Author Index

abbasi.ebrahim The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
abbasi.ebrahim Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]
Abbasion.Vahid Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
Abdollahi.Ali Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
abdolmaleki.amirhosein Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
Abolhasani Hastiani.asghar The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
AbouieMehrizi.Sina Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]
abouoori.Esmaiel Asymmetric effects of volatility in Iran and UAE stock marke [ Vol.11, Issue 43 - Summer Year 1399]
abvali.mehdi Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
adakh.elham Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
Afshar Kazemi.Mohammad Ali Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
Aghababei.Mohammad Ebrahim Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility [ Vol.11, Issue 43 - Summer Year 1399]
Ahmad.Vedadi Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
Alborzi.Mahmood Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
Alirezaei.Aboutorab Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
ameri shahrabi.mohsen Impact of the Investor's Mood State on Expected Return on Investment [ Vol.11, Issue 42 - Spring Year 1399]
amini sabgh.zenolabdin Designing a mathematical model of resilience supply chain and integrating financial and operational approaches [ Vol.11, Issue 43 - Summer Year 1399]
amini sabgh.zenolabdin Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
Anvary Rostamy.Ali Asghar Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
Arabsalehi.Mehdi Presentation DEA - MLP Neural NetworkModel in Selecting the Optimal Portfolio: Reviewing the Information Content of Accounting Criteria, Value-Based Criteria and BSC Criteria [ Vol.11, Issue 43 - Summer Year 1399]
ariamand.zeinab The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms [ Vol.11, Issue 42 - Spring Year 1399]
Asgari Alouj.Hosein Application of Generalized Geometric Bravoni Motion Model by Markov Switching Regime Process in Stock Price Simulation: System Dynamics Approach [ Vol.11, Issue 42 - Spring Year 1399]
asharion.mehdi Predicting Capital Market Returns Using the Learning Model of Levenberg-Marquardt, Gradient descent and ARIMA Algorithm [ Vol.11, Issue 44 - Autumn Year 1399]
Ataei Kchooei.Elham Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]
atefifar.alireza Effect of Financial Health Indicators as Symbols of Bank Financial Crisis Using Logit Model Multivariate (A Case Study of Banks Accepted in Exchange) [ Vol.11, Issue 42 - Spring Year 1399]
Azadi.Amir An enhanced model for the index tracking problem with transaction costs [ Vol.11, Issue 42 - Spring Year 1399]
Azadi.Keyhan Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
azinfar.kaveh Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]

B

Baghani.Ali Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
bahrisales.jamal The comparative study of the accuracy of prediction of Support Vector Machine, Bayesian Network and C5 models in prediction underpricing for listed companies at TSE and OTC [ Vol.11, Issue 44 - Autumn Year 1399]
Bajalan.Saeed Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
Bakhtyaran.Mohamad javad Designing a Model for Forecasting the Stock Exchange Total Index Returns (Emphasizing on Combined Deep Learning Network Models and GARCH Family Models) [ Vol.11, Issue 42 - Spring Year 1399]
Baqeri.Rahele Modeling of Gold coin futures with stochastic differential equations [ Vol.11, Issue 45 - Winter Year 1399]
Barari.Shirvan Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors [ Vol.11, Issue 44 - Autumn Year 1399]
Barati.Leila The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
Bayati.Gholamreza Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA) [ Vol.11, Issue 44 - Autumn Year 1399]

C

Chegeni.Ahmad Stock Price Prediction in Tehran Stock Exchange Using Artificial Neural Network Model and ARIMA Model: A Case Study of Two Active Pharmaceutical Companies in Stock Exchange [ Vol.11, Issue 44 - Autumn Year 1399]
Chirani.Ebrahim Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
Chirani.Ebrahim Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]

D

dadashi.iman Analysis The Role of Financial Development in Iran's Carbon Emissions Reduction; Application of Space Durbin Model [ Vol.11, Issue 43 - Summer Year 1399]
dadashi.iman [ Vol.11, Issue 44 - Autumn Year 1399]
Dadashi.Iman Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
dalirian.akbar Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
damankeshideh. marjan The Impact of Business Strategy and Corporate Governance on Intellectual Capital Disclosure in Selected Companies of Tehran Stock Exchange Using the panel data model [ Vol.11, Issue 43 - Summer Year 1399]
Daneshvar.amir Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
Darabi.Roya The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti [ Vol.11, Issue 43 - Summer Year 1399]
dehghan khanghahi.bita The comparative study of the accuracy of prediction of Support Vector Machine, Bayesian Network and C5 models in prediction underpricing for listed companies at TSE and OTC [ Vol.11, Issue 44 - Autumn Year 1399]
didehkhani.Hossein The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
didehkhani.Hossein Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]

