a.a
The Impact of Earning Quality on Excess Returns with Regard to Momentum
[
Vol.8,
Issue
32
- AutumnYear
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
- SpringYear
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
- WinterYear
1396]
abbasi.ebrahim
Entrepreneurship Strategic Analysis of Fintech in Banking scope
[
Vol.10,
Issue
41
- WinterYear
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
- WinterYear
1399]
abbasi.ebrahim
Modeling of exchange rate fluctuations with systems dynamics approach
[
Vol.11,
Issue
43
- SummerYear
1399]
Abbasi.Ebrahim
Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm
[
Vol.13,
Issue
50
- SpringYear
1401]
Abbasifard.Mohammad
Nonlinear Exchange Rate Analysis in the Iranian Economy
[
Vol.13,
Issue
53
- WinterYear
1401]
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
- AutumnYear
1397]
abdi.rasoul
Modeling the spread of risks in the financial network
[
Vol.12,
Issue
49
- WinterYear
1400]
abdi.rasoul
Company sustainability model based on financial efficiency model by P-VAR model
[
Vol.12,
Issue
48
- AutumnYear
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
- AutumnYear
1403]
abdolbaghy ataabady.abdolmajid
Portfolio optimization based on parametric and nonparametric period value at risk
[
Vol.13,
Issue
53
- WinterYear
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
- SummerYear
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
- AutumnYear
1400]
Abdollahi.Farhad
Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
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
- WinterYear
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
- SpringYear
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
- SpringYear
1400]
abdolmaleki.amirhosein
Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model
[
Vol.11,
Issue
44
- AutumnYear
1399]
Abolhasani Hastiani.asghar
The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
abolhasani ranjbar.ahmad
Balance-Sheet Management in a Development Bank Based on Math Word Problems
[
Vol.9,
Issue
34
- SpringYear
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
- WinterYear
1399]
Abounoori.Abbasali
Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming
[
Vol.9,
Issue
35
- SummerYear
1397]
abouoori.Esmaiel
Asymmetric effects of volatility in Iran and UAE stock marke
[
Vol.11,
Issue
43
- SummerYear
1399]
Abtahi.Yahya
threshold cointegration of the stock market returns and currency and gold markets in Iran
[
Vol.10,
Issue
38
- SpringYear
1398]
Abtahi.Yahya
analysis of regime dependent effects of financial leverage on firms Financial Vulnerability
[
Vol.14,
Issue
57
- WinterYear
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
- AutumnYear
1403]
abvali.mehdi
Price Option Trading with the help of Nikki Vorovarov method
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
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
- WinterYear
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
- SummerYear
1402]
Agabaigi.Mehdi
Copula approach for modeling the structure of oil price dependence and Iranian stock market indices
[
Vol.12,
Issue
48
- AutumnYear
1400]
Aghababei.Mohammad Ebrahim
Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility
[
Vol.11,
Issue
43
- SummerYear
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
- AutumnYear
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
- SpringYear
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
- AutumnYear
1403]
Aghamohamadi.Ali
Introducing new risk measure Glue VaR and its estimation using composite quantile regression model
[
Vol.8,
Issue
31
- SummerYear
1396]
Aghasi,.Saeed
Pairs trading based on wavelet decomposition
[
Vol.14,
Issue
57
- WinterYear
1402]
aghasi.saeid
Provide a two-stage mathematical model for evaluating and selecting a project portfolio
[
Vol.13,
Issue
53
- WinterYear
1401]
Aghdam Mazraeh.Yaghoub
Modeling the spread of risks in the financial network
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
1399]
Ahmadi.alireza
Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading
[
Vol.12,
Issue
47
- SummerYear
1400]
ahmadi.faeygh
Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method
[
Vol.12,
Issue
46
- SpringYear
1400]
Ahmadi.Mohammad Mahdi
Impact of applying block chain on controlling, monitoring and enforcement costs in Iran
[
Vol.14,
Issue
56
- AutumnYear
1402]
Ahmadi.Mohammad Mahdi
Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy
[
Vol.14,
Issue
54
- SpringYear
1402]
Ahmadi.S. Ali Reza
The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA)
[
Vol.9,
Issue
37
- WinterYear
1397]
ahmadian.vahid
Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy
[
Vol.10,
Issue
40
- AutumnYear
1398]
Akbari Masule.Alireza
Investigating the Impact of Diversification Strategy in Assets and Loans on Bank Return
[
Vol.8,
Issue
30
- SpringYear
1396]
Akbarzadeh Tutunchi.mohammadreza
Spin Glasses, the way to Distributed Processing Case Study on Stock Market Portfolio Selection
[
Vol.8,
Issue
32
- AutumnYear
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
- WinterYear
1402]
Alamatian.Zohreh
Iran Stock Market Prediction Based on Bayesian Networks and Hidden Markov Models
[
Vol.8,
Issue
33
- WinterYear
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
- AutumnYear
1401]
Alavi matin.yagoub
Stock price prediction using artificial neural networks on lowest price range data
[
Vol.14,
Issue
56
- AutumnYear
1402]
alavi rad.abbas
Detecting the variables affecting on Bitcoin price: Bayesian Model Averaging and Weighted Averaging Least Square approach
[
Vol.12,
Issue
46
- SpringYear
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
- SpringYear
1399]
Aliabadi.Akbar
Impact of Lunar Cycle on Return of the Tehran Stock Exchange
[
Vol.13,
Issue
50
- SpringYear
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
- SummerYear
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
- SummerYear
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
- SpringYear
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
- AutumnYear
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
- SpringYear
1400]
Alizadeh.Shima
A Survey of Long-Term Memory in the Digital Currency Index
[
Vol.10,
Issue
40
- AutumnYear
1398]
ameri shahrabi.mohsen
Impact of the Investor's Mood State on Expected Return on Investment
[
Vol.11,
Issue
42
- SpringYear
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
- SummerYear
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
- AutumnYear
1402]
Amini Khiabani.Gholamreza
An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm
[
Vol.8,
Issue
30
- SpringYear
1396]
amini sabgh.zenolabdin
Designing a mathematical model of resilience supply chain and integrating financial and operational approaches
[
Vol.11,
Issue
43
- SummerYear
1399]
amini sabgh.zenolabdin
Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach
[
Vol.11,
Issue
44
- AutumnYear
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
- AutumnYear
1397]
Amiri.Maghsod
Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients.
[
Vol.12,
Issue
49
- WinterYear
1400]
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
- SummerYear
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
- SummerYear
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
- SpringYear
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
- WinterYear
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
- WinterYear
1399]
Anvary Rostamy.Ali Asghar
Impacts of Intellectual Capital on the Assets and Share Liquidity : Evidence from Tehran Stock Exchange
[
Vol.10,
Issue
38
- SpringYear
1398]
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
- SummerYear
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
- SpringYear
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
- SpringYear
1403]
Araei.Vahid
The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy
[
Vol.14,
Issue
54
- SpringYear
1402]
arefmanesh.zohreh
Corporates Manner and Comparing its Prediction Accuracy with Decision Tree and Bayes Models
[
Vol.9,
Issue
37
- WinterYear
1397]
ariamand.zeinab
The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms
[
Vol.11,
Issue
42
- SpringYear
1399]
Asadi.Gholamhosein
Reference Points, Stock’s Major Historical Highs and Lows and Volume: Evidence from Tehran Stock Exchange
[
Vol.10,
Issue
38
- SpringYear
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
- SummerYear
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
- WinterYear
1398]
Asaiesh.Hamid
Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
[
Vol.12,
Issue
49
- WinterYear
1400]
asefi.sepehr
Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
[
Vol.9,
Issue
37
- WinterYear
1397]
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
- SpringYear
1399]
Asgharzadeh.Mahdi
The Relationship of Firm Fundamentals and Historical Prices with Stock Price Movements
[
Vol.10,
Issue
39
- SummerYear
1398]
asharion.mehdi
Predicting Capital Market Returns Using the Learning Model of Levenberg-Marquardt, Gradient descent and ARIMA Algorithm
[
Vol.11,
Issue
44
- AutumnYear
1399]
ashrafi.majid
Entrepreneurship Strategic Analysis of Fintech in Banking scope
[
Vol.10,
Issue
41
- WinterYear
1398]
Ashrafijoo.Bahman
Stock price prediction using artificial neural networks on lowest price range data
[
Vol.14,
Issue
56
- AutumnYear
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
- SummerYear
1397]
Asiaei Taheri.Fatemeh
Smart operating system based on technical parameters optimized with firefly algorithm
[
Vol.14,
Issue
54
- SpringYear
1402]
Askari Hassan Abadi.Soheila
The Development of Algorithmic trading in turbulent markets
[
Vol.13,
Issue
50
- SpringYear
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
- SpringYear
1402]
Askarzadeh.Gholamreza
analysis of regime dependent effects of financial leverage on firms Financial Vulnerability
[
Vol.14,
Issue
57
- WinterYear
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
- AutumnYear
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
- SpringYear
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
- SummerYear
1399]
Atefi.Ehsan
Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange
[
Vol.10,
Issue
38
- SpringYear
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
- SpringYear
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
- AutumnYear
1398]
Azadi.Amir
An enhanced model for the index tracking problem with transaction costs
[
Vol.11,
Issue
42
- SpringYear
1399]
Azadi.Keyhan
Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange
[
Vol.11,
Issue
45
- WinterYear
1399]
azadian.Yousef
Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique
[
Vol.12,
Issue
47
- SummerYear
1400]
azadineghad.ali
threshold cointegration of the stock market returns and currency and gold markets in Iran
[
Vol.10,
Issue
38
- SpringYear
1398]
azinfar.kaveh
Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model
[
Vol.11,
Issue
43
- SummerYear
1399]
Azizi.Farhad
Evaluating corporate Risk Management using entropy weight and grey relation analysis
[
Vol.12,
Issue
46
- SpringYear
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
- WinterYear
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
- WinterYear
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
- SummerYear
1398]
baghani.ali
Application of artificial intelligence in identifying functional factors affecting financial health
[
Vol.12,
Issue
48
- AutumnYear
1400]
Baghani.Ali
Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model
[
Vol.11,
Issue
44
- AutumnYear
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
- AutumnYear
1401]
bagheri mazraeh.nasrin
Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm
[
Vol.13,
Issue
50
- SpringYear
1401]
Bagheri.MohammadReza
Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
[
Vol.9,
Issue
37
- WinterYear
1397]
baghfalaki.afshin
Investor's reaction towards the mental and objective stability of profit components in financially distressed companies
[
Vol.10,
Issue
41
- WinterYear
1398]
Baghfalaki.Afshin
The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value
[
Vol.10,
Issue
39
- SummerYear
1398]
bahmani.maryam
Predicting stock returns at the company level: An application of linking asset pricing models and economic factors
[
Vol.15,
Issue
58
- SpringYear
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
- AutumnYear
1398]
bahrisales.jamal
Selection and Portfolio Optimization by Genetic Algorithms using the Mean Semi-Variance Markowitz Model
[
Vol.8,
Issue
31
- SummerYear
1396]
bahrisales.jamal
A model for predicting stock price reaction delays based on grounded theory
[
Vol.12,
Issue
49
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- SummerYear
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
- SpringYear
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
- SpringYear
1399]
baktash.forozan
Pairs trading based on wavelet decomposition
[
Vol.14,
Issue
57
- WinterYear
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
- SummerYear
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
- SpringYear
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
- WinterYear
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
- SummerYear
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
- SummerYear
1401]
Baqeri.Rahele
Modeling of Gold coin futures with stochastic differential equations
[
Vol.11,
Issue
45
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- AutumnYear
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
- WinterYear
1399]
Barzegar.Mohammadreza
Mathematical model design for predicting bankruptcy of companies accepted in the Tehran Stock Exchange
[
Vol.8,
Issue
31
- SummerYear
1396]
Bayat.Rohullah
Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making
[
Vol.14,
Issue
54
- SpringYear
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
- AutumnYear
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
- SummerYear
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
- SummerYear
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
- SummerYear
1400]
Bekhradi Nasab.Vahid
Dependence of Knowledge-Based Business Performance on Various Financing Techniques
