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 Provide IPO valuation model using genetic algorithm and compare the value of the proposed model with Op [ Vol.13, Issue 53 - Winter Year 1401]
Chirani.Ebrahim Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring 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 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 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 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]
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 Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange [ Vol.13, Issue 52 - Autumn Year 1401]
kordlouie.hamidreza Usefulness of Expected Credit Loss of Loan Facility for predicting banks, future profitability [ Vol.13, Issue 50 - Spring Year 1401]

M

Madanchi Zaj.Mahdi Explain the factors affecting stock liquidity using genetic algorithm and minimum and maximum correlation (MRMR) methods [ Vol.13, Issue 53 - Winter Year 1401]
Madanchi Zaj.Mahdi Application of Fuzzy Delphi Integrated Approach / Multiple Logistic Regression in Identifying and Assessing the Credit Risk of Real Bank Mellat Customers [ Vol.13, Issue 53 - Winter Year 1401]
Madanchi Zaj.Mahdi Stock portfolio optimization of companies listed on the Tehran Stock Exchange based on a combination of two-level ensemble machine learning methods and multi-objective meta-innovative algorithms based on market timing approach [ Vol.13, Issue 52 - Autumn Year 1401]
Madanchi Zaj.Mahdi Dynamic GAS Based Modeling for Predicting and Assessing the Value at Risk of Bitcoin and Gold [ Vol.13, Issue 51 - Summer Year 1401]
madanchi zaj.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 Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran [ Vol.13, Issue 52 - Autumn Year 1401]
Rahnamay Roodposhti.Fereydoon 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]
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 Nonlinear Exchange Rate Analysis in the Iranian Economy [ Vol.13, Issue 53 - Winter Year 1401]
Sabet.Seyed Abdolhamid A model for determining the optimal financing tools for companies using the mechanism of matching the conditions of supply and demand sides [ Vol.13, Issue 53 - Winter Year 1401]
sabeti.mehdi Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta [ Vol.13, Issue 52 - Autumn Year 1401]
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 Designing a Model for Explaining the Effect of Macroeconomic Policies on Money and Capital Markets [ Vol.13, Issue 50 - Spring Year 1401]
Zomorodian.Gholamreza Design of Credit Risk Assessment Model by Predicting Credit Rating Transfer Using Markov Chain Process [ Vol.13, Issue 51 - Summer Year 1401]