تعداد مقالات: 12

Analysis the risk contagion from financial sector to other economic sectors

صفحه 1-14

Reza Raei، Alireza Najjarpour

Efficient calculation of all steady states in large-scale overlapping generations models

صفحه 15-48

Monireh Riahi، Felix Kuebler، Abdolali Basiri، Sajjad Rahmany

Estimation of the hazard rate function in the presence of measurement errors

صفحه 49-66

Parviz Nasiri، Roghaieh Kheirazar، Abbas Rasouli، Ali Shadrokh

Deep learning for option pricing under Heston and Bates models

صفحه 67-82

Ali Bolfake، Seyed Nourollah Mousavi، Sima Mashayekhi

Mean-standard deviation-conditional value-at-risk portfolio optimization

صفحه 83-98

Maziar Salahi، Tahereh Khodamoradi، Abdelouahed Hamdi

A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market

صفحه 99-118

Zahra Pourahmadi، Dariush Farid، Hamid Reza Mirzaei

Volatility spillover in crude oil market using Heston switching Clayton model

صفحه 119-135

Soheil Salimi Nasab، Gholam Hosein Golarzi، Abdolsadeh Neisy

Estimating the parameters of 3/2 stochastic volatility model with jump

صفحه 137-143

Ali Safdari-Vaighani، Pooya Garshasebi

Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies

صفحه 145-164

Maryam Moradi، Najme Neshat، Amir Mohammad Ahmadzade Semeskande

Revue of contingent capital pricing model using growth and barrier option approach with numerical application

صفحه 165-190

Fathi Abid، Ons Triki، Asma Khadimallah

Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis

صفحه 191-202

Moch. Fandi Ansori، Nurcahya Yulian Ashar

The fast algorithm for computing all steady states in overlapping generations models

صفحه 203-222

Alexey Zaytsev