A

  • Active Management 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]

  • Additive Measurement Errors Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Affinity matrix Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Algorithmic Trading 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]

  • Algorithmic Trading 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]

  • Artificial Neural Network 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 203-221]

  • Artificial Neural Network The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]

  • Asset-or-Nothing Options Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]

  • Audit Committee 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]

  • Auditor Reporting Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

B

  • Balanced Trade-Monetary Theory Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Banking regulation Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Bankruptcy Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Bates model Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Bayesian Variable Selection Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

  • Binary Logistic Regression model Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [(Articles in Press)]

  • Bitcoin 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]

  • Black-Scholes equation Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Black-Scholes model Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Black-Scholes model Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]

  • Bootstrap percentile confidence interval Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]

  • Brownian Motion Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

C

  • Capital structure Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Cargo Insurance 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]

  • Catastrophe Bonds 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]

  • Catastrophe Swap Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Central Bank Digital Currency (CBDC) 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]

  • Changes In Stock Returns Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Chaos Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

  • Chebyshev wavelets A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Classification Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Classification Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]

  • Classification‎ Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]

  • Clayton copula Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • CNN-LSTM Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Conditional ‎‎nonlinear least squares ‎method The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise [Volume 1, Issue 1, 2021, Pages 3-10]

  • Confirmatory Factor Analysis (CFA) Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [(Articles in Press)]

  • Consistency 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]

  • Consumer Price Index (CPI) Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Contingent capital Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Contingent convertible bond Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]

  • Corporate Governance Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]

  • Crash An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Cryptocurrency Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

D

  • Data Envelopment Analysis Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Data Envelopment Analysis Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Data Envelopment Analysis Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

  • Data Envelopment Analysis A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [(Articles in Press)]

  • Deep Learning Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Deep Learning Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Default Probability Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Degenerate Partial Differential Equations Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Delay Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]

  • Disclosure Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]

  • Dividend Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]

  • DMA Model The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Dual-lagrangine A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [(Articles in Press)]

  • Dynamical Systems 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]

  • Dynamic Conditional Correlation (DCC) 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]

  • Dynamic mode decomposition 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]

  • Dynamic Pricing Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Dynamic Stochastic General Equilibrium Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]

E

  • Earthquake Damage Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Economic evaluation of investment projects Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Efficiency Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Efficiency Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Efficiency A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [(Articles in Press)]

  • EGARCH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Ellipsoid Uncertainty Set Robustness in Mean-Variance Portfolio Optimization [Volume 2, Issue 2, 2022, Pages 195-204]

  • EM algorithm Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Energy markets Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Equal weighted index The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]

  • Equilibria Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Estimation of Parameter Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • European option pricing problem TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • European options A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Expectation-maximization algorithm Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

F

  • Factor Copula An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Financial Equilibrium Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]

  • Financial Expertise 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]

  • Financial Forecasting Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Financial Investment Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Financial market forecasting 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]

  • Financial Physics Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]

  • Financial ratios Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Financial risk assessment Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Finite Difference Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Finite Mixture Model Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

  • Force of Mortality Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

  • Forecasting 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 203-221]

  • Fractal calculus Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

  • Fractional derivative‎ Fractional interest rate‎ Time-fractional bond pricing‎ 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]

  • Futures 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 203-221]

  • Fuzzy C-Means An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]

  • Fuzzy random variable Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]

G

  • GARCH Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • GARCH 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 203-221]

  • GARCH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Gated recurrent unit Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • GDP per-capita Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • General Insurance 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]

  • Generalized Linear Model&lrm Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

  • Genetic Algorithm Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • GJRGARCH Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Going Concern Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Gold 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]

  • Grobner Bases Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Grobner basis The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]

  • Gumbel copula Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]

H

  • Haar Wavelets Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]

  • Hazard Rate Function Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Heavy Tail An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Herd mentality bias 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]

  • Hermitian polynomial TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Heston Model Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Heston Model On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [(Articles in Press)]

  • Heston switching copula Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • History-Oriented Bias 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]

I

  • IGARH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Iliquid market Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Infinite Activity L' {e}vy Model Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

  • Inflation Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Information Asymmetry Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]

  • Instability Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]

  • Insurance Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Interactive effect The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]

  • Interest ‎ rate‎ &lrm Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]

  • Inventory Management Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Inverse Laplace transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Investment portfolio 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]

  • Investment Spread Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Iran Currency Exchange 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]

  • Iran FaraBourse Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Iterative Weighted Least Square Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

K

  • Kalman recursions Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Kolmogorov Equation Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