[
Vol.14,
Issue
54
- SpringYear
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
- WinterYear
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
- SpringYear
1397]
Bekhradi Nasab.Vahid
The Impact of Earning Quality on Excess Returns with Regard to Momentum
[
Vol.8,
Issue
32
- AutumnYear
1396]
beytary.JALIL
Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks
[
Vol.8,
Issue
33
- WinterYear
1396]
biglari kami.mehdi
Multiperiod portfolio selection with higher-order moment
[
Vol.9,
Issue
37
- WinterYear
1397]
biglari kami.mehdi
Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach
[
Vol.10,
Issue
39
- SummerYear
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
- SummerYear
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
- SpringYear
1398]
bolandnazar.zahra
Designing a blockchain model in the insurance industry with a treatment compensation approach
[
Vol.14,
Issue
54
- SpringYear
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
- AutumnYear
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
- AutumnYear
1397]
Changi Ashtiani.Madihe
Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts
[
Vol.9,
Issue
34
- SpringYear
1397]
Chavoshani.Mojtaba
The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value
[
Vol.10,
Issue
39
- SummerYear
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
- AutumnYear
1399]
Chirani.Ebrahim
Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models)
[
Vol.12,
Issue
46
- SpringYear
1400]
Chirani.Ebrahim
Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
1399]
Chirani.Ebrahim
Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets
[
Vol.13,
Issue
50
- SpringYear
1401]
Chirani.Ebrahim
Comparison of different machine learning models in stock market index forecasting
[
Vol.14,
Issue
56
- AutumnYear
1402]
Chirani.Ebrahim
Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op
[
Vol.13,
Issue
53
- WinterYear
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
- WinterYear
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
- SummerYear
1399]
Dadashi.Iman
Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques
[
Vol.11,
Issue
45
- WinterYear
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
- SpringYear
1400]
Dadashi.Iman
Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique
[
Vol.12,
Issue
47
- SummerYear
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
- SummerYear
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
- WinterYear
1400]
dadras.mahdi
Investigation of the financial marketing model of Melli Bank of Iran with emphasis on customer segmentation
[
Vol.14,
Issue
57
- WinterYear
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
- AutumnYear
1396]
Daghighi Asli.Ali Reza
An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR
[
Vol.12,
Issue
49
- WinterYear
1400]
dalirian.akbar
Intangibles disclosure: A user-based approach to enhanced external financial reporting
[
Vol.11,
Issue
42
- SpringYear
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
- SummerYear
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
- WinterYear
1398]
damankeshideh. marjan
An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
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
- AutumnYear
1401]
Daneshvar.Amir
Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm
[
Vol.13,
Issue
50
- SpringYear
1401]
Daneshvar.Amir
Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
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
- SummerYear
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
- SummerYear
1398]
Darabi.Roya
Localization of systematic risk assessment patterns Based on financial and non-financial variables
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
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
- SummerYear
1403]
dashti.mahdieh
Estimating Extreme downside risk premium using Extreme Value Theory Approach
[
Vol.8,
Issue
33
- WinterYear
1396]
Dastoori.Mojtaba
Algorithm Trading Application and Persistence in the Cryptocurrency Market
[
Vol.12,
Issue
47
- SummerYear
1400]
Dastoori.Mojtaba
High frequency pair trading with using Fuzzy SPC
[
Vol.9,
Issue
37
- WinterYear
1397]
Davallou.Maryam
Estimating Extreme downside risk premium using Extreme Value Theory Approach
[
Vol.8,
Issue
33
- WinterYear
1396]
Davodi Nasr.Majid
Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach
[
Vol.12,
Issue
47
- SummerYear
1400]
davoodi.arefeh
Designing a blockchain model in the insurance industry with a treatment compensation approach
[
Vol.14,
Issue
54
- SpringYear
1402]
Davoodi.Sayyed Mohammad Reza
Provide a two-stage mathematical model for evaluating and selecting a project portfolio
[
Vol.13,
Issue
53
- WinterYear
1401]
Davoodi.Sayyed Mohammad Reza
Portfolio optimization based on parametric and nonparametric period value at risk
[
Vol.13,
Issue
53
- WinterYear
1401]
Davoodi.Sayyed Mohammad Reza
Predicting the Direction of Stock Market Prices Using Random Forest
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
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
- SummerYear
1400]
Dehghani Amadabad.mohammadreza
Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits
[
Vol.10,
Issue
39
- SummerYear
1398]
dehghani firoozabadi.zahra
Denoising of financial time series using wavelet analysis
[
Vol.8,
Issue
33
- WinterYear
1396]
delafrooz.narges
Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry
[
Vol.12,
Issue
47
- SummerYear
1400]
Delafrooz.Narges
Credit risk management in banks using a hybrid approach
[
Vol.10,
Issue
38
- SpringYear
1398]
derakhshan.s.Alireza
Presenting the Central Bank's Cryptocurrency Release Model using Distributed Ledger Technology
[
Vol.15,
Issue
58
- SpringYear
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
- AutumnYear
1396]
didehkhani.Hossein
Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm
[
Vol.13,
Issue
50
- SpringYear
1401]
didehkhani.Hossein
Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach
[
Vol.12,
Issue
46
- SpringYear
1400]
didehkhani.Hossein
Modeling of exchange rate fluctuations with systems dynamics approach
[
Vol.11,
Issue
43
- SummerYear
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
- WinterYear
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
- AutumnYear
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
- AutumnYear
1396]
didehkhani.Hossein
Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
1397]
didehkhani.Hossein
Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
[
Vol.9,
Issue
37
- WinterYear
1397]
Dizaji.Monireh
Assessing the relationship between financial distress and stock returns using the Monte Carlo Markov chain
[
Vol.13,
Issue
51
- SummerYear
1401]
Doaee.Sharareh
Identify financial factors affecting green performance ; steel industry
[
Vol.14,
Issue
54
- SpringYear
1402]
Doaei.Meysam
A chance constrained recourse approach for the portfolio selection problem in Iran capital market
[
Vol.12,
Issue
46
- SpringYear
1400]
E
Ebadi.Nasrin
Optimal Pairs Trading strategy under Statistical Variability of the Spread Process
[
Vol.8,
Issue
33
- WinterYear
1396]
ebadzadeh.kamal
The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company
[
Vol.8,
Issue
31
- SummerYear
1396]
Ebrahimbai Salami.Gholamhaidar
Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market
[
Vol.14,
Issue
56
- AutumnYear
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
- SummerYear
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
- SpringYear
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
- SummerYear
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
- AutumnYear
1400]
ebrahimi.mehrnoosh
Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach
[
Vol.9,
Issue
37
- WinterYear
1397]
ebrahimi.seyyed abbas
The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms
[
Vol.11,
Issue
42
- SpringYear
1399]
ebrahimimoghadam.mehdi
Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market
[
Vol.14,
Issue
56
- AutumnYear
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
- WinterYear
1396]
Emami.Seyed Amirhosein
Reference Points, Stock’s Major Historical Highs and Lows and Volume: Evidence from Tehran Stock Exchange
[
Vol.10,
Issue
38
- SpringYear
1398]
Emamverdi.Ghodrat
The Investigation of Contagion Unanticipated Shocks in Iranian Financial Markets by DFGM Approach
[
Vol.11,
Issue
43
- SummerYear
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
- SpringYear
1400]
ershadi.Mehdi
Investigating the impact of corporate controversies on the performance
[
Vol.15,
Issue
59
- SummerYear
1403]
Eskandari.Hamid
Risk hedging by use of Hybrid future contracts index (Case: Iran financial market)
[
Vol.7,
Issue
28
- AutumnYear
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
- SpringYear
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
- SummerYear
1403]
Eslami Nosratabadi,.H.
Evaluation of Bank Branch Performance using Data mining and Expert System Approach
[
Vol.12,
Issue
46
- SpringYear
1400]
eslami.seyed mahmod
The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy
[
Vol.14,
Issue
54
- SpringYear
1402]
Esmaeeli.Tahereh
Copula approach for modeling the structure of oil price dependence and Iranian stock market indices
[
Vol.12,
Issue
48
- AutumnYear
1400]
esmaeili.bahman
Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
[
Vol.12,
Issue
46
- SpringYear
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
- SpringYear
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
- SummerYear
1398]
Eydizadeh.Maryam
Markov switching regime model in order to assess asset pricing and uncertainty in the stock market
[
Vol.15,
Issue
59
- SummerYear
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
- WinterYear
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
- AutumnYear
1401]
fadaei wahed.hanieh
Juridical feasibility of weather derivatives using multi-stage ijtihad research method
[
Vol.9,
Issue
37
- WinterYear
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
- SpringYear
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
- SummerYear
1400]
Faghani Makrani.Khosro
Forecast earnings management based on adjusted Jones model using Artificial Neural Networks and Genetic Algorithms
[
Vol.7,
Issue
28
- AutumnYear
1395]
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
- AutumnYear
1397]
Fakhimi Azar.Siroos
Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
1399]
FalahShams.mirfeiz
Usage of ZPP Model in Credit Risk Prediction
[
Vol.11,
Issue
44
- AutumnYear
1399]
Fallah pour.Saeed
Multiperiod portfolio selection with higher-order moment
[
Vol.9,
Issue
37
- WinterYear
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
- SpringYear
1396]
Fallah pour.Saeed
Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
[
Vol.12,
Issue
46
- SpringYear
1400]
Fallah pour.Saeed
Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
[
Vol.10,
Issue
40
- AutumnYear
1398]
Fallah pour.Saeed
Investigating the impact of financial distress risk on stock prices crashes
[
Vol.14,
Issue
56
- AutumnYear
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
- WinterYear
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
- SummerYear
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
- SummerYear
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
- SummerYear
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
- SpringYear
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
- SpringYear
1403]
fallah.mirfeiz
An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market
[
Vol.5,
Issue
21
- WinterYear
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
- SpringYear
1396]
fallah.mirfeiz
Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory
[
Vol.8,
Issue
32
- AutumnYear
1396]
fallah.mirfeiz
Impact of Asymmetric information for Rising Magnet Effect on Price Limit at Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
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
- SpringYear
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
- SpringYear
1401]
fallah.mirfeiz
The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach)
[
Vol.12,
Issue
48
- AutumnYear
1400]
fallah.mirfeiz
Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market
[
Vol.12,
Issue
49
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- AutumnYear
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
- AutumnYear
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
- SpringYear
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
- AutumnYear
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
- AutumnYear
1402]
fallah.mirfeiz
Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market
[
Vol.14,
Issue
56
- AutumnYear
1402]
fallah.mirfeiz
Examine the relationship between financial markets and Housing market
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
1400]
fallah.mirfeiz
Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
[
Vol.11,
Issue
44
- AutumnYear
1399]
Fallah.Mohammad
Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique
[
Vol.12,
Issue
48
- AutumnYear
1400]
fallah.sima
Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
[
Vol.9,
Issue
37
- WinterYear
1397]
fallahi ganzagh.elham
Optimization portfolio selection model with financial and ethical considerations
[
Vol.12,
Issue
46
- SpringYear
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
- SummerYear
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
- AutumnYear
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
- WinterYear
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
- SpringYear
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
- SpringYear
1399]
Fallahshams.Mirfeiz
A Model for Crowdsourcing Science-based Companies in banks
[
Vol.10,
Issue
40
- AutumnYear
1398]
Fallahshams.Mirfeiz
Dynamic contagion effect of volatility cycle between gold futures market and physical gold market
[
Vol.15,
Issue
58
- SpringYear
1403]
Fallahyan.Saeedeh
Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model
[
Vol.10,
Issue
39
- SummerYear
1398]
faramarzi.kyvan
A model for predicting stock price reaction delays based on grounded theory
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
