Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • Affinity matrix Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • 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]
B
  • Balanced Trade-Monetary Theory Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • Bankruptcy Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • Black-Scholes equation Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Brownian Motion Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
C
  • Classification Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
  • 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]
  • Consumer Price Index (CPI) Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • Crash An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
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]
  • 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]
  • Dynamic Pricing Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
E
  • Economic evaluation of investment projects Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
  • 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]
  • EM algorithm Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
  • 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]
  • 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]
  • Financial ratios Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • Financial risk assessment Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • Finite Difference Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
  • 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]
  • Fractal calculus Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
  • 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]
G
  • 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]
  • GDP per-capita Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
  • Genetic Algorithm Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
  • GJRGARCH Unusual behavior: reversed leverage effect bias [Volume 1, Issue 1, 2021, Pages 53-61]
H
  • Heavy Tail An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
  • Hermitian polynomial Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
I
  • Insurance Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
  • Inventory Management Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • Iran FaraBourse Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
K
  • Kalman recursions Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
L
  • Lee-Carter approach Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
M
  • 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]
  • Merton model Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
  • Monte Carlo simulation Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
  • Mortality forecasting Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
  • Mortgage-backed ‎ security Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
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]
  • Newton-Raphson Method An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
O
  • 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]
  • Options Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
P
  • Pareto-optimal Contract Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
  • 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]
  • 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 Optimization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
  • 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]
  • Prepayment Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
  • Principle Component Analysis Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • 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]
R
  • Reclassification Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
  • Regime-switching model Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
  • Regression Models Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
  • Reinforcement Learning Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
  • 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]
  • 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]
  • 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]
S
  • 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]
  • Spectral graph embedding Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
  • State-space modeling Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
  • 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]
  • Stock Market Unusual behavior: reversed leverage effect bias [Volume 1, Issue 1, 2021, Pages 53-61]
  • 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]
T
  • 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]
V
  • 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 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]
W
  • Wavelet Transform Impacts of no short selling and noise reduction on portfolio allocation [Volume 1, Issue 1, 2021, Pages 63-82]
Z