Showing 1 to 10 of 2 items
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1.
Writer : Bajalan، Saeed ؛ Eyvazlu، Reza ؛ Akbari، Guilda ؛
Journal:Iranian Journal of Finance»Spring 2018, Volume 2 - Number 2 (22 page(s) - From 7 to 28 )
Keywords:Pair tradingRolling window approachSmooth transition GARCH modelOne-step-ahead quantile forecastingOut-of-sample-period
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Writer : Hamedinia، Hamed ؛ Bajalan، Saeed ؛ Rouhani، Saeed ؛ Corresponding Author : Raei، Reza ؛
Journal:Advances in Mathematical Finance and Applications»Winter 2022, Volume 7 - Issue 1 Ranking الف (Ministry of Science/ISC (19 page(s) - From 149 to 167 )
Keywords:Deep learningAnomaly detectionGenerative Adversarial Net (GAN)Stock Manipulation Detection