Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • 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]
  • 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]
  • 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]
B
  • Bid-ask spread Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • 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 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]
  • 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]
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]
  • 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]
  • Classification Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • 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]
  • 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]
  • 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 Scoring Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
D
  • 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]
  • 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 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 Quantile Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [Volume 5, Issue 2, 2025, Pages 77-106]
E
  • Earnings Announcement Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • 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]
  • Epidemiological model Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
  • 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]
F
  • 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]
  • 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 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 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]
  • Forex market Applications of Some Deep Learning Algorithms to Predict Trend in the Forex Exchange Market [Volume 5, Issue 2, 2025, Pages 65-75]
G
  • 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 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]
  • 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]
  • 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
  • Healthcare Insurance Designing an epidemic health ‎insurance [Volume 5, Issue 1, 2025, Pages 121-135]
I
  • 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]
  • Information Asymmetry Measuring information asymmetry surrounding earnings announcements [Volume 5, Issue 1, 2025, Pages 103-118]
  • 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]
L
  • Leveraged ExchangeTraded Funds (LETFs) Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • Life Insurance Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • Longevity risk‎ Modifying premiums for life insurance products using specific mortality tables [Volume 5, Issue 1, 2025, Pages 137-153]
  • 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 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]
M
  • 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]
  • 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]
  • Memetic algorithm Bank Client Credit Scoring, Along With Loan Parameters Optimization Using the Simulation-Optimization Model [Volume 5, Issue 2, 2025, Pages 107-129]
  • Micro-Corporate Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [Volume 5, Issue 1, 2025, Pages 1-13]
  • 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]
  • Mortality Risk A mathematical model for deriving the optimal trajectory of life insurance demand [Volume 5, Issue 1, 2025, Pages 189-204]
N
  • 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]
  • 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]
O
  • 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]
  • 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 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
  • Path Forecasting and Simulation Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • 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]
  • 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]
  • 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]
R
  • Recurrent Neural Network Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • 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-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]
S
  • 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]
  • 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]
  • 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]
  • Stochastic Modeling Comparative analysis of stochastic models for simulating leveraged ETF price paths [Volume 5, Issue 1, 2025, Pages 15-46]
  • 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]
  • 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]
  • 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]
T
  • 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]
  • Transformer Architecture Comparing the performance of different deep learning architectures for time series forecasting [Volume 5, Issue 1, 2025, Pages 63-87]
  • 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]
U
  • 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]
V