List of Articles سبد سهام

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  1 - Modeling and Comparison of Fuzzy and Non-Fuzzy Multi-Objective Evolution Optimization Portfolios in Tehran Stock Exchange
  Mohammad Fallah Hadi Khajezadeh Dezfuli Hamed Nozari
• Open Access Article
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  2 - Three steps method for portfolio optimization by using Conditional Value at Risk measure
  S. Navidi sh. Banihashemi M. Sanei
• Open Access Article
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  3 - Efficiency analysis of the meta-heuristic algorithms in portfolio optimization
  Sina Shirtavani Mehdi Homayonfar Keyhan Azadi amir daneshvar
• Open Access Article
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  4 - Predicting Financial Contagion from Generating shock in Investment Institutions Activated in Capital Market due to Overlapping Portfolios Risk
  Alireza Rayati Shavazi Abbas Rezaei Pandari
• Open Access Article
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  5 - Explaining the fuzzy genetic model of choosing a resilient supplier portfolio in the supply chain of the construction industry under recession conditions
  amir mohtasham taghi torabi reza radfar mohammadereza motadel nazanin pilehvari
• Open Access Article
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  6 - Portfolio optimization with differential evolution and conditional value at risk approach
  Shahin Ramtinnia Romina Atrchi
• Open Access Article
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  7 - The two-stage Approach for Stock Selection and Portfolio Composition (Enriched Promethee Method)
  Saeed Khodamoradi Mahdi Bashiri Hossein Reisi
• Open Access Article
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  8 - Portfolio Selection by Means of Artificial Bee Colony Algorithm and its Comparison with Genetic Algorithm and Ant Colony Algorithm
  Mahmoud Rahmani Maryam Khalili Araghi Hashem Nikoomaram
• Open Access Article
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  9 - The formation of the investment optimal portfolio based on the approach of the analysis of Social channels in Iran’s equities market (Quantitative and qualitative attitude)
  mahshid esfahanian hamidreza vakilifard Shadi Shahverdiani Mohammad Hassan Janani
  10.30495/jfksa.2023.22387
• Open Access Article
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  10 - Selection and Portfolio Optimization by Mean–Variance Markowitz Model and Using the Different Algorithms
  Jamal Bahri Sales Askar Pakmaram Mostafa Valizadeh
• Open Access Article
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  11 - Designing Automatic Re-balancing Model Using Technical Analysis Concept of Divergence
  S. M. Lale Sajjadi S. Hojjat Vakili S. Babak Ebrahimi
• Open Access Article
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  12 - Developing an uncertain mean-chance model for portfolio optimization using forecasted returns
  Hosein Didehkhani Amir Shiri-ghehi Behzad Miran
• Open Access Article
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  13 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshidi Eyni Hamid Khaloozadeh
• Open Access Article
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  14 - Using intelligent methods in Solving Constrained Portfolio in Tehran Stock Exchange
  Esmat Jamshdi Eyni Hamid Khaloozadeh
• Open Access Article
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  15 - Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)
  Hojatollah Sadeghi Sharifeh Forooghi Dehnavi
• Open Access Article
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  16 - Select Optimal Portfolio of Stock in Companies Listed at Tehran Stock Exchange
  Roya Darabi S. Hesam Vaghfi S. Javad Habibzadeh Mahnaz Ahangari
• Open Access Article
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  17 - Portfolio Optimization in Capital Market Bubble Condition
  Abdollah Daryabor frydoon Rahnama Roodposhti Hashem Nikoomaram Farhad Ghaffari
• Open Access Article
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  18 - Comparing the performance of optimization models with equity investment funds: evidence from the Tehran Stock Exchange
  Mahmood Pakbaz kataj Daryush Farid
  10.30495/jfksa.2022.20220
• Open Access Article
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  19 - Stock Portfolio Selection Using Dempster_Shafer Evidence Theory
  Mahsa Abbasi Shirsavar S. Ali Nabavi Chashmi
• Open Access Article
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  20 - Optimization of Network-Based Matrix Investment Portfolio and Comparison with Fuzzy Neural Combination Pattern and Genetic Algorithm(ANFIS)
  ALI SheidaeiNarmigi Fraydoon Rahnamay Roodposhti Reza Radfar
• Open Access Article
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  21 - Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock Exchange)
  Nasimeh Abdi mehdi Moradzadeh Fard Hamid Ahmadzadeh Mahmoud Khoddam
• Open Access Article
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  22 - Combining Multi-Criteria Decision Making and Mathematical Optimization as a Basis for Capital Decision Making
  Ali Sepehri Hossein Jabbari Hassan Ghodrati Ghazaani Hossein Panahian
• Open Access Article
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  23 - Solving portfolio selection problem using Dantzig-Wolfe algorithm
