Author Index

abdi.rasoul Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
abdi.rasoul Company sustainability model based on financial efficiency model by P-VAR model [ Vol.12, Issue 48 - Autumn Year 1400]
abdolkarimi.عبدالکریمی Relationship Analysis of Risk and Performance Criteria Conservative with an emphasis on the role of intellectual capital: Structural Equation Approach [ Vol.12, Issue 48 - Autumn Year 1400]
abdollahzadeh.leila Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
abdollahzadeh.reza Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
Agabaigi.Mehdi Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
Aghdam Mazraeh.Yaghoub Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
Ahmadi.alireza Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
ahmadi.faeygh Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
alavi rad.abbas Detecting the variables affecting on Bitcoin price: Bayesian Model Averaging and Weighted Averaging Least Square approach [ Vol.12, Issue 46 - Spring Year 1400]
Alirezaei., Aboutrab The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
aliyari.sara Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
alizadeh.ali The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange. [ Vol.12, Issue 46 - Spring Year 1400]
Amiri.Maghsod Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients. [ Vol.12, Issue 49 - Winter Year 1400]
Amiri.Meysam Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
Amiri.Meysam Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
Asaiesh.Hamid Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]
Asgari.Hamed Multi-objective portfolio selection with multi-stage stochastic programming [ Vol.12, Issue 46 - Spring Year 1400]
azadian.Yousef Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
Azizi.Farhad Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]

B

baghani.ali Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
bahrisales.jamal A model for predicting stock price reaction delays based on grounded theory [ Vol.12, Issue 49 - Winter Year 1400]
bakhtiaran.mohamad javad Designing a model for predicting bitcoin returns (with emphasis on hybrid models of convolutional and recursive neural networks and models with long-term memory) [ Vol.12, Issue 47 - Summer Year 1400]
banakar.mahsa The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model) [ Vol.12, Issue 47 - Summer Year 1400]
Beheshti Seresht.Mostafa Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
behmanesh.reza Presentation of intelligent Meta-heuristic Hybrid models (ANFIS -MGGP ) to predict stock returns with more accuracy and speed than other Meta-heuristic methods. [ Vol.12, Issue 47 - Summer Year 1400]
Bekhradi Nasab.Vahid Strategy of Data Foundation Theory Method with Coding Method and Paradigm Model of Strauss and Corbin to Provide a Model for Accelerating the Cooperation of Macro-Corporate with Micro-Businesses [ Vol.12, Issue 49 - Winter Year 1400]

C

Chirani.Ebrahim Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
chitsazan.Hasti Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]

D

Dadashi.Iman Determining of optimal risk level and optimal structure of capital based on logarithmic model of Border Operational Efficiency in Banks [ Vol.12, Issue 46 - Spring Year 1400]
Dadashi.Iman Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
Dadmehr.Mehrdad Applying multivariate DCC-FIAPARCH model in examination of dynamic conditional correlation between monetary and financial markets in Iran [ Vol.12, Issue 49 - Winter Year 1400]
Daghighi Asli.Ali Reza An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
damankeshideh. marjan An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
Dastoori.Mojtaba Algorithm Trading Application and Persistence in the Cryptocurrency Market [ Vol.12, Issue 47 - Summer Year 1400]
Davodi Nasr.Majid Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
Dehghan.Abdolmajid Impact of Corporate Governance on Financial Performance according to the Mediating Role of Firm Sustainability (case study: Private Banks of Iran) [ Vol.12, Issue 47 - Summer Year 1400]
delafrooz.narges Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
didehkhani.Hossein Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
Doaei.Meysam A chance constrained recourse approach for the portfolio selection problem in Iran capital market [ Vol.12, Issue 46 - Spring Year 1400]

E

ebrahimi sarve olia.mohammad hasan Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
ebrahimi.mehrnoosh To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
Emamverdi.Ghodratollah Structural Equation Model Approach in Analyzing the Relationship Between Company Financial status and Value at Risk with Emphasis on The Role of Risk Management [ Vol.12, Issue 46 - Spring Year 1400]
Eslami Nosratabadi,.H. Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]
Esmaeeli.Tahereh Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
esmaeili.bahman Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]

