neyshaboori.mohammad reza Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix [ Vol.15, Issue 59 - Summer Year 1403]
  • Kazemi Gavarti.Hossein Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • Kazemi-Rashnani.Marzieh Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
  • Kazempour Dizaji.Fatemeh Developing the Financial Literacy Education Model in Iran using the Grounded Theory Approach [ Vol.11, Issue 43 - Summer Year 1399]
  • Kebryaie.Atena Evaluation of Determining Parameters in Iran Stock Market [ Vol.11, Issue 43 - Summer Year 1399]
  • kenarkoohi.evaz analysis of regime dependent effects of financial leverage on firms Financial Vulnerability [ Vol.14, Issue 57 - Winter Year 1402]
  • keramati.mohammadali عنوان مقاله / English Provide a risk management and cost reduction model in Capital Bank [ Vol.12, Issue 49 - Winter Year 1400]
  • keramati.mohammadali Investigating the Effects of Tax Incentives on Tax Compliance and Business Outcomes of Taxpayers Using Agent-based Modeling Approach [ Vol.14, Issue 57 - Winter Year 1402]
  • keramati.mohammadali Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix [ Vol.15, Issue 59 - Summer Year 1403]
  • Keshtegar.AbdolAli Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Keyghobadi.Amir Reza Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets [ Vol.13, Issue 52 - Autumn Year 1401]
  • Keyghobadi.Amir Reza Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method [ Vol.12, Issue 47 - Summer Year 1400]
  • Keyghobadi.Amir Reza The Impact of Business Strategy and Corporate Governance on Intellectual Capital Disclosure in Selected Companies of Tehran Stock Exchange Using the panel data model [ Vol.11, Issue 43 - Summer Year 1399]
  • khajeh mahmoodabadi.hamid analysis of regime dependent effects of financial leverage on firms Financial Vulnerability [ Vol.14, Issue 57 - Winter Year 1402]
  • khajeh mahmoodabadi.hamid Analyzing the demand side of commonality liquidity in the Tehran Stock Exchange market: a non-linear autoregressive approach with NARDL distribution breaks. [ Vol.15, Issue 60 - Autumn Year 1403]
  • khaksariyan.fatemeh Using the Wavelet neural networks to determine and evaluate the effects of systematic risk on financial returns of stock [ Vol.10, Issue 39 - Summer Year 1398]
  • khalil arjomandi.zeinab Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
  • khalili araghi.Maryam The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company [ Vol.8, Issue 31 - Summer Year 1396]
  • Khalili Araghi.Maryam The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
  • Khalili Araghi.Maryam THE TORQUE COMPARISON OF THE EXTREME DISTRIBUTION MODELS AND THE DIFFERENCE IN THE RATIO OF FAILURE PATTERNS OF DIFFERENT TIME MODELS OF TEHRAN STOCK EXCHANGE [ Vol.11, Issue 43 - Summer Year 1399]
  • Khalili Araghi.Maryam Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
  • khalili damghani.kaveh Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • khamseh.Elaheh Evaluate the performance of bank branches using the control approach in analyzing the data cover weight [ Vol.10, Issue 40 - Autumn Year 1398]
  • khamseh.Elaheh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • khan mohammadi.Mohammad hamed Developing the Financial Literacy Education Model in Iran using the Grounded Theory Approach [ Vol.11, Issue 43 - Summer Year 1399]
  • khan mohammadi.Mohammad hamed Distance to default in banks with the approach of transformed- data maximum likelihood estimate method [ Vol.13, Issue 50 - Spring Year 1401]
  • khan mohammadi.Mohammad hamed Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach [ Vol.9, Issue 37 - Winter Year 1397]
  • Khandan Barkousaraee.Zahra Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]
  • Khani.Reza The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]
  • khashei.vahid Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
  • Khatami.Seyed Mohammad Reza The influence of the Iranian stock market on the volatility of the stock market of trading partners in the MENA region [ Vol.14, Issue 55 - Summer Year 1402]
  • Khedri.Nader Examining the reaction of the total and equal-weighted index of the stock market to the fluctuation of cryptocurrencies under the influence of investors' emotions (evidence from the Iranian stock market) [ Vol.15, Issue 59 - Summer Year 1403]
  • Kheradyar.Sina Decision Usefulness evaluation of risk factor disclouser [ Vol.11, Issue 42 - Spring Year 1399]
  • Kheradyar.Sina Design a Risk Allocation Model for Construction Projects (EPC) for investment asset in public sector. (Case study: Guilan water and sewage industry). [ Vol.9, Issue 37 - Winter Year 1397]
  • khochiany.Ramin Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]
  • khochiany.Ramin Comovement of Stock Market, Foreign Exchange and Gold in Iran: An Analysis of Econophysics [ Vol.8, Issue 31 - Summer Year 1396]
  • Khodadadi.Ekhtiar Financial risk evaluation of investment companies in Tehran Stock Exchange with fuzzy decision-making method D-CRITIC and EDAS based on a new score function [ Vol.14, Issue 56 - Autumn Year 1402]
  • Khodadadi.Mohsen Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • khodaei valahzaghard.mohammad The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • Khodamipour.Ahmad The effect of behavioral factors based on prospect theory on the explanatory power of Fama and French five-factor model [ Vol.12, Issue 49 - Winter Year 1400]
  • Khonsarian.Faranak Price predicting with LSTM artificial neural network and portfolio selection model of financial assets and digital currencies [ Vol.14, Issue 57 - Winter Year 1402]
  • khoshbin.Rasoul Liqidity risk management in open market operations with GlueVaR criteria [ Vol.11, Issue 45 - Winter Year 1399]
  • Khosravi.Reza Presenting a new approach based on association rule to investigating the relationship of the Oil market with global markets [ Vol.10, Issue 38 - Spring Year 1398]
  • khosroyani.mostafa Designing the optimal asset-liability model using the multi-objective decision-making method with the approach of liquidity, credit, balance sheet, and capital adequacy risks. [ Vol.15, Issue 59 - Summer Year 1403]
  • khozain.ali Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
  • Kiani.reza Stock Deposit Certificates, a Modern Instrument for Financing, Maintaining Management Control and increasing liquidity in Capital Market [ Vol.8, Issue 31 - Summer Year 1396]
  • kochakzadeh tahamtan.mahmoud Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies [ Vol.14, Issue 55 - Summer Year 1402]
  • Kohansal kafshgari.mahmoud Presentation of intelligent Meta-heuristic Hybrid models (ANFIS -MGGP ) to predict stock returns with more accuracy and speed than other Meta-heuristic methods. [ Vol.12, Issue 47 - Summer Year 1400]
  • Korditamandani.Hamidreza The Probability of Informed Trading Criterion in measuring the information asymmetry risk and ranking of Tehran Stock Exchange companies [ Vol.9, Issue 37 - Winter Year 1397]
  • kordlouie.hamidreza Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]
  • kordlouie.hamidreza Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
  • kordlouie.hamidreza Investigating the Effect of Managerial Ownership Thresholds on Capital Structure and Dividend Policy in Companies on The Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • kordlouie.hamidreza Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market‌ [ Vol.14, Issue 56 - Autumn Year 1402]
  • kordlouie.hamidreza Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies [ Vol.14, Issue 55 - Summer Year 1402]
  • kordlouie.hamidreza Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
  • kordlouie.hamidreza Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
  • kordlouie.hamidreza To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • koshesh kordsholi.reza A Framework for Identifying Affecting Drivers on the Future of Financial Technology Using Fuzzy Delphi and Fuzzy AHP Type 2 [ Vol.12, Issue 49 - Winter Year 1400]
  • Koushki.Amir Ali Validation of value creation pattern with customers in the banking industry-Case study: Bank Mellat [ Vol.14, Issue 57 - Winter Year 1402]
  • kurdbacheh.hamid Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants [ Vol.12, Issue 46 - Spring Year 1400]

L

  • Latifi Benmaran.Massome The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Lotfi.Forough Hybrid PCA-ANFIS approach and Dove Swarm Optimization for predicting Financial Distress [ Vol.9, Issue 37 - Winter Year 1397]
  • lotfi.hasan Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model [ Vol.11, Issue 45 - Winter Year 1399]

