Author Index

A

Abbasi.Ebrahim Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]
Abbasifard.Mohammad Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
abdolbaghy ataabady.abdolmajid Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
aghasi.saeid Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]
Alamatian.Zohreh Multi Fractal Detrended Cross Correlation Analysis based on Indicator in Financial Time Series: Case Study of Forex Market [ Vol.13, Issue 52 - Autumn Year 1401]
Aliabadi.Akbar Impact of Lunar Cycle on Return of the Tehran Stock Exchange [ Vol.13, Issue 50 - Spring Year 1401]
AMIRI.MARYAM Providing an Optimal Financing Model of Entrepreneurship Through Acquisition (ETA) Perspective of Entrepreneurs and Investors Using Data Envelopment Analysis (DEA) [ Vol.13, Issue 51 - Summer Year 1401]
Askari Hassan Abadi.Soheila The Development of Algorithmic trading in turbulent markets [ Vol.13, Issue 50 - Spring Year 1401]
Azizollahi.sirous Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]

B

Baghban.Ali Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
bagheri mazraeh.nasrin Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
bakhtiaran.mohamad javad Designing a Model for Forecasting the Gold Price Returns (Emphasizing on Combined convolutional neural network Models and GARCH Family Models) [ Vol.13, Issue 50 - Spring Year 1401]
Banihashemi.Shokoofeh Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
Banitalebi Dehkordi.Bahareh Applying the electro method to determine the effects of calendar irregularities in chemical companies listed on the Tehran Stock Exchange [ Vol.13, Issue 51 - Summer Year 1401]
Baqeri.Rahele Comparison of the performance of Merton and Heston models in predicting the price of gold coin futures contracts [ Vol.13, Issue 51 - Summer Year 1401]
bita.elham Investigating the Threshold Impact of Country Risk Index on the Impact of Public Debt on Economic Growth: Panel Smooth Transition Regression (PSTR) Approach [ Vol.13, Issue 51 - Summer Year 1401]

C

Chirani.Ebrahim Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
Chirani.Ebrahim Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op [ Vol.13, Issue 53 - Winter Year 1401]

D

Daneshvar.Amir Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
Daneshvar.Amir Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
Davoodi.Sayyed Mohammad Reza Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]
Davoodi.Sayyed Mohammad Reza Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
didehkhani.Hossein Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]
Dizaji.Monireh Assessing the relationship between financial distress and stock returns using the Monte Carlo Markov chain [ Vol.13, Issue 51 - Summer Year 1401]

F

Fadaei Eshkiki.Mehdi Investigating the short and long term relationship between upside and downside risks with inflation and economic growth [ Vol.13, Issue 52 - Autumn Year 1401]
Fallah pour.Saeed Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm [ Vol.13, Issue 53 - Winter Year 1401]
fallah.mirfeiz Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets [ Vol.13, Issue 52 - Autumn Year 1401]
fallah.mirfeiz Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
fallah.mirfeiz Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
fallah.mirfeiz Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
fallah.mirfeiz Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
Farid Heidarifar.فرید Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
faridi.sanaz Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
foroghi.dariush The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory [ Vol.13, Issue 51 - Summer Year 1401]
Forootan chehr.shahab Provide a two-stage mathematical model for evaluating and selecting a project portfolio [ Vol.13, Issue 53 - Winter Year 1401]

G

Ghodrati.قدرتی Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
Gholami-Jamkarani.Reza Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
gholizadeh.mohammadhasan Investigating the short and long term relationship between upside and downside risks with inflation and economic growth [ Vol.13, Issue 52 - Autumn Year 1401]
Gioki.Ibrahim Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]

H

Haji Gholam Saryazdi.Ali Designing a crowdfunding model in the aviation industry [ Vol.13, Issue 51 - Summer Year 1401]
hakimzadeh., benyamin Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
hanifi.farhad Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
Hashemizadeh.Elhamsadat Examining the Efficiency Models, Conditional Value at Risk and Mean Absolute Deviation and Particle Swarm Optimization Algorithm under CVAR and MAD risk criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]
Hoseinzadeh.Souzan Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
Hosseini Shakib.Mehrdad Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
Hosseinikia.Seyd Mohamad Taghi Providing a comprehensive model based on the effect of behavioral indicators of Vals lifestyles on Purchase decision making styles of Asel - case study: female buyers with high and low income and financial resources in Tehran city [ Vol.13, Issue 53 - Winter Year 1401]
hosseinpour.abdolkarim Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]

J

jahangirnia.hosein Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
Jalali dehkordi.Daruosh Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]