F

fadayi nezhad.Esmail Presentation Optimization portfolio model from market index prediction model despite of the long term memory with neural network [ Vol.12, Issue 47 - Summer Year 1400]
Fakhimi Azar.Siroos Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
Fallah pour.Saeed Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]
fallah.mirfeiz Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market [ Vol.12, Issue 49 - Winter Year 1400]
fallah.mirfeiz Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
fallah.mirfeiz Investigating the Dynamic relations between the Trend of Tehran Stock Exchange’s index and the Cumulative Funds' Cash Flow". [ Vol.12, Issue 48 - Autumn Year 1400]
fallah.mirfeiz The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
Fallah.Mohammad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
fallahi ganzagh.elham Optimization portfolio selection model with financial and ethical considerations [ Vol.12, Issue 46 - Spring Year 1400]
Fallahshams.Mirfeiz Applying multivariate DCC-FIAPARCH model in examination of dynamic conditional correlation between monetary and financial markets in Iran [ Vol.12, Issue 49 - Winter Year 1400]
Fallahshams.Mirfeiz The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange. [ Vol.12, Issue 46 - Spring Year 1400]
faramarzi.kyvan A model for predicting stock price reaction delays based on grounded theory [ Vol.12, Issue 49 - Winter Year 1400]
Farhadi.kobra Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants [ Vol.12, Issue 46 - Spring Year 1400]
Fathi.Kiamars Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
Fathi.Kiamars The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
fathi.zadalah Factors affecting the fluctuations of the coin market and their ranking in Iran during the years 94 to 97 [ Vol.12, Issue 48 - Autumn Year 1400]
Feizollahi.Sadegh Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty [ Vol.12, Issue 46 - Spring Year 1400]
foroghneghad.heidar Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
Foroush Bastani.Ali Evaluation of Residential Project With Option to Delay [ Vol.12, Issue 49 - Winter Year 1400]

G

galebafasl.hasan The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model) [ Vol.12, Issue 47 - Summer Year 1400]
ghaffari.farhad The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
Ghafourian shagerdi.Amir Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
Gholami Jamkarani.Reza A Framework for Identifying Affecting Drivers on the Future of Financial Technology Using Fuzzy Delphi and Fuzzy AHP Type 2 [ Vol.12, Issue 49 - Winter Year 1400]
Gholami Jamkarani.Reza Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
gholamnia roshan.hamid reza Determining of optimal risk level and optimal structure of capital based on logarithmic model of Border Operational Efficiency in Banks [ Vol.12, Issue 46 - Spring Year 1400]
ghorbani.zahra An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
golniya.mohsen Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]

H

Haghi seyfedin.Naser Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
hajiha.zoherh To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
Hamidi.Naser Financial Innovation Test in Banking: Providing a Hybrid Model for Forecasting and Assessing Credit Risk of Medium and Small Enterprises (SMEs) in Commercial Banks [ Vol.12, Issue 47 - Summer Year 1400]
hanifi.farhad Provide a Model for Forecasting the Stock Price Crash Risk in Tehran Stock Exchange on the basis of Hutton & chen models [ Vol.12, Issue 46 - Spring Year 1400]
Hanifi.Farhad To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
hashemzade khorasegani.gholamreza The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
Hashemzadeh.Gholamreza Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
Heidari.MohammadSaeed Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm [ Vol.12, Issue 47 - Summer Year 1400]
Heidary.Mahdi Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
Heidarzadeh Hanzaei.Alireza Convergence of Futures Contracts For Iranian Stock Exchange [ Vol.12, Issue 47 - Summer Year 1400]
Heidarzadeh Hanzaei.Alireza The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform [ Vol.12, Issue 47 - Summer Year 1400]
Heydari.Hosseinali Development of multi-objectives closed loop supply chain, Emphasizing on saving recycling costs in uncertainty [ Vol.12, Issue 46 - Spring Year 1400]
Hosseini Dana.Hamidreza Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
Hosseini.Negin Managerial ability, investment efficiency and risk of stock collapse [ Vol.12, Issue 46 - Spring Year 1400]
Hosseini.Seyed Mohammad Reza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
Hosseini.Seyed Shamsuddin The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
hosseinpour.hamzeh The effect of behavioral factors based on prospect theory on the explanatory power of Fama and French five-factor model [ Vol.12, Issue 49 - Winter Year 1400]
Hosseinzadeh Lotfi.Farhad Presentation Optimization portfolio model from market index prediction model despite of the long term memory with neural network [ Vol.12, Issue 47 - Summer Year 1400]
Hosseinzadeh Lotfi.Farhad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
houshmandi.saman The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]

