1.

Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation

صفحه 1-11
Mohammad Zare

2.

Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange)

صفحه 13-33
Mostafa Kebriyayee؛ Abdolali Basiri؛ Reza Pourgholi؛ Rafi Hasani Moghadam

3.

Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange

صفحه 35-63
Mehdi Mohammad pour؛ Majid Zanjirdar؛ Peyman Ghafari Ashtiani

4.

Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market

صفحه 65-75
Mohammad Ali Jafari؛ Sina Ghasemilo

5.

Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices

صفحه 77-106
Mohammadreza Rostami؛ Fatemeh Rasti؛ Ebrahim Abbasi

6.

Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model

صفحه 107-129
Amir Khorrami؛ Mahmoud Dehghan Nayeri؛ Ali Rajabzadeh

7.

Deep Learning and Statistical Approaches in Financial Modeling of Foreign Assets and Liabilities of Nepal’s Banking System

صفحه 131-154
Aayush Man Regmi؛ Samrajya Raj Acharya

8.

A Comparison Between Behavioral Similarity Methods vs Standard Deviation Method in Predicting Time Series Dataset, Case Study of Finance Market

صفحه 155-171
Mahdi Goldani

9.

A Hybrid LSTM Neural Network Approach for Modeling Periodical Long-Memory Characteristics in Financial Energy Index Time Series

صفحه 173-196
Minou Yari؛ Mohammad Reza Salehi Rad؛ Mohammad Bahrani

10.

Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method

صفحه 199-215
Amir Mohsen Moradi؛ Mohsen Mehrara؛ Mahdieh Tahmasebi

11.

On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models

صفحه 217-252
Nooshin Hakamipour

12.

Implied Volatility of Call Options and Abnormal Stock Returns: Evidence From Quantile Analysis of Abnormal Return Determinants

صفحه 253-281
Sayyede Elnaz Afzaliyan Boroujeni؛ Abdolmajid Abdolbaghi Ataabadi؛ Naser Khani


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