List of Articles stochastic

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  1 - Autoregressive stochastic frontier model with nonlinear function of exogenous variable and dynamic technical inefficiency
  Bahareh Feizi Ahmad Poyrdarvish
  10.30495/jnrm.2022.63544.2155
• Open Access Article
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  2 - Estimating the half-life of stock price mean reverting: an application of Stochastic Differential Equations
  hadi rahmani fazli ahmad molabahrami
• Open Access Article
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  3 - Investigation and Test Algorithm of Stochastic Dominance for Evaluation of Optimum Portfolio Efficiency.
  Parham Pedram
• Open Access Article
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  4 - The role of monetary variables and financial frictions on the stock market in the form of DSGE model
  Lleila Barati yazdan goodarzi
  10.30495/jfksa.2022.21085
• Open Access Article
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  5 - Financial accelerator in a DSGE model with financial and banking sectors for Iran
  Hassan Heidari Ahmad Molabahrami
• Open Access Article
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  6 - Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market
  Kiomars Sohaili Shahram Fattahi Narges Rahmaniani
• Open Access Article
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  7 - Do manager-specific characteristics affect the Efficiency of bank branches?
  حمید Kordbacheh نادر Mehregan بتول Taghavi
• Open Access Article
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  8 - Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model
  Ali Farhadian Moslem Nilchi
• Open Access Article
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  9 - Estimation the risk-neutral processes in jump–diffusion models of gold coin future contracts in Iran Mercantile Exchange
  Nahid Malekiniya hosein asgari alouj
• Open Access Article
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  10 - Ranking Stochastic Efficient DMUs Based on the Reliability
  Z. Falah Asl
• Open Access Article
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  11 - An anticipating class of Fuzzy Stochastic Differential Equations
  Hossein Jafari Hamed Farahani Mahmoud Paripour
  10.22034/amfa.2022.1873842.1554
• Open Access Article
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  12 - Optimal Inflation Rate Measurement for Minimizing Economic Inequality: The Dynamic Stochastic General Equilibrium Approach
  Alireza Azizi Hashem Zare Abbas Aminifard Jalil Khodaparast Shirazi
  https://doi.org/10.71716/amfa.2025.22081792
• Open Access Article
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  13 - Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
  Seyed Alireza Miryekemami Ehsan Sadeh Zeinolabedin Sabegh
  10.22034/amfa.2017.536271
• Open Access Article
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  14 - A Risk-averse Inventory-based Supply Chain Protection Problem with Adapted Stochastic Measures under Intentional Facility Disruptions: Decomposition and Hybrid Algorithms
  Sajjad Jalali Mehdi Seifbarghy Seyed Taghi Akhavan Niaki
  10.22094/joie.2019.1868275.1654
• Open Access Article
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  15 - A combined transportation model for the fruit and vegetable supply chain network
  Javid Ghahremani-Nahr Seyyed Esmaeil Najafi Hamed Nozari
  10.22094/joie.2022.1948231.1925
• Open Access Article
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  16 - The Measurement of Technical Efficiency and Effective Factors in Cucumber Greenhouse (Case Study: Eastern Azarbayjan Province)
  B. Abdollahi H. Raheli M. Taghizadeh M. Kasrani B. Najaflou
• Open Access Article
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  17 - multi-objective mathematical model for optimizing the collection and recycling of urban waste under conditions of uncertainty(The subject of study : Karaj city)
  Mohsen Bijanpoor Reza Ehtesham Rasi Davood Gharakhany
  10.71737/jpm.2025.304.3529
• Open Access Article
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  18 - Analysis of the Effect of News Shocks Related to the Future Technology on on on Economic Welfare
  mohammad alibegli nader mehregan alireza erfani
  10.30495/eco.2023.1963088.2698
• Open Access Article
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  19 - Identification of Monetary Policy Items Influencing the Banking System
  sorayya rafiee ghareshiran Karim Emami Farhad Ghaffari
• Open Access Article
