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journal of mathematics and modeling in finance
سال:2022 - دوره:2 - شماره:2
bayesian inference using hyper product inverse moment prior in the ultrahigh-dimensional generalized linear models
- صفحه:63-90
design of a pure endowment life insurance contract based on optimal stochastic control
- صفحه:37-52
introduction a method of determining returns to scale in network data envelopment analysis
- صفحه:15-36
measuring the accuracy and precision of random forest, long short-term memory, and recurrent neural network models in predicting the top and bottom of bitcoin price
- صفحه:107-128
option valuation in markets with finite liquidity under fractional cev assets
- صفحه:167-180
predicting going concern of companies using the tone of auditor reporting
- صفحه:181-194
presenting a comparative model of stock investment portfolio optimization based on markowitz model
- صفحه:129-150
pricing life settlements in the secondary market using fuzzy internal rate of return
- صفحه:53-62
ridge shrinkage estimators in finite mixture of generalized estimating equations.
- صفحه:91-106
robustness in mean-variance portfolio optimization
- صفحه:195-204
stochastic optimal control with contingent convertible bond in banking industry
- صفحه:151-166
the rating of insurance companies based on the regulatory indicators using three different scenarios
- صفحه:1-14
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