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Analysis of the Global Banking Network by Random Matrix Theory

Frontiers in physics, 2021-01, Vol.8

2021

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A multifractal detrended fluctuation analysis of trading behavior of individual and institutional traders in Tehran stock market

Physica A, 2011-10, Vol.390 (21-22), p.3815-3825

2011

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A quantile-based Time at Risk: A new approach for assessing risk in financial markets

Physica A, 2013-11, Vol.392 (22), p.5673-5677

2013

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An Intelligent technical analysis using neural network

Management science letters, 2011-07, Vol.1 (3), p.355-362

2011

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Development of the Model of Factors Affecting Stock Returns

Mudīrriyat-i dārāyī va ta̓mīn-i mālī, 2022-09, Vol.10 (3), p.119-142

2022

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Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Taḥqīqāt-i mālī, 2022-08, Vol.24 (2), p.184-213

2022

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Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Taḥqīqāt-i mālī, 2022-02, Vol.23 (4), p.497-522

2022

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Portfolio optimization using a hybrid of fuzzy ANP, VIKOR and TOPSIS

Management science letters, 2012-10, Vol.2 (7), p.2473-2484

2012

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A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange

Taḥqīqāt-i mālī, 2017-12, Vol.19 (4), p.505-520

2017

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MODELING STOCK PRICE MOVEMENTS PREDICTION BASED ON NEWS SENTIMENT ANALYSIS AND DEEP LEARNING

Annals of financial economics, 2022-03, Vol.17 (1)

2022

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Investigating the Efficiency of the 1/N Model in Portfolio Selection

Taḥqīqāt-i mālī, 2021-05, Vol.23 (1), p.1-16

2021

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Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach

Taḥqīqāt-i mālī, 2023-03, Vol.25 (1), p.1-25

2023

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Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity

Taḥqīqāt-i mālī, 2020-07, Vol.22 (2), p.149-159

2020

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Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA GARCH) and Uncertainty for Return Covariance

Taḥqīqāt-i mālī, 2016-11, Vol.18 (3), p.415-436

2016

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Convergence of fundamentalists and chartists’ expectations: An alarm for stock market crash

Physica A, 2010-09, Vol.389 (18), p.3822-3827

2010

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Analysis of Collective Behavior of Iran Banking Sector by Random Matrix Theory

Iranian journal of finance, 2019-10, Vol.3 (4), p.60-75

2019

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The Relation between Excess Volatility and Stock Returns

Journal of economic & management perspectives, 2017-09, Vol.11 (3), p.1446-1454

2017

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Serum Level of Helicobacter pylori Antibody in Stroke Patients

Pizishkī-i bālīnī-i Ibn-i Sīnā, 2020-12, Vol.26 (4), p.206-212

2020

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Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection

Mudīrriyat-i dārāyī va ta̓mīn-i mālī, 2018-12, Vol.6 (4), p.155-166

2018

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Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market

Taḥqīqāt-i mālī, 2018-11, Vol.20 (3), p.289-304

2018

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Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique

Taḥqīqāt-i mālī, 2019-05, Vol.21 (1), p.1-18

2019

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Modeling Insurance Claim Distribution via Mixture Distribution and Copula

Taḥqīqāt-i mālī, 2017-04, Vol.19 (1), p.23-40

2017

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Analysis of Iran Banking Sector by Multi-Layer Approach

Iranian journal of finance, 2019-01, Vol.3 (1), p.73-89

2019

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MODELING THE EFFECT OF PRIVATIZATION ON BEHAVIOR OF HURST EXPONENT USING STOCHASTIC CATASTROPHE THEORY

International journal of modern physics. C, Computational physics, physical computation, 2010-05, Vol.21 (5), p.583-592

2010

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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory

Taḥqīqāt-i mālī, 2016-05, Vol.18 (1), p.39-58

2016

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Analysis of the Global Banking Network by Random Matrix Theory

A multifractal detrended fluctuation analysis of trading behavior of individual and institutional traders in Tehran stock market

A quantile-based Time at Risk: A new approach for assessing risk in financial markets

An Intelligent technical analysis using neural network

Development of the Model of Factors Affecting Stock Returns

Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming

Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Portfolio optimization using a hybrid of fuzzy ANP, VIKOR and TOPSIS

A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange

MODELING STOCK PRICE MOVEMENTS PREDICTION BASED ON NEWS SENTIMENT ANALYSIS AND DEEP LEARNING

Investigating the Efficiency of the 1/N Model in Portfolio Selection

Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach

Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity

Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA GARCH) and Uncertainty for Return Covariance

Convergence of fundamentalists and chartists’ expectations: An alarm for stock market crash

Analysis of Collective Behavior of Iran Banking Sector by Random Matrix Theory

The Relation between Excess Volatility and Stock Returns

Serum Level of Helicobacter pylori Antibody in Stroke Patients

Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection

Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market

Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique

Modeling Insurance Claim Distribution via Mixture Distribution and Copula

Analysis of Iran Banking Sector by Multi-Layer Approach

MODELING THE EFFECT OF PRIVATIZATION ON BEHAVIOR OF HURST EXPONENT USING STOCHASTIC CATASTROPHE THEORY

Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory

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