Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • Additive Measurement Errors Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • Algorithmic Trading A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
  • Artificial Neural Network The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
  • 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]
B
  • 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]
  • Bates model Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Bitcoin An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
  • Black-Scholes model Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
C
  • Capital structure Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
  • Cargo Insurance Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
  • Catastrophe Bonds A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
  • 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]
  • 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]
  • 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]
  • Corporate Governance Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
D
  • Deep Learning Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Deep Learning Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
  • Default Probability Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
  • Disclosure Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
  • Dividend Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
  • Dynamical Systems A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
  • Dynamic Conditional Correlation (DCC) Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
  • Dynamic mode decomposition A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
E
  • Energy markets Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • Equal weighted index The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
  • Equilibria Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
F
  • 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 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]
  • Fuzzy C-Means An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
  • Fuzzy random variable Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]
G
  • 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]
  • Gold An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
  • Grobner Bases Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
  • Grobner basis The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
H
  • Hazard Rate Function Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • 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]
  • Heston Model Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Heston switching copula Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • History-Oriented Bias Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
I
  • Information Asymmetry Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
  • 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]
  • 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]
L
  • Life settlements Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]
  • Local Polynomial Estimator Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • Long short-term memory 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]
  • 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]
M
  • Machine Learning A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
  • Machine Learning Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
  • Mean Absolute Percentage Error (MAPE) Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
  • Mean-CVaR model Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]
  • Mean Square Error Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • 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 Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Multiplicity of equilibrium The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]
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]
  • Option pricing Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
P
  • Pattern-Matching Approach An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
  • Portfolio Optimization Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]
  • 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]
  • 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]
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]
  • 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]
  • 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]
  • 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]
  • Risk-averse Model An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
  • Risk Contagion Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
  • Risk incentive Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
  • Risk Spillover Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
S
  • Secondary market Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums [Volume 3, Issue 2, 2023, Pages 177-188]
  • Sensitivity Analysis Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
  • 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]
  • Spillover Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
  • Standard Deconvolution Kernel Density estimator Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
  • Standard deviation Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]
  • 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 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]
T
  • Time series Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
  • Time Series Modelling Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
  • 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]
V
  • Value Spread Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
  • Variance reduction technique Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
  • Volatility 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]