I

iranzadeh.suleyman Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
Iravani.Hamidreza Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
izadi.hamidreza Investigation and Comparison of the Financing Costs Through the Financial Intermediates on Household Behavior(DSGE Model) [ Vol.12, Issue 47 - Summer Year 1400]

J

Jafari Nadushan.Abbas Ali Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
jafari.ali Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
jafari.mahbobe Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
jafri.ali akbar Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
Jahed.MohammadDaniyal Factors affecting the fluctuations of the coin market and their ranking in Iran during the years 94 to 97 [ Vol.12, Issue 48 - Autumn Year 1400]
Jamshidinavid.Babak Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]

K

Karimi.Arezou Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio [ Vol.12, Issue 46 - Spring Year 1400]
karimiasl.farhad Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
Kazemi-Rashnani.Marzieh Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
keramati.mohammadali عنوان مقاله / English Provide a risk management and cost reduction model in Capital Bank [ Vol.12, Issue 49 - Winter Year 1400]
Keyghobadi.Amir Reza Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method [ Vol.12, Issue 47 - Summer Year 1400]
khalil arjomandi.zeinab Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
Khalili Araghi.Maryam The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
Khandan Barkousaraee.Zahra Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]
khashei.vahid Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
khochiany.Ramin Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL) [ Vol.12, Issue 49 - Winter Year 1400]
Khodadadi.Mohsen Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
Khodamipour.Ahmad The effect of behavioral factors based on prospect theory on the explanatory power of Fama and French five-factor model [ Vol.12, Issue 49 - Winter Year 1400]
khozain.ali Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
Kohansal kafshgari.mahmoud Presentation of intelligent Meta-heuristic Hybrid models (ANFIS -MGGP ) to predict stock returns with more accuracy and speed than other Meta-heuristic methods. [ Vol.12, Issue 47 - Summer Year 1400]
kordlouie.hamidreza Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
kordlouie.hamidreza To Identify Important Factors That Affect the Management of Real Interest and Commitment in the Enterprise Market with Models, Bayesian Approach [ Vol.12, Issue 48 - Autumn Year 1400]
koshesh kordsholi.reza A Framework for Identifying Affecting Drivers on the Future of Financial Technology Using Fuzzy Delphi and Fuzzy AHP Type 2 [ Vol.12, Issue 49 - Winter Year 1400]
kurdbacheh.hamid Investigation of Financial Insolvency in the Iranian Banking System and Its Determinants [ Vol.12, Issue 46 - Spring Year 1400]

