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]
  • ANN European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • 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]
  • Average Value-at-Risk Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
B
  • 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]
  • Black-Scholes equation Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • Black-Scholes model Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
  • 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 Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
C
  • 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]
  • 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]
  • 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]
D
E
  • 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]
F
  • 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]
  • Financial time series Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
  • 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]
  • Fourier Transform Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Fraud Detection Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • 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 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]
G
  • 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]
  • Greeks Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • 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]
H
  • Haar Wavelets Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
  • Health Insurance Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • 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]
  • 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]
I
  • 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]
  • Itˆo stochastic Volterra integral equations A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
L
  • 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]
  • Lè vy-Khinchtine Formula Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • 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]
M
  • 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]
  • Macroeconomic Variables Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
  • Monte-Carlo simulation Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
  • 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]
  • 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-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]
N
O
  • Optimal Control Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • 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]
P
  • 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]
  • 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]
  • Physics-informed Neural Networks European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • Poisson Process Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • 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 Management Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • 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 selection Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
  • Prediction Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
R
  • 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]
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]
  • Sharpe ratio Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
  • Smart Contract Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network [Volume 4, Issue 2, 2024, Pages 33-56]
  • Stationarity Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
  • Stochastic Processes Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
  • Stock model Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
T
  • 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]
  • Two-dimensional Black-Scholes Model European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
  • 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]
  • Uncertain variables Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
  • 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-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]
W
  • 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]