K

kamalian.nesa Investigating the Threshold Impact of Country Risk Index on the Impact of Public Debt on Economic Growth: Panel Smooth Transition Regression (PSTR) Approach [ Vol.13, Issue 51 - Summer Year 1401]
Keyghobadi.Amir Reza Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets [ Vol.13, Issue 52 - Autumn Year 1401]
khan mohammadi.Mohammad hamed Distance to default in banks with the approach of transformed- data maximum likelihood estimate method [ Vol.13, Issue 50 - Spring Year 1401]
kordlouie.hamidreza Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach) [ Vol.13, Issue 52 - Autumn Year 1401]
kordlouie.hamidreza Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
kordlouie.hamidreza Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]

M

Madanchi Zaj.Mahdi Dynamic GAS Based Modeling for Predicting and Assessing the Value at Risk of Bitcoin and Gold [ Vol.13, Issue 51 - Summer Year 1401]
Madanchi Zaj.Mahdi Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
Madanchi Zaj.Mahdi Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
Madanchi Zaj.Mahdi Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
madanchi zaj.mehdi Development a new ensemble learning approach for stock portfolio selection using multiclass SVM and genetic algorithm [ Vol.13, Issue 50 - Spring Year 1401]
Minooi.Mehrzad Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
mirabi.vahidreza Providing a comprehensive model based on the effect of behavioral indicators of Vals lifestyles on Purchase decision making styles of Asel - case study: female buyers with high and low income and financial resources in Tehran city [ Vol.13, Issue 53 - Winter Year 1401]
mohammade khoshue.hamzeh Portfolio optimization in capital market bubble space, application of bee colony algorithm [ Vol.13, Issue 53 - Winter Year 1401]
Mohammadi.Iman Portfolio optimization in capital market bubble space, application of bee colony algorithm [ Vol.13, Issue 53 - Winter Year 1401]
mohammadinejad pashaki.mohammadbagher Study in order to measure nexus and spillover effects from world commodities to Tehran overall stock index: A VAR-BEKK-GARCH Approach [ Vol.13, Issue 51 - Summer Year 1401]
Mohammadpourzarandi.Mohammadebrahim Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
Mohseni.ghasem Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
Moradpour.Saeed The Development of Algorithmic trading in turbulent markets [ Vol.13, Issue 50 - Spring Year 1401]

N

Nabavi Chashmi.Seyyed Ali Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op [ Vol.13, Issue 53 - Winter Year 1401]
Nemati Kheirabadi.Seyed Mahdi A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
Noroozi.Mohammad The Development and Assessment of Stock Pricing Model Based on the Anchoring and Adjustment Theory [ Vol.13, Issue 51 - Summer Year 1401]
Norouzi.Narges Evaluating the Performance of Financial Institutions using a Data Envelopment Analysis model in a FDH networks (Case Study: Saman Bank) [ Vol.13, Issue 53 - Winter Year 1401]
Nourollahzadeh.Nowrouz Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]

P

pakizeh.kamran Ranking of Firms listed in Tehran Stock Exchange Using Multi Criteria Decision Making Methods (Case Study: Cement Industry Companies) [ Vol.13, Issue 53 - Winter Year 1401]
panahian.hosein Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]

R

Radfar.Reza Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran [ Vol.13, Issue 52 - Autumn Year 1401]
rafizadeh.mehrdad Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]
rahimi.abdorrahim The role of customer pressure on the company's stock price response to the announcement of participation in green supply chain programs [ Vol.13, Issue 51 - Summer Year 1401]
Rahnamay Roodposhti.Fereydoon Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
Rahnamay Roodposhti.Fereydoon Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran [ Vol.13, Issue 52 - Autumn Year 1401]
Rajizadeh.Simin Evaluation of VIX Fluctuation Index in Iranian Capital Market and the Impact of Its Future Pricing through GARV Model [ Vol.13, Issue 52 - Autumn Year 1401]
Rezaei Aghmashhadi.Masoud The Use of Delphi-Fuzzy and Fuzzy-DEMATEL Approach to Identify and Evaluate Effective Factors on Credit Risk of Real Bank Melli Customers in Iran [ Vol.13, Issue 51 - Summer Year 1401]
Rezaei.Mahmoud Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
Rezaeilava.Saeid Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
Roshandel.Mohammad Comparative survey of credit risk models based on accounting information and market information from the perspective of stakeholders [ Vol.13, Issue 50 - Spring Year 1401]
rostami.maryam Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
Rostamy.Mohsen Providing an Optimal Financing Model of Entrepreneurship Through Acquisition (ETA) Perspective of Entrepreneurs and Investors Using Data Envelopment Analysis (DEA) [ Vol.13, Issue 51 - Summer Year 1401]
rouhani rad.shayan Ranking of Firms listed in Tehran Stock Exchange Using Multi Criteria Decision Making Methods (Case Study: Cement Industry Companies) [ Vol.13, Issue 53 - Winter Year 1401]

