Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • Activation Function European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • 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 63-78]
  • Agent-based modeling 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]
  • 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]
  • Ali-Mikhail-Haq On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [Volume 5, Issue 2, 2025, Pages 217-252]
  • American option American Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
  • American option Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • Analysis of MCAViaR Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
  • ANN European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • Approximate solution Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • 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 147-161]
  • 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]
  • Artificial Neural Network 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]
  • Asset Allocation Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
  • Asset-liability management Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
  • Asset-or-Nothing Options Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
  • Asset Valuation Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [Volume 5, Issue 2, 2025, Pages 1-11]
  • Asymptotic Properties Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • 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]
  • Average Value-at-Risk Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
B
  • Balanced Trade-Monetary Theory Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • Banking Crisis The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
  • 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 63-78]
  • Batchelor model A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
  • 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]
  • Bid-ask spread Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • Binary Logistic Regression model 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]
  • Binary Options Trading 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]
  • 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]
  • Bitcoin option data Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
  • Black-Scholes 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]
  • Black-Scholes-Barenblatt Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • Black-Scholes equation Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Black-Scholes equation Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • 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 [Volume 4, Issue 1, 2024, Pages 19-35]
  • Black-Scholes model 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]
  • Black-Scholes model A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
  • Blomqvist’s beta On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [Volume 5, Issue 2, 2025, Pages 217-252]
  • Bootstrap percentile confidence interval 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]
  • Brownian Motion Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Brownian Motion Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Brownian motion model A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
C
  • C₀-semigroups A generation theorem for the perturbation of exponentially equicontinuous C₀-semigroups on locally convex spaces [Volume 5, Issue 1, 2025, Pages 167-173]
  • Calibration 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]
  • Calibration Physics-Informed Neural Networks for Calibration of Rough Fractional Stochastic Volatility Models [(Articles in Press)]
  • Call option 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]
  • Capital Asset pricing Model Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Capital stability 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]
  • 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]
  • CAPM Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [Volume 5, Issue 2, 2025, Pages 1-11]
  • 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 bond The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • 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]
  • Claim frequency Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
  • Claim severity Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
  • Classification Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
  • Classification Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
  • Classification Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • 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]
  • Closed-Form Estimators Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • 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]
  • Combined multifactor Vasicek and CIR model 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]
  • Conditional Monte Carlo Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
  • 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 1-7]
  • Conditional Risk Assessment Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • Conditional Value at Risk 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]
  • Confirmatory Factor Analysis (CFA) 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]
  • 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 81-95]
  • 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]
  • Copula-Based Risk Modeling Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
  • Corporate Governance Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
  • Crank-Nicholson Method A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
  • Crash An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • Credit Risk Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • Credit Risk Credit Risk Management Of Portfolio And Distance To Default Estimation Based On Firm Equity Approach [Volume 6, Issue 2, 2026, Pages 241-252]
  • Credit Scoring Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • Cross-Border Settlement Optimization Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • Cryptocurrency Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
  • Cryptocurrency Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • Cryptocurrency Volatility Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model‎ [Volume 6, Issue 1, 2026, Pages 67-89]
  • Customer Loyalty An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
D
  • Data Envelopment Analysis Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
  • 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 [Volume 4, Issue 1, 2024, Pages 83-96]
  • 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]
  • Deep Learning Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • Deep Learning Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
  • Deep Learning The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Deep Learning Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Deep Learning Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
  • 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]
  • Digital Financial Services An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • Disclosure Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
  • Diversity-weighted portfolios‎ Portfolio generating functions‎ Portfolio‎ Stochactic portfolio theory‎ Stochastic portfolio optimization by diversity-weighted portfolio approach [Volume 4, Issue 2, 2024, Pages 57-64]
  • 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 1-11]
  • Double barrier option Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
  • Dual-lagrangine A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
  • 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 Beta Estimation Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • 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 Jensen' s Alpha Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • 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 method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • Dynamic Quantile Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
  • Dynamic Stochastic General Equilibrium Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]
E
  • Earnings Announcement Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • 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 9-26]
  • Economic Growth 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]
  • Efficiency Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
  • 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 [Volume 4, Issue 1, 2024, Pages 83-96]
  • 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 37-47]
  • Energy markets Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • Entropy 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]
  • Entropy 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]
  • Epidemiological model Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
  • 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 97-112]
  • European option pricing problem Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
  • 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]
  • EUR/USD Volatility Regimes and Tail Behavior in EUR/USD Returns: A Parsimonious Two-Stage Markov-Switching and Quantile Regression Approach [(Articles in Press)]