E

ebrahimi.seyyed abbas The Effect of Income Smoothing and Earnings Quality on Financial performance of Firms [ Vol.11, Issue 42 - Spring Year 1399]
Emamverdi.Ghodrat The Investigation of Contagion Unanticipated Shocks in Iranian Financial Markets by DFGM Approach [ Vol.11, Issue 43 - Summer Year 1399]

F

Fadaei Eshkiki.Mehdi The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility [ Vol.11, Issue 45 - Winter Year 1399]
fadavi asghari.arefeh Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
falahshams.mirfeiz The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
FalahShams.mirfeiz Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
fallah.mirfeiz Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
Fallahshams.Mirfeiz Examining the overflow of financial stress index fluctuations on inflation, interest rate, liquidity and industry index using GARCH-BEKK and VAR models and Granger causality [ Vol.11, Issue 42 - Spring Year 1399]
farhadi.hamed Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
Fathi.Kiamars Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
fathi.sahar Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method [ Vol.11, Issue 42 - Spring Year 1399]
fathi.zadalah Effect of Financial Health Indicators as Symbols of Bank Financial Crisis Using Logit Model Multivariate (A Case Study of Banks Accepted in Exchange) [ Vol.11, Issue 42 - Spring Year 1399]
Fattahi Nafchi.Hasan Presentation DEA - MLP Neural NetworkModel in Selecting the Optimal Portfolio: Reviewing the Information Content of Accounting Criteria, Value-Based Criteria and BSC Criteria [ Vol.11, Issue 43 - Summer Year 1399]
foroghi.dariush Explain the anomalies of accruals and financial constraints through value and momentum factors And test performance with GRS test at Tehran stock exchange [ Vol.11, Issue 43 - Summer Year 1399]

G

ghafari ashtiani.peyman Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
ghafari.farhad The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
ghaffari.farhad Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method [ Vol.11, Issue 42 - Spring Year 1399]
ghanbari.ebrahim Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
ghanbary.mehrdad Providing a Model of Cost Efficiency Evaluation in Lean Supply Chain with Interpretive Structural Modeling (Case Study: Iran Khodro Company) [ Vol.11, Issue 44 - Autumn Year 1399]
gholamnia roshan.hamid reza Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
gholamnia roshan.hamid reza [ Vol.11, Issue 44 - Autumn Year 1399]
gholizadeh.mohammadhasan The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility [ Vol.11, Issue 45 - Winter Year 1399]
goodarzi dehrizi.sara Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR) [ Vol.11, Issue 45 - Winter Year 1399]
goodarzi dehrizi.sara Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method [ Vol.11, Issue 45 - Winter Year 1399]

H

hadavand.SARA Investigating the Effect between Overall & Partial Efficiency of Financing Methods from the Perspective of Governance and Residents of the Worn-Out texture of Urban Recreation Targets and Neighborhoods, Using Network Fuzzy Range Adjusted Measure Data Envelopment Analysis (NFRAM DEA) method (Case Study: Javanmard Qasab Neighborhood, District 20 of Tehran Municipality) [ Vol.11, Issue 45 - Winter Year 1399]
Haddadi.Mohammad Reza Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method [ Vol.11, Issue 45 - Winter Year 1399]
Haj Khan Mirzaye Sarraf.Ebrahim Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
Hamidian.Mohsen Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
Hamidian.Mohsen One-way and two-way risk filtering using generalized dynamic factor model in Tehran Stock Exchange [ Vol.11, Issue 44 - Autumn Year 1399]
hanifi.Farhad Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
Hashemi.SeyedAmirMehdi The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
HASSANABADI.HASSAN Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
heidari haratemeh.mostafa Impact of the Investor's Mood State on Expected Return on Investment [ Vol.11, Issue 42 - Spring Year 1399]
Heidari.Hamed Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
Heidarzadehhanzaee.Alireza The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
Hematfar.Mahmmoud Modeling and predicting stock market volatility using neural network and conditional variance patterns [ Vol.11, Issue 43 - Summer Year 1399]
Hemmati Asiabaraki.Mehdi Developing Asset Correlation Risk Model (ACR) with Asset- Liability Management (ALM) Approach with using of VECM model [ Vol.11, Issue 42 - Spring Year 1399]
Hoghooghi.Soheila Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility [ Vol.11, Issue 43 - Summer Year 1399]
Hoseini.Seyed Ali Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks [ Vol.11, Issue 44 - Autumn Year 1399]
Hosseinzadeh Lotfi.Farhad Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]