  Javad Behnamian Mohammad Moshrefi
• Open Access Article
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  24 - An Investigation of methods to reduce transaction costs in Tehran Stock Exchange
  Romina Atrchi Shahin Ramtinnia
• Open Access Article
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  25 - Developing an expert system to create and rebalance investment portfolio, using technical analysis
  Seyed Hojat Vakili Amir Abbas Najafi Seyed Babak Ebrahimi
• Open Access Article
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  26 - Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach
  Saeid Fallahpour Reza Raei M. Esmaeil Fadaeinejad Reza Monajati
• Open Access Article
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  27 - Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french
  Gholamreza kordestani Mozhde Ghasemi
• Open Access Article
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  28 - Selection of optimal portfolio by using improved Non-Dominated Sorting Genetic Algorithm and Evolutionary Algorithm Strength Pareto By taking risk on the basis of conditional value at risk
  Mojtaba Moradi Maryam Ghavidel
• Open Access Article
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  29 - The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers)
  Ahmad Nategh Golestan Elahe Damghani Ahmad Sabahi
• Open Access Article
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  30 - Minimizing portfolio variance with the limitations of (L)
  Mahdi Salehi Mahmoud Lari Dashtbayaz Narges Makhmalbaf
• Open Access Article
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  31 - Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm
  Maedeh Kiani Harchegani Seyed Ali Nabavi Chashmi Erfan Memarian
• Open Access Article
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  32 - Fuzzy Portfolio Optimization using Meta-heuristic Unconscious Search Algorithm
  Mohammad Eghbalnia Seyed Maziar Daliran
• Open Access Article
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  33 - Portfolio Rebalancing for Small Investors: Modeling and Solving Procedure
  Amir Abbas Najafi Mojgan Aghaei
• Open Access Article
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  34 - Optimizing the investment portfolio using the Markowitz model and fuzzy multi-objective programming (case study: Tehran Stock Exchange)
  Shadi Kanaani Mahdi Yousefi Nejad Attari Zohreh  Khalilpourshiraz
• Open Access Article
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  35 - Using Fuzzy Mathematical Programming to Design Portfolio Optimization Model (Case Study: Melli Bank Investment Co.)
  Farhad Vafaei Sobhan Letafati Omid Ardalan
• Open Access Article
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  36 - Multi-objective Portfolio Optimization Model by Fruit Fly Optimization Algorithm
  Amir Amini alireza alinezhad
• Open Access Article
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  37 - ارائه یک مدل چند هدفه فازی برای بهینه سازی سبد سهامداران با استفاده از الگوریتم ژنتیک
  رضا احتشام راثی الهام با حقیقت
• Open Access Article
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  38 - Developing an Optimized Portfolio Model using Modified Risk Aversion Coefficient
  Roohollah Mehralizadeh shiadehi hosein didehkhani Ali Khozain arash naderian
  10.71848/jcma.2024.997154
• Open Access Article
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  39 - A Comparative Study of Dynamic Portfolio Optimization Using Grey Relational Analysis Methods and Basic Methods (Average, Moving Average and Moving Average) in Tehran Stock Exchange
  Reza Adak Mehdi Meshki Miavaghi Mohammad Hassan Qolizadeh
  10.71848/jcma.2024.997309
• Open Access Article
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  40 - Stock portfolio optimization using prohibited search algorithms and itinerant trader
  fatemeh samadi fatemeh khosravi Hossein Eslami Mofid Abadi
• Open Access Article
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  41 - طراحی و تدوین الگوی پرتفوی بهینه سهام با استفاده از الگوریتم ملخ و مقایسه آن با مارکوویتز
  رضا بصیری Saeed Aghasi مهدی اشرفیان قینانی
• Open Access Article
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  42 - Optimizing the investment portfolio using ccc, dcc and Markowitz algorithm models : Evidence from the stock exchange
  zahra ghorbani Alireza Daghighi Asli Marjan Damankeshideh roya seifipour
  10.30495/ECOMAG.1402.1045588
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  43 - A Discovery of Stock Portfolio through Using Cardinal Restrictions
  hassan aboalfathi
• Open Access Article
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  44 - Portfolio Optimization of Listed Industries in Tehran Stock Exchange using Orthogonal GARCH
  sahar abedini esmaiel abounoori Gh. Reza Keshavarz Haddad
  10.30495/fed.2024.709335
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  45 - Application of Threshold-based Filtered Networks in Stock Portfolio Selection and Performance Evaluation
  Marzieh Noorahmadi Hojatullah Sadeghi
  10.30495/fed.2023.705588
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  46 - مقایسه کارایی مدل میانگین- واریانس و نظریه ارزش فرین در بهینه سازی سبد سرمایه گذاری در بورس اوراق بهادار تهران
  افسانه سینا میرفیض فلاح
• Open Access Article
