Aalaei, Mahboubeh Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]
Aalaei, Mahboubeh Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Aalaei, Mahboubeh Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
Abbasi, Behzad Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
Abbasi, Ebrahim 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]
Abbasi, Ebrahim 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]
Abbasi, Ebrahim Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
Abbaskhani, Hamid Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Abdi, Matin An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Abdolbaghi Ataabadi, Abdolmajid Implied Volatility of Call Options and Abnormal Stock Returns: Evidence From Quantile Analysis of Abnormal Return Determinants [Volume 5, Issue 2, 2025, Pages 253-281]
Abdollahzade, Hadi Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Abdollahzadeh, Mohammad Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Abdullah, Noor AdnanHybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
Abid, Fathi Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Abid, Fathi Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Abolhasani Hastiany, Asghar Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
Acharya, Samrajya RajDeep Learning and Statistical Approaches in Financial Modeling of Foreign Assets and Liabilities of Nepal’s Banking System [Volume 5, Issue 2, 2025, Pages 131-154]
Afzaliyan Boroujeni, Sayyede Elnaz Implied Volatility of Call Options and Abnormal Stock Returns: Evidence From Quantile Analysis of Abnormal Return Determinants [Volume 5, Issue 2, 2025, Pages 253-281]
Ahmadi, Ghasem 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]
Ahmadzadeh, Amirmohammad The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Ahmadzade Semeskande, Amir Mohammad Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Akbari, Mohammad GhasemFuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
Algamal, Zakariya YahyaHybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
Ali, Wajahat An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
Aminataei, Azim A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Amini, Mohammad Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Aminian Shahrokhabadi, Mahdieh Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Amiri, Meisam Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Amiri, Sadegh A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Ansori, Moch. Fandi Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Arora, Monika An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
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]
Ashar, Nurcahya Yulian Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Atatalab, Fatemeh Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
Atatalab, Fatemeh The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Atatalab, Fatemeh Designing an epidemic health insurance [Volume 5, Issue 1, 2025, Pages 121-135]
Azari, Hossein Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Azhdari, Parvin Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Azizi, S. Pourmohammad 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]
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]
Babaei, Afshin Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Badi, Hamideh Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
Bagheri, Meyssam Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
Bagherzadeh Valami, Hadi Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
Bagherzadeh Valami, Hadi Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Bahrami Samani, Ehsan Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
Bahrani, Mohammad A Hybrid LSTM Neural Network Approach for Modeling Periodical Long-Memory Characteristics in Financial Energy Index Time Series [Volume 5, Issue 2, 2025, Pages 173-196]
Bahri Sales, Jamal Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Bani Asadi, Samaneh Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
Banihashemi, Seddigheh Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Banimostafaarab, Faezeh The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
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]
Basiri, Abdolali Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Basiri, Abdolali Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange) [Volume 5, Issue 2, 2025, Pages 13-33]
Bayati, Hasan Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
Behrouzi, Yasin A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Beykverdi, Rasoul Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
Bolfake, Ali Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Bolfakeh, Ali Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
Boukadoum, Tahar MohamedA Stochastic Process Perspective on Hybrid Log-Normal and Machine Learning Models for Financial Risk under Left-Censored Data [Volume 6, Issue 1, 2026, Pages 159-190]
Boukhetala, Kamel A Stochastic Process Perspective on Hybrid Log-Normal and Machine Learning Models for Financial Risk under Left-Censored Data [Volume 6, Issue 1, 2026, Pages 159-190]
C
Chahkandi, Majid Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
Chirima, Justin American Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
D
Dahmarde Ghaleno, Mohsen Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Dehghan Nayeri, Mahmoud Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
Doaei, Meysam A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
E
Ebrahimi, Seyyed Babak An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Ebrahimiyan, Niloufar Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Ebrahimnezhad, Khadijeh Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Ebrahimnezhad, Khadijeh Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
Edrisi Tabriz, Yousef 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]
Elahi, Ghazal Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
El Kharrazi, Zaineb Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
Eskandari, Farzad Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Eskandari, Farzad Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Eslami Mofid Abadi, Hossein The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model [Volume 1, Issue 2, 2021, Pages 1-11]
Esmaeelzade Aghdam, Yones Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model [Volume 6, Issue 1, 2026, Pages 67-89]