M

  • Maaboudi.Reza Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model [ Vol.10, Issue 39 - Summer Year 1398]
  • Madanchi Zaj.Mahdi Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
  • Madanchi Zaj.Mahdi Dynamic GAS Based Modeling for Predicting and Assessing the Value at Risk of Bitcoin and Gold [ Vol.13, Issue 51 - Summer Year 1401]
  • Madanchi Zaj.Mahdi Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
  • Madanchi Zaj.Mahdi Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
  • Madanchi Zaj.Mahdi Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method [ Vol.12, Issue 47 - Summer Year 1400]
  • Madanchi Zaj.Mahdi Functioning of the Management Pattern, Asset- Debt, on the Understanding of the Relationship between Risk and Returns, Liquidity [ Vol.10, Issue 40 - Autumn Year 1398]
  • Madanchi Zaj.Mahdi Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
  • Madanchi Zaj.Mahdi Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate [ Vol.15, Issue 59 - Summer Year 1403]
  • madanchi zaj.mehdi Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • maetoofi.alireza The Relationship between Earnings quality and Financial Stress: Evidence from Iran [ Vol.9, Issue 36 - Autumn Year 1397]
  • maghsoud.hosein Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA) [ Vol.11, Issue 45 - Winter Year 1399]
  • Mahmoudpour.Nasrollah A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran [ Vol.10, Issue 41 - Winter Year 1398]
  • Mahootchi.Masoud A Simulation Based Optimization Model for Pricing Basket Options [ Vol.10, Issue 38 - Spring Year 1398]
  • Maleki.Ali Credit risk optimization model for crowdfunding process by using Neural Network(MLP) [ Vol.11, Issue 43 - Summer Year 1399]
  • Maleki.Behrouz The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method [ Vol.7, Issue 28 - Autumn Year 1395]
  • Malekiniya.Nahid Application of Generalized Geometric Bravoni Motion Model by Markov Switching Regime Process in Stock Price Simulation: System Dynamics Approach [ Vol.11, Issue 42 - Spring Year 1399]
  • mani yekta.mohammad reza Presenting the Central Bank's Cryptocurrency Release Model using Distributed Ledger Technology [ Vol.15, Issue 58 - Spring Year 1403]
  • mansoori.fardin Imaged financial Ratios and Bankruptcy Prediction using Convolutional Neural Networks [ Vol.12, Issue 46 - Spring Year 1400]
  • mansourian.reza Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
  • Mansuri.Samira A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price [ Vol.10, Issue 39 - Summer Year 1398]
  • Maraghe.Soniya The effect of the Structure of Sources Financing on Operating Performance with an Emphasis on the Role of Strategic Ownership and Financial Restatements of Corporate Admitted to the Tehran Stock Exchange [ Vol.15, Issue 59 - Summer Year 1403]
  • Maranjory.Mehdi Designing a fuzzy multi-objective optimization model for portfolio of bank exchange and participatory contracts [ Vol.12, Issue 47 - Summer Year 1400]
  • Mardanlu.Sima Mining quantitative association rules with stock trading data using multi-objective Meta heuristic algorithms based on genetic algorithm [ Vol.8, Issue 31 - Summer Year 1396]
  • Mashayekhi.Ali Naghi Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
  • Mashhadiabdol.Maryam Entrepreneurship Strategic Analysis of Fintech in Banking scope [ Vol.10, Issue 41 - Winter Year 1398]
  • Meharani.Azadeh Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD) [ Vol.12, Issue 46 - Spring Year 1400]
  • Mehdiabadi.Mohammad Determining the nonlinear effect of the money market interest rate on the Tehran stock exchange by the means of generalized autoregressive conditional heteroskedasticity (GARCH) model and smooth transition regression (STR) model [ Vol.10, Issue 40 - Autumn Year 1398]
  • Mehrabanpour.Mohammadreza Study of Effects of Financial Information on Stock Price Momentum in Winning and Losing Portfolios Using Data Mining Methods: Neural Networks and Decision Trees [ Vol.12, Issue 48 - Autumn Year 1400]
  • Mehrara.Mohsen Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]
  • Mehrara.Mohsen Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]
  • mehri.omid Forecasting the bank's financial resources using the linear model (ARIMA) and nonlinear artificial fuzzy networks [ Vol.10, Issue 41 - Winter Year 1398]
  • Mehrmanesh.Hasan Summary The purpose of this study is to investigate the role of fintechs in customer retention mediated by customer satisfaction and is descriptive in nature and method and correlation in terms of relationships between variables. The statistical population included two sections of customers and employees of Bank Melli Iran branches in Tehran and the sample size was estimated 384 for customers and 248 for Bank Melli employees using stratified and [ Vol.14, Issue 54 - Spring Year 1402]
  • Mehrmanesh.Hasan A Model for Crowdsourcing Science-based Companies in banks [ Vol.10, Issue 40 - Autumn Year 1398]
  • MEHRNOOSH.ALI Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
  • memarian.erfan Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Memarnejad.Abbas The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • Memarnezhad.Abbas The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
  • memaryan.erfan Provide a multi-objective - multi-objective mathematical model for investing in a portfolio under a hybrid risk measure [ Vol.14, Issue 55 - Summer Year 1402]
  • Meshki Miavaghi.Mehdi Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
  • Minooi.Mehrzad Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • Minooi.Mehrzad Predicting stock returns at the company level: An application of linking asset pricing models and economic factors [ Vol.15, Issue 58 - Spring Year 1403]
  • Minouei.Mehrzad The influence of the Iranian stock market on the volatility of the stock market of trading partners in the MENA region [ Vol.14, Issue 55 - Summer Year 1402]
  • mirabbasi.yavar Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • mirabi.vahidreza A Model for Crowdsourcing Science-based Companies in banks [ Vol.10, Issue 40 - Autumn Year 1398]
  • mirabi.vahidreza Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
  • mirabi.vahidreza Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • mirabi.vahidreza Providing a comprehensive model based on the effect of behavioral indicators of Vals lifestyles on Purchase decision making styles of Asel - case study: female buyers with high and low income and financial resources in Tehran city [ Vol.13, Issue 53 - Winter Year 1401]
  • Miralavi.Seyyed Hosein Providing a model for predicting stock prices using ultra-innovative neural networks [ Vol.10, Issue 40 - Autumn Year 1398]
  • Mirarab.Alireza The Development and Assessment of a four factor model in prospering & declining markets, Evidence From the Tehran stock Exchange [ Vol.10, Issue 40 - Autumn Year 1398]
  • Mirbargkar.Seyed Mozafar Developing Asset Correlation Risk Model (ACR) with Asset- Liability Management (ALM) Approach with using of VECM model [ Vol.11, Issue 42 - Spring Year 1399]
  • mirbargkar.Seyed Mozaffar Comparison of different machine learning models in stock market index forecasting [ Vol.14, Issue 56 - Autumn Year 1402]
  • mirbargkar.Seyed Mozaffar Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • miresmaili.Bibisadat Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
  • miri.seid sajad Retail investor attention and stock price crash risk: A case study of Tehran Stock Exchange [ Vol.14, Issue 55 - Summer Year 1402]
  • mirjamali mehrabadi.monir sadat Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • Mirzaee.Vahid Expanding the Ground Drivers of Financial Physics for the Neurofinance Effectiveness in the Logic of Financial Decision Makers: A Research on DOPS Skill Evaluation [ Vol.15, Issue 59 - Summer Year 1403]
  • Mirzaei Azandaryani.Hossein Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach [ Vol.10, Issue 39 - Summer Year 1398]
  • Mirzaei Emamchay.mohammadali The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Mirzaei.hossein Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming [ Vol.9, Issue 35 - Summer Year 1397]
  • mirzania nokhandan.mehdi Investigating the relationship between risk sentiment of annual reports and investor risk perception [ Vol.14, Issue 56 - Autumn Year 1402]
  • Moafi.Ali Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making [ Vol.14, Issue 54 - Spring Year 1402]
  • Moazzam.Ismail [ Vol.1, Issue 4 - Autumn Year 1389]
  • Moazzam.Ismail To Forecat the Recession and Prosperity in the Tehran Stock Exchange using Models of MS and NSGA-ANN [ Vol.9, Issue 37 - Winter Year 1397]
  • Moazzam.Ismail [ Vol.6, Issue 24 - Autumn Year 1394]
  • Moazzam.Ismail [ Vol.2, Issue 8 - Autumn Year 1390]
  • Moazzam.Ismail [ Vol.4, Issue 15 - Summer Year 1392]
  • Modares Khiabani.Farzin Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
  • Modiri.Mahmood Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
  • Moeinzad.Hossein Design and implementation of digital ecosystem risk analysis model based on ANP and COBIT, studied in FMCG investment holding [ Vol.14, Issue 57 - Winter Year 1402]
  • moezzi.Foroogh Investigating the Effects of Tax Incentives on Tax Compliance and Business Outcomes of Taxpayers Using Agent-based Modeling Approach [ Vol.14, Issue 57 - Winter Year 1402]
  • Moghadam.Hossein Investigating the impact of corporate controversies on the performance [ Vol.15, Issue 59 - Summer Year 1403]
  • Moghadam.Hossein choosing the composition of the bank's foreign exchange portfolio to reduce risk of the Managing net open position (NOP) [ Vol.15, Issue 58 - Spring Year 1403]
  • Moghadasi.Motahareh Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]
  • moghaddam.mohammad sajjad When Behavioral Portfolio Theory meets mean-variance frontier [ Vol.9, Issue 37 - Winter Year 1397]
  • Mohamadi.Farzaneh Evaluate the performance of bank branches using the control approach in analyzing the data cover weight [ Vol.10, Issue 40 - Autumn Year 1398]
  • mohamadi.majid The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA) [ Vol.9, Issue 37 - Winter Year 1397]
  • mohamadi.zhila Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
  • Mohammad Sharifi.nikoo The Role of Enterprise Risk Management on Firm Performance in the Merger and Acquisition Process Using Heckman's Two-Stage Model [ Vol.12, Issue 46 - Spring Year 1400]