S

Sabet.Seyed Abdolhamid A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
Sabet.Seyed Abdolhamid Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
sabeti.mehdi Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
Saeedi nezhad.Seyed Ramin Estimation of a model for predicting the trend of digital currencies (Bitcoin, Ethereum) in the corona and post-corona periods with the help of time series [ Vol.13, Issue 50 - Spring Year 1401]
Saeidi Kousha.Mahdi Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
safa.mojgan Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
Salehi Rezveh.Masoud A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
Salehi Rezveh.Masoud Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
sanei.masoud Financial performance measurement of the top 50 companies on the stock exchange using non-radial models of data envelopment analysis [ Vol.13, Issue 50 - Spring Year 1401]
saroei.somayeh Comparison of the Predictive Accuracy of Artificial Neural Network Systems Based on Multilayer Perceptron Approach and Falmer Binary-Logistics Model in Order to Predict Bankruptcy [ Vol.13, Issue 52 - Autumn Year 1401]
Sarraf.Fatemeh Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]
shafiee.شفیعی Distance to default in banks with the approach of transformed- data maximum likelihood estimate method [ Vol.13, Issue 50 - Spring Year 1401]
SHAHABI SHOJAEI.ghazal Identification of Effective and Influential Factors on Debt Financing for Financial Institutions and Banks in the form of crowdfunding Using Fuzzy DEMATEL Method [ Vol.13, Issue 53 - Winter Year 1401]
shalbaf shirvani.mahdi The role of customer pressure on the company's stock price response to the announcement of participation in green supply chain programs [ Vol.13, Issue 51 - Summer Year 1401]
shamsaliniya.sepideh Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion [ Vol.13, Issue 52 - Autumn Year 1401]
sharafi.mohammad Two stage combination model for portfolio optimization via smart BETA strategies. [ Vol.13, Issue 51 - Summer Year 1401]
Sheibani.Reza Multi Fractal Detrended Cross Correlation Analysis based on Indicator in Financial Time Series: Case Study of Forex Market [ Vol.13, Issue 52 - Autumn Year 1401]

T

tabibi.Mohamad ali Portfolio optimization based on parametric and nonparametric period value at risk [ Vol.13, Issue 53 - Winter Year 1401]
Taghi Nataj Malekshah.Gholamhasan Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]
Taheri Nia.Masoud Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
Taiebysani.ehsan Optimization on ELM network using Particle swarm Optimization Algorithms and OSELM to predict the industry index in Tehran Stock Exchange [ Vol.13, Issue 53 - Winter Year 1401]
tavakoli.najmeh Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic [ Vol.13, Issue 52 - Autumn Year 1401]
tehrani poor.ali asghar Designing a credit portfolio optimization model in the banking industry using a meta-innovative algorithm [ Vol.13, Issue 50 - Spring Year 1401]

V

vahabi.sahand Applying the electro method to determine the effects of calendar irregularities in chemical companies listed on the Tehran Stock Exchange [ Vol.13, Issue 51 - Summer Year 1401]
Vahedi-Anvar.Hadise Evaluating the Performance of Financial Institutions using a Data Envelopment Analysis model in a FDH networks (Case Study: Saman Bank) [ Vol.13, Issue 53 - Winter Year 1401]
Vkili Fard,.Hamid Reza Comparison of the Predictive Accuracy of Artificial Neural Network Systems Based on Multilayer Perceptron Approach and Falmer Binary-Logistics Model in Order to Predict Bankruptcy [ Vol.13, Issue 52 - Autumn Year 1401]

Z

zeraati.reza Analysing the Impacts of Fiscal Policy on Assets Price in Iran; An Augmented Time Varying Parameter- Vector Autoregression Approach [ Vol.13, Issue 50 - Spring Year 1401]
ziaei shirkolaei.alireza Evaluating the efficiency score of investment holdings by considering undesirable variable using FDH model: An approach of Data Envelopment Analysis [ Vol.13, Issue 50 - Spring Year 1401]
zoghi.soheil Presenting a market direction prediction model for gold coin trades in Iran’s Commodity Exchange market using Long Short-Term Memory (LSTM) algorithm [ Vol.13, Issue 53 - Winter Year 1401]
Zomorodian.Gholam Reza Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
Zomorodian.Gholamreza Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]
Zomorodian.Gholamreza Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]