• Home
  • Hossein  Eslami Mofid Abadi
  • OpenAccess
    • List of Articles Hossein  Eslami Mofid Abadi

      • Open Access Article

        1 - Investigating the relationship between strengths and weaknesses of social responsibility with financial statement comparability (Empirical evidence from Tehran Stock Exchange)
        Hossein Eslami Mofid Abadi Amir Sina Rezai Seyed Mohammad Reza Khalilzade
        The main purpose of this study is to investigate the relationship between the strengths and weaknesses of social responsibility and the comparability of financial statements. This research is from the perspective of process, the type of data studied and the result from More
        The main purpose of this study is to investigate the relationship between the strengths and weaknesses of social responsibility and the comparability of financial statements. This research is from the perspective of process, the type of data studied and the result from the type of quantitative-applied, from the perspective of purpose and logic from the type of correlation analysis and deductive-inductive and from the perspective of time dimension also from the longitudinal type of event. To test the research hypotheses, the financial information of companies listed on the Tehran Stock Exchange in the period between 2004 to 2018 has been used, so that after applying the restrictions in this research, the final sample consisting of 121 companies was selected. After the operational measurement of the research variables, in the next step, multivariate linear regression analysis techniques have been used to test the research hypotheses. Hypothesis testing is also performed using econometric software (Eviews) and statistical methods of integrated data. The results of statistical tests show that with increasing positive points of corporate social responsibility, the ability to compare financial statements also increases. In addition, the weaknesses of social responsibility Reduces the comparability of financial statements. Manuscript profile
      • Open Access Article

        2 - The Effect of Financial Stress on Forecast of Macro Economic Indicators (Evidence from of Iran's Economy)
        Marzieh Ebrahimi shaghaghi Hossein Eslami Mofid Abadi
        The present study was conducted to investigate and explain the effect of financial stress on the forecast of macroeconomic indicators of the Islamic Republic of Iran in five steps. In the first step, the effect of financial variables on financial stress has been measure More
        The present study was conducted to investigate and explain the effect of financial stress on the forecast of macroeconomic indicators of the Islamic Republic of Iran in five steps. In the first step, the effect of financial variables on financial stress has been measured by panel data and random effects. Then, by constructing a composite index of financial stress uncertainty, using the Arch and Garch model, we are able to investigate the relationship between economic growth and financial stress uncertainty index. The study of the impact of financial stress on prosperity and recession using multilayer perceptron method shows that the economy is expected to remain in recession from 2018 until the first quarter of 2020 and with the beginning of the second quarter of 2020 we will see economic prosperity. According to the results, financial stress plays an important role in detecting recession and economic prosperity. The results of research also show that financial stress has a significant negative impact on economic prosperity. Finally, a production function is defined and the effect of financial stress along with other variables of production function on economic growth is measured in a linear and non-linear way. According to the results, financial stress index has a negative and significant effect on economic growth in long and short term models. Manuscript profile
      • Open Access Article

        3 - Stock portfolio optimization using prohibited search algorithms and itinerant trader
        fatemeh samadi fatemeh khosravi Hossein Eslami Mofid Abadi
        In this thesis, modeling and forecasting of stock market fluctuations using the combination of neural network and conditional variance patterns (case, Tehran Stock Exchange) have been used from April 2008 to April 2012. According to the predicted results, this hypothesi More
        In this thesis, modeling and forecasting of stock market fluctuations using the combination of neural network and conditional variance patterns (case, Tehran Stock Exchange) have been used from April 2008 to April 2012. According to the predicted results, this hypothesis is confirmed, but its accuracy is not as large as the composition of the neural network and the conditional variance pattern. In the return time series, both GRACH and ARCH conditional variances are rejected, but in the GRACH time series, ARCH is rejected. Given the artificial neural network simulation and conditional variance, the error value of the least squares is the return value of 18, that is, an error is required to estimate future returns. An important parameter of the opacifying factor is the dependence of our input and output at each stage, which indicates a number close to 1 and shows a complete dependence. According to the artificial neural network simulation and conditional variance, the least squares risk error value is 0.001, that is, to estimate the returns for the future, this error is error. Another important parameter of this regression table is R, which shows the dependence of our input and output in each stage, where 0 means a random relationship and 1 means dependence. Manuscript profile