  • mohammade khoshue.hamzeh Portfolio optimization in capital market bubble space, application of bee colony algorithm [ Vol.13, Issue 53 - Winter Year 1401]
  • Mohammadi Alamuti.mahmood Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility [ Vol.9, Issue 34 - Spring Year 1397]
  • Mohammadi Molgharni.Ata Allah Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]
  • mohammadi nodeh.fazel Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
  • Mohammadi Noodeh.Fazel Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
  • Mohammadi Noodeh.Fazel Selection of Fuzzy Multi-Purpose Portfolios Based on the Cross-Sectional Return Model of Data Envelopment Analysis in Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • mohammadi salari.esmail Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
  • Mohammadi Yarijani.Forouzan Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]
  • mohammadi.danial Presenting the combined algorithm of machine learning and the combination of risk metrics and fuzzy theory in choosing an investment portfolio [ Vol.15, Issue 58 - Spring Year 1403]
  • mohammadi.emran Presenting the combined algorithm of machine learning and the combination of risk metrics and fuzzy theory in choosing an investment portfolio [ Vol.15, Issue 58 - Spring Year 1403]
  • mohammadi.emran Portfolio Optimization Using Chance Constrained Compromise Programming [ Vol.9, Issue 35 - Summer Year 1397]
  • mohammadi.emran Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]
  • mohammadi.emran Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach [ Vol.10, Issue 40 - Autumn Year 1398]
  • Mohammadi.Iman Portfolio optimization in capital market bubble space, application of bee colony algorithm [ Vol.13, Issue 53 - Winter Year 1401]
  • Mohammadi.Majid Applying machine learning models in creation of share optimum portfolio and their comparison [ Vol.11, Issue 45 - Winter Year 1399]
  • mohammadi.shaban Provide a model for predicting noisy stock price time series using singular spectrum analysis, support vector regression with particle swarm optimization and compare it with the performance of wavelet transform, neural network, moving average self-regression process and polynomial regression [ Vol.12, Issue 49 - Winter Year 1400]
  • mohammadi.shaban Selection of Fuzzy Multi-Purpose Portfolios Based on the Cross-Sectional Return Model of Data Envelopment Analysis in Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • mohammadi.shaban The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
  • mohammadi.shaban Stock price prediction based on LM-BP neural network and over-point estimation by counting time intervals: Evidence from the Stock Exchange [ Vol.10, Issue 39 - Summer Year 1398]
  • mohammadi.shaban Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect [ Vol.10, Issue 38 - Spring Year 1398]
  • Mohammadi.Shapoor Smart Buying and Selling System Design Based on a Model Consisting of a Support Vector Machine Algorithm and Theory of Trend Channel [ Vol.8, Issue 32 - Autumn Year 1396]
  • Mohammadi.Shapoor Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network [ Vol.9, Issue 34 - Spring Year 1397]
  • Mohammadi.Shapoor Evaluation of Residential Project With Option to Delay [ Vol.12, Issue 49 - Winter Year 1400]
  • Mohammadi.Teymour Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
  • Mohammadi.Zohre The effect of chaos theory on creating fundamental changes in the principles of economics [ Vol.10, Issue 41 - Winter Year 1398]
  • Mohammadian Amiri.Ehsan Proposition of a model For Forecasting Value at Risk in One Step Ahead [ Vol.8, Issue 32 - Autumn Year 1396]
  • Mohammadian Amiri.Ehsan Presenting a new approach based on association rule to investigating the relationship of the Oil market with global markets [ Vol.10, Issue 38 - Spring Year 1398]
  • mohammadinejad pashaki.mohammadbagher Study in order to measure nexus and spillover effects from world commodities to Tehran overall stock index: A VAR-BEKK-GARCH Approach [ Vol.13, Issue 51 - Summer Year 1401]
  • mohammadinejad pashaki.mohammadbagher Investigating and analyzing the spillover effects of stock market in interaction with currency, gold-coin, crude oil and housing markets: VARMA-BEKK-AGARCH Approach [ Vol.14, Issue 57 - Winter Year 1402]
  • Mohammadpourzarandi.Mohammadebrahim Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies [ Vol.10, Issue 38 - Spring Year 1398]
  • Mohammadpourzarandi.Mohammadebrahim Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Mohammadpourzarandi.Mohammadebrahim Investigating the Effect between Overall & Partial Efficiency of Financing Methods from the Perspective of Governance and Residents of the Worn-Out texture of Urban Recreation Targets and Neighborhoods, Using Network Fuzzy Range Adjusted Measure Data Envelopment Analysis (NFRAM DEA) method (Case Study: Javanmard Qasab Neighborhood, District 20 of Tehran Municipality) [ Vol.11, Issue 45 - Winter Year 1399]
  • Mohammadpourzarandi.Mohammadebrahim Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Mohammadpourzarandi.Mohammadebrahim Designing a Credit Risk Management Model in the Network of after-sales service companies Using Financial Components of After-Sales Services and Metaheuristic Algorithms (Case study: Saipa's after-sales service company(Saipa Yadak)) [ Vol.12, Issue 48 - Autumn Year 1400]
  • Mohammadpourzarandi.Mohammadebrahim Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • Mohammadpourzarandi.Mohammadebrahim Investigating the Effects of Tax Incentives on Tax Compliance and Business Outcomes of Taxpayers Using Agent-based Modeling Approach [ Vol.14, Issue 57 - Winter Year 1402]
  • Mohammadpourzarandi.Mohammadebrahim Evaluating the performance of bank branches using fuzzy network data envelopment analysis model with optional input-undesirable output [ Vol.14, Issue 56 - Autumn Year 1402]
  • Mohammadpourzarandi.Mohammadebrahim The role of privatization in Iranian economy on the deepening of the stock market (with an emphasis on the liquidity ratio) [ Vol.9, Issue 35 - Summer Year 1397]
  • Mohammadtaheri.Mahsa Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
  • Mohammadzadeh.Amir Financial Innovation Test in Banking: Providing a Hybrid Model for Forecasting and Assessing Credit Risk of Medium and Small Enterprises (SMEs) in Commercial Banks [ Vol.12, Issue 47 - Summer Year 1400]
  • mohebbi.saeed Optimizing stock portfolios by comparing different technical patterns [ Vol.12, Issue 49 - Winter Year 1400]
  • Mohebi.Somayeh Predicting the daily index of the Tehran Stock Exchange using the selection of appropriate features for the Long Short-Term Memory neural network (LSTM) [ Vol.14, Issue 55 - Summer Year 1402]
  • mohseni.abdolreza Political connections and the cost of equity capital in listed firms on Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Mohseni.ghasem Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
  • mohseni.simin Comparing Three Methods of Linear, Goal and Fuzzy Programming in Optimal Combination of Resources and Consumption in Agriculture Bank [ Vol.9, Issue 37 - Winter Year 1397]
  • Mokhatab Rafiei.Farimah Optimization portfolio selection model with financial and ethical considerations [ Vol.12, Issue 46 - Spring Year 1400]
  • mokhlesabadi.shahram Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
  • Mokhtari.Mohammad Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
  • momeni vesalian.hooshang An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
  • Momeni.Alireza Imaged financial Ratios and Bankruptcy Prediction using Convolutional Neural Networks [ Vol.12, Issue 46 - Spring Year 1400]
  • Momeni.Farshad Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach [ Vol.10, Issue 39 - Summer Year 1398]
  • Momeni.Mansoor Application of Real Option approach for optimizing Venture Capital [ Vol.10, Issue 41 - Winter Year 1398]
  • Monadi.Mohammad Amin A prediction-based portfolio optimization model using support vector regression [ Vol.14, Issue 55 - Summer Year 1402]
  • moradi.farshid Application of Real Option approach for optimizing Venture Capital [ Vol.10, Issue 41 - Winter Year 1398]
  • Moradpour.Saeed The Development of Algorithmic trading in turbulent markets [ Vol.13, Issue 50 - Spring Year 1401]
  • Mosafa.Amir Hosein Option Pricing by Binomial Model under Knightian Uncertainty and Transaction Cost in Tehran Stock Exchange [ Vol.15, Issue 59 - Summer Year 1403]
  • mosavi jahromi.yeghane The Role of Ports in Economic Growth Iranian Coastal Provinces [ Vol.14, Issue 54 - Spring Year 1402]
  • Moshari.Mohammad Development of Fuzzy Random Optimization Model Mean-Developing a fuzzy random portfolio optimization model Considering Investor's Risk Attitude [ Vol.10, Issue 40 - Autumn Year 1398]
  • Moshrefi.Mohammad Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming [ Vol.8, Issue 30 - Spring Year 1396]
  • Mostafazadeh.Davod The Impact of Business Cycle and Operational Efficiency of Cash Conversion on Role-Playing Indicators in Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • motaharinia.vahid Including Jump Components in Modeling and Forecasting Realized Volatility: Evidence from Tehran Stock Exchange [ Vol.8, Issue 32 - Autumn Year 1396]
  • motamed.sara The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]
  • Mousakhani.Morteza Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
  • MOUSAVI ANZAHAEI.SEYED MAJID Developing Pattern for Determining Trading Strategies, with an approach based on Future study, Fundamental Analysis, Feature Engineering and Machine Learning Algorithms. [ Vol.11, Issue 45 - Winter Year 1399]
  • MOUSAVI ANZAHAEI.SEYED MAJID Developing Pattern for Determining Trading Strategies, with an approach based on Future study, Fundamental Analysis, Feature Engineering and Machine Learning Algorithms. [ Vol.11, Issue 45 - Winter Year 1399]
  • Mousavi Sarhadi.Seyed Ali Smart Buying and Selling System Design Based on a Model Consisting of a Support Vector Machine Algorithm and Theory of Trend Channel [ Vol.8, Issue 32 - Autumn Year 1396]
  • Mousavi.Somayeh Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
  • Movahedi.Mohammad Mehdi Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
  • Movahedi.Mohammad Mehdi Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]
  • Movahedisobhani.Farzad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
  • Movahedisobhani.Farzad Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]