M

Madanchi Zaj.Mahdi Risk spillover and dynamics between financial markets, commodity markets and digital currencies with the MGARCH method [ Vol.12, Issue 47 - Summer Year 1400]
mansoori.fardin Imaged ﬁnancial Ratios and Bankruptcy Prediction using Convolutional Neural Networks [ Vol.12, Issue 46 - Spring Year 1400]
Maranjory.Mehdi Designing a fuzzy multi-objective optimization model for portfolio of bank exchange and participatory contracts [ Vol.12, Issue 47 - Summer Year 1400]
Mashayekhi.Ali Naghi Analysis of Cost and Asset Retrenchment Strategy on Corporates’ Financial Turnaround: Rent Creation Theory and System Dynamics Modeling [ Vol.12, Issue 47 - Summer Year 1400]
Meharani.Azadeh Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD) [ Vol.12, Issue 46 - Spring Year 1400]
Mehrabanpour.Mohammadreza Study of Effects of Financial Information on Stock Price Momentum in Winning and Losing Portfolios Using Data Mining Methods: Neural Networks and Decision Trees [ Vol.12, Issue 48 - Autumn Year 1400]
Mehrara.Mohsen Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]
MEHRNOOSH.ALI Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
Memarnezhad.Abbas The Effect of Exchange Rate Fluctuations on the Car Stock Index under Sanction Using Markove Switching Approach [ Vol.12, Issue 49 - Winter Year 1400]
mirabi.vahidreza Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach [ Vol.12, Issue 48 - Autumn Year 1400]
miresmaili.Bibisadat Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
Modares Khiabani.Farzin Develop a model for evaluating the financial performance of universities using comparing methods of ANFIS، ANFIS-GA و ANFIS-PSO [ Vol.12, Issue 46 - Spring Year 1400]
Moghadasi.Motahareh Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]
Mohammad Sharifi.nikoo The Role of Enterprise Risk Management on Firm Performance in the Merger and Acquisition Process Using Heckman's Two-Stage Model [ Vol.12, Issue 46 - Spring Year 1400]
Mohammadi Molgharni.Ata Allah Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]
Mohammadi Noodeh.Fazel Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
mohammadi salari.esmail Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
Mohammadi Yarijani.Forouzan Compilation and presentation of a trend model for the volume of transactions of investors based on the Importance of Psychological Components [ Vol.12, Issue 46 - Spring Year 1400]
mohammadi.emran Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]
mohammadi.shaban Provide a model for predicting noisy stock price time series using singular spectrum analysis, support vector regression with particle swarm optimization and compare it with the performance of wavelet transform, neural network, moving average self-regression process and polynomial regression [ Vol.12, Issue 49 - Winter Year 1400]
Mohammadi.Shapoor Evaluation of Residential Project With Option to Delay [ Vol.12, Issue 49 - Winter Year 1400]
Mohammadpourzarandi.Mohammadebrahim Designing a Credit Risk Management Model in the Network of after-sales service companies Using Financial Components of After-Sales Services and Metaheuristic Algorithms (Case study: Saipa's after-sales service company(Saipa Yadak)) [ Vol.12, Issue 48 - Autumn Year 1400]
Mohammadtaheri.Mahsa Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
Mohammadzadeh.Amir Financial Innovation Test in Banking: Providing a Hybrid Model for Forecasting and Assessing Credit Risk of Medium and Small Enterprises (SMEs) in Commercial Banks [ Vol.12, Issue 47 - Summer Year 1400]
mohebbi.saeed Optimizing stock portfolios by comparing different technical patterns [ Vol.12, Issue 49 - Winter Year 1400]
Mokhatab Rafiei.Farimah Optimization portfolio selection model with financial and ethical considerations [ Vol.12, Issue 46 - Spring Year 1400]
momeni vesalian.hooshang An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
Momeni.Alireza Imaged ﬁnancial Ratios and Bankruptcy Prediction using Convolutional Neural Networks [ Vol.12, Issue 46 - Spring Year 1400]
Mousavi.Somayeh Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
Movahedisobhani.Farzad Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
Movahedisobhani.Farzad Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty [ Vol.12, Issue 47 - Summer Year 1400]

N

Nabavi Chashmi.Seyyed Ali The Role of Enterprise Risk Management on Firm Performance in the Merger and Acquisition Process Using Heckman's Two-Stage Model [ Vol.12, Issue 46 - Spring Year 1400]
nademi.younes Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
NaghibulSadat.Seyed Reza Explain the views of financial market and media experts on the role of news marketing in the development of financial markets [ Vol.12, Issue 48 - Autumn Year 1400]
Nakhaei.Habibollah Designing non-linear pattern contagious influence of the Tehran Price Index from the physical assets market (Application of NARX artificial neural network model) [ Vol.12, Issue 46 - Spring Year 1400]
Nasl Moosavi.hossin Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market [ Vol.12, Issue 49 - Winter Year 1400]
nasrolahi.hossein Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
Neishabouri.Kashefy Managerial ability, investment efficiency and risk of stock collapse [ Vol.12, Issue 46 - Spring Year 1400]
Norouzi.Mohammad Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]