Esmaeily-Sadrabadi, Forough Volatility Regimes and Tail Behavior in EUR/USD Returns: A Parsimonious Two-Stage Markov-Switching and Quantile Regression Approach [(Articles in Press)]
Esna-Ashari, Maryam Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
Esna-Ashari, Maryam Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
Ettayb, Jawad A generation theorem for the perturbation of exponentially equicontinuous C₀-semigroups on locally convex spaces [Volume 5, Issue 1, 2025, Pages 167-173]
F
Fadaei, Yasin Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
Fallah, Somayeh A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
Farajnezhad, Mohammad 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]
Farajnezhad, Mohammad 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]
Farid, Dariush 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]
Fathi Vajargah, Kianoush Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
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]
Feizollahi, Sadegh A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
Feng, Chunhua Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
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]
Firouzi, Kiarash Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
G
Garshasebi, Pooya Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Ghafari Ashtiani, Peyman Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange [Volume 5, Issue 2, 2025, Pages 35-63]
Ghalibaf Asl, Hasan 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 147-161]
Ghalibaf Asl, Hasan 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]
Ghanbari, Ali Mohammad Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Ghanbarzadeh, Mitra 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]
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]
Ghanbarzadeh, Mitra Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
Ghasemifard, Azadeh Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
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]
Ghasemilo, Sina Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
Ghasempour, RajabAli 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]
Ghonji, Parissa 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]
Ghorbanidolatabadi, Khadijeh 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]
Ghyasi, Azar A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
Golarzi, Gholam Hosein Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Goldani, Mahdi 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]
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]
Goldani, Mahdi A Comparison Between Behavioral Similarity Methods vs Standard Deviation Method in Predicting Time Series Dataset, Case Study of Finance Market [Volume 5, Issue 2, 2025, Pages 155-171]
Golmohamadi, Ahmad Reza A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
Golpar-Raboky, Effat Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
Goudarzi, Manizheh A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
Goyle, Kartikay Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
H
Haddadi, Mohammad Reza Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange) [Volume 5, Issue 1, 2025, Pages 47-62]
Haddadi, Mohammad Reza A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
Hadidifard, Shohre Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
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]
Hakamipour, Nooshin On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [Volume 5, Issue 2, 2025, Pages 217-252]
Hamed, Ikram Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
Hamed, Noureddine Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
Hamidi Razi, Hasan Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
Hamooni, Amir Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Hamooni, Amir Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Hamzeh, Asma The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
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]
Hanafizadeh, Payam Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
Hasani Moghadam, Rafi Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange) [Volume 5, Issue 2, 2025, Pages 13-33]
Heidarvand, Ali Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model [Volume 6, Issue 1, 2026, Pages 67-89]
Heidouzahi, Emambakhsh Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
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]
Heydari Marbari, Zahra Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
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]
Hosseinpour Samim Mamaghani, Robabeh Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
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]
Hozarmoghadam, Nasrin Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
Jafari, Farzad Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Jafari, Farzad Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Jafari, Farzad 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]
Jafari, Farzad 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]
Jafari, Mohammad Ali Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
Jafari Nodoushan, Abbasali The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
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]
Jamalpour Malekabadi, Moslem Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
Jamnia, Abdulrashid Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Jaziri, Maryem Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
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]
Jones, Cadavious Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
K. A. Kaabar, Mohammed Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
K. Ali, Karmina Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
Kanani Dizaji, Atefeh Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
Karami, Parisa Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
Karimi, Arezou On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
Karimi, Parto Stochastic portfolio optimization by diversity-weighted portfolio approach [Volume 4, Issue 2, 2024, Pages 57-64]
Karimiezmareh, Zahra Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
Karimkhani, Roya 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]
Kaviani, Mehran Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Kebriyayee, Mostafa Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange) [Volume 5, Issue 2, 2025, Pages 13-33]
Keshtgar, Nafiseh Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