N

  • Nabavi Chashmi.Seyyed Ali The Role of Enterprise Risk Management on Firm Performance in the Merger and Acquisition Process Using Heckman's Two-Stage Model [ Vol.12, Issue 46 - Spring Year 1400]
  • Nabavi Chashmi.Seyyed Ali Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Nabavi Chashmi.Seyyed Ali Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
  • Nabavi Chashmi.Seyyed Ali Provide a multi-objective - multi-objective mathematical model for investing in a portfolio under a hybrid risk measure [ Vol.14, Issue 55 - Summer Year 1402]
  • Nabavi Chashmi.Seyyed Ali Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op [ Vol.13, Issue 53 - Winter Year 1401]
  • Nabavi Chashmi.Seyyed Ali Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Nabavi Chashmi.Seyyed Ali Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return [ Vol.7, Issue 29 - Winter Year 1395]
  • Nabavi.Ali Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
  • Nadem.Masoud Presenting a Model for Predicting Stock Market Trends by Detecting Fractal Patterns Based on Elliott Wave Theory Using Deep Learning Method [ Vol.14, Issue 57 - Winter Year 1402]
  • nademi.younes Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
  • nademi.younes Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
  • nademi.younes Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility [ Vol.9, Issue 34 - Spring Year 1397]
  • nademi.younes Comovement of Stock Market, Foreign Exchange and Gold in Iran: An Analysis of Econophysics [ Vol.8, Issue 31 - Summer Year 1396]
  • naderi.jalal Retail investor attention and stock price crash risk: A case study of Tehran Stock Exchange [ Vol.14, Issue 55 - Summer Year 1402]
  • Naderi.Masoumeh Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market [ Vol.14, Issue 56 - Autumn Year 1402]
  • Naderi.Payam Survey on the Effect of Remittances on Financial Development in Iran [ Vol.9, Issue 35 - Summer Year 1397]
  • Naeimifar.Afsaneh The effect of financial leverage on the Company's operating liquidity (within the model GOEL) [ Vol.8, Issue 32 - Autumn Year 1396]
  • naghavipour.maryam A Markov regime-switching model for crude-oil market fluctuations [ Vol.9, Issue 35 - Summer Year 1397]
  • NaghibulSadat.Seyed Reza Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
  • Najafi Moghadam.Ali Financial mind map A New Approach to Personal Financial Advice [ Vol.10, Issue 40 - Autumn Year 1398]
  • Najafi.Hamed Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • Najjari.vadoud Testing of Reciprocal Transfer of Bubble in Stock Exchange, Currency and Gold Markets (A case study: in Iran Using Copula Functions) [ Vol.14, Issue 57 - Winter Year 1402]
  • Najmi.Mona Comparative Comparison of Liquidity Elements and Distribution of Profit of Assemblies during the Depression and Prosperity of the Capital Market of Iran [ Vol.10, Issue 39 - Summer Year 1398]
  • Nakhaei.Habibollah Designing non-linear pattern contagious influence of the Tehran Price Index from the physical assets market (Application of NARX artificial neural network model) [ Vol.12, Issue 46 - Spring Year 1400]
  • Namin.Mahnaz Ahadzadeh Evaluate the performance of bank branches using the control approach in analyzing the data cover weight [ Vol.10, Issue 40 - Autumn Year 1398]
  • Namin.Mahnaz Ahadzadeh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • nasiri.mohamad mahdi Cryptocurrencies as a source of value [ Vol.15, Issue 58 - Spring Year 1403]
  • Nasl Moosavi.hossin Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
  • nasrolahi.hossein Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
  • nasrolahi.hossein Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
  • nasrolahi.hossein Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model [ Vol.10, Issue 39 - Summer Year 1398]
  • Navaeian.reza The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
  • Neishabouri.Kashefy Summary The purpose of this study is to investigate the role of fintechs in customer retention mediated by customer satisfaction and is descriptive in nature and method and correlation in terms of relationships between variables. The statistical population included two sections of customers and employees of Bank Melli Iran branches in Tehran and the sample size was estimated 384 for customers and 248 for Bank Melli employees using stratified and [ Vol.14, Issue 54 - Spring Year 1402]
  • Neishabouri.Kashefy Managerial ability, investment efficiency and risk of stock collapse [ Vol.12, Issue 46 - Spring Year 1400]
  • Nemati Kheirabadi.Seyed Mahdi A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
  • Nematollahi.Nader A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model [ Vol.9, Issue 35 - Summer Year 1397]
  • Nikjou.Ghasem Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • NIKOOMARAM.HASHEM Pathology of the mechanism of trading in the Forex (foreign exchange) market and the feasibility of using its mechanisms in Iran. [ Vol.10, Issue 39 - Summer Year 1398]
  • nikoumaram.hashem Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • Noroozi.Mohammad The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory [ Vol.13, Issue 51 - Summer Year 1401]
  • Norouzi.Mohammad Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]
  • Norouzi.Narges Evaluating the Performance of Financial Institutions using a Data Envelopment Analysis model in a FDH networks (Case Study: Saman Bank) [ Vol.13, Issue 53 - Winter Year 1401]
  • Nosrati Barandagh.Bizhan Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • nouri.mojtaba Portfolio Optimization Using Chance Constrained Compromise Programming [ Vol.9, Issue 35 - Summer Year 1397]
  • Nourollahzadeh.Nowrouz Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]

O

  • Omidi.Hamed Determining optimal portfolio using fuzzy goal programing based on black hole and hybrid algorithms, considering investors preferences [ Vol.10, Issue 41 - Winter Year 1398]
  • Osoolian.Mohammad The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis [ Vol.12, Issue 49 - Winter Year 1400]
  • Osoolian.Mohammad Predicting the daily index of the Tehran Stock Exchange using the selection of appropriate features for the Long Short-Term Memory neural network (LSTM) [ Vol.14, Issue 55 - Summer Year 1402]
  • Osoolian.Mohammad Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]

P

  • Paidar.Gholam abbas Ranking of banks based on CAMELS indicators to predict financial distress by logistic regression and Data Envelopment Analysis [ Vol.14, Issue 55 - Summer Year 1402]
  • pakizeh.kamran Ranking of Firms listed in Tehran Stock Exchange Using Multi Criteria Decision Making Methods (Case Study: Cement Industry Companies) [ Vol.13, Issue 53 - Winter Year 1401]
  • Pakmaram.َAsgar Company sustainability model based on financial efficiency model by P-VAR model [ Vol.12, Issue 48 - Autumn Year 1400]
  • Pakmaram.ْAsgar Selection and Portfolio Optimization by Genetic Algorithms using the Mean Semi-Variance Markowitz Model [ Vol.8, Issue 31 - Summer Year 1396]
  • panahian.hosein Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
  • panahian.hossein Design and Explain Stock Market Liquidity Model of Product Market Competition Based on Adaptive Econometric Model and Fuzzy Logic Approach [ Vol.11, Issue 45 - Winter Year 1399]
  • Panahian.Mohammadreza Evaluation of Delphi models in Explaining the pattern of relationships between financial constraints, life cycle and social responsibility In companies listed on the Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • parandeh.elham The relationship between horizon of institutional investors and Information Content of unexpected dividends [ Vol.8, Issue 33 - Winter Year 1396]
  • parandin.kaveh Investor's reaction towards the mental and objective stability of profit components in financially distressed companies [ Vol.10, Issue 41 - Winter Year 1398]
  • pargar.taleb Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
  • Parvizi.Nahid Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules [ Vol.7, Issue 28 - Autumn Year 1395]
  • Pashootanizadeh.Hooman Simulate the Model of the Effects of Alternative Assets Volatility on Overall Index of Tehran Stock Exchange and Housing Prices with Using System Dynamics [ Vol.8, Issue 33 - Winter Year 1396]
  • paytakhti oskooe.seyyed ali Presenting a Model of Insurance_Linked Securitisation using Fuzzy Delphi method and Dematel Technique in Iranian Environmental Conditions [ Vol.14, Issue 55 - Summer Year 1402]
  • paytakhti oskooe.seyyed ali Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
  • peyghambari.somayeh The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
  • Peykani.Pejman Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach [ Vol.10, Issue 40 - Autumn Year 1398]
  • Peymany Foroushany.Moslem Estimation and Comparison of Short-Term Interest Rate Equilibrium Models Using Islamic Treasury Bills [ Vol.8, Issue 33 - Winter Year 1396]
  • Peymany.Moslem A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran [ Vol.10, Issue 41 - Winter Year 1398]
  • Peyvandi.Mahshid Presenting a Model of Insurance_Linked Securitisation using Fuzzy Delphi method and Dematel Technique in Iranian Environmental Conditions [ Vol.14, Issue 55 - Summer Year 1402]
  • pife.ahmad Application of methods radial neural network, Gaussian process regression in predicting financial constraints Companies admitted to the Tehran Stock Exchange [ Vol.10, Issue 41 - Winter Year 1398]
  • Pirayesh Shirazinejad.H. Portfolio Formation Using Diagonal Quadratic Discriminant Analysis and Weighting Based on Posterior Probability [ Vol.9, Issue 34 - Spring Year 1397]
  • pirayesh.Reza Mathematical model design for predicting bankruptcy of companies accepted in the Tehran Stock Exchange [ Vol.8, Issue 31 - Summer Year 1396]
  • porgoo.mahboubeh Designing a blockchain model in the insurance industry with a treatment compensation approach [ Vol.14, Issue 54 - Spring Year 1402]
  • pouraskari jourshari.Fatemeh Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • pourazad.Sepideh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
  • Pourebrahimi.Alireza Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]
  • Pourkeivan.Faranak Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy [ Vol.10, Issue 40 - Autumn Year 1398]
  • Pourkiani.Masoud Investigating the Relationship between Types of Human Resources Risks with Technological Innovation in Pharmaceutical Knowledge Companies [ Vol.9, Issue 35 - Summer Year 1397]
  • Pourzamani.Zahra Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks [ Vol.11, Issue 44 - Autumn Year 1399]
  • Pourzamani.Zahra Providing a model for predicting stock prices using ultra-innovative neural networks [ Vol.10, Issue 40 - Autumn Year 1398]
  • Pourzamani.Zahra [ Vol.1, Issue 4 - Autumn Year 1389]
  • Pourzamani.Zahra [ Vol.6, Issue 22 - Spring Year 1394]
  • Pourzamani.Zahra [ Vol.3, Issue 12 - Autumn Year 1391]
  • Pourzamani.Zahra [ Vol.2, Issue 7 - Summer Year 1390]
  • Pourzamani.Zahra [ Vol.4, Issue 16 - Autumn Year 1392]
  • Pourzarandi.MoahammadEbrahim Predicting stock returns at the company level: An application of linking asset pricing models and economic factors [ Vol.15, Issue 58 - Spring Year 1403]
  • Pouyanfar.Ahmad Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]

