Active Management
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Additive Measurement Errors
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Affinity matrix
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Algorithmic Trading
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Algorithmic Trading
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Artificial Neural Network
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Artificial Neural Network
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Asset-or-Nothing Options
Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]
Audit Committee
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Auditor Reporting
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Banking regulation
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Bankruptcy
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Bates model
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Bayesian Variable Selection
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Bitcoin
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Black-Scholes equation
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
Black-Scholes model
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Black-Scholes model
Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]
Bootstrap percentile confidence interval
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]
Brownian Motion
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
C
Capital structure
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Cargo Insurance
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Catastrophe Bonds
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Catastrophe Swap
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Central Bank Digital Currency (CBDC)
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Changes In Stock Returns
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Chaos
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Chebyshev wavelets
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Classification
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
Classification
Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
Classification
Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Clayton copula
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
CNN-LSTM
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Conditional nonlinear least squares method
The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 3-10]
Consistency
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Consumer Price Index (CPI)
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Contingent capital
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Contingent convertible bond
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Corporate Governance
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Crash
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Data Envelopment Analysis
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Data Envelopment Analysis
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Data Envelopment Analysis
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Deep Learning
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Deep Learning
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Default Probability
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Degenerate Partial Differential Equations
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Delay
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
Disclosure
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Dividend
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
DMA Model
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Dynamical Systems
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Dynamic Conditional Correlation (DCC)
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Dynamic mode decomposition
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Dynamic Pricing
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Efficiency
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Efficiency
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
EGARCH
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Ellipsoid Uncertainty Set
Robustness in Mean-Variance Portfolio Optimization [Volume 2, Issue 2, 2022, Pages 195-204]
EM algorithm
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
Energy markets
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Equal weighted index
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Equilibria
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Estimation of Parameter
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
European option pricing problem
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
European options
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Expectation-maximization algorithm
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
F
Factor Copula
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Financial Expertise
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Financial Forecasting
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Financial Investment
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Financial market forecasting
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Financial ratios
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Financial risk assessment
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Finite Difference
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
Finite Mixture Model
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Force of Mortality
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Forecasting
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Futures
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Fuzzy C-Means
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Fuzzy random variable
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
GARCH
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
GARCH
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Gated recurrent unit
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
GDP per-capita
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
General Insurance
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Generalized Linear Model&lrm
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Genetic Algorithm
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Going Concern
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Gold
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Grobner Bases
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Grobner basis
The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
Gumbel copula
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]
H
Haar Wavelets
Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]
Hazard Rate Function
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Heavy Tail
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Herd mentality bias
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Hermitian polynomial
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
Heston Model
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Heston switching copula
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
History-Oriented Bias
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
I
IGARH
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Iliquid market
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Infinite Activity L' {e}vy Model
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Inflation
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Information Asymmetry
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Instability
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
Insurance
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
Interactive effect
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Interest rate &lrm
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Inventory Management
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Inverse Laplace transform
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Investment portfolio
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Investment Spread
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Iran Currency Exchange
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Iran FaraBourse
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Iterative Weighted Least Square
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
K
Kalman recursions
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Kolmogorov Equation
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
L
Laplace Transform
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Least Square Principle
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Lee-Carter approach
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Levenberg-Marquardt regularization
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Life settlements
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Local Polynomial Estimator
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Long short-term memory
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
Long short-term memory
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Long-Short term memory
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Loss reserve
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
LSTM
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
M
Machine Learning
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Machine Learning
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Mean Absolute Percentage Error (MAPE)
Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
Mean Square Error
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Mean-Variance
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Merton model
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
Modeling
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Monte Carlo simulation
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
Monte Carlo simulation
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mortality forecasting
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Mortgage-backed security
Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]
Most Productive Scale Size
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Multicomponent dependent stress-strength model
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]
Multiplicity of equilibrium
The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
Mutual Funds Performance
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
N
Nash solution
Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]
Network centralization
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Network data envelopment analysis
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Newton-Raphson Method
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Nonlocal prior
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Numerical Solution
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
O
Oil Shocks
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
OLG Model
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
OLG-models
The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
Optimal Portfolio
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Optimal properties
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Optimal Strategy
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Option pricing
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Option pricing
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Option pricing
Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]
Options
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
P
Panel Data
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Pareto distribution
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]
Pareto-optimal Contract
Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]
Pattern-Matching Approach
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Poisson jump
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
Portfolio
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Portfolio Optimization
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Portfolio Optimization
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Predictability
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Prediction
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Premium
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Prepayment
Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]
Price impact&lrm
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Pricing
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Principle Component Analysis
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Project with infinite life
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Purchasing Power Parity (PPP)
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Pure-Endowment
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
R
Radial Basis Function Neural Networks
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Random Forest
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Random forest classifi er
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
Real option
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Reclassification
Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]
Recurrent Neural Network
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Regime-switching model
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
Regression analysis
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Regression Models
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Regulatory Rating
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Reinforcement Learning
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Reinforcement Learning
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Returns to Scale
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Return volatility
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Ridge Estimation
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Risk
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Risk
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Risk-averse Model
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Risk Contagion
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Risk incentive
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Risk Spillover
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Robbins-Monroe Algorithm
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Robust approach
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Robust net present value
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
S
Sanctions
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Secondary market
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Sensitivity Analysis
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Simulated Method of Moment
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Simulation
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Sinc collocation method
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
S& P500
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Spectral graph embedding
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Spillover
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Stochastic Optimal Control
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Stochastic volatility models
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Stock Exchange
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Stock Market
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Stock price crash risk
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Stock Returns
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Stocks
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
Stocks
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
T
Tau method
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
Tehran Stock Exchange
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
The Shannon Entropy Method
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
The TOPSIS Model
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Time-fractional Levy diffusion equation
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Time series
Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
Time Series Modelling
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Tone Analysis
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Top and bottom price prediction
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Total index
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Transaction Cost
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Transmutation Methods
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Type-I progressively hybrid censoring scheme
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]
Volatility
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Volatility
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Volatility
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Volatility
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Volatility Temporal
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
W
Wavelet Transform
Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]
Weighting
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