O

Osoolian.Mohammad The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis [ Vol.12, Issue 49 - Winter Year 1400]

P

Pakmaram.َAsgar Company sustainability model based on financial efficiency model by P-VAR model [ Vol.12, Issue 48 - Autumn Year 1400]
paytakhti oskooe.seyyed ali Technical Analysis indicators calibration using Cellular Automaton Algorithm for use in high-frequency trading [ Vol.12, Issue 47 - Summer Year 1400]
peyghambari.somayeh The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
pouraskari jourshari.Fatemeh Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
Pourebrahimi.Alireza Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]

R

Radmannejad.Hamid reza Designing a Credit Risk Management Model in the Network of after-sales service companies Using Financial Components of After-Sales Services and Metaheuristic Algorithms (Case study: Saipa's after-sales service company(Saipa Yadak)) [ Vol.12, Issue 48 - Autumn Year 1400]
Raeisi Vanani.Iman The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
Rahnama Roodposhti.Fereydoon Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
Rahnamay Roodposhti.Fereydoon Evaluating corporate Risk Management using entropy weight and grey relation analysis [ Vol.12, Issue 46 - Spring Year 1400]
Rahnamay Roodposhti.Fereydoon Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
Rajizadeh.Sepideh The effect of financial friction on the speed of stock price convergence [ Vol.12, Issue 47 - Summer Year 1400]
Rajizadeh.Simin The mediating effect of banking system fragility on the relationship between controlling shareholder sensitivity and interest rate divergence [ Vol.12, Issue 49 - Winter Year 1400]
Ramezani.Hamid reza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
Ramezani.Hamidreza Developing a quantitative Banking cooperation model in integrating banks and institutions with a marketing approach [ Vol.12, Issue 47 - Summer Year 1400]
Rangraz basaligheh.Azizollah Cost behavior analysis based on chaos theory [ Vol.12, Issue 48 - Autumn Year 1400]
Ranjbar.Mohamad Hosein Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
Rasfijani.Saeed Impact of Corporate Governance on Financial Performance according to the Mediating Role of Firm Sustainability (case study: Private Banks of Iran) [ Vol.12, Issue 47 - Summer Year 1400]
Rashidi Komijan.Alireza Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
Rasti.Fatemeh Development of Financial Networks Based on Cointegration Concept (A Study on Tehran Stock Exchange) [ Vol.12, Issue 46 - Spring Year 1400]
razavi.seyed mahdi Asset allocation in pension funds by using an integrated approach of scenario planning and best-worst method (BWM) [ Vol.12, Issue 46 - Spring Year 1400]
razi kazemi.soqra Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
REZAEE.MOHAMMAD SALEH Financial Risk Management in the automotive in Dustry With a Fuzzy network analy sis approach [ Vol.12, Issue 47 - Summer Year 1400]
rezaei.nader Modeling the spread of risks in the financial network [ Vol.12, Issue 49 - Winter Year 1400]
Rostami.Mohammad Reza Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
Rostamkhani.Hossein Optimal stock selection using bat and random forest algorithm [ Vol.12, Issue 48 - Autumn Year 1400]