R

  • Radfar.Reza Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Radfar.Reza Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran [ Vol.13, Issue 52 - Autumn Year 1401]
  • Radfar.Reza Modeling of Gold coin futures with stochastic differential equations [ Vol.11, Issue 45 - Winter Year 1399]
  • Radmannejad.Hamid reza Designing a Credit Risk Management Model in the Network of after-sales service companies Using Financial Components of After-Sales Services and Metaheuristic Algorithms (Case study: Saipa's after-sales service company(Saipa Yadak)) [ Vol.12, Issue 48 - Autumn Year 1400]
  • Raeisi Vanani.Iman The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
  • rafizadeh.mehrdad Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]
  • rafizadeh.mehrdad Investigating the Effect of Managerial Ownership Thresholds on Capital Structure and Dividend Policy in Companies on The Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • Rahdarpoor.Ehteram The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method. [ Vol.10, Issue 41 - Winter Year 1398]
  • rahimi.abdorrahim The role of customer pressure on the company's stock price response to the announcement of participation in green supply chain programs [ Vol.13, Issue 51 - Summer Year 1401]
  • Rahimi.Mohammadreza Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahiminik.Azam Investigation of the financial marketing model of Melli Bank of Iran with emphasis on customer segmentation [ Vol.14, Issue 57 - Winter Year 1402]
  • Rahmani.Jafar Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahmani.Kamaleddin Stock price prediction using artificial neural networks on lowest price range data [ Vol.14, Issue 56 - Autumn Year 1402]
  • Rahmani.Morteza Analysis of Power exchange option value of dollar base on gold by using of time series [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahmani.Morteza Survey on fractional Black-scholes with hurst exponent on European option with transaction cost [ Vol.8, Issue 32 - Autumn Year 1396]
  • Rahmany.Sajjad Identification of effective indicators on predicting trends of total index of Tehran Stock Exchange using feature selection and classification algorithms [ Vol.14, Issue 56 - Autumn Year 1402]
  • Rahnama Roodposhti.Fereydoon Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
  • Rahnamay Roodposhti.Fereydoon Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Rahnamay Roodposhti.Fereydoon Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • Rahnamay Roodposhti.Fereydoon Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]
  • Rahnamay Roodposhti.Fereydoon The optimization of Investment Beliefs in Tehran Stock Exchange Break Points Based on Heterogeneous Agent Models Framework and Agent Based Modelling with Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
  • Rahnamay Roodposhti.Fereydoon Functioning of the Management Pattern, Asset- Debt, on the Understanding of the Relationship between Risk and Returns, Liquidity [ Vol.10, Issue 40 - Autumn Year 1398]
  • Rahnamay Roodposhti.Fereydoon [ Vol.1, Issue 4 - Autumn Year 1389]
  • Rahnamay Roodposhti.Fereydoon The effect of number of shareholders on the behavior and value of companies based on the two models, Yang, and Ustaruk and Austenberg [ Vol.10, Issue 38 - Spring Year 1398]
  • Rahnamay Roodposhti.Fereydoon Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies [ Vol.14, Issue 55 - Summer Year 1402]
  • Rahnamay Roodposhti.Fereydoon Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran [ Vol.13, Issue 52 - Autumn Year 1401]
  • Rahnamay Roodposhti.Fereydoon Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
  • Rahnamay Roodposhti.Fereydoon Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
  • Rahnamay Roodposhti.Fereydoon [ Vol.2, Issue 8 - Autumn Year 1390]
  • Rahnamay Roodposhti.Fereydoon [ Vol.3, Issue 12 - Autumn Year 1391]
  • Rahnamay Roodposhti.Fereydoon [ Vol.3, Issue 10 - Spring Year 1391]
  • Rahnamay Roodposhti.Fereydoon [ Vol.2, Issue 6 - Spring Year 1390]
  • Rahnamay Roodposhti.Fereydoon [ Vol.5, Issue 19 - Summer Year 1393]
  • Rahnamay Roodposhti.Fereydoon [ Vol.5, Issue 18 - Spring Year 1393]
  • Rahnamay Roodposhti.Fereydoon [ Vol.3, Issue 13 - Winter Year 1391]
  • Rahnamay Roodposhti.Fereydoon [ Vol.4, Issue 17 - Winter Year 1392]
  • Rahnamay Roodposhti.Fereydoon Market failure using the basket recommended by the Coalition [ Vol.8, Issue 33 - Winter Year 1396]
  • Rahnamay Roodposhti.Fereydoon Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • Rahnamay Roodposhti.Fereydoon The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company [ Vol.8, Issue 31 - Summer Year 1396]
  • Rahnamay Roodposhti.Fereydoon Design portfolio using a scenario planning approach using Assumption-based planning [ Vol.7, Issue 28 - Autumn Year 1395]
  • Rahnamay Roodposhti.Fereydoon Evaluation of return in investment company with three Markov switching model ,symmetric and asymmetric [ Vol.7, Issue 29 - Winter Year 1395]
  • Rahnamay Roodposhti.Fereydoon [ Vol.6, Issue 24 - Autumn Year 1394]
  • Rahnamay Roodposhti.Fereydoon [ Vol.6, Issue 22 - Spring Year 1394]
  • Rahnamay Roodposhti.Fereydoon An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market [ Vol.5, Issue 21 - Winter Year 1393]
  • Rahnamay Roodposhti.Fereydoon Volatility clustering in financial markets based on the agent based model [ Vol.9, Issue 36 - Autumn Year 1397]
  • Rahnamay Roodposhti.Fereydoon A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • Rajabdorri.Hossein The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization [ Vol.9, Issue 37 - Winter Year 1397]
  • rajabi.vali Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model [ Vol.11, Issue 45 - Winter Year 1399]
  • Rajizadeh.Sepideh The effect of financial friction on the speed of stock price convergence [ Vol.12, Issue 47 - Summer Year 1400]
  • Rajizadeh.Simin The mediating effect of banking system fragility on the relationship between controlling shareholder sensitivity and interest rate divergence [ Vol.12, Issue 49 - Winter Year 1400]
  • Rajizadeh.Simin Evaluation of VIX Fluctuation Index in Iranian Capital Market and the Impact of Its Future Pricing through GARV Model [ Vol.13, Issue 52 - Autumn Year 1401]
  • Ramezani.Hamid reza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Ramezani.Hamid reza Presentation of Kobanking Model in the Integration of Banks and Institutions with a Marketing Approach (Case Study of Gwain Bank) [ Vol.10, Issue 41 - Winter Year 1398]
  • Ramezani.Hamidreza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
  • ramezani.javad Explain the moderating role of the investment horizon on excess returns from Implementation of the Momentum& Contrarian strategy changing in stock price volatilities [ Vol.11, Issue 44 - Autumn Year 1399]
  • Rangraz basaligheh.Azizollah Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
  • Ranjbar.Mohamad Hosein Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
  • Ranjbar.Mohamad Hosein Impacts of Intellectual Capital on the Assets and Share Liquidity : Evidence from Tehran Stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • Ranjbar.Mohamad Hosein Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks [ Vol.8, Issue 33 - Winter Year 1396]
  • ranjbari vahid.mohammad hosein Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]
  • Rasfijani.Saeed Impact of Corporate Governance on Financial Performance according to the Mediating Role of Firm Sustainability (case study: Private Banks of Iran) [ Vol.12, Issue 47 - Summer Year 1400]
  • Rashidi Komijan.Alireza Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
  • Rashidi Komijan.Alireza Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]
  • Rashidi Ranjbar.Meysam Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange [ Vol.10, Issue 38 - Spring Year 1398]
  • Rastegar.Mohammad Ali Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • rastgoo.nemat Designing and Explaining the Systematic Risk Estimation Model using metaheuristic Method in Tehran Stock Exchange: Adaptive Approach to the Model of Econometrics and Artificial Intelligence [ Vol.9, Issue 35 - Summer Year 1397]
  • Rasti.Fatemeh Development of Financial Networks Based on Cointegration Concept (A Study on Tehran Stock Exchange) [ Vol.12, Issue 46 - Spring Year 1400]
  • rastinfar.ali Modeling and predicting stock market volatility using neural network and conditional variance patterns [ Vol.11, Issue 43 - Summer Year 1399]
  • razavi ghomi.seyed behrooz Solving Imbalanced Data Distribution Problem in Bankruptcy Prediction by Cost-Sensitive Learning Method [ Vol.14, Issue 55 - Summer Year 1402]
  • razavi.seyed mahdi Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
  • razi kazemi.soqra Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
  • Razipour-GhalehJough.somayeh Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
  • REZAEE.MOHAMMAD SALEH Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Rezaei Aghmashhadi.Masoud The Use of Delphi-Fuzzy and Fuzzy-DEMATEL Approach to Identify and Evaluate Effective Factors on Credit Risk of Real Bank Melli Customers in Iran [ Vol.13, Issue 51 - Summer Year 1401]
  • Rezaei.Farzin Liqidity risk management in open market operations with GlueVaR criteria [ Vol.11, Issue 45 - Winter Year 1399]
  • Rezaei.Farzin Decision Usefulness evaluation of risk factor disclouser [ Vol.11, Issue 42 - Spring Year 1399]
  • Rezaei.Mahmoud Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
  • Rezaei.Maryam Numerical solution of the time-fractional Black-Scholes equation for European double barrier option with time-dependent parameters under the CEV model [ Vol.10, Issue 39 - Summer Year 1398]
  • rezaei.nader Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
  • rezaei.nader Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
  • Rezaei.Soghra A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange [ Vol.11, Issue 43 - Summer Year 1399]
  • Rezaeian.Roozbe The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method [ Vol.7, Issue 28 - Autumn Year 1395]
  • Rezaeilava.Saeid Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • Rezai.pouria Presenting a new approach based on association rule to investigating the relationship of the Oil market with global markets [ Vol.10, Issue 38 - Spring Year 1398]
  • Rezazadeh.Ruhollah Forecasting Stock Price Trend by Artificial Neural Networks (Case Study: Isfahan Oil Refinery Company) [ Vol.8, Issue 31 - Summer Year 1396]
  • Rezvani.Rasoul The Distributional Changes of Financial Assets’ Return in Pre and Post COVID 19 Based on Power Law, Stretched Exponential Function and q-Gaussian Function [ Vol.15, Issue 58 - Spring Year 1403]
  • Roghanian.Emad The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem [ Vol.7, Issue 28 - Autumn Year 1395]
  • Rooholelm.Vahid Risk and Return Properties of Portfolios Based on Directional Forecasts [ Vol.7, Issue 29 - Winter Year 1395]
  • roshan.reza Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM [ Vol.11, Issue 44 - Autumn Year 1399]
  • Roshandel.Mohammad Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
  • rostami.maryam Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
  • Rostami.Mohammad Reza Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
  • Rostami.Mohammad Reza A Markov regime-switching model for crude-oil market fluctuations [ Vol.9, Issue 35 - Summer Year 1397]
  • Rostami.Mohammad Reza Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • Rostamkhani.Hossein Optimal stock selection using bat and random forest algorithm [ Vol.12, Issue 48 - Autumn Year 1400]
  • Rostamy.Mohsen Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach [ Vol.10, Issue 40 - Autumn Year 1398]
  • Rostamy.Mohsen Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
  • Rostamy.Mohsen Providing an Optimal Financing Model of Entrepreneurship Through Acquisition (ETA) Perspective of Entrepreneurs and Investors Using Data Envelopment Analysis (DEA) [ Vol.13, Issue 51 - Summer Year 1401]
  • rouhani rad.shayan Ranking of Firms listed in Tehran Stock Exchange Using Multi Criteria Decision Making Methods (Case Study: Cement Industry Companies) [ Vol.13, Issue 53 - Winter Year 1401]

