Abbasi, Behzad
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
Abdollahzadeh, Mohammad
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Amiri, Sadegh
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Asadi Tirvan, Soraya
Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods [Volume 4, Issue 2, 2024, Pages 115-134]
B
Baagherzadeh Hushmandi, Ataabak
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Banimostafaarab, Faezeh
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Behrouzi, Yasin
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
F
Fattahi, Fatemeh
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Firouzi, Kiarash
Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation [Volume 4, Issue 2, 2024, Pages 159-180]
G
Ghanbarzadeh, Mitra
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Ghanbarzadeh, Mitra
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Ghanbarzadeh, Mitra
Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
Ghasemifard, Azadeh
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
Goldani, Mahdi
Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods [Volume 4, Issue 2, 2024, Pages 115-134]
H
Hakamipour, Nooshin
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [Volume 4, Issue 1, 2024, Pages 1-17]
Hamzeh, Asma
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Hamzeh, Asma
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Hesari, Mona
A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market [Volume 4, Issue 2, 2024, Pages 181-209]
Hooshmand, Farnaz
Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
Hosseinzadeh Lotfi, Farhad
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Hozarmoghadam, Nasrin
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
J
Jahangirnia, Hossein
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Jelodari Mamaghani, Mohammad
Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation [Volume 4, Issue 2, 2024, Pages 159-180]
K
Karimi, Parto
Stochastic portfolio optimization by diversity-weighted portfolio approach [Volume 4, Issue 2, 2024, Pages 57-64]
Khodamoradi, Tahereh
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
L
Lalbar, Ali
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
M
Mahdavi, Ghadir
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Mashayekhi, Sima
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Mehrdoust, Farshid
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Mirashrafi, Seyede Zahra
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Moslemi, Azar
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Mousavi, Seyed Nourollah
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
N
Nabati, Parisa
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Nasabzadeh, Hamideh
A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market [Volume 4, Issue 2, 2024, Pages 181-209]
Neisy, Abdolsadeh
European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Noorani, Maryam
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Nouri, Kazem
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Nouri, Kazem
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
O
Ofoghi, Reza
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Omidi, Farahnaz
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
R
Raad, Abbas
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
S
Safa, Mojgan
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Safavi Iranji, Mahsa
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Salahi, Maziar
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
Shokrollahi, Foad
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
T
Tabatabaei, Seyed Jalal
Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
Tavakoli, Kimiya
European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Torkzadeh, Leila
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
V
Vaghfi, SeyedHessam
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Vahdati, Saeed
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Valinejad, Ali
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
W
Worthington, Andrew C.
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Y
Yaghobipour, Saba
Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
Yarahmadi, Majid
Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
Z
Zamanpour, Alireza
European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Zanjirdar, Majid
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