  • Exchange Rate Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
  • Exchange Rate Volatility 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]
  • Exchange Rate Volatility The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
  • Expectation-maximization algorithm Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
F
  • Factor Copula An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • Fair premium Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
  • Farlie-Gumbel-Morgenstern On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [Volume 5, Issue 2, 2025, Pages 217-252]
  • Feature Selection 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]
  • Finance models 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]
  • Financial Development 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]
  • 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 Forecasting Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [Volume 5, Issue 2, 2025, Pages 1-11]
  • Financial Forecasting 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]
  • Financial Forecasting Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • 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-Operational Modeling A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
  • Financial Physics Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]
  • Financial ratios Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • Financial Risk 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]
  • Financial risk assessment Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • Financial risk assessment Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
  • Financial time series Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
  • Financial time series 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]
  • Finite Difference Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
  • Finite Difference A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
  • Finite difference scheme Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • Finite Mixture Model Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
  • Fintech An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • 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 147-161]
  • Forex market Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
  • Fourier Transform Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Fourier transform methods A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Fractal calculus Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
  • Fractional Brownian motion‎ On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
  • Fractional Brownian Motion Physics-Informed Neural Networks for Calibration of Rough Fractional Stochastic Volatility Models [(Articles in Press)]
  • 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]
  • Fractional Vasicek process A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Fraud Detection Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • 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 147-161]
  • Futures trading 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]
  • Fuzzy C-Means An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
  • Fuzzy Logic 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]
  • Fuzzy Logic 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]
  • Fuzzy random variable Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]
  • Fuzzy value at risk Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
G
  • Gamification An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • GARCH Unusual behavior: reversed leverage effect bias [Volume 1, Issue 1, 2021, Pages 53-61]
  • 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 147-161]
  • GARCH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
  • GARCH Models in Finance Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • Gated recurrent unit Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
  • Gated recurrent unit Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • Gaussian Copula Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
  • GDP per-capita Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • 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 113-139]
  • Genetic Algorithms (GA) 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]
  • Girsanov Lemma 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]
  • GJRGARCH Unusual behavior: reversed leverage effect bias [Volume 1, Issue 1, 2021, Pages 53-61]
  • 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]
  • Gram-Charlier expansion 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]
  • Greeks Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • 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]
  • Gronwall' s inequality On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
  • Gumbel copula 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]
  • Gumbel-Hougaard On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [Volume 5, Issue 2, 2025, Pages 217-252]
H
  • Haar Wavelets Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
  • Hawkes process A Stochastic Operational Risk Model for Banking Networks Using Hawkes Processes and Markov Switching [(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]
  • Healthcare Insurance Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
  • Health Insurance Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • Heavy Tail An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • 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 103-111]
  • 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 [Volume 4, Issue 1, 2024, Pages 57-66]
  • Heston stochastic volatility A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Heston switching copula Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • Hierarchical Clustering Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
  • 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]
  • Hurst Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Hybrid estimator 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]
  • Hybrid Modeling Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Hyperparameter tuning Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
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]
  • Implied volatility 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]
  • 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]
  • Information Asymmetry Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • 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 37-47]
  • Integer Programming A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
  • 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]
  • Interval-valued time series Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
  • Intraday Trading Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • Inventory Management Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • Inverse Laplace transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
  • Inverse parabolic problem Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • 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 Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • Iran market 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]
  • IranStock Exchange 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]
  • Iraqi stock market Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
  • Irrational rotation 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]
  • Ising model 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]
  • Islamic Finance Fair Profit Sharing Ratios of Islamic Investment Contracts [Volume 6, Issue 2, 2026, Pages 211-240]
  • Iterative Weighted Least Square Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
  • Itô-Liu markets American Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
  • Itˆo stochastic Volterra integral equations A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
J
  • Jump Diffusion Model The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Jump-Diffusion Process Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
K
  • Kalman recursions Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
  • K-means Clustering Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • Kolmogorov Equation Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
L
  • Labor Cost Optimization A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
  • Laplace Transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
  • Lattice Gas 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]
  • 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 13-22]
  • Levenberg-Marquardt algorithm 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]
  • Levenberg-Marquardt method Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • 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]
  • Leveraged ExchangeTraded Funds (LETFs) Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • Lè vy-Khinchtine Formula Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Life Insurance Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • 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]
