Summer and Autumn 2022, Volume 2- Number 2
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Corresponding Author : Hamzeh، Asma ؛ Writer : Banimostafaarab، Faezeh ؛ Atatalab، Fatemeh ؛
(14 page(s) - From 1 to 14 )
Keywords:WeightingRegulatory RatingThe Shannon Entropy MethodThe TOPSIS Model
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Writer : Sinaei Nasab، Zeinab ؛ Corresponding Author : Bagherzadeh Valami، Hadi ؛
(22 page(s) - From 15 to 36 )
Keywords:Efficiencydata envelopment analysisNetwork Data Envelopment AnalysisReturns to scaleMost Productive Scale Size
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Writer : Vahabi، Saman ؛ Corresponding Author : Payandeh Najafabadi، Amir Teimour ؛
(16 page(s) - From 37 to 52 )
Keywords:Optimal StrategyForce of MortalityPure-EndowmentInfinite Activity L' {e}vy Model
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Writer : Aalaei، Mahboubeh ؛
(10 page(s) - From 53 to 62 )
Keywords:Life settlements Fuzzy random variables life expectancy Secondary market Adjustment multiplier
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Writer : Hosseinpour Samim Mamaghani، Robabeh ؛ Corresponding Author : Skandari، Farzad ؛
(27 page(s) - From 63 to 89 )
Keywords: Ultrahigh dimensionalNonlocal priorOptimal propertiesBayesian Variable SelectionGeneralized Linear Model&lrmGeneralized Linear Model&lrm
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Writer : Nezamdoust، Sajad ؛ Corresponding Author : Skandari، Farzad ؛
(16 page(s) - From 91 to 106 )
Keywords:Finite mixture modelLeast Square PrincipleIterative Weighted Least SquareRidge Estimation
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Writer : Koosha، Emad ؛ Abbasi، Ebrahim ؛ Corresponding Author : Seighaly، Mohsen ؛
(22 page(s) - From 107 to 128 )
Keywords:Random ForestRecurrent neural networkAlgorithmic TradingLong-Short term memoryTop and bottom price prediction
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Writer : Mohammadi Jarchelou، Samaneh ؛ Azhdari، Parvin ؛ Corresponding Author : Fathi Vajargah، Kianoush ؛
(22 page(s) - From 129 to 150 )
Keywords:data envelopment analysisPerformance Measurementsecuritiesportfolio optimizationStocks
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Corresponding Author : Khadimallah، Asma ؛ Writer : Abid، Fathi ؛
(16 page(s) - From 151 to 166 )
Keywords:Optimization problemStochastic Optimal ControlContingent convertible bondasset allocation strategybank capital structurepower utility
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Writer : Ghasemifard، Azadeh ؛ Banihashemi، Seddigheh ؛ Corresponding Author : Babaei، Afshin ؛
(14 page(s) - From 167 to 180 )
Keywords:Sinc Collocation MethodOption PricingIliquid marketPrice impact&lrmPrice impact&lrm
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Writer : Abbaskhani، Hamid ؛ Rezaei، Nader ؛ Bahri Sales، Jamal ؛ Corresponding Author : Pakmaram، Asgar ؛
(14 page(s) - From 181 to 194 )
Keywords:going concernFinancial ForecastingTone AnalysisAuditor Reporting
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Corresponding Author : Shahbeyk، Shokouh ؛
(10 page(s) - From 195 to 204 )
Keywords:robustnessportfolio optimizationEllipsoid Uncertainty Set