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  20 - Evaluation of Trade Rent-Seeking Effects on the Iran’s Economy through Dynamic Stochastic General Equilibrium Model
  samaneh moghaddasfar seyed komail tayebi alimorad sharifi
• Open Access Article
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  21 - The Welfare Computation under Different Fiscal Policies in an Optimal Monetary and Fiscal Policy Model Framework
  hosein marzban zahra dehghan parviz rostamzadeh hamidreza izadi
• Open Access Article
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  22 - Inflation Behavior of Tradable and Non-Tradable Dynamic Stochastic General Equilibrium (DSGE) Approach
  javid bahrami Behnoosh sadat Aghayan esfandiar jahangard
• Open Access Article
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  23 - Measuring Monopoly Power of Manufacturing Industry in Iran: Stochastic Frontier Functions Approach
  Farhad Khodadad Kashi Jafar Ebadi Seyed Ziaoddin Kiaalhoseini Khalil Heidari
• Open Access Article
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  24 - Evaluation of Home Bias in Consumption and Exchange Rate Fluctuations (DSGE Approach)
  Mohammad Akbari mohammad javad sharifzade ali ranjbaraki
• Open Access Article
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  25 - The Effect of Mark-up Shocks on Intensification of Stagflation in Iran’s Economy: DSGE Approach
  Teymour Mohammadi abbas shakeri Masoume Emamikalaee
• Open Access Article
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  26 - The Role of Tendency of Government Preference in an Optimal Fiscal Policy Model in the Presence of Agent Heterogeneity in A dynamic Stochastic General Equilibrium (DSGE) Framework
  hamidreza izadi
• Open Access Article
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  27 - The Study of Exchange Rate Dynamics in Iran by Using Dynamic Stochastic General Equilibrium (DSGE) Models
  mojtaba asghari ali haghighat masoud nonejad Hashem zare
• Open Access Article
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  28 - Adaptive Neural Network Dynamic Surface Control for Nonlinear Stochastic Systems in The Strict-Feedback Form with Prandtl-Ishlinskii Hysteresis in The Actuator
  Mohammad Mahdi Aghajary Mahnaz Hashemi
• Open Access Article
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  29 - Optimal Electrical-Thermal Scheduling of Virtual Power Plant with Probabilistic Approach, Comprehensive Demand Response and Risk Modeling
  Fateme Fattahi Ardakani Seyed Babak Mozafari Soodabeh Soleymani Morchehkhorti
  10.71666/jipet.2025.998692
• Open Access Article
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  30 - Construction of New Implicit Milstein-Type Scheme for Solution of the Systems of SODEs
  Hassan Ranjbar Younes Akbari Hadis Derikvandi
  10.30495/fomj.2021.1939654.1036
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  31 - A Stochastic Model for Water Resources Management
  Salim Bavandi Hadi Nasseri
• Open Access Article
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  32 - A two-level discount model for coordinating a decentralized supply chain considering stochastic price-sensitive demand
  Jafar Heydari Yousef Norouzinasab
• Open Access Article
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  33 - Multi-choice stochastic bi-level programming problem in cooperative nature via fuzzy programming approach
  Sumit Kumar Maiti Sankar Kumar Roy
• Open Access Article
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  34 - A reliability-based maintenance technicians’ workloads optimisation model with stochastic consideration
  D. E. Ighravwe S. A. Oke K. A. Adebiyi
• Open Access Article
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  35 - Application of queuing theory in inventory systems with substitution flexibility
  S. M. Seyedhoseini Reza Rashid Iman Kamalpour Erfan Zangeneh
• Open Access Article
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  36 - A hybrid CS-SA intelligent approach to solve uncertain dynamic facility layout problems considering dependency of demands
  Ghorbanali Moslemipour
• Open Access Article
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  37 - Scenario-based modeling for multiple allocation hub location problem under disruption risk: multiple cuts Benders decomposition approach
  Mohsen Yahyaei Mahdi Bashiri
• Open Access Article
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  38 - Parallel computation framework for optimizing trailer routes in bulk transportation
  Ugandhar Delli Ashesh Kumar Sinha
• Open Access Article