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
- SpringYear
1399]
Farhadi.kobra
Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants
[
Vol.12,
Issue
46
- SpringYear
1400]
Farid Heidarifar.فرید
Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process
[
Vol.13,
Issue
51
- SummerYear
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
- AutumnYear
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
- AutumnYear
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
- AutumnYear
1397]
Farzanehrafat.maryam
Impact of applying block chain on controlling, monitoring and enforcement costs in Iran
[
Vol.14,
Issue
56
- AutumnYear
1402]
Farzanehrafat.maryam
Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy
[
Vol.14,
Issue
54
- SpringYear
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
- WinterYear
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
- SummerYear
1400]
Fathi.Kiamars
Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach
[
Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
1396]
Fathi.Saeed
Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules
[
Vol.7,
Issue
28
- AutumnYear
1395]
fathi.sahar
Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
[
Vol.11,
Issue
42
- SpringYear
1399]
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
- AutumnYear
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
- SpringYear
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
- SummerYear
1399]
fazlzadeh.alireza
Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy
[
Vol.10,
Issue
40
- AutumnYear
1398]
Fegh-hi Farahmand.Nasser
Validation of value creation pattern with customers in the banking industry-Case study: Bank Mellat
[
Vol.14,
Issue
57
- WinterYear
1402]
Fegh-hi Farahmand.Nasser
Stock price prediction using artificial neural networks on lowest price range data
[
Vol.14,
Issue
56
- AutumnYear
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
- SummerYear
1402]
Feizollahi.Sadegh
Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty
[
Vol.12,
Issue
46
- SpringYear
1400]
fereidooni.zeynab
Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
[
Vol.9,
Issue
37
- WinterYear
1397]
firouzdehghan.mohammad
Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
[
Vol.10,
Issue
38
- SpringYear
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
- SummerYear
1399]
foroghi.dariush
The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory
[
Vol.13,
Issue
51
- SummerYear
1401]
foroghneghad.heidar
Using Brownian motion in stock prices prediction in comparison with ARIMA
[
Vol.12,
Issue
49
- WinterYear
1400]
Forootan chehr.shahab
Provide a two-stage mathematical model for evaluating and selecting a project portfolio
[
Vol.13,
Issue
53
- WinterYear
1401]
Foroush Bastani.Ali
Evaluation of Residential Project With Option to Delay
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1400]
Ghadami.Mohsen
The effect of chaos theory on creating fundamental changes in the principles of economics
[
Vol.10,
Issue
41
- WinterYear
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
- AutumnYear
1397]
ghafari ashtiani.peyman
Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange
[
Vol.11,
Issue
45
- WinterYear
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
- SpringYear
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
- WinterYear
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
- AutumnYear
1402]
ghaffari.farhad
The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach
[
Vol.12,
Issue
49
- WinterYear
1400]
ghaffari.farhad
Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
[
Vol.11,
Issue
42
- SpringYear
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
- WinterYear
1398]
Ghafourian shagerdi.Amir
Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach
[
Vol.12,
Issue
47
- SummerYear
1400]
ghalibafasl.Hasan
Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market
[
Vol.14,
Issue
56
- AutumnYear
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
- AutumnYear
1399]
Ghanbari.Mehrdad
The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value
[
Vol.10,
Issue
39
- SummerYear
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
- AutumnYear
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
- AutumnYear
1397]
ghasemi.maziar
Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies
[
Vol.14,
Issue
55
- SummerYear
1402]
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
- SpringYear
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
- WinterYear
1395]
Ghodrati Ghazaani.Hasan
Markov switching regime model in order to assess asset pricing and uncertainty in the stock market
[
Vol.15,
Issue
59
- SummerYear
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
- SpringYear
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
- WinterYear
1398]
Ghodrati.قدرتی
Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods
[
Vol.13,
Issue
53
- WinterYear
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
- SummerYear
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
- SpringYear
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
- WinterYear
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
- WinterYear
1400]
Gholami Jamkarani.Reza
Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange
[
Vol.12,
Issue
48
- AutumnYear
1400]
gholami.amir
Impact of applying technology of digital currency on searching and bargaining costs towards resistance economy
[
Vol.14,
Issue
54
- SpringYear
1402]
gholami.amir
Impact of applying block chain on controlling, monitoring and enforcement costs in Iran
[
Vol.14,
Issue
56
- AutumnYear
1402]
gholamian.elham
Predicting the Direction of Stock Market Prices Using Random Forest
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
1401]
Gholami-Jamkarani.Reza
Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
[
Vol.15,
Issue
59
- SummerYear
1403]
Gholami-Jamkarani.Reza
Dynamic contagion effect of volatility cycle between gold futures market and physical gold market
[
Vol.15,
Issue
58
- SpringYear
1403]
gholamnia roshan.hamid reza
Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques
[
Vol.11,
Issue
45
- WinterYear
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
- SpringYear
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
- WinterYear
1398]
gholizadeh.mohammadhasan
The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility
[
Vol.11,
Issue
45
- WinterYear
1399]
gholizadeh.mohammadhasan
Investigating the short and long term relationship between upside and downside risks with inflation and economic growth
[
Vol.13,
Issue
52
- AutumnYear
1401]
Ghorbani.Hanieh
A Model for Examining Exchange Rate Shocks Affecting on Profitability in Export-Oriented Production Groups
[
Vol.14,
Issue
55
- SummerYear
1402]
ghorbani.zahra
An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
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
- AutumnYear
1401]
golniya.mohsen
Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
[
Vol.12,
Issue
49
- WinterYear
1400]
goodarzi dehrizi.sara
Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
[
Vol.11,
Issue
45
- WinterYear
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
- WinterYear
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
- AutumnYear
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
- SpringYear
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
- WinterYear
1399]
Haddadi.Mohammad Reza
Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
[
Vol.11,
Issue
45
- WinterYear
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
- WinterYear
1397]
Haghi seyfedin.Naser
Modeling the spread of risks in the financial network
[
Vol.12,
Issue
49
- WinterYear
1400]
Haghighat monfared.Jalal
Deep learning for stock market forecasting using numerical and textual information (Long-Short Term Memory approach)
[
Vol.14,
Issue
55
- SummerYear
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
- SpringYear
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
- SpringYear
1399]
Haji Gholam Saryazdi.Ali
Designing a crowdfunding model in the aviation industry
[
Vol.13,
Issue
51
- SummerYear
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
- SummerYear
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
- AutumnYear
1400]
Hajiha.Zohreh
Prospector and Defender Business strategy, Information Asymmetry, and Stock Price Crash
[
Vol.8,
Issue
31
- SummerYear
1396]
Hajiha.Zohreh
Investigating the impact of corporate controversies on the performance
[
Vol.15,
Issue
59
- SummerYear
1403]
hajinaghi.mina
Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework
[
Vol.10,
Issue
41
- WinterYear
1398]
Hajizadeh.Ehsan
A Simulation Based Optimization Model for Pricing Basket Options
[
Vol.10,
Issue
38
- SpringYear
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
- SpringYear
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
- WinterYear
1401]
hamdi.karim
An Assessment of Foreign Portfolio Investment in Hierarchical Model based on Topsis Algorithm
[
Vol.8,
Issue
30
- SpringYear
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
- SummerYear
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
- SummerYear
1398]
Hamidian.Mohsen
Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model
[
Vol.11,
Issue
44
- AutumnYear
1399]
Hamidian.Mohsen
One-way and two-way risk filtering using generalized dynamic factor model in Tehran Stock Exchange
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
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
- SummerYear
1402]
hanifi.farhad
Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process
[
Vol.13,
Issue
51
- SummerYear
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
- SpringYear
1400]
hanifi.Farhad
Usage of ZPP Model in Credit Risk Prediction
[
Vol.11,
Issue
44
- AutumnYear
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
- AutumnYear
1400]
Haratian.Hadi
Financial mind map A New Approach to Personal Financial Advice
[
Vol.10,
Issue
40
- AutumnYear
1398]
HASANZADEH.ATENA
The effect of financial literacy and risk perception on investment delection in tehran stock exchange
[
Vol.10,
Issue
41
- WinterYear
1398]
Hashemi.SeyedAmirMehdi
The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
Hashemloo.Farzaneh
The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company
[
Vol.8,
Issue
31
- SummerYear
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
- SummerYear
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
- SummerYear
1400]
Hashemzadeh.Gholamreza
Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach
[
Vol.12,
Issue
47
- SummerYear
1400]
HASSANABADI.HASSAN
Price Option Trading with the help of Nikki Vorovarov method
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
1403]
heidari haratemeh.mostafa
The Impact of Investor's Cognitive Psychology on Decision Making and Financial Policy
[
Vol.14,
Issue
54
- SpringYear
1402]
heidari haratemeh.mostafa
Impact of the Investor's Mood State on Expected Return on Investment
[
Vol.11,
Issue
42
- SpringYear
1399]
heidari haratemeh.mostafa
Investigating the Effect of Real Options Resulting from investment opportunities on Stock Return
[
Vol.8,
Issue
30
- SpringYear
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
- SpringYear
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
- SpringYear
1399]
Heidari.MohammadSaeed
Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
[
Vol.12,
Issue
47
- SummerYear
1400]
Heidary.Mahdi
Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange
[
Vol.12,
Issue
46
- SpringYear
1400]
Heidarzadeh Hanzaei.Alireza
Convergence of Futures Contracts For Iranian Stock Exchange
[
Vol.12,
Issue
47
- SummerYear
1400]
Heidarzadeh Hanzaei.Alireza
The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform
[
Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
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
- WinterYear
1399]
Hematfar.Mahmmoud
Modeling and predicting stock market volatility using neural network and conditional variance patterns
[
Vol.11,
Issue
43
- SummerYear
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
- SpringYear
1399]
Heydari.Hosseinali
Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty
[
Vol.12,
Issue
46
- SpringYear
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
- SummerYear
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
- AutumnYear
1395]
Hoghooghi.Soheila
Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility
[
Vol.11,
Issue
43
- SummerYear
1399]
Homaeifar.Saghar
The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
[
Vol.7,
Issue
28
- AutumnYear
1395]
Homayounfar.Mahdi
Credit risk management in banks using a hybrid approach
[
Vol.10,
Issue
38
- SpringYear
1398]
Homayounfar.Mahdi
Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
1397]
hooshangi.zohreh
Estimation and Comparison of Short-Term Interest Rate Equilibrium Models Using Islamic Treasury Bills
[
Vol.8,
Issue
33
- WinterYear
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
- AutumnYear
1399]
Hoseinzadeh.Souzan
Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets
[
Vol.13,
Issue
50
- SpringYear
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
- AutumnYear
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
- WinterYear
1401]
Hosseini.Negin
Managerial ability, investment efficiency and risk of stock collapse
[
Vol.12,
Issue
46
- SpringYear
1400]
Hosseini.Seyed Mohammad Reza
Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
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
- WinterYear
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
- WinterYear
1401]
hosseinpour.abdolkarim
Nonlinear Exchange Rate Analysis in the Iranian Economy
[
Vol.13,
Issue
53
- WinterYear
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
- WinterYear
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
- SpringYear
1398]
hosseinzadeh lotfi.farhad
Balance-Sheet Management in a Development Bank Based on Math Word Problems
[
Vol.9,
Issue
34
- SpringYear
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
- SummerYear
1400]
Hosseinzadeh Lotfi.Farhad
Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique
[
Vol.12,
Issue
48