L

  • Laplace Transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Least Square Principle Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

  • Lee-Carter approach Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Levenberg-Marquardt regularization A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Life settlements Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]

  • Life settlements‎ Fuzzy random variables‎ life expectancy‎ Secondary market‎ Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]

  • Local Polynomial Estimator Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Long short-term memory Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Long short-term memory 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]

  • Long-Short term memory 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]

  • Loss reserve 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]

  • LSTM Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

M

  • Machine Learning 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]

  • Machine Learning Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Mean Absolute Percentage Error (MAPE) 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]

  • Mean-CVaR model Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Mean Square Error Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Mean-Variance Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Merton model Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Modeling The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]

  • Monte Carlo simulation Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Monte Carlo simulation Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Mortality forecasting Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Mortgage-backed ‎ security Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

  • Most Productive Scale Size Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Multicomponent dependent stress-strength model Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]

  • Multilevel Monte-Carlo method On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [(Articles in Press)]

  • Multinomial Logistic Regression model Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [(Articles in Press)]

  • Multiplicity of equilibrium The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]

  • Mutual Funds Performance 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]

N

  • Nash solution Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Network centralization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Network data envelopment analysis Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Neural Network Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]

  • Newton-Raphson Method An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Nonlocal prior Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

  • Numerical Solution Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

O

  • Oil Shocks Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • OLG Model Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • OLG-models The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]

  • Optimal Portfolio The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Optimal properties Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

  • Optimal Strategy Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

  • Option pricing Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Option pricing Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Option pricing Pricing asset-or-nothing options using Haar wavelet [(Articles in Press)]

  • Options Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

P

  • Panel Data 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]

  • Pareto distribution Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]

  • Pareto-optimal Contract Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Pattern-Matching Approach An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]

  • Poisson jump Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]

  • Portfolio Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Portfolio A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [(Articles in Press)]

  • Portfolio optimization‎ An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [(Articles in Press)]

  • Portfolio Optimization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Portfolio Optimization Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

  • Portfolio Optimization Robustness in Mean-Variance Portfolio Optimization [Volume 2, Issue 2, 2022, Pages 195-204]

  • Portfolio Optimization Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Predictability The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Prediction Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Premium 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]

  • Prepayment Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

  • Price impact&lrm Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Pricing 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]

  • Principle Component Analysis Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Project with infinite life Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Purchasing Power Parity (PPP) Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Pure-Endowment Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

R

  • Radial Basis Function Neural Networks 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]

  • Random Forest 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]

  • Random forest classifi er Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Real option Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Reclassification Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Recurrent Neural Network 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]

  • Regime-switching model Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Regression analysis 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]

  • Regression Models Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Regulatory Rating The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • Reinforcement Learning Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Reinforcement Learning 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]

  • Returns to Scale Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Return volatility Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Reversed Leverage Effect Bias Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Ridge Estimation Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

  • Risk Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Risk Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Risk-averse Model An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]

  • Risk Contagion Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Risk incentive Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Risk Spillover Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Robbins-Monroe Algorithm An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Robust approach Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Robust net present value Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

S

  • Sanctions Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Secondary market Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]

  • Sensitivity Analysis Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

  • Simulated Method of Moment An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Simulation Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Sinc collocation method Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • S& P500 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]

  • Spectral graph embedding Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Spillover Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Standard Deconvolution Kernel Density estimator Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Standard deviation Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • State-space modeling Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Stochastic Damage Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Stochastic Differential Equations Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Stochastic Differential Equations Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Stochastic integro-differential Black-Scholes equation TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Stochastic Optimal Control Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]

  • Stochastic volatility models Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Stock Exchange 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]

  • Stock Market Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Stock Market Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Stock price crash risk 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]

  • Stock Returns The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Stocks Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Stocks Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

T

  • Tau method TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Tehran Stock Exchange Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Telematics Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [(Articles in Press)]

  • The Shannon Entropy Method The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • The TOPSIS Model The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • Time-fractional Levy diffusion equation A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Time series 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]

  • Time Series Modelling Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Tone Analysis Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Top and bottom price prediction 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]

  • Total index The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]

  • Transaction Cost An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]

  • Transmutation Methods Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Type-I progressively hybrid censoring scheme Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [(Articles in Press)]

U

V

  • Value Spread Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Variance reduction technique Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Volatility Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Volatility 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 203-221]

  • Volatility A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Volatility 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]

  • Volatility 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]

  • Volatility Temporal The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

W

  • Wavelet Transform Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]

  • Weak approximation On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [(Articles in Press)]

  • Weighting The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

Z

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