  • Loan to Deposit ratio The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
  • Local Polynomial Estimator Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • Logarithmic Moments Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • Log-ergodic process 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]
  • Longevity risk‎ Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
  • 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 Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • Long short-term memory Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • 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]
  • Long Short-Term Memory neural network 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]
  • 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]
  • Machine Learning Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
  • Machine learning algorithms‎ Mitigating data imbalance for enhanced third-party insurance claim prediction using machine ‎learning [Volume 5, Issue 1, 2025, Pages 175-187]
  • Macroeconomic Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • Macroeconomic Variables Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
  • Market Anomalies Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • Markov Switching A Stochastic Operational Risk Model for Banking Networks Using Hawkes Processes and Markov Switching [(Articles in Press)]
  • Markov-Switching Volatility Regimes and Tail Behavior in EUR/USD Returns: A Parsimonious Two-Stage Markov-Switching and Quantile Regression Approach [(Articles in Press)]
  • Markowitz portfolio theory 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]
  • McKean-Vlasov stochastic systems 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]
  • MCMC Method Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
  • 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: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
  • Memetic algorithm Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • Merton model Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Metaheuristic Algorithms A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(Articles in Press)]
  • Micro-Corporate Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • Missing Data Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
  • Model hybridization 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]
  • 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 113-129]
  • Monte Carlo simulation Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Monte-Carlo simulation Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • Mortality forecasting Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
  • Mortality Risk A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
  • Mortgage-backed ‎ security Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
  • 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]
  • Moving Averages (MA) 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]
  • Mudarabah Fair Profit Sharing Ratios of Islamic Investment Contracts [Volume 6, Issue 2, 2026, Pages 211-240]
  • Multicomponent dependent stress-strength model 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]
  • Multilevel Monte-Carlo method On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
  • Multinomial Logistic Regression model 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]
  • Multi-Objective Optimization A Multi-Objective Mathematical Model for Labor Cost Optimization and Shift Scheduling in the Oil and Gas Industry [(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]
  • Multi-stage stochastic programming Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
  • 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 23-35]
  • Network centralization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
  • 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]
  • Neural Network Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • Neural Network Autoregressive, Mean square error Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [Volume 5, Issue 2, 2025, Pages 1-11]
  • Newton-Raphson Method An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • Nonlinear exponential autoregressive model Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
  • Nonlinear partial differential equation Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • 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 methods 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]
  • 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]
  • Operational Risk A Stochastic Operational Risk Model for Banking Networks Using Hawkes Processes and Markov Switching [(Articles in Press)]
  • Optimal Control Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • Optimal Control Theory A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
  • Optimal Life Insurance Time-Path A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
  • 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 1-11]
  • 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]
  • Optimization An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • 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 [Volume 4, Issue 1, 2024, Pages 19-35]
  • Option pricing 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]
  • Option pricing Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
  • Option pricing 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]
  • Option pricing A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Option pricing Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
  • Option pricing Physics-Informed Neural Networks for Calibration of Rough Fractional Stochastic Volatility Models [(Articles in Press)]
  • Options Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
  • Options pricing A Comparative Study of Numerical Methods for Option Pricing under Arithmetic, Geometric, and Hybrid Brownian Motion Models [(Articles in Press)]
  • Option trading 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]
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]
  • Parameter estimation Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
  • Pareto distribution 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]
  • Pareto distribution Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • Pareto-optimal Contract Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
  • Partially aggregate claims model Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
  • Partially ergodic process 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]
  • Path Forecasting and Simulation Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • Pattern-Matching Approach An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
  • Physics informed neural network The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Physics-informed Neural Networks European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • Physics-informed Neural Networks Physics-Informed Neural Networks for Calibration of Rough Fractional Stochastic Volatility Models [(Articles in Press)]
  • PLM-GARCH 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]
  • Poisson jump Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
  • Poisson jumps American Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
  • Poisson Process Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Portfolio Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
  • Portfolio A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
  • Portfolio 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]
  • Portfolio Management Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • Portfolio model Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • Portfolio optimization‎ 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]
  • Portfolio Optimization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
  • 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]
  • Portfolio Optimization On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
  • Portfolio Performance Metrics Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • Portfolio selection Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
  • Portfolio selection A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
  • Portfolio Strategy Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • 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 1-11]
  • 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]
  • Prediction Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
  • Prediction interval 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]
  • 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 141-154]
  • 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 63-78]
  • Probability and stochastic process 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]
  • Project with infinite life Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
  • Purchasing Power Parity (PPP) Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • 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]
  • Radial basis functions method Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • 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 classifier Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
  • RBF Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • 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 23-35]