- AutumnYear
1400]
Hosseinzadeh Lotfi.Farhad
Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach
[
Vol.10,
Issue
40
- AutumnYear
1398]
Hosseinzadeh Lotfi.Farhad
Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis
[
Vol.11,
Issue
45
- WinterYear
1399]
houshmandi.saman
The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach
[
Vol.12,
Issue
49
- WinterYear
1400]
Husseinzadeh Kashan.Ali
Risk hedging by use of Hybrid future contracts index (Case: Iran financial market)
[
Vol.7,
Issue
28
- AutumnYear
1395]
I
Iman zadeh.Peyman
Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model
[
Vol.14,
Issue
56
- AutumnYear
1402]
Imantalab.Hoda
The Relationship of Free Float, Stock Returns, Liquidity and Corporate Value
[
Vol.9,
Issue
37
- WinterYear
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
- SpringYear
1400]
Iravani.Hamidreza
Risk modeling of financing structure according to probabilistic decision theory through ANP
[
Vol.12,
Issue
47
- SummerYear
1400]
izadi.hamidreza
Investigation and Comparison of the Financing Costs Through the Financial Intermediates on Household Behavior(DSGE Model)
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
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
- WinterYear
1400]
Jafari.Gholamreza
Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market
[
Vol.9,
Issue
34
- SpringYear
1397]
jafari.mahbobe
Application of artificial intelligence in identifying functional factors affecting financial health
[
Vol.12,
Issue
48
- AutumnYear
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
- AutumnYear
1403]
jafri.ali akbar
Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
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
- AutumnYear
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
- SpringYear
1402]
jahangirnia.hosein
Dynamic contagion effect of volatility cycle between gold futures market and physical gold market
[
Vol.15,
Issue
58
- SpringYear
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
- AutumnYear
1400]
jala.parinaz
Changing in the volatilities of Iran microstructure market by BARJAM
[
Vol.9,
Issue
36
- AutumnYear
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
- AutumnYear
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
- SummerYear
1397]
jamshidinavid.babak
The Role of Financial Derivatives, Instruments on Companies’ Risk-Adjusted Discount Rate and company value
[
Vol.10,
Issue
39
- SummerYear
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
- AutumnYear
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
- SpringYear
1398]
jamshidinavid.babak
Investor's reaction towards the mental and objective stability of profit components in financially distressed companies
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
1400]
Javadi.Rohalah
Comparison of the performance ratings of listed companies in the securities and neural models securities exchange
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
1399]
Jelodary Mamaqani.Mohammad
Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits
[
Vol.10,
Issue
39
- SummerYear
1398]
jouzbarkand.mohammad
Evaluation of market efficiency with using advanced econometric models in Tehran Stock Exchange
[
Vol.11,
Issue
43
- SummerYear
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
- WinterYear
1399]
Kabirian.Mohammad Hossein
A Model of Iran’s Capital Market Resilience Using Structural Equation Modeling
[
Vol.11,
Issue
43
- SummerYear
1399]
kamali.elahe
Usage of ZPP Model in Credit Risk Prediction
[
Vol.11,
Issue
44
- AutumnYear
1399]
Kamalian.Aminreza
Misevaluation and Behavioral Biases in the Tehran stock exchange
[
Vol.9,
Issue
36
- AutumnYear
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
- SummerYear
1401]
Kambiz Hojbar Kiani.Kambiz
The Role of Ports in Economic Growth Iranian Coastal Provinces
[
Vol.14,
Issue
54
- SpringYear
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
- SpringYear
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
- WinterYear
1402]
karami.sepideh
Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange
[
Vol.9,
Issue
35
- SummerYear
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
- SpringYear
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
- WinterYear
1399]
Karimi.Arezou
Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
[
Vol.12,
Issue
46
- SpringYear
1400]
Karimi.Kamran
The effect of financial leverage on the Company's operating liquidity (within the model GOEL)
[
Vol.8,
Issue
32
- AutumnYear
1396]
karimiasl.farhad
Using Brownian motion in stock prices prediction in comparison with ARIMA
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1398]
kashanitabar.shahrzad
Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
[
Vol.11,
Issue
44
- AutumnYear
1399]
kashefi neyshaboori.mohammad reza
Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
[
Vol.15,
Issue
59
- SummerYear
1403]
Kazemi Gavarti.Hossein
Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange
[
Vol.9,
Issue
35
- SummerYear
1397]
Kazemi-Rashnani.Marzieh
Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
[
Vol.12,
Issue
49
- WinterYear
1400]
Kazempour Dizaji.Fatemeh
Developing the Financial Literacy Education Model in Iran
using the Grounded Theory Approach
[
Vol.11,
Issue
43
- SummerYear
1399]
Kebryaie.Atena
Evaluation of Determining Parameters in Iran Stock Market
[
Vol.11,
Issue
43
- SummerYear
1399]
kenarkoohi.evaz
analysis of regime dependent effects of financial leverage on firms Financial Vulnerability
[
Vol.14,
Issue
57
- WinterYear
1402]
keramati.mohammadali
عنوان مقاله / English Provide a risk management and cost reduction model in Capital Bank
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
1402]
keramati.mohammadali
Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
[
Vol.15,
Issue
59
- SummerYear
1403]
Keshtegar.AbdolAli
Misevaluation and Behavioral Biases in the Tehran stock exchange
[
Vol.9,
Issue
36
- AutumnYear
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
- AutumnYear
1401]
Keyghobadi.Amir Reza
Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method
[
Vol.12,
Issue
47
- SummerYear
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
- SummerYear
1399]
khajeh mahmoodabadi.hamid
analysis of regime dependent effects of financial leverage on firms Financial Vulnerability
[
Vol.14,
Issue
57
- WinterYear
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
- AutumnYear
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
- SummerYear
1398]
khalili araghi.Maryam
The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company
[
Vol.8,
Issue
31
- SummerYear
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
- AutumnYear
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
- SummerYear
1399]
Khalili Araghi.Maryam
Price Option Trading with the help of Nikki Vorovarov method
[
Vol.11,
Issue
44
- AutumnYear
1399]
khalili damghani.kaveh
Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
[
Vol.9,
Issue
35
- SummerYear
1397]
khamseh.Elaheh
Evaluate the performance of bank branches using the control approach in analyzing the data cover weight
[
Vol.10,
Issue
40
- AutumnYear
1398]
khamseh.Elaheh
Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy
[
Vol.9,
Issue
36
- AutumnYear
1397]
khan mohammadi.Mohammad hamed
Developing the Financial Literacy Education Model in Iran
using the Grounded Theory Approach
[
Vol.11,
Issue
43
- SummerYear
1399]
khan mohammadi.Mohammad hamed
Distance to default in banks with the approach of transformed- data maximum likelihood estimate method
[
Vol.13,
Issue
50
- SpringYear
1401]
khan mohammadi.Mohammad hamed
Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach
[
Vol.9,
Issue
37
- WinterYear
1397]
Khandan Barkousaraee.Zahra
Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
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
- SpringYear
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
- SummerYear
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
- SummerYear
1403]
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
- WinterYear
1397]
khochiany.Ramin
Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
[
Vol.12,
Issue
49
- WinterYear
1400]
khochiany.Ramin
Comovement of Stock Market, Foreign Exchange and Gold in Iran: An Analysis of Econophysics
[
Vol.8,
Issue
31
- SummerYear
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
- AutumnYear
1402]
Khodadadi.Mohsen
Provide an optimal Robust portfolio model with omega approach
[
Vol.12,
Issue
48
- AutumnYear
1400]
khodaei valahzaghard.mohammad
The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
[
Vol.11,
Issue
44
- AutumnYear
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
- WinterYear
1400]
Khonsarian.Faranak
Price predicting with LSTM artificial neural network and portfolio selection model of financial assets and digital currencies
[
Vol.14,
Issue
57
- WinterYear
1402]
khoshbin.Rasoul
Liqidity risk management in open market operations with GlueVaR criteria
[
Vol.11,
Issue
45
- WinterYear
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
- SpringYear
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
- SummerYear
1403]
khozain.ali
Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach
[
Vol.12,
Issue
46
- SpringYear
1400]
Kiani.reza
Stock Deposit Certificates, a Modern Instrument for Financing, Maintaining Management Control and increasing liquidity in Capital Market
[
Vol.8,
Issue
31
- SummerYear
1396]
kochakzadeh tahamtan.mahmoud
Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies
[
Vol.14,
Issue
55
- SummerYear
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
- SummerYear
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
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- SpringYear
1402]
kordlouie.hamidreza
Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market
[
Vol.14,
Issue
56
- AutumnYear
1402]
kordlouie.hamidreza
Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies
[
Vol.14,
Issue
55
- SummerYear
1402]
kordlouie.hamidreza
Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability
[
Vol.13,
Issue
50
- SpringYear
1401]
kordlouie.hamidreza
Risk modeling of financing structure according to probabilistic decision theory through ANP
[
Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
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
- WinterYear
1400]
Koushki.Amir Ali
Validation of value creation pattern with customers in the banking industry-Case study: Bank Mellat
[
Vol.14,
Issue
57
- WinterYear
1402]
kurdbacheh.hamid
Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants
[
Vol.12,
Issue
46
- SpringYear
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
- AutumnYear
1397]
Lotfi.Forough
Hybrid PCA-ANFIS approach and Dove Swarm Optimization for predicting Financial Distress
[
Vol.9,
Issue
37
- WinterYear
1397]
lotfi.hasan
Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
[
Vol.11,
Issue
45
- WinterYear
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
- SummerYear
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
- AutumnYear
1401]
Madanchi Zaj.Mahdi
Dynamic GAS Based Modeling for Predicting and Assessing the Value at Risk of Bitcoin and Gold
[
Vol.13,
Issue
51
- SummerYear
1401]
Madanchi Zaj.Mahdi
Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods
[
Vol.13,
Issue
53
- WinterYear
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
- WinterYear
1401]
Madanchi Zaj.Mahdi
Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method
[
Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
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
- WinterYear
1399]
Madanchi Zaj.Mahdi
Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate
[
Vol.15,
Issue
59
- SummerYear
1403]
madanchi zaj.mehdi
Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm
[
Vol.13,
Issue
50
- SpringYear
1401]
maetoofi.alireza
The Relationship between Earnings quality and Financial Stress: Evidence from Iran
[
Vol.9,
Issue
36
- AutumnYear
1397]
maghsoud.hosein
Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA)
[
Vol.11,
Issue
45
- WinterYear
1399]
Mahmoudpour.Nasrollah
A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran
[
Vol.10,
Issue
41
- WinterYear
1398]
Mahootchi.Masoud
A Simulation Based Optimization Model for Pricing Basket Options
[
Vol.10,
Issue
38
- SpringYear
1398]
Maleki.Ali
Credit risk optimization model for crowdfunding process by using Neural Network(MLP)
[
Vol.11,
Issue
43
- SummerYear
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
- AutumnYear
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
- SpringYear
1399]
mani yekta.mohammad reza
Presenting the Central Bank's Cryptocurrency Release Model using Distributed Ledger Technology
[
Vol.15,
Issue
58
- SpringYear
1403]
mansoori.fardin
Imaged financial Ratios and Bankruptcy Prediction using Convolutional Neural Networks
[
Vol.12,
Issue
46
- SpringYear
1400]
Mansuri.Samira
A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price
[
Vol.10,
Issue
39
- SummerYear
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
- SummerYear
1403]
Maranjory.Mehdi
Designing a fuzzy multi-objective optimization model for
portfolio of bank exchange and participatory contracts
[
Vol.12,
Issue
47
- SummerYear
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
- SummerYear
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
- SummerYear
1400]
Mashhadiabdol.Maryam
Entrepreneurship Strategic Analysis of Fintech in Banking scope
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
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
- AutumnYear
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
- AutumnYear
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
- WinterYear
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
- SummerYear
1399]
mehri.omid
Forecasting the bank's financial resources using the linear model (ARIMA) and nonlinear artificial fuzzy networks
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
1402]
Mehrmanesh.Hasan
A Model for Crowdsourcing Science-based Companies in banks
[
Vol.10,
Issue
40
- AutumnYear
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
- WinterYear