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  47 - Stock portfolio optimization using Imperialist Competitive Algorithm (ICA) and Particle Swarm Optimization (PSO) under Conditional Value at Risk (CVaR)
  Arezou Karimi sara goodarzi dahrizi
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  48 - Optimization portfolio selection model with financial and ethical considerations
  elham fallahi ganzagh Farimah Mokhatab Rafiei
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  49 - A new Method for Sustainable Portfolio Selection with DEA, TOPSIS and MIP in Stock exchange
  Soghra Rezaei Mohsen Vaez-Ghasemi
• Open Access Article
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  50 - Stock portfolio optimization using multi-objective genetic algorithm (NSGA II) and maximum Sharp ratio
  Arezou Karimi
• Open Access Article
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  51 - Portfolio Optimization Based on Robust Probablistic Planning Model Using Genetic Algorithm and Shuffled Frog-leaping Algorithm
  MohammadSaeed Heidari Javad Validi Seyed Babak Ebrahimi
• Open Access Article
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  52 - 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
• Open Access Article
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  53 - 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
• Open Access Article
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  54 - Two stage combination model for portfolio optimization via smart BETA strategies.
  mohammad sharafi Nowrouz Nourollahzadeh fatemeh sarraf
• Open Access Article
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  55 - 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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  56 - Development of stock portfolio trading systems using machine learning methods
  Ali Heidarian Mohadeseh Moradi Mehr Ali Farhadian
• Open Access Article
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  57 - 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
• Open Access Article
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  58 - انتخاب سبد سهام بهینه با استفاده از الگوریتم ژنتیک NSGA-II
  ابراهیم عباسی مهدی ابوالی مهدی سربازی
• Open Access Article
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  59 - Hybrid meta-heuristic algorithm for multi-objective portfolio optimization by fuzzy programming
  Javad Behnamian Mohammad Moshrefi
• Open Access Article
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  60 - روش چند معیاره (MCDM) برای انتخاب سهام در بورس اوراق بهادار تهران با استفاده از متغیرهای مالی
  محمدعلی سوخکیان هاشم ولی پور لیـدا فیـاضـی
• Open Access Article
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  61 - Applying Random Matrix Theory Approach for Making Portfolio Enable to Beat the Market
  N.S. Safavi Mobarhana Gholamreza Jafari Ali Saeedi
• Open Access Article
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  62 - انتخاب سبد سهام چند هدفه تحت محدودیت احتمالی در بستر بازار سرمایه ایران
  سیدعلی نبوی چاشمی احمد داداش‌پور عمرانی
• Open Access Article
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  63 - 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
• Open Access Article
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  64 - 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
• Open Access Article
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  65 - Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk
  saeed fallahpour sepehr asefi sima fallahtafti MohammadReza Bagherikazemabad
• Open Access Article
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  66 - 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
• Open Access Article
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  67 - رویکرد دو مرحله ای ریاضی در بهینه سازی سبد سهام
  سعید خدامرادی محمد ترابی گودرزی محمدابراهیم راعی عزآبادی
• Open Access Article
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  68 - The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
  Saghar Homaeifar Emad Roghanian
• Open Access Article
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  69 - کاربرد الگوریتم‌های تبرید شبیه‌سازی شده و ژنتیک
  ابراهیم عباسی صمد اکبری
• Open Access Article
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  70 - Optimizing Portfolio through Extreme Value Theory in Tehran Stock Exchange
  Afsaneh Sina Mirfeiz Fallahshams
• Open Access Article
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  71 - Portfolio Optimization Using Chance Constrained Compromise Programming
  mojtaba nouri Emran Mohammadi
• Open Access Article
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  72 - Foster-Hart Optimal Portfolio
  sepehr asefi reza eivazlu reza tehrani
• Open Access Article
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  73 - Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
  Hosein Didehkhani zeynab Fereidooni koochaksaraei
• Open Access Article
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  74 - Developing Meta-heuristic AntLion-Genetic and PBILDE Algorithms to Portfolio Optimization in Tehran Stock Exchange
  Mahdi Homayounfar Amir Daneshvar Jafar Rahmani
• Open Access Article
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  75 - The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio
  Danial Mohammadi Emran Mohammadi Naeim Shokri Nima Heidari
  10.30495/afi.2023.1995691.1257