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  39 - A two-stage stochastic rule-based model to determine pre-assembly buffer content
  Elif Elcin Gunay Ufuk Kula
• Open Access Article
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  40 - Substitution of traditional money with virtual currencies and its effects on macroeconomic variables in the form of DSGE model
  mohammad pouraghdam taghi torabi abbas memarnezhad teymor mohammadi
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  41 - Government Spending and the Transmission Channels of Their Effects on Macroeconomic Variables: A DSGE Approach
  انوشیروان تقی پور هما اصفهانیان
• Open Access Article
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  42 - The Merging and the efficiency of banking industry in Iran
  Hamid Shahrestani Soghra Ghobadi
• Open Access Article
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  43 - The role of stock market shocks on macroeconomic variables in the form of dynamic stochastic general equilibrium (DSGE) model
  Yazdan Gudarzi Farahani Babak Esmaili Morvarid Khajeh Vahid Mahboubi Matin
  10.30495/fed.2023.707989
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  44 - Investigating the effect of electronic receipt and payment tools on reducing government and bank costs
  Behzad Alinejadi Ahmed Sarlak Cambys HejbarKiani
  10.30495/fed.2022.694722
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  45 - Energy Scheduling in Power Market under Stochastic Dependence Structure
  Mehdi Farhadkhani
• Open Access Article
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  46 - A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model
  Abodolsadeh neisy maryam safaei Nader Nematollahi
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  47 - APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC FREDHOLM INTEGRAL EQUATION BY APPLYING THE HAAR WAVELET
  Morteza Khodabin Khosrow Maleknejad Mohsen Fallahpour
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  48 - The optimal model of artificial neural networks for predicting the option price under the asset model SVSI
  Amir Mohammadzadeh fatemeh fakouri liavoli Ali Bolfake
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  49 - Futures Valuation Beased on Stochastic Interest Rate in Iran Mercantile Exchange
  Moslem Peymany Foroushany Meysam Amiri Ali Rajabloo
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  50 - Using Stochastic DEA for Identifying and ranking factors affecting the quality of metal structures construction (case study of metal structures factory)
  Mehrdad Aslani Hadi Talkhabi Mohammad Izadikhah
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  51 - A Stochastic-Process Methodology for Detecting Anomalies at Runtime in Embedded Systems
  Alfredo Cuzzocrea Enzo Mumolo Islam Belmerabet Abderraouf Hafsaoui
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  52 - Application of stochastic differential equations in predicting stock price behavior
  Behrouz  Piri Iranshahi Davood  Jafari Seresht Ali Akbar Golizadeh Seyed Ehsan  Hosseinidoust
  https://doi.org/10.71849/ECO.2024.1129153
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  53 - Technical Efficiency of Homestead Fish Production in the Coastal Communities
  Olaniran Anthony  Thompson Lawrence Olusola Oparinde Olaitan Olubunmi  Olajuyigbe Ebinimi Joseph  Ansa Taiwo Amos
  10.71505/ijasrt.2024.1144236
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  54 - Irrigation Water Optimal Management with Emphasis on Water Economic Productivity: Case Study: Irrigation and drainage networks of Marun
  Leila Amanat behbahani Mahnoosh Moghaddasi Hossein Ebrahimi Hossein Babazadeh
  10.30495/jae.2023.25199.2175
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  55 - Factors Affecting the Pomegranate’s Production Risk with Emphasizing on Poverty(As a Case Study:Villages of Shahreza Central Region)
  S. A. Mortazavi M. Ghorbani P. Borujeni A. Alipour
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  56 - Supply Chain Management of Tomato Paste in Northern Khorasan Province
  E. مجرد M. سالار پور M. صبوحی
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  57 - ‎A Stochastic-Process Methodology for Detecting Anomalies at Runtime in Embedded Systems‎
  Alfredo Cuzzocrea Enzo Mumolo Islam Belmerabet Abderraouf Hafsaoui
  https://doi.org/10.71602/tfss.2024.1183368
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  58 - Analysis of the projection points of the sustainable supply chain of the concrete industry in Guilan Province with random data envelopment analysis
  Fatemeh  Shoaeshargh Mansour  Soufi Alireza Amirteimoori Mahdi  Fadaei Eshkiki