Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • Active Management Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
  • 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]
  • Auditor Reporting Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
B
  • 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]
C
  • Catastrophe Swap Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
  • Chebyshev wavelets A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
  • Classification Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
  • 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]
  • 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]
  • Contingent convertible bond Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
  • Cryptocurrency Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
D
  • 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]
  • 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]
  • Dynamic Stochastic General Equilibrium Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]
E
  • Earthquake Damage Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
  • Efficiency Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
  • 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]
  • 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]
F
  • Financial Equilibrium Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]
  • Financial Forecasting Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
  • Financial Physics Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]
  • Finite Mixture Model Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
  • Force of Mortality Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
  • 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]
G
  • GARCH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
  • Gated recurrent unit Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
  • 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]
  • Going Concern Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
I
  • IGARH Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
  • Iliquid market Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
  • Infinite Activity L' {e}vy Model Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
  • Inflation Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
  • Instability Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
  • Inverse Laplace transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
  • Iterative Weighted Least Square Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
K
  • Kolmogorov Equation Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
L
  • Laplace Transform Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
  • Least Square Principle Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
  • Levenberg-Marquardt regularization A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
  • Life settlements‎ 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]
  • 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 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]
  • 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
  • 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]
  • 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
  • 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]
  • Nonlocal prior Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
  • Numerical Solution Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
O
  • Optimal properties Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
  • Optimal Strategy Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
  • Option pricing Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
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]
  • 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]
  • 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]
  • Price impact&lrm Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
  • Pure-Endowment Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
R
  • 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]
  • 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]
  • Regulatory Rating The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
  • Returns to Scale Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
  • Ridge Estimation Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
S
  • Sanctions Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
  • Sinc collocation method Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
  • Stochastic Damage Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
  • Stochastic Optimal Control Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
  • 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]
  • Stocks Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
T
  • 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]
  • 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]
  • Transmutation Methods Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
U
V
  • Volatility A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
W
  • Weighting The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]