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
- AutumnYear
1399]
Memarnejad.Abbas
The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
Memarnezhad.Abbas
The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1402]
Meshki Miavaghi.Mehdi
Intangibles disclosure: A user-based approach to enhanced external financial reporting
[
Vol.11,
Issue
42
- SpringYear
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
- SpringYear
1401]
Minooi.Mehrzad
Predicting stock returns at the company level: An application of linking asset pricing models and economic factors
[
Vol.15,
Issue
58
- SpringYear
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
- SummerYear
1402]
mirabbasi.yavar
Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency
[
Vol.9,
Issue
34
- SpringYear
1397]
mirabi.vahidreza
A Model for Crowdsourcing Science-based Companies in banks
[
Vol.10,
Issue
40
- AutumnYear
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
- WinterYear
1399]
mirabi.vahidreza
Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach
[
Vol.12,
Issue
48
- AutumnYear
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
- WinterYear
1401]
Miralavi.Seyyed Hosein
Providing a model for predicting stock prices using ultra-innovative neural networks
[
Vol.10,
Issue
40
- AutumnYear
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
- AutumnYear
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
- SpringYear
1399]
mirbargkar.Seyed Mozaffar
Comparison of different machine learning models in stock market index forecasting
[
Vol.14,
Issue
56
- AutumnYear
1402]
mirbargkar.Seyed Mozaffar
Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange
[
Vol.11,
Issue
45
- WinterYear
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
- AutumnYear
1400]
miri.seid sajad
Retail investor attention and stock price crash risk: A case study of Tehran Stock Exchange
[
Vol.14,
Issue
55
- SummerYear
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
- WinterYear
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
- SummerYear
1403]
Mirzaei Azandaryani.Hossein
Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach
[
Vol.10,
Issue
39
- SummerYear
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
- AutumnYear
1397]
Mirzaei.hossein
Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming
[
Vol.9,
Issue
35
- SummerYear
1397]
mirzania nokhandan.mehdi
Investigating the relationship between risk sentiment of annual reports and investor risk perception
[
Vol.14,
Issue
56
- AutumnYear
1402]
Moafi.Ali
Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making
[
Vol.14,
Issue
54
- SpringYear
1402]
Moazzam.Ismail
To Forecat the Recession and Prosperity in the Tehran Stock Exchange using Models of MS and NSGA-ANN
[
Vol.9,
Issue
37
- WinterYear
1397]
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
- SpringYear
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
- SpringYear
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
- WinterYear
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
- WinterYear
1402]
Moghadam.Hossein
Investigating the impact of corporate controversies on the performance
[
Vol.15,
Issue
59
- SummerYear
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
- SpringYear
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
- WinterYear
1400]
moghaddam.mohammad sajjad
When Behavioral Portfolio Theory meets mean-variance frontier
[
Vol.9,
Issue
37
- WinterYear
1397]
Mohamadi.Farzaneh
Evaluate the performance of bank branches using the control approach in analyzing the data cover weight
[
Vol.10,
Issue
40
- AutumnYear
1398]
mohamadi.majid
The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA)
[
Vol.9,
Issue
37
- WinterYear
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
- WinterYear
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
- SpringYear
1400]
mohammade khoshue.hamzeh
Portfolio optimization in capital market bubble space, application of bee colony algorithm
[
Vol.13,
Issue
53
- WinterYear
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
- SpringYear
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
- SpringYear
1400]
mohammadi nodeh.fazel
Intangibles disclosure: A user-based approach to enhanced external financial reporting
[
Vol.11,
Issue
42
- SpringYear
1399]
Mohammadi Noodeh.Fazel
Cost behavior analysis based on chaos theory
[
Vol.12,
Issue
48
- AutumnYear
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
- WinterYear
1398]
mohammadi salari.esmail
Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange
[
Vol.12,
Issue
48
- AutumnYear
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
- SpringYear
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
- SpringYear
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
- SpringYear
1403]
mohammadi.emran
Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty
[
Vol.12,
Issue
47
- SummerYear
1400]
mohammadi.emran
Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach
[
Vol.10,
Issue
40
- AutumnYear
1398]
Mohammadi.Iman
Portfolio optimization in capital market bubble space, application of bee colony algorithm
[
Vol.13,
Issue
53
- WinterYear
1401]
Mohammadi.Majid
Applying machine learning models in creation of share optimum portfolio and their comparison
[
Vol.11,
Issue
45
- WinterYear
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
- WinterYear
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
- WinterYear
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
- SummerYear
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
- SummerYear
1398]
mohammadi.shaban
Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
[
Vol.10,
Issue
38
- SpringYear
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
- AutumnYear
1396]
Mohammadi.Shapoor
Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network
[
Vol.9,
Issue
34
- SpringYear
1397]
Mohammadi.Shapoor
Evaluation of Residential Project With Option to Delay
[
Vol.12,
Issue
49
- WinterYear
1400]
Mohammadi.Teymour
Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index
[
Vol.11,
Issue
42
- SpringYear
1399]
Mohammadi.Zohre
The effect of chaos theory on creating fundamental changes in the principles of economics
[
Vol.10,
Issue
41
- WinterYear
1398]
Mohammadian Amiri.Ehsan
Proposition of a model For Forecasting Value at Risk in One Step Ahead
[
Vol.8,
Issue
32
- AutumnYear
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
- SpringYear
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
- SummerYear
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
- WinterYear
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
- SpringYear
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
- SpringYear
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
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- SpringYear
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
- WinterYear
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
- AutumnYear
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
- SummerYear
1397]
Mohammadtaheri.Mahsa
Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1400]
mohebbi.saeed
Optimizing stock portfolios by comparing different technical patterns
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1402]
mohseni.abdolreza
Political connections and the cost of equity capital in listed firms on Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
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
- WinterYear
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
- WinterYear
1397]
Mokhatab Rafiei.Farimah
Optimization portfolio selection model with financial and ethical considerations
[
Vol.12,
Issue
46
- SpringYear
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
- WinterYear
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
- SpringYear
1399]
momeni vesalian.hooshang
An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR
[
Vol.12,
Issue
49
- WinterYear
1400]
Momeni.Alireza
Imaged financial Ratios and Bankruptcy Prediction using Convolutional Neural Networks
[
Vol.12,
Issue
46
- SpringYear
1400]
Momeni.Farshad
Evaluating The Impact Of Oil dependence and Innovation On The Economic Resilience Using System Dynamics Approach
[
Vol.10,
Issue
39
- SummerYear
1398]
Momeni.Mansoor
Application of Real Option approach for optimizing Venture Capital
[
Vol.10,
Issue
41
- WinterYear
1398]
Monadi.Mohammad Amin
A prediction-based portfolio optimization model using support vector regression
[
Vol.14,
Issue
55
- SummerYear
1402]
moradi.farshid
Application of Real Option approach for optimizing Venture Capital
[
Vol.10,
Issue
41
- WinterYear
1398]
Moradpour.Saeed
The Development of Algorithmic trading in turbulent markets
[
Vol.13,
Issue
50
- SpringYear
1401]
Mosafa.Amir Hosein
Option Pricing by Binomial Model under Knightian Uncertainty and Transaction Cost in Tehran Stock Exchange
[
Vol.15,
Issue
59
- SummerYear
1403]
mosavi jahromi.yeghane
The Role of Ports in Economic Growth Iranian Coastal Provinces
[
Vol.14,
Issue
54
- SpringYear
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
- AutumnYear
1398]
Moshrefi.Mohammad
Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming
[
Vol.8,
Issue
30
- SpringYear
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
- SpringYear
1402]
motaharinia.vahid
Including Jump Components in Modeling and Forecasting Realized Volatility: Evidence from Tehran Stock Exchange
[
Vol.8,
Issue
32
- AutumnYear
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
- WinterYear
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
- SpringYear
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
- WinterYear
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
- WinterYear
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
- AutumnYear
1396]
Mousavi.Somayeh
Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
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
- WinterYear
1399]
Movahedisobhani.Farzad
Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique
[
Vol.12,
Issue
48
- AutumnYear
1400]
Movahedisobhani.Farzad
Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty
[
Vol.12,
Issue
47
- SummerYear
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
- SpringYear
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
- AutumnYear
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
- SpringYear
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
- SummerYear
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
- WinterYear
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
- SpringYear
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
- WinterYear
1395]
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
- WinterYear
1402]
nademi.younes
Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods
[
Vol.12,
Issue
47
- SummerYear
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
- SpringYear
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
- SpringYear
1397]
nademi.younes
Comovement of Stock Market, Foreign Exchange and Gold in Iran: An Analysis of Econophysics
[
Vol.8,
Issue
31
- SummerYear
1396]
naderi.jalal
Retail investor attention and stock price crash risk: A case study of Tehran Stock Exchange
[
Vol.14,
Issue
55
- SummerYear
1402]
Naderi.Masoumeh
Special Financial Institutions in Financing Projects of The Tourism Industry of Iran in The Capital Market
[
Vol.14,
Issue
56
- AutumnYear
1402]
Naderi.Payam
Survey on the Effect of Remittances on Financial Development in Iran
[
Vol.9,
Issue
35
- SummerYear
1397]
Naeimifar.Afsaneh
The effect of financial leverage on the Company's operating liquidity (within the model GOEL)
[
Vol.8,
Issue
32
- AutumnYear
1396]
naghavipour.maryam
A Markov regime-switching model for crude-oil market fluctuations
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
1400]
Najafi Moghadam.Ali
Financial mind map A New Approach to Personal Financial Advice
[
Vol.10,
Issue
40
- AutumnYear
1398]
Najafi.Hamed
Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model
[
Vol.9,
Issue
36
- AutumnYear
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
- WinterYear
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
- SummerYear
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
- SpringYear
1400]
Namin.Mahnaz Ahadzadeh
Evaluate the performance of bank branches using the control approach in analyzing the data cover weight
[
Vol.10,
Issue
40
- AutumnYear
1398]
Namin.Mahnaz Ahadzadeh
Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy
[
Vol.9,
Issue
36
- AutumnYear
1397]
nasiri.mohamad mahdi
Cryptocurrencies as a source of value
[
Vol.15,
Issue
58
- SpringYear
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
- WinterYear
1400]
nasrolahi.hossein
Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods
[
Vol.12,
Issue
47
- SummerYear
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
- SpringYear
1399]
nasrolahi.hossein
Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model
[
Vol.10,
Issue
39
- SummerYear
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
- SummerYear
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
- SpringYear
1402]
Neishabouri.Kashefy
Managerial ability, investment efficiency and risk of stock collapse
[
Vol.12,
Issue
46
- SpringYear
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
- WinterYear
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
- SummerYear
1397]
Nikjou.Ghasem
Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model
[
Vol.9,
Issue
36
- AutumnYear
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
- SummerYear
1398]
nikoumaram.hashem
Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency
[
Vol.9,
Issue
34
- SpringYear
1397]
Noroozi.Mohammad
The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory
[
Vol.13,
Issue
51
- SummerYear
1401]
Norouzi.Mohammad
Evaluating corporate Risk Management using entropy weight and grey relation analysis
[
Vol.12,
Issue
46
- SpringYear
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
- WinterYear
1401]
Nosrati Barandagh.Bizhan
Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
Nourollahzadeh.Nowrouz
Two stage combination model for portfolio optimization via smart BETA strategies.