J

jamshidinavid.babak Providing a Model of Cost Efficiency Evaluation in Lean Supply Chain with Interpretive Structural Modeling (Case Study: Iran Khodro Company) [ Vol.11, Issue 44 - Autumn Year 1399]
Javanshir.Hasan Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
jouzbarkand.mohammad Evaluation of market efficiency with using advanced econometric models in Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]

K

Kabaranzadeh Khadim.Mohammadreza Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
Kabirian.Mohammad Hossein A Model of Iran’s Capital Market Resilience Using Structural Equation Modeling [ Vol.11, Issue 43 - Summer Year 1399]
kalantari daronkola.hasan [ Vol.11, Issue 44 - Autumn Year 1399]
kamali.elahe Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
Karimi.Arezou Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR) [ Vol.11, Issue 45 - Winter Year 1399]
kashanitabar.shahrzad Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
Kazempour Dizaji.Fatemeh Developing the Financial Literacy Education Model in Iran using the Grounded Theory Approach [ Vol.11, Issue 43 - Summer Year 1399]
Kebryaie.Atena Evaluation of Determining Parameters in Iran Stock Market [ Vol.11, Issue 43 - Summer Year 1399]
Keyghobadi.Amir Reza The Impact of Business Strategy and Corporate Governance on Intellectual Capital Disclosure in Selected Companies of Tehran Stock Exchange Using the panel data model [ Vol.11, Issue 43 - Summer Year 1399]
Khalili Araghi.Maryam THE TORQUE COMPARISON OF THE EXTREME DISTRIBUTION MODELS AND THE DIFFERENCE IN THE RATIO OF FAILURE PATTERNS OF DIFFERENT TIME MODELS OF TEHRAN STOCK EXCHANGE [ Vol.11, Issue 43 - Summer Year 1399]
Khalili Araghi.Maryam Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
khan mohammadi.Mohammad hamed Developing the Financial Literacy Education Model in Iran using the Grounded Theory Approach [ Vol.11, Issue 43 - Summer Year 1399]
Kheradyar.Sina Decision Usefulness evaluation of risk factor disclouser [ Vol.11, Issue 42 - Spring Year 1399]
khodaei valahzaghard.mohammad The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
khoshbin.Rasoul Liqidity risk management in open market operations with GlueVaR criteria [ Vol.11, Issue 45 - Winter Year 1399]

L

lotfi.hasan Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model [ Vol.11, Issue 45 - Winter Year 1399]

