Aalaei, Mahboubeh Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
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]
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]
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]
Atatalab, Fatemeh Designing an epidemic health insurance [Volume 5, Issue 1, 2025, Pages 121-135]
B
Badi, Hamideh Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
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]
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]
C
Chahkandi, Majid Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [Volume 5, Issue 1, 2025, Pages 175-187]
D
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]
E
Ebrahimnezhad, Khadijeh Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
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]
G
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]
Ghanbarzadeh, Mitra Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
Ghasemilo, Sina Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
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]
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]
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]
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]
Hozarmoghadam, Nasrin Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
J
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]
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]
Khani, Naser 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]
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]
Mahdavi, Ghadir A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
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]
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]
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]
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]
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]
R
Rajabzadeh, Ali Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
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]
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]
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]
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]
Taleblou, Reza Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
Y
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]
Z
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]
Zokaei, Mohammad Designing an epidemic health insurance [Volume 5, Issue 1, 2025, Pages 121-135]