[
Vol.13,
Issue
51
- SummerYear
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
- WinterYear
1398]
Osoolian.Mohammad
The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis
[
Vol.12,
Issue
49
- WinterYear
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
- SummerYear
1402]
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
- SummerYear
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
- WinterYear
1401]
Pakmaram.َAsgar
Company sustainability model based on financial efficiency model by P-VAR model
[
Vol.12,
Issue
48
- AutumnYear
1400]
Pakmaram.ْAsgar
Selection and Portfolio Optimization by Genetic Algorithms using the Mean Semi-Variance Markowitz Model
[
Vol.8,
Issue
31
- SummerYear
1396]
panahian.hosein
Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods
[
Vol.13,
Issue
53
- WinterYear
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
- WinterYear
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
- SpringYear
1402]
parandeh.elham
The relationship between horizon of institutional investors and Information Content of unexpected dividends
[
Vol.8,
Issue
33
- WinterYear
1396]
parandin.kaveh
Investor's reaction towards the mental and objective stability of profit components in financially distressed companies
[
Vol.10,
Issue
41
- WinterYear
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
- WinterYear
1399]
Parvizi.Nahid
Profitability of Technical Analysis: Combining Oscillators With Moving Average Rules
[
Vol.7,
Issue
28
- AutumnYear
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
- WinterYear
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
- SummerYear
1402]
paytakhti oskooe.seyyed ali
Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading
[
Vol.12,
Issue
47
- SummerYear
1400]
peyghambari.somayeh
The financial development, financial constraint and firms investment
[
Vol.12,
Issue
47
- SummerYear
1400]
Peykani.Pejman
Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach
[
Vol.10,
Issue
40
- AutumnYear
1398]
Peymany Foroushany.Moslem
Estimation and Comparison of Short-Term Interest Rate Equilibrium Models Using Islamic Treasury Bills
[
Vol.8,
Issue
33
- WinterYear
1396]
Peymany.Moslem
A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran
[
Vol.10,
Issue
41
- WinterYear
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
- SummerYear
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
- WinterYear
1398]
Pirayesh Shirazinejad.H.
Portfolio Formation Using Diagonal Quadratic Discriminant Analysis and Weighting Based on Posterior Probability
[
Vol.9,
Issue
34
- SpringYear
1397]
pirayesh.Reza
Mathematical model design for predicting bankruptcy of companies accepted in the Tehran Stock Exchange
[
Vol.8,
Issue
31
- SummerYear
1396]
porgoo.mahboubeh
Designing a blockchain model in the insurance industry with a treatment compensation approach
[
Vol.14,
Issue
54
- SpringYear
1402]
pouraskari jourshari.Fatemeh
Provide an optimal Robust portfolio model with omega approach
[
Vol.12,
Issue
48
- AutumnYear
1400]
pourazad.Sepideh
Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy
[
Vol.9,
Issue
36
- AutumnYear
1397]
Pourebrahimi.Alireza
Evaluation of Bank Branch Performance using Data mining and Expert System Approach
[
Vol.12,
Issue
46
- SpringYear
1400]
Pourkeivan.Faranak
Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy
[
Vol.10,
Issue
40
- AutumnYear
1398]
Pourkiani.Masoud
Investigating the Relationship between Types of Human Resources Risks with Technological Innovation in Pharmaceutical Knowledge Companies
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
1399]
Pourzamani.Zahra
Providing a model for predicting stock prices using ultra-innovative neural networks
[
Vol.10,
Issue
40
- AutumnYear
1398]
Pourzarandi.MoahammadEbrahim
Predicting stock returns at the company level: An application of linking asset pricing models and economic factors
[
Vol.15,
Issue
58
- SpringYear
1403]
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
- SpringYear
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
- AutumnYear
1401]
Radfar.Reza
Modeling of Gold coin futures with stochastic differential equations
[
Vol.11,
Issue
45
- WinterYear
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
- AutumnYear
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
- AutumnYear
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
- AutumnYear
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
- SpringYear
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
- WinterYear
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
- SummerYear
1401]
Rahimi.Mohammadreza
Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network
[
Vol.9,
Issue
34
- SpringYear
1397]
Rahiminik.Azam
Investigation of the financial marketing model of Melli Bank of Iran with emphasis on customer segmentation
[
Vol.14,
Issue
57
- WinterYear
1402]
Rahmani.Jafar
Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
[
Vol.9,
Issue
34
- SpringYear
1397]
Rahmani.Kamaleddin
Stock price prediction using artificial neural networks on lowest price range data
[
Vol.14,
Issue
56
- AutumnYear
1402]
Rahmani.Morteza
Analysis of Power exchange option value of dollar base on gold by using of time series
[
Vol.9,
Issue
34
- SpringYear
1397]
Rahmani.Morteza
Survey on fractional Black-scholes with hurst exponent on European option with transaction cost
[
Vol.8,
Issue
32
- AutumnYear
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
- AutumnYear
1402]
Rahnamay Roodposhti.Fereydoon
Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
[
Vol.11,
Issue
44
- AutumnYear
1399]
Rahnamay Roodposhti.Fereydoon
Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange
[
Vol.11,
Issue
45
- WinterYear
1399]
Rahnamay Roodposhti.Fereydoon
Evaluating corporate Risk Management using entropy weight and grey relation analysis
[
Vol.12,
Issue
46
- SpringYear
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
- SpringYear
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
- AutumnYear
1398]
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
- SpringYear
1398]
Rahnamay Roodposhti.Fereydoon
Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies
[
Vol.14,
Issue
55
- SummerYear
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
- AutumnYear
1401]
Rahnamay Roodposhti.Fereydoon
Risk modeling of financing structure according to probabilistic decision theory through ANP
[
Vol.12,
Issue
47
- SummerYear
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
- SpringYear
1401]
Rahnamay Roodposhti.Fereydoon
Market failure using the basket recommended by the Coalition
[
Vol.8,
Issue
33
- WinterYear
1396]
Rahnamay Roodposhti.Fereydoon
Balance-Sheet Management in a Development Bank Based on Math Word Problems
[
Vol.9,
Issue
34
- SpringYear
1397]
Rahnamay Roodposhti.Fereydoon
The Effect of Chaotic Behavior Components on Sales Outsourcing: Case of Zamzam Company
[
Vol.8,
Issue
31
- SummerYear
1396]
Rahnamay Roodposhti.Fereydoon
Design portfolio using a scenario planning approach using Assumption-based planning
[
Vol.7,
Issue
28
- AutumnYear
1395]
Rahnamay Roodposhti.Fereydoon
Evaluation of return in investment company with three Markov switching model ,symmetric and asymmetric
[
Vol.7,
Issue
29
- WinterYear
1395]
Rahnamay Roodposhti.Fereydoon
An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market
[
Vol.5,
Issue
21
- WinterYear
1393]
Rahnamay Roodposhti.Fereydoon
Volatility clustering in financial markets based on the agent based model
[
Vol.9,
Issue
36
- AutumnYear
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
- SummerYear
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
- WinterYear
1397]
rajabi.vali
Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
[
Vol.11,
Issue
45
- WinterYear
1399]
Rajizadeh.Sepideh
The effect of financial friction on the speed of stock price convergence
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
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
- AutumnYear
1401]
Ramezani.Hamid reza
Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach
[
Vol.12,
Issue
47
- SummerYear
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
- WinterYear
1398]
Ramezani.Hamidreza
Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach
[
Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
1399]
Ranjbar.Mohamad Hosein
Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method
[
Vol.12,
Issue
46
- SpringYear
1400]
Ranjbar.Mohamad Hosein
Impacts of Intellectual Capital on the Assets and Share Liquidity : Evidence from Tehran Stock Exchange
[
Vol.10,
Issue
38
- SpringYear
1398]
Ranjbar.Mohamad Hosein
Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks
[
Vol.8,
Issue
33
- WinterYear
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
- SummerYear
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
- SummerYear
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
- SpringYear
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
- WinterYear
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
- SpringYear
1398]
Rastegar.Mohammad Ali
Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange
[
Vol.9,
Issue
35
- SummerYear
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
- SummerYear
1397]
Rasti.Fatemeh
Development of Financial Networks Based on Cointegration Concept
(A Study on Tehran Stock Exchange)
[
Vol.12,
Issue
46
- SpringYear
1400]
rastinfar.ali
Modeling and predicting stock market volatility using neural network and conditional variance patterns
[
Vol.11,
Issue
43
- SummerYear
1399]
razavi ghomi.seyed behrooz
Solving Imbalanced Data Distribution Problem in Bankruptcy Prediction by Cost-Sensitive Learning Method
[
Vol.14,
Issue
55
- SummerYear
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
- SpringYear
1400]
razi kazemi.soqra
Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models)
[
Vol.12,
Issue
46
- SpringYear
1400]
Razipour-GhalehJough.somayeh
Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis
[
Vol.11,
Issue
45
- WinterYear
1399]
REZAEE.MOHAMMAD SALEH
Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach
[
Vol.12,
Issue
47
- SummerYear
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
- SummerYear
1401]
Rezaei.Farzin
Liqidity risk management in open market operations with GlueVaR criteria
[
Vol.11,
Issue
45
- WinterYear
1399]
Rezaei.Mahmoud
Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods
[
Vol.13,
Issue
53
- WinterYear
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
- SummerYear
1398]
rezaei.nader
Modeling the spread of risks in the financial network
[
Vol.12,
Issue
49
- WinterYear
1400]
Rezaei.Soghra
A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange
[
Vol.11,
Issue
43
- SummerYear
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
- AutumnYear
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
- SpringYear
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
- SpringYear
1398]
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
- SpringYear
1403]
Roghanian.Emad
The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
[
Vol.7,
Issue
28
- AutumnYear
1395]
Rooholelm.Vahid
Risk and Return Properties of Portfolios Based on Directional Forecasts
[
Vol.7,
Issue
29
- WinterYear
1395]
roshan.reza
Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
1401]
rostami.maryam
Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability
[
Vol.13,
Issue
50
- SpringYear
1401]
Rostami.Mohammad Reza
Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange
[
Vol.12,
Issue
48
- AutumnYear
1400]
Rostami.Mohammad Reza
A Markov regime-switching model for crude-oil market fluctuations
[
Vol.9,
Issue
35
- SummerYear
1397]
Rostami.Mohammad Reza
Multiperiod portfolio selection with higher-order moment
[
Vol.9,
Issue
37
- WinterYear
1397]
Rostamkhani.Hossein
Optimal stock selection using bat and random forest algorithm
[
Vol.12,
Issue
48
- AutumnYear
1400]
Rostamy.Mohsen
Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach
[
Vol.10,
Issue
40
- AutumnYear
1398]
Rostamy.Mohsen
Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis
[
Vol.11,
Issue
45
- WinterYear
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
- SummerYear
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
- WinterYear
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
- AutumnYear
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
- WinterYear
1397]
saberfard.mahsa
A chance constrained recourse approach for the portfolio selection problem in Iran capital market
[
Vol.12,
Issue
46
- SpringYear
1400]
Sabet.Seyed Abdolhamid
Nonlinear Exchange Rate Analysis in the Iranian Economy
[
Vol.13,
Issue
53
- WinterYear
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
- WinterYear
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
- AutumnYear
1401]
sabzali.hamid
Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds
[
Vol.12,
Issue
48
- AutumnYear
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
- SummerYear
1402]
sadati.akram sadat
Exploring Herding Behavior based on Weighted Cross-Sectional Variance (WCSV) in Tehran Stock Exchange
[
Vol.9,
Issue
35
- SummerYear
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
- WinterYear
1399]
sadeh.ehsan
Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
sadeh.ehsan
Designing a mathematical model of resilience supply chain and integrating financial and operational approaches
[
Vol.11,
Issue
43
- SummerYear
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
- WinterYear
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
- SummerYear
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
- SpringYear
1401]
saeedi.ali
Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency
[
Vol.9,
Issue
34
- SpringYear
1397]
Saeidi Kousha.Mahdi
Optimizing stock portfolios by comparing different technical patterns
[
Vol.12,
Issue
49
- WinterYear
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
- WinterYear
1401]
Saeidi.Hadi
Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
[
Vol.10,
Issue
38
- SpringYear
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
- SummerYear
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
- WinterYear
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
- WinterYear
1398]
saeidi.parviz
Modeling of exchange rate fluctuations with systems dynamics approach
[
Vol.11,
Issue
43
- SummerYear
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
- WinterYear
1399]
saeidi.parviz
Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
[
Vol.9,
Issue
35
- SummerYear
1397]
saeydy.ali
Using Brownian motion in stock prices prediction in comparison with ARIMA
[
Vol.12,
Issue
49
- WinterYear
1400]
safa.mojgan
Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange
[
Vol.12,
Issue
48
- AutumnYear
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
- AutumnYear
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
- SpringYear
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
- SummerYear
1397]
safarzadeh.hosein
A Survey of Long-Term Memory in the Digital Currency Index
[
Vol.10,
Issue
40
- AutumnYear
1398]
Safavi Mobarhana.N.S.
Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market
[
Vol.9,
Issue
34
- SpringYear
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
- SummerYear
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
- SpringYear
1400]
saghafi.ali
Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory
[
Vol.8,
Issue
32
- AutumnYear
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
- SpringYear
1399]
SALAMI.SOOLMAZ
Modeling of Noise Trading Effect on Extreme Return Based on Quantile Regression Approach
[
Vol.11,
Issue
44
- AutumnYear
1399]
saleh abadi.ali
Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework
[
Vol.9,
Issue
36
- AutumnYear
1397]
Salehi fard.Abbas
Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market
[
Vol.14,
Issue
56
- AutumnYear
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
- SpringYear
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
- WinterYear
1401]
Salehi Rezveh.Masoud
Nonlinear Exchange Rate Analysis in the Iranian Economy
[
Vol.13,
Issue
53
- WinterYear
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
- SummerYear
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
- SummerYear
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
- SpringYear
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
- AutumnYear
1398]
Salmani.Kamran
Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model
[
Vol.9,
Issue
36
- AutumnYear
1397]
samadi.fatemeh
The financial development, financial constraint and firms investment
[
Vol.12,
Issue
47
- SummerYear
1400]
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
- AutumnYear
1397]
Samari.Davood
Entrepreneurship Strategic Analysis of Fintech in Banking scope
[
Vol.10,
Issue
41
- WinterYear
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
- SpringYear
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
- SpringYear
1401]
Sanei.Reza
Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique
[
Vol.12,
Issue
48
- AutumnYear
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
- WinterYear
1399]
sarchami.mohammad
Applying machine learning models in creation of share optimum portfolio and their comparison
[
Vol.11,
Issue
45
- WinterYear
1399]
saremi.mahmood
Stock portfolio optimization using Deep Q Reinforcement Learning strategy based on State-Action matrix
[
Vol.15,
Issue
59
- SummerYear
1403]
Sargolzaei.Mostafa
Option Pricing by Binomial Model under Knightian Uncertainty and Transaction Cost in Tehran Stock Exchange
[
Vol.15,
Issue
59
- SummerYear
1403]
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
- AutumnYear
1401]
Sarraf.Fatemeh
Two stage combination model for portfolio optimization via smart BETA strategies.
[
Vol.13,
Issue
51
- SummerYear
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
- SpringYear
1402]
Sarraf.Fatemeh
Application of artificial intelligence in identifying functional factors affecting financial health
[
Vol.12,
Issue
48
- AutumnYear
1400]
Sarraf.Fatemeh
Identify financial factors affecting green performance ; steel industry
[
Vol.14,
Issue
54
- SpringYear
1402]
Sayadi.Firouz
Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange
[
Vol.11,
Issue
45
- WinterYear
1399]
sayar.mohsen
Juridical feasibility of weather derivatives using multi-stage ijtihad research method
[
Vol.9,
Issue
37
- WinterYear
1397]
Sayar.Mohsen
Portfolio optimization in an upside potential and downside risk (UPM-LPM) framework
[
Vol.9,
Issue
36
- AutumnYear
1397]
sayari.bagher
Dynamic contagion effect of volatility cycle between gold futures market and physical gold market
[
Vol.15,
Issue
58
- SpringYear
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
- SpringYear
1400]
sedaghati.samad
Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market
[
Vol.12,
Issue
49
- WinterYear
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
- AutumnYear
1403]
Seifipour.Roua
An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR
[
Vol.12,
Issue
49
- WinterYear
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
- SpringYear
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
- AutumnYear
1403]
seyed nezhad fahim.Seyed reza
Provide an optimal Robust portfolio model with omega approach
[
Vol.12,
Issue
48
- AutumnYear
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
- SpringYear
1400]
Shabanzadeh.Mehdi
Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method
[
Vol.7,
Issue
29
- WinterYear
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
- SummerYear
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
- WinterYear
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
- AutumnYear
1398]
Shadnoush.Nosratollah
Model for the effective implementation of technological venture capital strategy
(Case Study; Future Bank)
[
Vol.11,
Issue
45
- WinterYear
1399]
shaerattar.mahdi
Gold Exchange Traded Fund : Price Discovery and Performance Analysis
[
Vol.11,
Issue
44
- AutumnYear
1399]
Shafiee.Amir
Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
[
Vol.10,
Issue
40
- AutumnYear
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
- WinterYear
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
- SummerYear
1402]
shafiee.شفیعی
Distance to default in banks with the approach of transformed- data maximum likelihood estimate method
[
Vol.13,
Issue
50
- SpringYear
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
- SummerYear
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
- WinterYear
1401]
shahbazi.davood
Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate
[
Vol.15,
Issue
59
- SummerYear
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
- AutumnYear
1400]
shahiki tash.mohammad nabi
Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM
[
Vol.11,
Issue
44
- AutumnYear
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
- SpringYear
1402]
Shahriyari.Saeed
Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model
[
Vol.14,
Issue
56
- AutumnYear
1402]
Shahvarani.Ahmad
Balance-Sheet Management in a Development Bank Based on Math Word Problems
[
Vol.9,
Issue
34
- SpringYear
1397]
shahverdiani.shadi
Designing and Presenting Trading Strategies Based on Algorithmic Transactions in Iran's Capital Market
[
Vol.14,
Issue
56
- AutumnYear
1402]
shahverdiani.shadi
Measuring cost strategies, cost, cash and inventory based on consistent decisions in industry group companies
[
Vol.14,
Issue
55
- SummerYear
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
- SummerYear
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
- AutumnYear
1400]
Shams.Shahabeddin
Application of Real Option approach for optimizing Venture Capital
[
Vol.10,
Issue
41
- WinterYear
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
- AutumnYear
1401]
Sharafi.Hamid
Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis
[
Vol.11,
Issue
45
- WinterYear
1399]
sharafi.mohammad
Two stage combination model for portfolio optimization via smart BETA strategies.
[
Vol.13,
Issue
51
- SummerYear
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
- AutumnYear
1400]
sharif moghadam.shafagh
Forecasting the exchange rate of euro to dollar with the artificial neural network technique
[
Vol.9,
Issue
37
- WinterYear
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
- SpringYear
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
- AutumnYear
1401]
Shirazi.Babak
Energy Portfolio Returns Explanation Using Fama & French Five-Factor Model
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Vol.12,
Issue
46
- SpringYear
1400]
Shiri Ghehi.Amir
Developing a Fuzzy Multibjective Model for Multiperiod Portfolio Optimazation Considering Average Value at Risk
[
Vol.9,
Issue
35
- SummerYear
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
- AutumnYear
1398]
Shirinbayan.Neda
Design portfolio using a scenario planning approach using Assumption-based planning
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Vol.7,
Issue
28
- AutumnYear
1395]
Shirmardi Ahmadabad.Hussein
Identifying, classifying and prioritizing the risks of GAM bonds (productive credit certificates) with a fuzzy multi-criteria modeling approach
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Vol.15,
Issue
58
- SpringYear
1403]
Shirooyehpour.Shahriar
Analysis the Effect of Heuristic Biases on Investment Decisions and Market Efficiency for future policy making
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Vol.14,
Issue
54
- SpringYear
1402]
shoja.naghi
Evaluating the performance of bank branches using fuzzy network data envelopment analysis model with optional input-undesirable output
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Vol.14,
Issue
56
- AutumnYear
1402]
Shojaei.Ahmad
The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform
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Vol.12,
Issue
47
- SummerYear
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
- AutumnYear
1402]
sina.karam
Survey on the Effect of Remittances on Financial Development in Iran
[
Vol.9,
Issue
35
- SummerYear
1397]
Slamian.Milad
Copula approach for modeling the structure of oil price dependence and Iranian stock market indices
[
Vol.12,
Issue
48
- AutumnYear
1400]
SOHRABI.maryam
Comparison of different machine learning models in stock market index forecasting
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Vol.14,
Issue
56
- AutumnYear
1402]
Sohrabi.Tahmoores
Model for the effective implementation of technological venture capital strategy
(Case Study; Future Bank)
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Vol.11,
Issue
45
- WinterYear
1399]
soleimani.moloud
Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method
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Vol.12,
Issue
46
- SpringYear
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
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Vol.12,
Issue
47
- SummerYear
1400]
Soroushyar.Afsaneh
Implied Equity Duration and Excess Stock Return: The Evidence from Tehran Stock Exchange
[
Vol.9,
Issue
35
- SummerYear
1397]
Souri.Ali
Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail
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Vol.12,
Issue
46
- SpringYear
1400]
T
T. Hosseini.Masoumeh
Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients.