S

saberfard.mahsa A chance constrained recourse approach for the portfolio selection problem in Iran capital market [ Vol.12, Issue 46 - Spring Year 1400]
sabzali.hamid Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds [ Vol.12, Issue 48 - Autumn Year 1400]
Saeidi Kousha.Mahdi Optimizing stock portfolios by comparing different technical patterns [ Vol.12, Issue 49 - Winter Year 1400]
Saeidi.Hadi Provide a model for predicting noisy stock price time series using singular spectrum analysis, support vector regression with particle swarm optimization and compare it with the performance of wavelet transform, neural network, moving average self-regression process and polynomial regression [ Vol.12, Issue 49 - Winter Year 1400]
saeydy.ali Using Brownian motion in stock prices prediction in comparison with ARIMA [ Vol.12, Issue 49 - Winter Year 1400]
safa.mojgan Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange [ Vol.12, Issue 48 - Autumn Year 1400]
Safi Samghabadi.Azamdokht Stock price forecasting using a hybrid model based on recurring neural network and ANFIS and fuzzy expert system [ Vol.12, Issue 46 - Spring Year 1400]
samadi.fatemeh The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
Sanei.Reza Evaluation of financial performance of Iranian insurance companies using two-stage data envelopment analysis technique [ Vol.12, Issue 48 - Autumn Year 1400]
Sarlak.Ahmad Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
Sarraf.Fatemeh Application of artificial intelligence in identifying functional factors affecting financial health [ Vol.12, Issue 48 - Autumn Year 1400]
Sayyadinejad.Reyhaneh Modeling and evaluating an investment without any delay in renewable resources based on real option approach (Case study: Optimal feed-in tariff for solar renewable resource in Iran) [ Vol.12, Issue 46 - Spring Year 1400]
sedaghati.samad Establishment of stock portfolio based on network-based epidemic modeling in the Iranian stock market [ Vol.12, Issue 49 - Winter Year 1400]
Seifipour.Roua An investigation of stock market liquidity, ownership, and capital structure choices using Panel VAR [ Vol.12, Issue 49 - Winter Year 1400]
seyed nezhad fahim.Seyed reza Provide an optimal Robust portfolio model with omega approach [ Vol.12, Issue 48 - Autumn Year 1400]
Shabani varnami.Mohammad Designing an evaluation model for credit rating of Islamic securities with a Adaptive Neuro-Fuzzy network approach [ Vol.12, Issue 46 - Spring Year 1400]
shabgoo monsef.seyed mahmood Providing a tool to study the factors affecting customer portfolio management (CPM) in the insurance industry [ Vol.12, Issue 47 - Summer Year 1400]
Shahiki Tash.M.N. Analysis of Comovement between Tehran Stock Market and Global Macroeconomic Indicators Using a Time-Frequency Analysis [ Vol.12, Issue 48 - Autumn Year 1400]
shamaeezadeh.Amirhosseyn Investigating the Dynamic relations between the Trend of Tehran Stock Exchange’s index and the Cumulative Funds' Cash Flow". [ Vol.12, Issue 48 - Autumn Year 1400]
Sharif far.Amir The Assessment of the optimal Deep Learning Algorithm on Stock Price Prediction (Long Short-Term Memory Approach) [ Vol.12, Issue 48 - Autumn Year 1400]
sharifi.kokab Financial Innovation Test in Banking: Providing a Hybrid Model for Forecasting and Assessing Credit Risk of Medium and Small Enterprises (SMEs) in Commercial Banks [ Vol.12, Issue 47 - Summer Year 1400]
shayan nia.seyed ahmad Financial Bankruptcy prediction using artificial neural network and firefly algorithms in companies listed in Tehran Stock Exchange [ Vol.12, Issue 46 - Spring Year 1400]
Shirazi.Babak Energy Portfolio Returns Explanation Using Fama & French Five-Factor Model [ Vol.12, Issue 46 - Spring Year 1400]
Shojaei.Ahmad The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform [ Vol.12, Issue 47 - Summer Year 1400]
Slamian.Milad Copula approach for modeling the structure of oil price dependence and Iranian stock market indices [ Vol.12, Issue 48 - Autumn Year 1400]
soleimani.moloud Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
soltani njad.mahdi The Presentation of a Model for Product Design and Development Process based on the Smart Economy Paradigm in the Banking Industry [ Vol.12, Issue 47 - Summer Year 1400]
Souri.Ali Higher moments Portfolio Optimization based on Generalized CAPM with asymmetric power distribution and fat tail [ Vol.12, Issue 46 - Spring Year 1400]

