List of Articles

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  1 - 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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  2 - Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta
  mehdi sabeti Gholamreza Zomorodian mirfeyz fallah mehrzad minuyi
  20.1001.1.22519165.1401.13.52.2.7
• Open Access Article
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  3 - Identification and modeling of stock price Resiliency in Tehran Stock Exchange and the factors affecting it using time series conversion
  sepideh shamsaliniya seyed kazem chavoshi mojganm safa hosein jahangirnia
  20.1001.1.22519165.1401.13.52.3.8
• Open Access Article
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  4 - Evaluation of VIX Fluctuation Index in Iranian Capital Market and the Impact of Its Future Pricing through GARV Model
  simin rajizadeh
  20.1001.1.22519165.1401.13.52.4.9
• Open Access Article
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  5 - Examining the Efficiency Models, Conditional Value at Risk and Mean Absolute Deviation and Particle Swarm Optimization Algorithm under CVAR and MAD risk criterion in Selection Optimal Portfolio Shares Listed Firms on Stock Exchange
  dariuosh adinehvand Ebrahim ali Razini Rahmani Mahmod khoddam Fereydon Ohadi alhamsadat hashemizadeh
  20.1001.1.22519165.1401.13.52.5.0
• Open Access Article
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  6 - Comparison of the Predictive Accuracy of Artificial Neural Network Systems Based on Multilayer Perceptron Approach and Falmer Binary-Logistics Model in Order to Predict Bankruptcy
  Somieh Saroei Hamid Reza Vkili Fard, Ghodratolah Taleb Nia
  20.1001.1.22519165.1401.13.52.6.1
• Open Access Article
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  7 - 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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  8 - Evaluating the effectiveness of financial therapy on financial literacy, personal financial management and money management, to fuzzy logic
  najmeh tavakoli Zaniyani Masoud taherinia Daruosh Jalali Ebrahim Givaki
  20.1001.1.22519165.1401.13.52.8.3
• Open Access Article
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  9 - Financial Contagion Investigation of the Systemic Risk of Currency and Cryptocurrency in the Global Financial Markets (BEKK Approach)
  Ali Baghban Reza Gholami Jamkarani Mir Feyz Fallah Hamidreza Kordlouie
  20.1001.1.22519165.1401.13.52.9.4
• Open Access Article
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  10 - Investigating the short and long term relationship between upside and downside risks with inflation and economic growth
  Hossein Rad kaftroudi mohammadhasan gholizadeh mahdi fadaei Eshkiki
  20.1001.1.22519165.1401.13.52.11.6
• Open Access Article
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  11 - Multi Fractal Detrended Cross Correlation Analysis based on Indicator in Financial Time Series: Case Study of Forex Market
  Zohreh Alamatian Majid Vafaei Jahan Reza Sheibani
  20.1001.1.22519165.1401.13.52.13.8
• Open Access Article
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  12 - Investigating the effects of institutional ownership provinces on financial leverage and dividend policy in companies listed on the Tehran Stock Exchange
  mehrdad rafizadeh hamidreza kordlouie Mohsen Hashemighohar Shadi Shahverdiani
  20.1001.1.22519165.1401.13.52.12.7
• Open Access Article
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  13 - Measuring the severity size and direction of fluctuations or exchange rate shocks in the money, capital and insurance markets
  Sara Vahabzadeh Mir Feiz Fallah Amirreza Keyghobadi Mehdi Maadanchi