List of Articles سبد سهام

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  1 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR)
  Arezou Karimi sara goodarzi dahrizi
  20.1001.1.22519165.1399.11.45.18.5
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  2 - Optimization portfolio selection model with financial and ethical considerations
  elham fallahi ganzagh Farimah Mokhatab Rafiei
  20.1001.1.22519165.1400.12.46.27.3
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  3 - A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange
  Soghra Rezaei Mohsen Vaez-Ghasemi
  20.1001.1.22519165.1399.11.43.20.3
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  4 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
  20.1001.1.22519165.1400.12.46.16.2
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  5 - Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
  MohammadSaeed Heidari Javad Validi Seyed Babak Ebrahimi
  20.1001.1.22519165.1400.12.47.26.4
• Open Access Article
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  6 - Adaptive Neural Inference System (ANFIS) and Grid Matrix (GA) Strategies Approach in Optimizing the Investment Portfolio in Tehran Stock Exchange and OTC Iran
  ALI SHEIDAEI NARMIGI Fereydun Rahnama roodposhti Reza Radfar
  20.1001.1.22519165.1401.13.52.7.2
• Open Access Article
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  7 - 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
  sanaz faridi amir daneshvar Mahdi Madanchi Zaj Shadi Shahverdiani
  20.1001.1.22519165.1401.13.52.1.6
• Open Access Article
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  8 - Presenting a planning model for measuring Conditional Drawdown-at-Risk in the Iranian Stock Exchange market
  Seyed Ali Nabavi chashmi Ahmad Dadashpour omrani Erfan Memarian
• Open Access Article
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  9 - Two stage combination model for portfolio optimization via smart BETA strategies.
  mohammad sharafi Nowrouz Nourollahzadeh fatemeh sarraf
• Open Access Article
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  10 - Price predicting with LSTM artificial neural network and portfolio selection model of financial assets and digital currencies
  Faranak Khonsarian Babak teimourpour Mohammad Ali Rastegar
• Open Access Article
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  11 - Development of stock portfolio trading systems using machine learning methods
  Ali Heidarian Mohadeseh Moradi Mehr Ali Farhadian
• Open Access Article
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  12 - Portfolio optimization with Fraction of Expectation to Risk of future financial strength based on Eigen Vector of Pairwise Comparisons Matrix
  Keikhosro Yakideh Gholamreza Mahfoozi Mahshid Goodarzi
  20.1001.1.22519165.1396.8.32.1.1
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  13 - انتخاب سبد سهام بهینه با استفاده از الگوریتم ژنتیک NSGA-II
  ابراهیم عباسی مهدی ابوالی مهدی سربازی
  20.1001.1.22519165.1391.3.10.2.3
• Open Access Article
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  14 - Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming
  Javad Behnamian Mohammad Moshrefi
  20.1001.1.22519165.1396.8.30.3.9
• Open Access Article
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  15 - روش چند معیاره (MCDM) برای انتخاب سهام در بورس اوراق بهادار تهران با استفاده از متغیرهای مالی
  محمدعلی سوخکیان هاشم ولی پور لیـدا فیـاضـی
  20.1001.1.22519165.1389.1.5.2.9
• Open Access Article
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  16 - Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market
  N.S. Safavi Mobarhana Gholamreza Jafari Ali Saeedi
  20.1001.1.22519165.1397.9.34.4.5
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  17 - انتخاب سبد سهام چند هدفه تحت محدودیت احتمالی در بستر بازار سرمایه ایران
  سیدعلی نبوی چاشمی احمد داداش‌پور عمرانی
  20.1001.1.22519165.1391.3.13.4.1
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  18 - ارزیابی مدل گزینش سبد سهام با استفاده از فرآیند تحلیل سلسله مراتبی(AHP)، آنالیز رابطه‌ای خاکستری(GRA) و برنامه‌ریزی آرمانی(GP)
  فرشاد هیبتی فریدون رهنمای رودپشتی محمدعلی افشارکاظمی امیرحسین عبیری
  20.1001.1.22519165.1390.2.6.6.2
• Open Access Article
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  19 - سیستم خبره پیش بینی قیمت سهام و بهینه سازی سبد سهام با استفاده از شبکه‌های عصبی فازی، مدل سازی فازی و الگوریتم ژنتیک
  محسن زمانی امیر افسر سید وحید ثقفی الهام بیات
  20.1001.1.22519165.1393.5.21.7.4
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  20 - Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
  saeed fallahpour sepehr asefi sima fallahtafti MohammadReza Bagherikazemabad
  20.1001.1.22519165.1397.9.37.6.3
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  21 - Presenting a Hybrid Model based on Fuzzy Prioritization Method and COPRAS for Portfolio Selection in Tehran Stock Exchange
  Mohammad Reza Fathi Omid Faraji Omran Karimi Joughi
  20.1001.1.22519165.1396.8.32.7.7
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  22 - رویکرد دو مرحله ای ریاضی در بهینه سازی سبد سهام
  سعید خدامرادی محمد ترابی گودرزی محمدابراهیم راعی عزآبادی
  20.1001.1.22519165.1392.4.14.7.3
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  23 - The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
  Saghar Homaeifar Emad Roghanian
  20.1001.1.22519165.1395.7.28.9.4
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  24 - کاربرد الگوریتم‌های تبرید شبیه‌سازی شده و ژنتیک
  ابراهیم عباسی صمد اکبری
  20.1001.1.22519165.1393.5.20.8.3
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  25 - Optimizing Portfolio through Extreme Value Theory in Tehran Stock Exchange
  Afsaneh Sina Mirfeiz Fallahshams
  20.1001.1.22519165.1398.10.40.9.9
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  26 - Portfolio Optimization Using Chance Constrained Compromise Programming
  mojtaba nouri Emran Mohammadi
  20.1001.1.22519165.1397.9.35.10.3
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  27 - Foster-Hart Optimal Portfolio
  sepehr asefi reza eivazlu reza tehrani
  20.1001.1.22519165.1398.10.39.11.9
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  28 - Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
  Hosein Didehkhani zeynab Fereidooni koochaksaraei
  20.1001.1.22519165.1397.9.37.12.9
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  29 - Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
  Mahdi Homayounfar Amir Daneshvar Jafar Rahmani
  20.1001.1.22519165.1397.9.34.19.0