T

T. Hosseini.Masoumeh Designing an Inference System Based on Hierarchical Fuzzy Rules for Validating Bank Clients. [ Vol.12, Issue 49 - Winter Year 1400]
Taebi Noghondari.Amirhossein The mediating effect of banking system fragility on the relationship between controlling shareholder sensitivity and interest rate divergence [ Vol.12, Issue 49 - Winter Year 1400]
Taebi Noghondari.Amirhossein The effect of financial friction on the speed of stock price convergence [ Vol.12, Issue 47 - Summer Year 1400]
Tafi.Fateme Stock Portfolio Optimization with MAD and CVaR Criteria by Comparing Classical and Metaheuristic Methods [ Vol.12, Issue 47 - Summer Year 1400]
Taghavi.seyed Mehran Economic and non-economic consequences of corporate social responsibility: Application of Grounded Theory Approach [ Vol.12, Issue 48 - Autumn Year 1400]
Taghipouryan.yosef Factors Affecting the Financial Stress of Stock Exchange Individual Investors and Its Consequences: Meta-Synthesis Technique [ Vol.12, Issue 47 - Summer Year 1400]
Taheri Nia.Masoud Merge And Credit risk [ Vol.12, Issue 49 - Winter Year 1400]
Talebnia.Kamyar Investigate the interrelationship between management ability and economic value added using the method of simultaneous equations [ Vol.12, Issue 47 - Summer Year 1400]
talebniya.ghodratalah Designing non-linear pattern contagious influence of the Tehran Price Index from the physical assets market (Application of NARX artificial neural network model) [ Vol.12, Issue 46 - Spring Year 1400]
Tarokh.Jafar Evaluation of Bank Branch Performance using Data mining and Expert System Approach [ Vol.12, Issue 46 - Spring Year 1400]
Tavakoli.Ali The Momentum Effect in the Tehran Stock Market: Risk Hypothesis vs. Under-reaction Hypothesis [ Vol.12, Issue 49 - Winter Year 1400]
tehrani.reza Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]

V

vakilifard.hamidreza Modeling for Measuring Corporate Financial Sustainability Using the Econophysics and Bayesian Method [ Vol.12, Issue 46 - Spring Year 1400]
vakilifard.hamidreza Predicting the Overall Index of Tehran Stock Exchange Using Singular spectrum analysis and Genetic Algorithm [ Vol.12, Issue 49 - Winter Year 1400]
validi.javad Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm [ Vol.12, Issue 47 - Summer Year 1400]

Y

Yaghbnezhad.Ahmad The financial development, financial constraint and firms investment [ Vol.12, Issue 47 - Summer Year 1400]
Yazdanian.Narges Prediction of stock efficiency based on kernel distribution and mixture of normal distributions [ Vol.12, Issue 47 - Summer Year 1400]
Yazdanian.Narges Risk modeling of financing structure according to probabilistic decision theory through ANP [ Vol.12, Issue 47 - Summer Year 1400]
Yousofi Tezerjan.Mostafa Stock price forecasting using a hybrid model based on recurring neural network and ANFIS and fuzzy expert system [ Vol.12, Issue 46 - Spring Year 1400]

Z

Zamanpour.Alireza Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
zanjirdar.Majid Identify and rank the factors affecting stock portfolio optimization with fuzzy network analysis approach [ Vol.12, Issue 47 - Summer Year 1400]
Zarezadeh Mahrizi.Maryam Analyzing the Asymmetric Effects of Exchange Rate Movements on an Investment Risk of the Banking Industry Activing in Tehran Stock Exchange Market [ Vol.12, Issue 46 - Spring Year 1400]
Zeinali.Gholam reza Prediction of stock efficiency based on kernel distribution and mixture of normal distributions [ Vol.12, Issue 47 - Summer Year 1400]
Zomorodian.Gholamreza Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
Zomorodian.Gholamreza Identifing and ranking the affectinve factors on liquidity timing in Iranian mutual funds [ Vol.12, Issue 48 - Autumn Year 1400]