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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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Raad, Abbas Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
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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]
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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]
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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]
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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]
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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]
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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]