[
Vol.12,
Issue
49
- WinterYear
1400]
tabibi.Mohamad ali
Portfolio optimization based on parametric and nonparametric period value at risk
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Vol.13,
Issue
53
- WinterYear
1401]
tadi.masood
Prediction of Default Risk Using Structural Models at Tehran Stock Exchange
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Vol.7,
Issue
28
- AutumnYear
1395]
Taebi Noghondari.Amirhossein
The effect of financial friction on the speed of stock price convergence
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Vol.12,
Issue
47
- SummerYear
1400]
Taebi Noghondari.Amirhossein
The mediating effect of banking system fragility on the relationship between controlling shareholder sensitivity and interest rate divergence
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Vol.12,
Issue
49
- WinterYear
1400]
Tafi.Fateme
Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods
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Vol.12,
Issue
47
- SummerYear
1400]
Taftiyan.Akram
Investigating the relationship between risk sentiment of annual reports and investor risk perception
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Vol.14,
Issue
56
- AutumnYear
1402]
Taghavi.Reza
Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques
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Vol.11,
Issue
45
- WinterYear
1399]
Taghavi.seyed Mehran
Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach
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Vol.12,
Issue
48
- AutumnYear
1400]
Taghi Nataj Malekshah.Gholamhasan
Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability
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Vol.13,
Issue
50
- SpringYear
1401]
taghipour tamijani.maryam
Credit risk management in banks using a hybrid approach
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Vol.10,
Issue
38
- SpringYear
1398]
Taghipouryan.yosef
Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique
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Vol.12,
Issue
47
- SummerYear
1400]
Taghizadegan.Gholam Reza
Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange
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Vol.14,
Issue
56
- AutumnYear
1402]
Taheri Nia.Masoud
Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic
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Vol.13,
Issue
52
- AutumnYear
1401]
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
- WinterYear
1401]
Taiebysani.ehsan
Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts
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Vol.9,
Issue
34
- SpringYear
1397]
Tajmir Riyahi.Hamed
Analysis of incentives for issuers of securities in the Iranian capital market; Designing new securities approach
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Vol.8,
Issue
30
- SpringYear
1396]
talebi.mohammad
Juridical feasibility of weather derivatives using multi-stage ijtihad research method
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Vol.9,
Issue
37
- WinterYear
1397]
Talebnia.Kamyar
Investigate the interrelationship between management ability and economic value added using the method of simultaneous equations
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Vol.12,
Issue
47
- SummerYear
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)
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Vol.12,
Issue
46
- SpringYear
1400]
tariverdi.yadollah
The effect of investors' sentiments and risk premium factors on stocks valuation
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Vol.10,
Issue
39
- SummerYear
1398]
Tarokh.Jafar
Evaluation of Bank Branch Performance using Data mining and Expert System Approach
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Vol.12,
Issue
46
- SpringYear
1400]
Tataei.Peyman
Market failure using the basket recommended by the Coalition
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Vol.8,
Issue
33
- WinterYear
1396]
Tavakoli.Ali
The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis
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Vol.12,
Issue
49
- WinterYear
1400]
tavakoli.najmeh
Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic
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Vol.13,
Issue
52
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1401]
Tavosi.Jamal
Misevaluation and Behavioral Biases in the Tehran stock exchange
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Vol.9,
Issue
36
- AutumnYear
1397]
tehrani poor.ali asghar
Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm
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Vol.13,
Issue
50
- SpringYear
1401]
tehrani.reza
High frequency pair trading with using Fuzzy SPC
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Vol.9,
Issue
37
- WinterYear
1397]
tehrani.reza
Multiperiod portfolio selection with higher-order moment
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Vol.9,
Issue
37
- WinterYear
1397]
tehrani.reza
Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet
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Vol.9,
Issue
35
- SummerYear
1397]
tehrani.reza
Long Memory usage in Portfolio Optimization using the Copula Functions: Empirical evidence of Iran and Turkey Stock Markets
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Vol.12,
Issue
49
- WinterYear
1400]
tehrani.reza
Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach
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Vol.10,
Issue
40
- AutumnYear
1398]
tehrani.reza
Application of Real Option approach for optimizing Venture Capital
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Vol.10,
Issue
41
- WinterYear
1398]
tehrani.reza
A Comparison between Fama and French five-factor model and artificial neural networks in predicting the stock price
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Vol.10,
Issue
39
- SummerYear
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
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Vol.10,
Issue
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- AutumnYear
1398]
Toloie Eshlaghy.Abbas
Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach
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Vol.11,
Issue
44
- AutumnYear
1399]
Toloie Eshlaghy.Abbas
Model for the effective implementation of technological venture capital strategy
(Case Study; Future Bank)
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Vol.11,
Issue
45
- WinterYear
1399]
toomari.yousef
choosing the composition of the bank's foreign exchange portfolio to reduce risk of the Managing net open position (NOP)
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Vol.15,
Issue
58
- SpringYear
1403]
Torabi.Hassan
A trading algorithm to establish a suitable investment system with a reasonable return (Case study: Tehran Stock Exchange)
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Vol.15,
Issue
60
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1403]
Torabi.Taghi
Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA)
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Vol.11,
Issue
45
- WinterYear
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)
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Vol.9,
Issue
35
- SummerYear
1397]
Torkaman.Atiye
Bankruptcy prediction using hybrid data mining models based on misclassification penalty
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Vol.15,
Issue
58
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1403]
tour.Mansour
Asymmetric effects of volatility in Iran and UAE stock marke
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Vol.11,
Issue
43
- SummerYear
1399]
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A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange
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Vol.11,
Issue
43
- SummerYear
1399]
vafaie jahan.majid
Iran Stock Market Prediction Based on Bayesian Networks and Hidden Markov Models
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Vol.8,
Issue
33
- WinterYear
1396]
vafaie jahan.majid
Spin Glasses, the way to Distributed Processing Case Study on Stock Market Portfolio Selection
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Vol.8,
Issue
32
- AutumnYear
1396]
vahabi.sahand
Applying the electro method to determine the effects of calendar irregularities in chemical companies listed on the Tehran Stock Exchange
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Vol.13,
Issue
51
- SummerYear
1401]
Vahabzadeh.Shadan
Designing a digital marketing model in the field of capital market : A qualitative study
Case study: Brokerage companies
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Vol.14,
Issue
54
- SpringYear
1402]
Vahedi.Shahram
Examine the relationship between financial markets and Housing market
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Vol.10,
Issue
41
- WinterYear
1398]
Vahedi-Anvar.Hadise
Evaluating the Performance of Financial Institutions using a Data Envelopment Analysis model in a FDH networks (Case Study: Saman Bank)
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Vol.13,
Issue
53
- WinterYear
1401]
vakilifard.hamidreza
Identify financial factors affecting green performance ; steel industry
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Vol.14,
Issue
54
- SpringYear
1402]
vakilifard.hamidreza
Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors
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Vol.11,
Issue
44
- AutumnYear
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
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Vol.11,
Issue
43
- SummerYear
1399]
vakilifard.hamidreza
Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method
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Vol.12,
Issue
46
- SpringYear
1400]
vakilifard.hamidreza
Predicting the Overall Index of Tehran Stock Exchange Using
Singular spectrum analysis and Genetic Algorithm
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Vol.12,
Issue
49
- WinterYear
1400]
validi.javad
Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
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Vol.12,
Issue
47
- SummerYear
1400]
Valipoor.Hashem
Ranking of banks based on CAMELS indicators to predict financial distress by logistic regression and Data Envelopment Analysis
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Vol.14,
Issue
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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
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Vol.13,
Issue
52
- AutumnYear
1401]
Y
Yaghbnezhad.Ahmad
The financial development, financial constraint and firms investment
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Vol.12,
Issue
47
- SummerYear
1400]
yaghoobnazhad.ahmad
Price Option Trading with the help of Nikki Vorovarov method
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Vol.11,
Issue
44
- AutumnYear
1399]
yaghoobnazhad.ahmad
The effect of investors' sentiments and risk premium factors on stocks valuation
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Vol.10,
Issue
39
- SummerYear
1398]
yaghoobnazhad.ahmad
Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate
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Vol.15,
Issue
59
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1403]
Yakideh.Keikhosro
Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix
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Vol.8,
Issue
32
- AutumnYear
1396]
Yassini.Seyyed Behshad
An Analysis of Prediction Power of Various Candlestick Patterns in Foreign Exchange Market
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Issue
21
- WinterYear
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
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Vol.10,
Issue
39
- SummerYear
1398]
Yazdanian.Narges
Prediction of stock efficiency based on kernel distribution and mixture of normal distributions
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Vol.12,
Issue
47
- SummerYear
1400]
Yazdanian.Narges
Risk modeling of financing structure according to probabilistic decision theory through ANP
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Vol.12,
Issue
47
- SummerYear
1400]
Yousofi Tezerjan.Mostafa
Comparison of multiple linear regression and machine learning algorithms inPredicting cash holdings
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Vol.14,
Issue
57
- WinterYear
1402]
Yousofi Tezerjan.Mostafa
Stock price forecasting using a hybrid model based on recurring neural network and ANFIS and fuzzy expert system
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Vol.12,
Issue
46
- SpringYear
1400]
Z
Zamanpour.Alireza
Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach
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Vol.12,
Issue
47
- SummerYear
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
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Vol.10,
Issue
38
- SpringYear
1398]
Zandi.Anahita
Income inequality,poverty and the liquidity of stock markets
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Vol.10,
Issue
40
- AutumnYear
1398]
Zandieh.Mostafa
Mining quantitative association rules with stock trading data using multi-objective Meta heuristic algorithms based on genetic algorithm
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Vol.8,
Issue
31
- SummerYear
1396]
zanjirdar.Majid
Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange
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Vol.11,
Issue
45
- WinterYear
1399]
zanjirdar.Majid
Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach
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Vol.12,
Issue
47
- SummerYear
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
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Vol.12,
Issue
46
- SpringYear
1400]
zarintaj.bahareh
Pairs trading based on wavelet decomposition
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Vol.14,
Issue
57
- WinterYear
1402]
Zarrini.Mahmoud
Evaluation the effect of stochastic fluctuations on operational risk of hedging European options: Application of Markov Switching and Black Scholes Standard
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Vol.10,
Issue
38
- SpringYear
1398]
Zeinali.Gholam reza
Prediction of stock efficiency based on kernel distribution and mixture of normal distributions
[
Vol.12,
Issue
47
- SummerYear
1400]
zeraati.reza
Analysing the Impacts of Fiscal Policy on Assets Price in Iran; An Augmented Time Varying Parameter-
Vector Autoregression Approach
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Vol.13,
Issue
50
- SpringYear
1401]
zia.zohreh
The use of F.MCDM Combined to Improve the Performance of Stock Selection In the Stock Exchange
(Case Study: Cement Industry)
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Vol.10,
Issue
38
- SpringYear
1398]
ziaei shirkolaei.alireza
Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis
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Vol.13,
Issue
50
- SpringYear
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
- SpringYear
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
- WinterYear
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
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Vol.7,
Issue
29
- WinterYear
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
- SummerYear
1402]
Zomorodian.Gholam Reza
Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta
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Vol.13,
Issue
52
- AutumnYear
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
- AutumnYear
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
- SummerYear
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
- SpringYear
1403]
Zomorodian.Gholamreza
Enhancing momentum investment strategy: using leverage, over-leverage and under-leverage and asset growth rate
[
Vol.15,
Issue
59
- SummerYear
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.
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Vol.15,
Issue
59
- SummerYear
1403]
Zomorodian.Gholamreza
Feasibility of Currency hedging for exporter and importer companies by Using the Iran Mercantile Exchange Coin futures contract
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Vol.8,
Issue
31
- SummerYear
1396]
Zomorodian.Gholamreza
Examining the Effective Factors on Commercial Bank Profitability of Iran Using Panel ARDL Method
[
Vol.7,
Issue
29
- WinterYear
1395]
Zomorodian.Gholamreza
Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
[
Vol.11,
Issue
44
- AutumnYear
1399]
Zomorodian.Gholamreza
Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models)
[
Vol.12,
Issue
46
- SpringYear
1400]
Zomorodian.Gholamreza
Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds
[
Vol.12,
Issue
48
- AutumnYear
1400]
Zomorodian.Gholamreza
Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets
[
Vol.13,
Issue
50
- SpringYear
1401]
Zomorodian.Gholamreza
Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process
[
Vol.13,
Issue
51
- SummerYear
1401]
Zomorodian.Gholamreza
Smart operating system based on technical parameters optimized with firefly algorithm
[
Vol.14,
Issue
54
- SpringYear
1402]
Zomorodian.Gholamreza
A Model for Examining Exchange Rate Shocks Affecting on Profitability in Export-Oriented Production Groups
[
Vol.14,
Issue
55
- SummerYear
1402]