  • 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]
  • Recurrent Neural Network Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • Regime-Switching Framework Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • Regime-switching model Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
  • 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 Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • 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 method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • 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]
  • Relative Strength Index (RSI) 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]
  • 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 113-139]
  • Reversed Leverage Effect Bias Unusual behavior: reversed leverage effect bias [Volume 1, Issue 1, 2021, Pages 53-61]
  • Ridge Estimation Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
  • Ridge Regression 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]
  • Risk Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
  • Risk Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
  • Risk-Adjusted Returns Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [Volume 5, Issue 1, 2025, Pages 89-101]
  • 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 Momentum Clustered Cryptocurrency Risk Momentum and Portfolio Performance : Identifying Homogeneous Risk Groups [(Articles in Press)]
  • 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 49-61]
  • Robust approach Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
  • Robust net present value Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
  • Rough Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Rough Volatility Physics-Informed Neural Networks for Calibration of Rough Fractional Stochastic Volatility Models [(Articles in Press)]
S
  • Sample Size 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]
  • 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]
  • Semi-mean absolute deviation On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
  • Sensitivity Analysis Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
  • Sentiment Dynamics 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]
  • Sharpe ratio Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • Side effects of a disease Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
  • Similarity-based methods 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]
  • Simulated Method of Moment An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • Simulation Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • Sinc collocation method Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
  • Smart Contract Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • Social Media Analysis 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]
  • 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 63-78]
  • Spillover Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • Spillover of Volatility 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]
  • Spline functions Joint Partially Models for Dependent Frequency and Severity of Insurance Claims with using Spline Functions [(Articles in Press)]
  • 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 13-22]
  • Stationarity Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
  • Stochastic Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Stochastic bounds Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • 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 113-129]
  • Stochastic Differential Equations Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Stochastic integro-differential Black-Scholes equation Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
  • Stochastic Modeling Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • Stochastic Optimal Control Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
  • Stochastic Optimal Control 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]
  • Stochastic Processes Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Stochastic Volatility 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]
  • Stochastic Volatility model Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [Volume 5, Issue 2, 2025, Pages 199-215]
  • Stochastic Volatility Modeling Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • 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 53-61]
  • 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 model Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
  • Stock model American Call Option Pricing with Poisson Jumps in Itô-Liu Financial Markets [(Articles in Press)]
  • 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 1-11]
  • Stocks Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
  • Stocks Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
  • Support vector clustering On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
  • Surrender Analysis Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • Sustainable Development Goals An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • SVSI model Deep Learning-Based Option Pricing Under the SVSI Model: Incorporating Stochastic Volatility and Interest Rates [(Articles in Press)]
  • Systemic Risk 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]
  • Systemic Risk The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
T
  • Tail Risk Volatility Regimes and Tail Behavior in EUR/USD Returns: A Parsimonious Two-Stage Markov-Switching and Quantile Regression Approach [(Articles in Press)]
  • Tau method Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
  • Tehran Stock Exchange Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • Telematics 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]
  • 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-Frequency Analysis Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
  • 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 analysis 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]
  • Time Series Forecasting Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • 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]
  • Transformer Architecture Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • Transmutation Methods Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
  • Trend of the EUR/USD Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
  • Triangular fuzzy return Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • Turkish stock market Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
  • TVP-VAR 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]
  • Two-dimensional Black-Scholes Model European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • Two-stage stochastic optimization A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
  • Type-I progressively hybrid censoring scheme 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]
U
  • Uncertain differential equations Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
  • Uncertain process Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
  • Uncertainty On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [Volume 5, Issue 1, 2025, Pages 155-165]
  • Uncertainty quantification 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]
  • Uncertain variables Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
  • Uncertain Volatility Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • Unsupervised algorithm‎ Fraud detection‎ Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
  • Usage-Based Insurance (UBI) 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]
V
  • Value at Risk 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]
  • Value at Risk A Stochastic Operational Risk Model for Banking Networks Using Hawkes Processes and Markov Switching [(Articles in Press)]
  • Value-of-stochastic-solution Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
  • Value Spread Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
  • Variance-covariance method Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • 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 53-61]
  • 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 147-161]
  • 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 Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Volatility Clustering Volatility Regimes and Tail Behavior in EUR/USD Returns: A Parsimonious Two-Stage Markov-Switching and Quantile Regression Approach [(Articles in Press)]
  • Volatility Modeling and Forecasting Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • Volatility risk Implementing an Optimized Neural Network to Price American Option under Uncertain Volatility Model with Stochastic Bounds [(Articles in Press)]
  • 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 1-11]
  • Voter model 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]
W
  • Wavelet coherence analysis Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
  • Wavelet Transform Impacts of no short selling and noise reduction on portfolio allocation [Volume 1, Issue 1, 2021, Pages 63-82]
  • Weak approximation On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
  • Weighting The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
X
Z