List of Articles

• Open Access Article
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  1 - Price Option Trading with the help of Nikki Vorovarov method
  mehdi abvali Maryam Khalili Araghi HASSAN HASSANABADI Ahmad Yaghoobnezhad
  20.1001.1.22519165.1399.11.44.1.6
• Open Access Article
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  2 - One-way and two-way risk filtering using generalized dynamic factor model in Tehran Stock Exchange
  amir sarabadani Ali Baghani Mohsen Hamidian Ghodratollah Emamverdi Norooz Noorolahzadea
  20.1001.1.22519165.1399.11.44.2.7
• Open Access Article
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  3 - Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA)
  Gholamreza Bayati Mohammad Ebrahim mohammadPourzarandi
  20.1001.1.22519165.1399.11.44.3.8
• Open Access Article
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  4 - مدلسازی مبادلات سهام با رویکرد شمعدان فازی و روش بهینه سازی کرم شب تاب و مورچگان
  Hassan Kalantari Darunkala iman dadashi hasmidreza gholamnia roshan kaveh Azinfar
  20.1001.1.22519165.1399.11.44.4.9
• Open Access Article
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  5 - The comparative study of the accuracy of prediction of Support Vector Machine, Bayesian Network and C5 models in prediction underpricing for listed companies at TSE and OTC
  bita dehghan khanghahi jamal bahrisales Saeed Jabbarzadeh Kangarlouie ali ashtab
  20.1001.1.22519165.1399.11.44.5.0
• Open Access Article
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  6 - Explain the moderating role of the investment horizon on excess returns from Implementation of the Momentum& Contrarian strategy changing in stock price volatilities
  Mohammad ali Sadeghi lafmejani javad ramezani mehdi khalilpour
  20.1001.1.22519165.1399.11.44.6.1
• Open Access Article
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  7 - Modeling Investors' Behavior by Using Psychological Variables with Interpretive Structural Modeling Approach to Recognize Investment Decision Making Errors
  shirvan barari Ghodratolah Taleb Nia Hamid reza Vakili fard Hossein Izadi
  20.1001.1.22519165.1399.11.44.7.2
• Open Access Article
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  8 - Provide a dynamic model of financing small and medium enterprises (SMEs) with DANP approach
  Bizhan Nosrati Barandagh Abbas toloie Ehsan Sadeh zeinolabedin aminisabegh
  20.1001.1.22519165.1399.11.44.8.3
• Open Access Article
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  9 - Modeling of Noise Trading Effect on Extreme Return Based on Quantile Regression Approach
  SOOLMAZ SALAMI Abdolmajid Abdolbaghi Ataabadi rohollah farhadi
  20.1001.1.22519165.1399.11.44.9.4
• Open Access Article
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  10 - Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model
  amirhosein abdolmaleki mohsen hamidian ali baghani
  20.1001.1.22519165.1399.11.44.10.5
• Open Access Article
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  11 - Using the Bid-Ask Spreads as a Proxy for Transaction Costs in adjusting the CCAPM
  sedighe alizadeh mohammad nabi shahiki tash reza rosahan
  20.1001.1.22519165.1399.11.44.11.6
• Open Access Article
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  12 - Usage of ZPP Model in Credit Risk Prediction
  elahe kamali mirfeiz fallah Farhad hanifi
  20.1001.1.22519165.1399.11.44.12.7
• Open Access Article
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  13 - Value Risk Assessment of Stock Indexes Based on Parametric, Quasi-Parametric and Nonparametric Approaches (Tehran Stock Exchange Study)
  ebrahim ghanbari memeshi seyyed ali nabavi chashmi erfan memarian
  20.1001.1.22519165.1399.11.44.13.8
• Open Access Article
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  14 - Providing a Model of Cost Efficiency Evaluation in Lean Supply Chain with Interpretive Structural Modeling (Case Study: Iran Khodro Company)
  behzad latifian Mehrdad Ghanbari babak jamshidinavid
  20.1001.1.22519165.1399.11.44.14.9
• Open Access Article
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  15 - Stock Price Prediction in Tehran Stock Exchange Using Artificial Neural Network Model and ARIMA Model: A Case Study of Two Active Pharmaceutical Companies in Stock Exchange
  Ahmad Chegeni AZIZ GORD
  20.1001.1.22519165.1399.11.44.16.1
• Open Access Article
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  16 - Predicting Capital Market Returns Using the Learning Model of Levenberg-Marquardt, Gradient descent and ARIMA Algorithm
  mehdi asharion ghomizadeh mohammad mahmoodi
  20.1001.1.22519165.1399.11.44.17.2
• Open Access Article
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  17 - Smart portfolio using quantitative investment models
  reza mansourian Nader Rezaei sayyedAli Nabavichashmi Ahmad Pouyanfar Ali Abdollahi
  20.1001.1.22519165.1399.11.44.18.3
• Open Access Article
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  18 - Prediction of stock price bubble drop in Tehran Stock Exchange (conditional Volatility approach)
  shahrzad kashanitabar Fereydoon rahnamaroodposhti Mirfeiz Fallah Ebrahim Chirani Gholamreza zomorodian
  20.1001.1.22519165.1399.11.44.15.0
• Open Access Article
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  19 - Gold Exchange Traded Fund : Price Discovery and Performance Analysis
  mahdi shaerattar akbar mirzapourbabajan
  20.1001.1.22519165.1399.11.44.19.4
• Open Access Article
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  20 - The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
  SayyedAmirMahdi Hashemi mohammad khodaei valahzaghard Abbas Memarnejad asghar abolhasani Hastiani
  20.1001.1.22519165.1399.11.44.20.5
• Open Access Article
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  21 - Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks
  Seyed Ali Hoseini zahra pourzamani Aَzita Jahanshad
  20.1001.1.22519165.1399.11.44.21.6