M

Madanchi Zaj.Mahdi Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
maghsoud.hosein Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA) [ Vol.11, Issue 45 - Winter Year 1399]
Maleki.Ali Credit risk optimization model for crowdfunding process by using Neural Network(MLP) [ Vol.11, Issue 43 - Summer Year 1399]
Malekiniya.Nahid Application of Generalized Geometric Bravoni Motion Model by Markov Switching Regime Process in Stock Price Simulation: System Dynamics Approach [ Vol.11, Issue 42 - Spring Year 1399]
mansourian.reza Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
Mehrara.Mohsen Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]
memarian.erfan Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
Memarnejad.Abbas The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
Meshki Miavaghi.Mehdi Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
mirabi.vahidreza Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
Mirbargkar.Seyed Mozafar Developing Asset Correlation Risk Model (ACR) with Asset- Liability Management (ALM) Approach with using of VECM model [ Vol.11, Issue 42 - Spring Year 1399]
mirbargkar.Seyed Mozaffar Identifying and Ranking Factors Affecting Shareholders' Decision to Invest in the Iranian Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
mirjamali mehrabadi.monir sadat Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
Modiri.Mahmood Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
mohamadi.zhila Testing of multi criteria decision making model in designing success model of Succession Planning in Iranian Banking system [ Vol.11, Issue 45 - Winter Year 1399]
mohammadi nodeh.fazel Intangibles disclosure: A user-based approach to enhanced external financial reporting [ Vol.11, Issue 42 - Spring Year 1399]
Mohammadi.Majid Applying machine learning models in creation of share optimum portfolio and their comparison [ Vol.11, Issue 45 - Winter Year 1399]
mohammadi.shaban The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
Mohammadi.Teymour Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
Mohammadpourzarandi.Mohammadebrahim Investigating the Effect between Overall & Partial Efficiency of Financing Methods from the Perspective of Governance and Residents of the Worn-Out texture of Urban Recreation Targets and Neighborhoods, Using Network Fuzzy Range Adjusted Measure Data Envelopment Analysis (NFRAM DEA) method (Case Study: Javanmard Qasab Neighborhood, District 20 of Tehran Municipality) [ Vol.11, Issue 45 - Winter Year 1399]
Mohammadpourzarandi.Mohammadebrahim Presenting a Model Based on Evaluation of Performance Banks Listed in Tehran Stock Exchange Using Data Mining Approach [ Vol.11, Issue 42 - Spring Year 1399]
Mohammadpourzarandi.Mohammadebrahim Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA) [ Vol.11, Issue 44 - Autumn Year 1399]
mokhlesabadi.shahram Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
Mokhtari.Mohammad Design of Decision Support System to Forecast Demand for Dynamic Network Design Based on Uncertainty and its Impact on Economic Justification [ Vol.11, Issue 42 - Spring Year 1399]
Mousakhani.Morteza Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
MOUSAVI ANZAHAEI.SEYED MAJID Developing Pattern for Determining Trading Strategies, with an approach based on Future study, Fundamental Analysis, Feature Engineering and Machine Learning Algorithms. [ Vol.11, Issue 45 - Winter Year 1399]
MOUSAVI ANZAHAEI.SEYED MAJID Developing Pattern for Determining Trading Strategies, with an approach based on Future study, Fundamental Analysis, Feature Engineering and Machine Learning Algorithms. [ Vol.11, Issue 45 - Winter Year 1399]
Movahedi.Mohammad Mehdi Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow [ Vol.11, Issue 45 - Winter Year 1399]
Movahedi.Mohammad Mehdi Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]

N

Nabavi Chashmi.Seyyed Ali Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study) [ Vol.11, Issue 44 - Autumn Year 1399]
Nabavi Chashmi.Seyyed Ali Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
Nabavi.Ali Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
nademi.younes Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
nasrolahi.hossein Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t [ Vol.11, Issue 42 - Spring Year 1399]
Navaeian.reza The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
Nosrati Barandagh.Bizhan Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]

O

Osoolian.Mohammad Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]

P

panahian.hossein Design and Explain Stock Market Liquidity Model of Product Market Competition Based on Adaptive Econometric Model and Fuzzy Logic Approach [ Vol.11, Issue 45 - Winter Year 1399]
pargar.taleb Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
Pourzamani.Zahra Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks [ Vol.11, Issue 44 - Autumn Year 1399]
Pouyanfar.Ahmad Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]

R

Radfar.Reza Modeling of Gold coin futures with stochastic differential equations [ Vol.11, Issue 45 - Winter Year 1399]
Radfar.Reza Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
Rahnamay Roodposhti.Fereydoon Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
Rahnamay Roodposhti.Fereydoon The optimization of Investment Beliefs in Tehran Stock Exchange Break Points Based on Heterogeneous Agent Models Framework and Agent Based Modelling with Genetic Algorithm [ Vol.11, Issue 42 - Spring Year 1399]
Rahnamay Roodposhti.Fereydoon Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]
rajabi.vali Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model [ Vol.11, Issue 45 - Winter Year 1399]
ramezani.javad Explain the moderating role of the investment horizon on excess returns from Implementation of the Momentum& Contrarian strategy changing in stock price volatilities [ Vol.11, Issue 44 - Autumn Year 1399]
ranjbari vahid.mohammad hosein Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange [ Vol.11, Issue 43 - Summer Year 1399]
Rashidi Komijan.Alireza Designing of Fuzzy Multi-Objective (FMO) optimization model orientation integration of financial and operational flow in LARG supply network [ Vol.11, Issue 45 - Winter Year 1399]
rastinfar.ali Modeling and predicting stock market volatility using neural network and conditional variance patterns [ Vol.11, Issue 43 - Summer Year 1399]
Razipour-GhalehJough.somayeh Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
Rezaei.Farzin Liqidity risk management in open market operations with GlueVaR criteria [ Vol.11, Issue 45 - Winter Year 1399]
Rezaei.Farzin Decision Usefulness evaluation of risk factor disclouser [ Vol.11, Issue 42 - Spring Year 1399]
rezaei.nader Smart portfolio using quantitative investment models [ Vol.11, Issue 44 - Autumn Year 1399]
Rezaei.Soghra A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange [ Vol.11, Issue 43 - Summer Year 1399]
roshan.reza Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM [ Vol.11, Issue 44 - Autumn Year 1399]
Rostamy.Mohsen Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]

