Winter and Spring 2023, Volume 3 - Number 1
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Corresponding Author : Raei، Reza ؛ Writer : Najjarpour، Alireza ؛
(14 page(s) - From 1 to 14 )
Keywords:Risk spilloverRisk ContagionValue SpreadInvestment Spread
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Writer : Riahi، Monireh ؛ Basiri، Abdolali ؛ Rahmany، Sajjad ؛ Corresponding Author : Kuebler، Felix ؛
(34 page(s) - From 15 to 48 )
Keywords:OLG modelEquilibriaGrobner Bases
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Writer : Nasiri، Parviz ؛ Rasouli، Abbas ؛ Shadrokh، Ali ؛ Corresponding Author : Kheirazar، Roghaieh ؛
(18 page(s) - From 49 to 66 )
Keywords:Hazard rate functionmean square errorAdditive Measurement ErrorsStandard Deconvolution Kernel Density estimatorLocal Polynomial Estimator
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Writer : Bolfake، Ali ؛ Mashayekhi، Sima ؛ Corresponding Author : Mousavi، Seyed Nourollah ؛
(16 page(s) - From 67 to 82 )
Keywords:Monte Carlo SimulationVariance reduction techniqueDeep learningHeston ModelOption PricingBates model
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Writer : Salahi، Maziar ؛ Khodamoradi، Tahereh ؛ Hamdi، Abdelouahed ؛
(16 page(s) - From 83 to 98 )
Keywords:portfolio optimizationStandard DeviationMean-CVaR model
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Writer : Pourahmadi، Zahra ؛ Farid، Dariush ؛ Mirzaei، Hamid Reza ؛
(20 page(s) - From 99 to 118 )
Keywords:Stock exchangeMachine learningAlgorithmic TradingReinforcement learninginvestment portfolio
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Writer : Salimi Nasab، Soheil ؛ Neisy، Abdolsadeh ؛ Corresponding Author : Golarzi، Gholam Hosein ؛
(17 page(s) - From 119 to 135 )
Keywords:Oil ShocksSpilloverEnergy MarketsHeston switching copulaClayton copula
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Corresponding Author : Safdari-Vaighani، Ali ؛ Writer : Garshasebi، Pooya ؛
(7 page(s) - From 137 to 143 )
Keywords:32 ModelBlack-Scholes ModelStochastic volatility models2 plus jump model3/2 model3/2 plus jump model3/2 model3/2 plus jump model
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Writer : Moradi، Maryam ؛ Ahmadzade Semeskande، Amir Mohammad ؛ Corresponding Author : Neshat، Najme ؛
(20 page(s) - From 145 to 164 )
Keywords:Machine learningDeep learningFinancial investmentTime Series ModellingChanges In Stock Returns
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Writer : Abid، Fathi ؛ Triki، Ons ؛ Khadimallah، Asma ؛
(26 page(s) - From 165 to 190 )
Keywords:Capital structuredefault probabilityReal OptionBanking RegulationContingent capitalRisk incentive
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Writer : Ansori، Moch. Fandi ؛ Corresponding Author : Ashar، Nurcahya Yulian ؛
(12 page(s) - From 191 to 202 )
Keywords:chaosSensitivity AnalysisBifurcationbenchmark interest ratebanking loan
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Writer : Zaytsev، Alexey ؛
(20 page(s) - From 203 to 222 )
Keywords:Grobner basisOLG-modelsMultiplicity of equilibriumpolynomial systems