S

  • saadi,.rasoul Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange [ Vol.14, Issue 56 - Autumn Year 1402]
  • SABA.MINA Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange [ Vol.9, Issue 37 - Winter Year 1397]
  • saberfard.mahsa A chance constrained recourse approach for the portfolio selection problem in Iran capital market [ Vol.12, Issue 46 - Spring Year 1400]
  • Sabet.Seyed Abdolhamid Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
  • Sabet.Seyed Abdolhamid A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
  • sabeti.mehdi Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
  • sabzali.hamid Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds [ Vol.12, Issue 48 - Autumn Year 1400]
  • Sadat Shekarab.Seyyed Hamid Reza Modelling of appropriate pattern in order to forecast systemic liquidity risk of corporate stocks in capital market of Iran, by using multivariate GARCH models and Markov switching approach [ Vol.14, Issue 55 - Summer Year 1402]
  • sadati.akram sadat Exploring Herding Behavior based on Weighted Cross-Sectional Variance (WCSV) in Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • sadeghi.alireza Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
  • sadeh.ehsan Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • sadeh.ehsan Designing a mathematical model of resilience supply chain and integrating financial and operational approaches [ Vol.11, Issue 43 - Summer Year 1399]
  • sadeh.ehsan Fuzzy – neural model with hybrid genetic algorithms for stock price forecasting in auto industry in Tehran security exchange [ Vol.8, Issue 33 - Winter Year 1396]
  • sadeh.ehsan A Portfolio Optimization Model for a Private Equity Investment Company under Data Insufficiency Condition with an Artificial Bee Colony Meta-heuristic Approach [ Vol.9, Issue 35 - Summer Year 1397]
  • Saeedi nezhad.Seyed Ramin Estimation of a model for predicting the trend of digital currencies (Bitcoin, Ethereum) in the corona and post-corona periods with the help of time series [ Vol.13, Issue 50 - Spring Year 1401]
  • saeedi.ali Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
  • Saeidi Kousha.Mahdi Optimizing stock portfolios by comparing different technical patterns [ Vol.12, Issue 49 - Winter Year 1400]
  • Saeidi Kousha.Mahdi Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
  • Saeidi.Hadi Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect [ Vol.10, Issue 38 - Spring Year 1398]
  • Saeidi.Hadi The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
  • Saeidi.Hadi Provide a model for predicting noisy stock price time series using singular spectrum analysis, support vector regression with particle swarm optimization and compare it with the performance of wavelet transform, neural network, moving average self-regression process and polynomial regression [ Vol.12, Issue 49 - Winter Year 1400]
  • saeidi.parviz Presentation of Kobanking Model in the Integration of Banks and Institutions with a Marketing Approach (Case Study of Gwain Bank) [ Vol.10, Issue 41 - Winter Year 1398]
  • saeidi.parviz Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]
  • saeidi.parviz The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
  • saeidi.parviz Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • saeydy.ali Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
  • safa.mojgan Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
  • safa.mojgan Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
  • safa.Mojgan Designing a financial stress index and testing it in conditions of uncertainty (Case study: Financial market and stock exchange in Iran) [ Vol.14, Issue 54 - Spring Year 1402]
  • safaei.maryam A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model [ Vol.9, Issue 35 - Summer Year 1397]
  • safarzadeh.hosein A Survey of Long-Term Memory in the Digital Currency Index [ Vol.10, Issue 40 - Autumn Year 1398]
  • Safavi Mobarhana.N.S. Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market [ Vol.9, Issue 34 - Spring Year 1397]
  • Safdarian.Leila Investigating the role of using the concept of classification in establishing the relationship between convergence and the trend of stock movements in listed companies in Tehran Stock Exchange [ Vol.8, Issue 31 - Summer Year 1396]
  • Safi Samghabadi.Azamdokht Stock price forecasting using a hybrid model based on recurring neural network and ANFIS and fuzzy expert system [ Vol.12, Issue 46 - Spring Year 1400]
  • saghafi.ali Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory [ Vol.8, Issue 32 - Autumn Year 1396]
  • Sahabi.Bahram Designing a Model for Forecasting the Stock Exchange Total Index Returns (Emphasizing on Combined Deep Learning Network Models and GARCH Family Models) [ Vol.11, Issue 42 - Spring Year 1399]
  • SALAMI.SOOLMAZ Modeling of Noise Trading Effect on Extreme Return Based on Quantile Regression Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • saleh abadi.ali Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework [ Vol.9, Issue 36 - Autumn Year 1397]
  • Salehi fard.Abbas Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market‌ [ Vol.14, Issue 56 - Autumn Year 1402]
  • Salehi Rad.Mohammad Reza Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
  • Salehi Rezveh.Masoud A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
  • Salehi Rezveh.Masoud Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
  • salehi.mehdi Presenting a Model of Insurance_Linked Securitisation using Fuzzy Delphi method and Dematel Technique in Iranian Environmental Conditions [ Vol.14, Issue 55 - Summer Year 1402]
  • Salehi.Nasrin Expanding the Ground Drivers of Financial Physics for the Neurofinance Effectiveness in the Logic of Financial Decision Makers: A Research on DOPS Skill Evaluation [ Vol.15, Issue 59 - Summer Year 1403]
  • salehi.noman Summary The purpose of this study is to investigate the role of fintechs in customer retention mediated by customer satisfaction and is descriptive in nature and method and correlation in terms of relationships between variables. The statistical population included two sections of customers and employees of Bank Melli Iran branches in Tehran and the sample size was estimated 384 for customers and 248 for Bank Melli employees using stratified and [ Vol.14, Issue 54 - Spring Year 1402]
  • Salehifar.Mohammad Risk and Return Behavior of Bitcoin in comparison with Gold, Currency, and Stock Markets by application of GJR-GARCH and TGARCH Models [ Vol.10, Issue 40 - Autumn Year 1398]
  • Salmani.Kamran Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
  • samadi.fatemeh The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
  • samadi.fatemeh Multivariate Portfolio Optimization under Illiquid Market Prospects [ Vol.14, Issue 55 - Summer Year 1402]
  • samadi.fatemeh The Effect of Corporate Strategies on the Market Response to Earnings Announcements of Listed Companies of Tehran Stock and Exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • Samari.Davood Entrepreneurship Strategic Analysis of Fintech in Banking scope [ Vol.10, Issue 41 - Winter Year 1398]
  • Samiee Tabrizi.Pedram An Investigation on liquidity Risk in Tehran Security Exchange Market with non-trading days: Insights from liquidity-adjusted CAPM [ Vol.10, Issue 38 - Spring Year 1398]
  • sanei.masoud Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • Sanei.Reza Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
  • saneifar.matin The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
  • sarchami.mohammad Applying machine learning models in creation of share optimum portfolio and their comparison [ Vol.11, Issue 45 - Winter Year 1399]
  • saremi.mahmood Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix [ Vol.15, Issue 59 - Summer Year 1403]
  • Sargolzaei.Mostafa Option Pricing by Binomial Model under Knightian Uncertainty and Transaction Cost in Tehran Stock Exchange [ Vol.15, Issue 59 - Summer Year 1403]
  • Sarlak.Ahmad Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
  • saroei.somayeh Comparison of the Predictive Accuracy of Artificial Neural Network Systems Based on Multilayer Perceptron Approach and Falmer Binary-Logistics Model in Order to Predict Bankruptcy [ Vol.13, Issue 52 - Autumn Year 1401]
  • Sarraf.Fatemeh Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]
  • Sarraf.Fatemeh The Impact of Business Cycle and Operational Efficiency of Cash Conversion on Role-Playing Indicators in Tehran Stock Exchange [ Vol.14, Issue 54 - Spring Year 1402]
  • Sarraf.Fatemeh Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
  • Sarraf.Fatemeh Identify financial factors affecting green performance ; steel industry [ Vol.14, Issue 54 - Spring Year 1402]
  • Sarvipour.Nastaran Multivariate Portfolio Optimization under Illiquid Market Prospects [ Vol.14, Issue 55 - Summer Year 1402]
  • Sayadi.Firouz Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • sayar.mohsen Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • Sayar.Mohsen Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework [ Vol.9, Issue 36 - Autumn Year 1397]
  • sayari.bagher Dynamic contagion effect of volatility cycle between gold futures market and physical gold market [ Vol.15, Issue 58 - Spring Year 1403]
  • Sayyadinejad.Reyhaneh Modeling and evaluating an investment without any delay in renewable resources based on real option approach (Case study: Optimal feed-in tariff for solar renewable resource in Iran) [ Vol.12, Issue 46 - Spring Year 1400]
  • sedaghati.samad Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market [ Vol.12, Issue 49 - Winter Year 1400]
  • Sefidpoush khameneh.Alireza presenting a predictive model of default risk of corporate clients of mellat bank , qualitative approach ( strauss and corbin ) [ Vol.15, Issue 60 - Autumn Year 1403]
  • Seifipour.Roua An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
  • seifollahi.naser Negative relationship between credit risk and currency risk with returns of stock prices of banks in Iran(Aproach ARIMA-GARCH-M) [ Vol.8, Issue 30 - Spring Year 1396]
  • Sephidpoushkhameneh.Alireza presenting a predictive model of default risk of corporate clients of mellat bank , qualitative approach ( strauss and corbin ) [ Vol.15, Issue 60 - Autumn Year 1403]
  • seyed nezhad fahim.Seyed reza Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • Shabani varnami.Mohammad Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
  • Shabanzadeh.Mehdi Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method [ Vol.7, Issue 29 - Winter Year 1395]
  • shabgoo monsef.seyed mahmood Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
  • shadnoush.nosratollah Considering budget limits in the time-cost-quality trade-off problem And determination of the most economical combination of crashing the time of activities In Critical Path methods networks (CPM) [ Vol.10, Issue 41 - Winter Year 1398]
  • shadnoush.nosratollah Designing of a model for measurement of technological capabilities in cost valuation of research and development processes for knowledge-based companies applying for admission to the Stock Market [ Vol.10, Issue 40 - Autumn Year 1398]
  • Shadnoush.Nosratollah Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]
  • shaerattar.mahdi Gold Exchange Traded Fund : Price Discovery and Performance Analysis [ Vol.11, Issue 44 - Autumn Year 1399]
  • Shafiee.Amir Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation [ Vol.10, Issue 40 - Autumn Year 1398]
  • Shafiee.Morteza Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
  • Shafiee.Morteza Ranking of banks based on CAMELS indicators to predict financial distress by logistic regression and Data Envelopment Analysis [ Vol.14, Issue 55 - Summer Year 1402]
  • shafiee.شفیعی Distance to default in banks with the approach of transformed- data maximum likelihood estimate method [ Vol.13, Issue 50 - Spring Year 1401]
  • Shah Ali.Marjan Investigating the Effectiveness of Future Earnings Prospects Stickiness of Conservatism and Managerial Max Ability Using Multivariate Linear Regression Model [ Vol.10, Issue 39 - Summer Year 1398]
  • SHAHABI SHOJAEI.ghazal Identification of Effective and Influential Factors on Debt Financing for Financial Institutions and Banks in the form of crowdfunding Using Fuzzy DEMATEL Method [ Vol.13, Issue 53 - Winter Year 1401]
  • shahbazi.davood Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate [ Vol.15, Issue 59 - Summer Year 1403]
  • Shahiki Tash.M.N. Analysis of Comovement between Tehran Stock Market and Global Macroeconomic Indicators Using a Time-Frequency Analysis [ Vol.12, Issue 48 - Autumn Year 1400]
  • shahiki tash.mohammad nabi Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM [ Vol.11, Issue 44 - Autumn Year 1399]
  • Shahrabadi.Abolfazl Designing a digital marketing model in the field of capital market : A qualitative study Case study: Brokerage companies [ Vol.14, Issue 54 - Spring Year 1402]
  • Shahriyari.Saeed Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model [ Vol.14, Issue 56 - Autumn Year 1402]
  • Shahvarani.Ahmad Balance-Sheet Management in a Development Bank Based on Math Word Problems [ Vol.9, Issue 34 - Spring Year 1397]
  • shahverdiani.shadi Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market‌ [ Vol.14, Issue 56 - Autumn Year 1402]
  • shahverdiani.shadi Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies [ Vol.14, Issue 55 - Summer Year 1402]
  • shalbaf shirvani.mahdi The role of customer pressure on the company's stock price response to the announcement of participation in green supply chain programs [ Vol.13, Issue 51 - Summer Year 1401]
  • shamaeezadeh.Amirhosseyn Investigating the Dynamic relations between the Trend of Tehran Stock Exchange’s index and the Cumulative Funds' Cash Flow". [ Vol.12, Issue 48 - Autumn Year 1400]
  • Shams.Shahabeddin Application of Real Option approach for optimizing Venture Capital [ Vol.10, Issue 41 - Winter Year 1398]
  • shamsaliniya.sepideh Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
  • Sharafi.Hamid Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
  • sharafi.mohammad Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]
  • Sharif far.Amir The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
  • sharif moghadam.shafagh Forecasting the exchange rate of euro to dollar with the artificial neural network technique [ Vol.9, Issue 37 - Winter Year 1397]
  • shayan nia.seyed ahmad Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
  • Sheibani.Reza Multi Fractal Detrended Cross Correlation Analysis based on Indicator in Financial Time Series: Case Study of Forex Market [ Vol.13, Issue 52 - Autumn Year 1401]
  • Shirazi.Babak Energy Portfolio Returns Explanation Using Fama & French Five-Factor Model [ Vol.12, Issue 46 - Spring Year 1400]
  • Shiri Ghehi.Amir Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk [ Vol.9, Issue 35 - Summer Year 1397]
  • Shiri Ghehi.Amir Development of Fuzzy Random Optimization Model Mean-Developing a fuzzy random portfolio optimization model Considering Investor's Risk Attitude [ Vol.10, Issue 40 - Autumn Year 1398]
  • Shirinbayan.Neda Design portfolio using a scenario planning approach using Assumption-based planning [ Vol.7, Issue 28 - Autumn Year 1395]
  • Shirmardi Ahmadabad.Hussein Identifying, classifying and prioritizing the risks of GAM bonds (productive credit certificates) with a fuzzy multi-criteria modeling approach [ Vol.15, Issue 58 - Spring Year 1403]
  • Shirooyehpour.Shahriar Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making [ Vol.14, Issue 54 - Spring Year 1402]
  • shoja.naghi Evaluating the performance of bank branches using fuzzy network data envelopment analysis model with optional input-undesirable output [ Vol.14, Issue 56 - Autumn Year 1402]
  • Shojaei.Ahmad The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform [ Vol.12, Issue 47 - Summer Year 1400]
  • Shykh zadeh.mohamad javad Identification of effective indicators on predicting trends of total index of Tehran Stock Exchange using feature selection and classification algorithms [ Vol.14, Issue 56 - Autumn Year 1402]
  • sina.karam Survey on the Effect of Remittances on Financial Development in Iran [ Vol.9, Issue 35 - Summer Year 1397]
  • Slamian.Milad Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
  • SOHRABI.maryam Comparison of different machine learning models in stock market index forecasting [ Vol.14, Issue 56 - Autumn Year 1402]
  • Sohrabi.Tahmoores Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]
  • soleimani.moloud Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
  • soltani njad.mahdi The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
  • Soroushyar.Afsaneh Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange [ Vol.9, Issue 35 - Summer Year 1397]
  • Souri.Ali Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]