Keshtgar, Nafiseh The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
Khadimallah, Asma Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Khadimallah, Asma Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
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]
Khodamoradi, Tahereh On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
Khorrami, Amir Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
Kosarinia, Eftekhar On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
Kuebler, Felix Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Kumari, Reenu A New Clusterless DEA Cross-Efficiency Evaluation in the Presence of Negative Data and its Application in Portfolio Selection [Volume 6, Issue 1, 2026, Pages 207-224]
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]
Lesevic, Vesna Bond Pricing and the Term Structure of Spot and Forward Interest Rates: A Multi-factor Vasicek and Cir Model Approach [Volume 6, Issue 1, 2026, Pages 117-141]
Lotfi Ghahroud, Majid Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Lotfi Ghahroud, Majid 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]
Lotfi Ghahroud, Majid 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]
Maghsoudi, Jamal Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Mahani, Zouhir Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
Mahdavi, Ghadir 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]
Mahdavi, Ghadir Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Mahdavi, Ghadir A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
Mahmoudpour, Nasrollah Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Mashayekhi, Sima Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mashayekhi, Sima Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Mashayekhi, Sima Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
Masmoudi, Afif Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Matenda, Frank RanganaiAmerican Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
Mehrara, Mohsen Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
Mehrdoust, Farshid Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
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]
Mehrdoust, Farshid On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
Mehrdoust, Farshid Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
Mesgarani, Hamid Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model [Volume 6, Issue 1, 2026, Pages 67-89]
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]
Mirei, Seyedeh Narges Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
Mirjalili, Seyed Hossein The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
Mirzaee Ghazani, Majid Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
Mirzaei, Hamid RezaA 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]
Mohammadi Jarchelou, Samaneh Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Mohammadi Larijani, Marzieh Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Mohammad pour, Mehdi Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange [Volume 5, Issue 2, 2025, Pages 35-63]
Mohseni, Nazanin An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
Moradi, Amir Mohsen Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
Moradi, Maryam Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Morsaliarzanagh, Zoleikha 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]
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 Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mousavi, Seyed Nourollah Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Mousavi, Seyed Nourollah Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
N
Nabati, Parisa The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 1-7]
Nabati, Parisa Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Nafei, Amirhossein 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]
Najafi, Amir Abbas An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Najjarpour, Alireza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
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]
Nasiri, Parviz Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Nasiri, Tayebeh A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Nasrollahi, Hossein Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange) [Volume 5, Issue 1, 2025, Pages 47-62]
Nasrollahi, Hossein A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
Neisy, Abdolsadeh Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
Neisy, Abdolsadeh Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Neisy, Abdolsadeh A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
Neisy, Abdolsadeh Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Neisy, Abdolsadeh European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Neisy, Abdolsadeh The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
Neshat, Najme Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Neshat, Najmeh The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Nezamdoust, Sajad Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Noorani, Idin Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
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]
P
Pahlevannezhad, Ali Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Payandeh Najafabadi, Amir TeimourPrediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
Payandeh Najafabadi, Amir TeimourDesign of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Peymany, Moslem Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
Peymany, Moslem Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Peymany, Moslem Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Pourahmadi, Zahra 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]
Pourgholi, Reza Solving The Black-Scholes Problem Using a Combined Numerical Method (A Case Study of Tehran Stock Exchange) [Volume 5, Issue 2, 2025, Pages 13-33]
Pourmohammad Azizi, S. M. Esmaeil Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Pourrafiee, Mahdi Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Q
Qezelbash, Mohammad Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Qezelbash, Mohammad 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]
Qezelbash, Mohammad 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]
R
Raad, Abbas Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Raei, Reza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Raeisi-Makiani, Mohamadamin The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
