Works in Advances in Mathematical Finance & Applications, 2024, Vol 9, Issue 1

Results: 20

A Study of the Effective Factors on Error of Forecasting Technical Analysis Indicators in Iran Stock Exchange (NNARX Approach).

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 355, doi. 10.22034/AMFA.2023.1972923.1823

By:

Tavakolipour, Hamed;
Ahmadi, Faegh;
Abedini, Bejan;
Ranjbar, Mohammad Hossein

Publication type:

Article

Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 337, doi. 10.22034/AMFA.2023.1971454.1815

By:

Gharahshiran, Mahsa Mahmoodvand;
Yari, Gholamhossien;
Behzadi, Mohammad Hassan

Publication type:

Article

Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 321, doi. 10.22034/AMFA.2023.1967167.1797

By:

Ahmadi, Zhila;
Ghezzani, Hassan Ghodrati;
Zaj, Mehdi Madanchi;
Jabbari, Hossein;
Farzinfar, Aliakbar

Publication type:

Article

Portfolio Optimization Using Gray Wolf Algorithm and Modified Markowitz Model Based on Co-Garch Modeling.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 305, doi. 10.22034/AMFA.2022.1966381.1787

By:

Jahanian, Fahime;
Mohammadi, Ahmad;
Oskooe, Seyyed Ali Paytakhti;
Mottaghi, Aliasghar

Publication type:

Article

Impact of Investors' Sentiments on Volatility of Stock Exchange Index in Tehran Stock Exchange.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 291, doi. 10.22034/AMFA.2023.1963410.1773

By:

Nouri, Roozbeh Balounejad;
Bagjavany, Fatemeh;
Hosseini, Masoumeh Amiri

Publication type:

Article

Multilevel Convergence and Cluster Fluctuations Based on Price Bubbles and Fractal Structure.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 275, doi. 10.22034/AMFA.2022.1955353.1725

By:

Axon, Farzin;
Mousavi, Seyed Hossein Nasl;
Aghajan, Abbas Ali Pour

Publication type:

Article

Providing a Hybrid Strategy Based on the Theory of Turbulence and Price Acceleration in the Iranian Stock Market.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 261, doi. 10.22034/AMFA.2022.1954354.1714

By:

Hamidi, Rohollah;
Saeidi, Ali;
Valehzaghard, Mohammad Khodaei;
Naghavi, Mehdi

Publication type:

Article

Measuring the Credit Risk of Bank Based on Z-Score and KMVMerton Models: Evidence from Iran.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 241, doi. 10.22034/AMFA.2022.1927934.1583

By:

Roshandel, Mohammad;
Shams, Mir Feiz Falah;
Roodposhti, Fereydon Rahnamay;
Nikoomaram, Hashem

Publication type:

Article

Investigation and Evaluation of Monetary Policy Transmission Channels in the Economy of Iran.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 219, doi. 10.22034/AMFA.2022.1913615.1505

By:

Shamsabadi, Parisa Rafiei;
Haji, Gholamali;
Fakhrhosseini, Seyed Fakhreddin

Publication type:

Article

The Effect of Fiscal Policies on Labor Demand in Iran.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 197, doi. 10.22034/AMFA.2023.1975379.1836

By:

Mahmoodzadeh, Alireza;
AminiMilani, Minoo;
Alipour, Mohammad Sadegh

Publication type:

Article

Presenting a Model of the Relationship Between Monetary Policies, Capital Structure, and Banks' Risk-Taking.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 181, doi. 10.22034/AMFA.2023.1972905.1821

By:

Tabani, Ayub;
Badiei, Hossein;
Moradpour, Saeed;
Ranjbar, Mohammad Hossein

Publication type:

Article

Recognition and Ranking the Effective Factors on Audit Quality via the TOPSIS Technique.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 159, doi. 10.22034/AMFA.2022.1966676.1790

By:

Anvarkhatibi, Saeed;
Hassanzadeh, Rasoul Baradaran;
Mottaghi, Aliasghar;
Taghizadeh, Hoshang

Publication type:

Article

Providing a Model for Measuring the Impact of Economic Policy Uncertainty on Information Asymmetry.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 137, doi. 10.22034/AMFA.2023.1954481.1718

By:

Taziani, Mehdi Avazzadeh;
Ranjbar, Mohammadhossein;
Badiei, Hossein;
Abedini, Bizhan

Publication type:

Article

Identifying the Effective Factors on Investors' Behavior and Developing a Measurement Model.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 113, doi. 10.22034/AMFA.2021.1943842.1650

By:

Noghlebari, Eslam Shafeie;
Mirbargkar, Seyed Mozaffar;
Chirani, Ebrahim;
Vatanparast, Mohammadreza

Publication type:

Article

Optimization of Auditing Strategies in Companies Listed on the Tehran Stock Exchange.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 99, doi. 10.22034/AMFA.2022.1925641.1575

By:

Barani, Sajjad Azizi;
Abdi, Rasool;
Rezaei, Nader;
Maram, Asgar Pak

Publication type:

Article

Design and Formulation of Strategic Liquidity Management Strategies in the Banking Industry (Case study: Refah Bank).

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 85, doi. 10.22034/AMFA.2022.1958080.1747

By:

Bagheri, Alirahm;
Moslemi, Azar;
Taherinia, Masoud;
Givaki, Ebrahim

Publication type:

Article

Investigating portfolio performance with higher moment considering entropy and rolling window in banking, insurance, and leasing industries.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 67, doi. 10.22034/AMFA.2022.1954904.1720

By:

Amini, Arash;
Araghi, Maryam Khalili;
Nikoomaram, Hashem

Publication type:

Article

Developing an Integrated ISM and DEMATEL Method for Economic and Political Factors Influencing Investors' Decision-Making in Investing in the Stock Exchange.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 53, doi. 10.22034/AMFA.2022.1943161.1647

By:

Saemipour, Mehdi;
Fazeli, Naghi;
Makrani, Khosro Faghani

Publication type:

Article

Investigating the Effect of Stock Tendency of Stock Collision to Fluctuation Limit and Price Fluctuation Threshold and Change the Basis of Fluctuation Limit in Creating Returns Fluctuations.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 33, doi. 10.22034/AMFA.2021.1919729.1544

By:

Farahbakhsh, Mahdieh;
Zanjirdar, Majid;
Jahangirnia, Hossein;
Safa, Mojgan

Publication type:

Article

Modelling the Effect of Monetary Policies of Central Bank on Macroeconomic Indicators in Iran using System Dynamics and Fuzzy Multi-Criteria Decision-Making Techniques.

Published in:

Advances in Mathematical Finance & Applications, 2024, v. 9, n. 1, p. 1, doi. 10.22034/AMFA.2022.1959354.1752

By:

Memarpour, Mehdi;
Hafezalkotob, Ashkan;
Khalilzadeh, Mohammad;
Saghaei, Abbas;
Soltani, Roya

Publication type:

Article