T

  • T. Hosseini.Masoumeh Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients. [ Vol.12, Issue 49 - Winter Year 1400]
  • tabibi.Mohamad ali Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
  • tadi.masood Prediction of Default Risk Using Structural Models at Tehran Stock Exchange [ Vol.7, Issue 28 - Autumn Year 1395]
  • Taebi Noghondari.Amirhossein The effect of financial friction on the speed of stock price convergence [ Vol.12, Issue 47 - Summer Year 1400]
  • Taebi Noghondari.Amirhossein The mediating effect of banking system fragility on the relationship between controlling shareholder sensitivity and interest rate divergence [ Vol.12, Issue 49 - Winter Year 1400]
  • Tafi.Fateme Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
  • Taftiyan.Akram Investigating the relationship between risk sentiment of annual reports and investor risk perception [ Vol.14, Issue 56 - Autumn Year 1402]
  • Taghavi.Reza Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
  • Taghavi.seyed Mehran Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach [ Vol.12, Issue 48 - Autumn Year 1400]
  • Taghi Nataj Malekshah.Gholamhasan Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
  • taghipour tamijani.maryam Credit risk management in banks using a hybrid approach [ Vol.10, Issue 38 - Spring Year 1398]
  • Taghipouryan.yosef Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
  • Taghizadegan.Gholam Reza Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange [ Vol.14, Issue 56 - Autumn Year 1402]
  • Taheri Nia.Masoud Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
  • Taheri Nia.Masoud Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
  • Taiebysani.ehsan Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
  • Taiebysani.ehsan Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts [ Vol.9, Issue 34 - Spring Year 1397]
  • Tajmir Riyahi.Hamed Analysis of incentives for issuers of securities in the Iranian capital market; Designing new securities approach [ Vol.8, Issue 30 - Spring Year 1396]
  • talebi.mohammad Juridical feasibility of weather derivatives using multi-stage ijtihad research method [ Vol.9, Issue 37 - Winter Year 1397]
  • Talebnia.Kamyar Investigate the interrelationship between management ability and economic value added using the method of simultaneous equations [ Vol.12, Issue 47 - Summer Year 1400]
  • talebniya.ghodratalah Designing non-linear pattern contagious influence of the Tehran Price Index from the physical assets market (Application of NARX artificial neural network model) [ Vol.12, Issue 46 - Spring Year 1400]
  • tariverdi.yadollah The effect of investors' sentiments and risk premium factors on stocks valuation [ Vol.10, Issue 39 - Summer Year 1398]
  • Tarokh.Jafar Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]
  • Tataei.Peyman Market failure using the basket recommended by the Coalition [ Vol.8, Issue 33 - Winter Year 1396]
  • Tavakoli.Ali The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis [ Vol.12, Issue 49 - Winter Year 1400]
  • tavakoli.najmeh Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
  • Tavosi.Jamal Misevaluation and Behavioral Biases in the Tehran stock exchange [ Vol.9, Issue 36 - Autumn Year 1397]
  • tehrani poor.ali asghar Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]
  • tehrani.reza High frequency pair trading with using Fuzzy SPC [ Vol.9, Issue 37 - Winter Year 1397]
  • tehrani.reza Multiperiod portfolio selection with higher-order moment [ Vol.9, Issue 37 - Winter Year 1397]
  • tehrani.reza Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet [ Vol.9, Issue 35 - Summer Year 1397]
  • tehrani.reza Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]
  • tehrani.reza Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
  • tehrani.reza Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach [ Vol.10, Issue 40 - Autumn Year 1398]
  • tehrani.reza Application of Real Option approach for optimizing Venture Capital [ Vol.10, Issue 41 - Winter Year 1398]
  • tehrani.reza A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price [ Vol.10, Issue 39 - Summer Year 1398]
  • tehrani.reza Foster-Hart Optimal Portfolio [ Vol.10, Issue 39 - Summer Year 1398]
  • Toloie Ashlaghi.Abbas Designing of a model for measurement of technological capabilities in cost valuation of research and development processes for knowledge-based companies applying for admission to the Stock Market [ Vol.10, Issue 40 - Autumn Year 1398]
  • Toloie Eshlaghy.Abbas Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • Toloie Eshlaghy.Abbas Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]
  • toomari.yousef choosing the composition of the bank's foreign exchange portfolio to reduce risk of the Managing net open position (NOP) [ Vol.15, Issue 58 - Spring Year 1403]
  • Torabi.Hassan A trading algorithm to establish a suitable investment system with a reasonable return (Case study: Tehran Stock Exchange) [ Vol.15, Issue 60 - Autumn Year 1403]
  • Torabi.Taghi Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA) [ Vol.11, Issue 45 - Winter Year 1399]
  • torkaman ahmadi.masoomeh The role of privatization in Iranian economy on the deepening of the stock market (with an emphasis on the liquidity ratio) [ Vol.9, Issue 35 - Summer Year 1397]
  • Torkaman.Atiye Bankruptcy prediction using hybrid data mining models based on misclassification penalty [ Vol.15, Issue 58 - Spring Year 1403]
  • tour.Mansour Asymmetric effects of volatility in Iran and UAE stock marke [ Vol.11, Issue 43 - Summer Year 1399]