Rahmany, Sajjad Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rajabzadeh, Ali Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
Rasouli, Abbas Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Rasti, Fatemeh Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
Regmi, Aayush ManDeep Learning and Statistical Approaches in Financial Modeling of Foreign Assets and Liabilities of Nepal’s Banking System [Volume 5, Issue 2, 2025, Pages 131-154]
Rezaei, Mehdi The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Rezaei, Nader Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Rezaei, Zeinab 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]
Riahi, Monireh Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rivaz, Azim Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
Rostami, Mohammadreza Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
S
Saadatfar, Hamid Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
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]
Safdari, Ali Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
Safdari, Ali Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
Safdari-Vaighani, Ali Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Safdari-Vaighani, Ali The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
Saghaei, Abbas Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
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]
Salahi, Maziar On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
Salamah, Batoul Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
Salavati, Erfan An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
Salehi Rad, Mohammad Reza A Hybrid LSTM Neural Network Approach for Modeling Periodical Long-Memory Characteristics in Financial Energy Index Time Series [Volume 5, Issue 2, 2025, Pages 173-196]
Salehi Shayegan, Amir Hossein Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
Salimi Nasab, Soheil Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Salmani, Hadiseh Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
Samadi, Fatemeh The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model [Volume 1, Issue 2, 2021, Pages 1-11]
Saoud, Sahar Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
Sasouli, Mohammad Reza Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Seighaly, Mohsen 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]
Shahmoradi, Nafiseh 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 147-161]
Shahmoradi, Nafiseh Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Shahnazari-Shahrezaei, Parisa A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
Sharif, Mostafa A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
Shekari Firouzjaie, Abbas Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Sheybanifar, Soudeh Impacts of no short selling and noise reduction on portfolio allocation [Volume 1, Issue 1, 2021, Pages 63-82]
Shokrollahi, Foad Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Sinaei nasab, Zeinab Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Soheili, Ali R.Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Soheili, Ali R.A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
T
Tabatabaei, Seyed Jalal Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
Taherinasab, Yasser Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Tahmasebi, Mahdieh Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
Tajari Siahmarzkooh, Aliakbar A Stochastic Operational Risk Model for Banking Networks Using Hawkes Processes and Markov Switching [(Articles in Press)]
Tajdini, Saeid Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Tajdini, Saeid Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Tajdini, Saeid 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]
Tajdini, Saeid 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]
Taleblou, Reza Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
Tamoradi, Ali 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]
Tank, Fatih Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
Tavakoli, Kimiya European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Teimoori Faal, Hossein Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
Temelli, Sureyya Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
Terchi, Messaouda Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
Tohidi, Mohammad A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
Torkzadeh, Leila Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Triki, Ons Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
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]
Vahabi, Saman Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Vahdani, Marzieh Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
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
Yadav, Reenu An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
Yaghobipour, Saba Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
Yaghobipour, Saba Credit Risk Management Of Portfolio And Distance To Default Estimation Based On Firm Equity Approach [Volume 6, Issue 2, 2026, Pages 241-252]
Yaghtin, Mohaddeseh Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
Yarahmadi, Majid Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
Yari, Minou A Hybrid LSTM Neural Network Approach for Modeling Periodical Long-Memory Characteristics in Financial Energy Index Time Series [Volume 5, Issue 2, 2025, Pages 173-196]
Yazdian, Seyed Ahmad Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
Zakeri, Ali A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Zakeri, Ali Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
Zamanpour, Alireza Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
Zamanpour, Alireza European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Zanganeh, Ehsan Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
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]
Zanjirdar, Majid Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange [Volume 5, Issue 2, 2025, Pages 35-63]
Zare, Mohammad Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [Volume 5, Issue 2, 2025, Pages 1-11]
Zarei, Reza Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
Zaytsev, Alexey The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
Zeghdoudi, Halim Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
Zokaei, Mohammad Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
Zokaei, Mohammad Designing an epidemic health insurance [Volume 5, Issue 1, 2025, Pages 121-135]
