1.

Analysis the risk contagion from financial sector to other economic sectors

صفحه 1-14
Reza Raei؛ Alireza Najjarpour

2.

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

صفحه 15-48
Monireh Riahi؛ Felix Kuebler؛ Abdolali Basiri؛ Sajjad Rahmany

3.

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

صفحه 49-66
Parviz Nasiri؛ Roghaieh Kheirazar؛ Abbas Rasouli؛ Ali Shadrokh

4.

Deep learning for option pricing under Heston and Bates models

صفحه 67-82
Ali Bolfake؛ Seyed Nourollah Mousavi؛ Sima Mashayekhi

5.

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

صفحه 83-98
Maziar Salahi؛ Tahereh Khodamoradi؛ Abdelouahed Hamdi

6.

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

7.

Volatility spillover in crude oil market using Heston switching Clayton model

صفحه 119-135
Soheil Salimi Nasab؛ Gholam Hosein Golarzi؛ Abdolsadeh Neisy

8.

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

صفحه 137-143
Ali Safdari-Vaighani؛ Pooya Garshasebi

9.

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

10.

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

صفحه 165-190
Fathi Abid؛ Ons Triki؛ Asma Khadimallah

11.

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

صفحه 191-202
Moch. Fandi Ansori؛ Nurcahya Yulian Ashar

12.

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

صفحه 203-222
Alexey Zaytsev


سامانه مدیریت نشریات علمی. قدرت گرفته از سیناوب
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