S

sadeghi.alireza Development of an intelligent method based on fuzzy technical indicators for predicting and trading the euro-dollar exchange rate [ Vol.11, Issue 45 - Winter Year 1399]
sadeh.ehsan Designing a mathematical model of resilience supply chain and integrating financial and operational approaches [ Vol.11, Issue 43 - Summer Year 1399]
sadeh.ehsan Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
Saeidi.Hadi The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch [ Vol.11, Issue 43 - Summer Year 1399]
saeidi.parviz The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
saeidi.parviz Modeling of exchange rate fluctuations with systems dynamics approach [ Vol.11, Issue 43 - Summer Year 1399]
Sahabi.Bahram Designing a Model for Forecasting the Stock Exchange Total Index Returns (Emphasizing on Combined Deep Learning Network Models and GARCH Family Models) [ Vol.11, Issue 42 - Spring Year 1399]
SALAMI.SOOLMAZ Modeling of Noise Trading Effect on Extreme Return Based on Quantile Regression Approach [ Vol.11, Issue 44 - Autumn Year 1399]
Salehi Rad.Mohammad Reza Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
saneifar.matin The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash [ Vol.11, Issue 45 - Winter Year 1399]
sarchami.mohammad Applying machine learning models in creation of share optimum portfolio and their comparison [ Vol.11, Issue 45 - Winter Year 1399]
Sayadi.Firouz Designing an Adjusted Return Predictive Pattern Based on Downside Risk; Evidence from the Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
Shadnoush.Nosratollah Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]
shaerattar.mahdi Gold Exchange Traded Fund : Price Discovery and Performance Analysis [ Vol.11, Issue 44 - Autumn Year 1399]
Shafiee.Morteza Development of a Hybrid Model of Dynamic Simulation Systems and Network Data Envelopment Analysis to Predict and Evaluate Services Supply Chain (Case Study of Hormozgan Social Security Branches) [ Vol.11, Issue 45 - Winter Year 1399]
shahiki tash.mohammad nabi Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM [ Vol.11, Issue 44 - Autumn Year 1399]
Sharafi.Hamid Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]
Sohrabi.Tahmoores Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]

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Taghavi.Reza Predicting Emotional Tendency of Investors Using Support Vector Machine (SVM) and Decision Tree (DT) Techniques [ Vol.11, Issue 45 - Winter Year 1399]
tehrani.reza Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression - GARCH approach [ Vol.11, Issue 45 - Winter Year 1399]
Toloie Eshlaghy.Abbas Model for the effective implementation of technological venture capital strategy (Case Study; Future Bank) [ Vol.11, Issue 45 - Winter Year 1399]
Toloie Eshlaghy.Abbas Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach [ Vol.11, Issue 44 - Autumn Year 1399]
Torabi.Taghi Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA) [ Vol.11, Issue 45 - Winter Year 1399]
tour.Mansour Asymmetric effects of volatility in Iran and UAE stock marke [ Vol.11, Issue 43 - Summer Year 1399]

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Vaez-Ghasemi.Mohsen A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange [ Vol.11, Issue 43 - Summer Year 1399]
vakilifard.hamidreza THE TORQUE COMPARISON OF THE EXTREME DISTRIBUTION MODELS AND THE DIFFERENCE IN THE RATIO OF FAILURE PATTERNS OF DIFFERENT TIME MODELS OF TEHRAN STOCK EXCHANGE [ Vol.11, Issue 43 - Summer Year 1399]
vakilifard.hamidreza Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors [ Vol.11, Issue 44 - Autumn Year 1399]

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yaghoobnazhad.ahmad Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]

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zanjirdar.Majid Evaluating the Effect of Asymmetric Information and Scale Effect on Market Structure in Tehran Stock Exchange [ Vol.11, Issue 45 - Winter Year 1399]
Zomorodian.Gholamreza Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach) [ Vol.11, Issue 44 - Autumn Year 1399]