Journal of Mathematics and Modeling in Finance

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Keyword Index
A
  • Agent-based modeling Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Approximate solution Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • Asymptotic Properties Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
B
  • Banking Crisis The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
C
  • Capital Asset pricing Model Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Capital stability Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
  • Catastrophe bond The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Closed-Form Estimators Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • Combined multifactor Vasicek and CIR model Bond Pricing and the Term Structure of Spot and Forward Interest Rates: A Multi-factor Vasicek and Cir Model Approach [Volume 6, Issue 1, 2026, Pages 117-141]
  • Credit Risk Credit Risk Management Of Portfolio And Distance To Default Estimation Based On Firm Equity Approach [Volume 6, Issue 2, 2026, Pages 241-252]
  • Cross-Border Settlement Optimization Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • Cryptocurrency Volatility Ethereum Price Prediction with a GRU--Transformer Encoder Hybrid Model‎ [Volume 6, Issue 1, 2026, Pages 67-89]
  • Customer Loyalty An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
D
  • Deep Learning The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Deep Learning Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Digital Financial Services An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
E
  • Economic Growth Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
  • Entropy Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Exchange Rate Volatility Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
  • Exchange Rate Volatility The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
F
  • Finance models Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
  • Financial Development Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
  • Financial Forecasting Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Financial Risk Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
  • Fintech An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • Fourier transform methods A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Fractional Brownian motion‎ On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
  • Fractional Vasicek process A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Fuzzy Logic Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
  • Fuzzy value at risk Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
G
  • Gamification An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • Girsanov Lemma Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
  • Gronwall' s inequality On the Existence and Uniqueness of Solutions to Rough Fractional Stochastic Differential Equations [Volume 6, Issue 1, 2026, Pages 31-44]
H
  • Heston stochastic volatility A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
  • Hurst Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Hybrid estimator A Stochastic Process Perspective on Hybrid Log-Normal and Machine Learning Models for Financial Risk under Left-Censored Data [Volume 6, Issue 1, 2026, Pages 159-190]
  • Hybrid Modeling Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
  • Hyperparameter tuning Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
I
  • Interval-valued time series Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
  • Inverse parabolic problem Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • IranStock Exchange Analysis of Risk Trends, Capital Structure Stability, and Profitability Potential of Iranian Listed Companies Using Numerical Risk Scoring and Fuzzy Logic [Volume 6, Issue 2, 2026, Pages 1-18]
  • Iraqi stock market Hybrid Interval Forecasting Model for Iraqi Stock Prices Based on Optimized v‑Support Vector Regression [Volume 6, Issue 2, 2026, Pages 77-95]
  • Ising model Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Islamic Finance Fair Profit Sharing Ratios of Islamic Investment Contracts [Volume 6, Issue 2, 2026, Pages 211-240]
J
  • Jump Diffusion Model The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Jump-Diffusion Process Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
L
  • Lattice Gas Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Levenberg-Marquardt method Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • Loan to Deposit ratio The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
  • Logarithmic Moments Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • Long short-term memory Deep Sequential Learning for Asset Return Forecasting: An LSTM-Enhanced Capital Asset Pricing Framework [Volume 6, Issue 2, 2026, Pages 139-157]
M
  • Markowitz portfolio theory Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
  • McKean-Vlasov stochastic systems Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
  • Mudarabah Fair Profit Sharing Ratios of Islamic Investment Contracts [Volume 6, Issue 2, 2026, Pages 211-240]
O
  • Optimization An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • Option pricing A Heston Fractional Vasicek Framework for Option Pricing [Volume 6, Issue 1, 2026, Pages 225-249]
P
  • Pareto distribution Closed-Form Estimation for the Pareto Distribution Based on Logarithmic Moments [Volume 6, Issue 2, 2026, Pages 159-182]
  • Physics informed neural network The Application Of The Inverse Physics-Informed Neural Network In Financial Calibration Tasks [Volume 6, Issue 2, 2026, Pages 125-137]
  • Portfolio A New Clusterless DEA Cross-Efficiency Evaluation in the Presence of Negative Data and its Application in Portfolio Selection [Volume 6, Issue 1, 2026, Pages 207-224]
  • Portfolio model Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • Portfolio selection A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
  • Probability and stochastic process Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
R
  • Radial basis functions method Application of Radial Basis Functions Meshless Method for Solving an Inverse Parabolic Problem [Volume 6, Issue 1, 2026, Pages 251-263]
  • Regime-Switching Framework Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • Rough Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
S
  • Sentiment Dynamics Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Social Media Analysis Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
  • Stochastic Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Stochastic Optimal Control Maximum Principle for McKean-Vlasov Dynamic Using Lions Partial-Derivatives with Respect to Probability with Application to Finance [Volume 6, Issue 2, 2026, Pages 63-76]
  • Stochastic Volatility Modeling Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization [Volume 6, Issue 2, 2026, Pages 19-41]
  • Sustainable Development Goals An Optimization-Based Framework for Gamification in FinTech: Enhancing Customer Loyalty and Advancing SDG Targets [Volume 6, Issue 1, 2026, Pages 91-116]
  • Systemic Risk The Banking Crisis and Macroprudential Policy: Evidence from Iran [Volume 6, Issue 2, 2026, Pages 43-61]
T
  • Time-Frequency Analysis Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
  • Triangular fuzzy return Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • Turkish stock market Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
  • TVP-VAR Dynamic Analysis of the Effects of Exchange Rate Volatility, Financial Development, and Trade Openness on Economic Growth in Iran: A TVP-VAR Approach [Volume 6, Issue 1, 2026, Pages 47-66]
  • Two-stage stochastic optimization A Two-Stage Stochastic Optimization Model for Portfolio Selection Under Decision-Making Uncertainties [Volume 6, Issue 1, 2026, Pages 1-30]
V
  • Value at Risk A Stochastic Process Perspective on Hybrid Log-Normal and Machine Learning Models for Financial Risk under Left-Censored Data [Volume 6, Issue 1, 2026, Pages 159-190]
  • Variance-covariance method Fuzzy Estimation of Value at Risk for a Portfolio with Triangular Fuzzy Returns [Volume 6, Issue 2, 2026, Pages 97-123]
  • Volatility Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters [Volume 6, Issue 1, 2026, Pages 191-206]
  • Voter model Modeling Financial Sentiment with a Three-State Lattice Gas: From Agent Interaction to Market-Level Shock Responses [Volume 6, Issue 2, 2026, Pages 183-209]
W
  • Wavelet coherence analysis Unveiling Complex Market Dynamics: A Wavelet Coherence Study of Turkish Stock Price and Volume Interactions [Volume 6, Issue 1, 2026, Pages 143-158]
X