Aalaei, Mahboubeh
Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]
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]
Abbaskhani, Hamid
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Abid, Fathi
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
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]
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]
Atatalab, Fatemeh
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
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]
B
Babaei, Afshin
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Bagherzadeh Valami, Hadi
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Bahri Sales, Jamal
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
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]
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]
Ebrahimiyan, Niloufar
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
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]
Esna-Ashari, Maryam
Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
F
Fathi Vajargah, Kianoush
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Feng, Chunhua
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
G
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]
Ghasemifard, Azadeh
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
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]
H
Hamidi Razi, Hasan
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
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]
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]
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]
J
Jafari, Farzad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
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]
Jones, Cadavious
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
Mohammadi Jarchelou, Samaneh
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
N
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]
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]
Nezamdoust, Sajad
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Pakmaram, Asgar
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Payandeh Najafabadi, Amir Teimour
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Peymany, Moslem
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Q
Qezelbash, Mohammad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
R
Rezaei, Nader
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
S
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]
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.
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]