V

  • Vaez-Ghasemi.Mohsen A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange [ Vol.11, Issue 43 - Summer Year 1399]
  • vafaie jahan.majid Iran Stock Market Prediction Based on Bayesian Networks and Hidden Markov Models [ Vol.8, Issue 33 - Winter Year 1396]
  • vafaie jahan.majid Spin Glasses, the way to Distributed Processing Case Study on Stock Market Portfolio Selection [ Vol.8, Issue 32 - Autumn Year 1396]
  • vahabi.sahand Applying the electro method to determine the effects of calendar irregularities in chemical companies listed on the Tehran Stock Exchange [ Vol.13, Issue 51 - Summer Year 1401]
  • Vahabzadeh.Shadan Designing a digital marketing model in the field of capital market : A qualitative study Case study: Brokerage companies [ Vol.14, Issue 54 - Spring Year 1402]
  • Vahedi.Shahram Examine the relationship between financial markets and Housing market [ Vol.10, Issue 41 - Winter Year 1398]
  • Vahedi-Anvar.Hadise Evaluating the Performance of Financial Institutions using a Data Envelopment Analysis model in a FDH networks (Case Study: Saman Bank) [ Vol.13, Issue 53 - Winter Year 1401]
  • vakilifard.hamidreza Identify financial factors affecting green performance ; steel industry [ Vol.14, Issue 54 - Spring Year 1402]
  • vakilifard.hamidreza Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors [ Vol.11, Issue 44 - Autumn Year 1399]
  • vakilifard.hamidreza THE TORQUE COMPARISON OF THE EXTREME DISTRIBUTION MODELS AND THE DIFFERENCE IN THE RATIO OF FAILURE PATTERNS OF DIFFERENT TIME MODELS OF TEHRAN STOCK EXCHANGE [ Vol.11, Issue 43 - Summer Year 1399]
  • vakilifard.hamidreza Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
  • vakilifard.hamidreza Predicting the Overall Index of Tehran Stock Exchange Using Singular spectrum analysis and Genetic Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
  • validi.javad Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm [ Vol.12, Issue 47 - Summer Year 1400]
  • Valipoor.Hashem Ranking of banks based on CAMELS indicators to predict financial distress by logistic regression and Data Envelopment Analysis [ Vol.14, Issue 55 - Summer Year 1402]
  • Vkili Fard,.Hamid Reza Comparison of the Predictive Accuracy of Artificial Neural Network Systems Based on Multilayer Perceptron Approach and Falmer Binary-Logistics Model in Order to Predict Bankruptcy [ Vol.13, Issue 52 - Autumn Year 1401]

Y

  • Yaghbnezhad.Ahmad The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
  • yaghoobnazhad.ahmad Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
  • yaghoobnazhad.ahmad The effect of investors' sentiments and risk premium factors on stocks valuation [ Vol.10, Issue 39 - Summer Year 1398]
  • yaghoobnazhad.ahmad Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate [ Vol.15, Issue 59 - Summer Year 1403]
  • Yakideh.Keikhosro Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix [ Vol.8, Issue 32 - Autumn Year 1396]
  • Yassini.Seyyed Behshad An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market [ Vol.5, Issue 21 - Winter Year 1393]
  • yazdanian.ahmadreza Numerical solution of the time-fractional Black-Scholes equation for European double barrier option with time-dependent parameters under the CEV model [ Vol.10, Issue 39 - Summer Year 1398]
  • Yazdanian.Narges Prediction of stock efficiency based on kernel distribution and mixture of normal distributions [ Vol.12, Issue 47 - Summer Year 1400]
  • Yazdanian.Narges Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
  • Yousofi Tezerjan.Mostafa Comparison of multiple linear regression and machine learning algorithms inPredicting cash holdings [ Vol.14, Issue 57 - Winter Year 1402]
  • Yousofi Tezerjan.Mostafa Stock price forecasting using a hybrid model based on recurring neural network and ANFIS and fuzzy expert system [ Vol.12, Issue 46 - Spring Year 1400]

Z

  • Zamanpour.Alireza Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Zandi.Anahita The effect of number of shareholders on the behavior and value of companies based on the two models, Yang, and Ustaruk and Austenberg [ Vol.10, Issue 38 - Spring Year 1398]
  • Zandi.Anahita Income inequality,poverty and the liquidity of stock markets [ Vol.10, Issue 40 - Autumn Year 1398]
  • Zandieh.Mostafa Mining quantitative association rules with stock trading data using multi-objective Meta heuristic algorithms based on genetic algorithm [ Vol.8, Issue 31 - Summer Year 1396]
  • zanjirdar.Majid Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
  • zanjirdar.Majid Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
  • Zarezadeh Mahrizi.Maryam Analyzing the Asymmetric Effects of Exchange Rate Movements on an Investment Risk of the Banking Industry Activing in Tehran Stock Exchange Market [ Vol.12, Issue 46 - Spring Year 1400]
  • zarintaj.bahareh Pairs trading based on wavelet decomposition [ Vol.14, Issue 57 - Winter Year 1402]
  • Zarrini.Mahmoud Evaluation the effect of stochastic fluctuations on operational risk of hedging European options: Application of Markov Switching and Black Scholes Standard [ Vol.10, Issue 38 - Spring Year 1398]
  • Zeinali.Gholam reza Prediction of stock efficiency based on kernel distribution and mixture of normal distributions [ Vol.12, Issue 47 - Summer Year 1400]
  • zeraati.reza Analysing the Impacts of Fiscal Policy on Assets Price in Iran; An Augmented Time Varying Parameter- Vector Autoregression Approach [ Vol.13, Issue 50 - Spring Year 1401]
  • zia.zohreh The use of F.MCDM Combined to Improve the Performance of Stock Selection In the Stock Exchange (Case Study: Cement Industry) [ Vol.10, Issue 38 - Spring Year 1398]
  • ziaei shirkolaei.alireza Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
  • Ziyaei Najafabadi.Mohammad Reza Analysis and comparison of statistical fluctuation analysis patterns with numerical method of drop motion algorithm for Tehran Stock Exchange stock price index [ Vol.14, Issue 54 - Spring Year 1402]
  • zoghi.soheil Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm [ Vol.13, Issue 53 - Winter Year 1401]
  • Zolfaghari.Mehdi The Effect of Exchange Rate Fluctuations on the Stock Return Risk of Mining, Automotive and Cement Index based on the Regime Transmission of Markov [ Vol.7, Issue 29 - Winter Year 1395]
  • Zomorodian.Gholam Reza The influence of the Iranian stock market on the volatility of the stock market of trading partners in the MENA region [ Vol.14, Issue 55 - Summer Year 1402]
  • Zomorodian.Gholam Reza Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
  • Zomorodian.Gholam Reza Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange [ Vol.14, Issue 56 - Autumn Year 1402]
  • zomorodian.gholamreza Using the Wavelet neural networks to determine and evaluate the effects of systematic risk on financial returns of stock [ Vol.10, Issue 39 - Summer Year 1398]
  • zomorodian.gholamreza Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market [ Vol.15, Issue 58 - Spring Year 1403]
  • Zomorodian.Gholamreza Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate [ Vol.15, Issue 59 - Summer Year 1403]
  • Zomorodian.Gholamreza Designing the optimal asset-liability model using the multi-objective decision-making method with the approach of liquidity, credit, balance sheet, and capital adequacy risks. [ Vol.15, Issue 59 - Summer Year 1403]
  • Zomorodian.Gholamreza Feasibility of Currency hedging for exporter and importer companies by Using the Iran Mercantile Exchange Coin futures contract [ Vol.8, Issue 31 - Summer Year 1396]
  • Zomorodian.Gholamreza Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method [ Vol.7, Issue 29 - Winter Year 1395]
  • Zomorodian.Gholamreza [ Vol.6, Issue 24 - Autumn Year 1394]
  • Zomorodian.Gholamreza Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
  • Zomorodian.Gholamreza Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
  • Zomorodian.Gholamreza Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds [ Vol.12, Issue 48 - Autumn Year 1400]
  • Zomorodian.Gholamreza Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
  • Zomorodian.Gholamreza Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
  • Zomorodian.Gholamreza Smart operating system based on technical parameters optimized with firefly algorithm [ Vol.14, Issue 54 - Spring Year 1402]
  • Zomorodian.Gholamreza A Model for Examining Exchange Rate Shocks Affecting on Profitability in Export-Oriented Production Groups [ Vol.14, Issue 55 - Summer Year 1402]