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journal of mathematics and modeling in finance
سال:2022 - دوره:2 - شماره:1
a numerical method for solving the underlying price problem driven by a fractional levy process
- صفحه:195-208
a numerical solution for the new model of time-fractional bond pricing: using a multiquadric approximation method
- صفحه:131-150
application of deep-learning-based models for prediction of stock price in the iranian stock market
- صفحه:151-166
assessing machine learning performance in cryptocurrency market price prediction
- صفحه:1-32
assets supply demand physical equilibrium in financial market by artificial neural network
- صفحه:107-116
banking, monetary target policy and stock market shock
- صفحه:33-62
catastrophe swap valuation based on stochastic damage and its numerical solution
- صفحه:87-106
dynamic behavior in a three coupled kaldor-kalecki delayed model
- صفحه:117-130
explicit solutions of cauchy problems for degenerate hyperbolic equations with transmutations methods
- صفحه:209-247
investigating the performance and performance consistency of iranian mutual funds using capm& carhart’s four- factor models; a comparative approach
- صفحه:63-86
monetary behavior theory in long-term and turbulent conditions on the russian ruble
- صفحه:183-194
using local outlier factor to detect fraudulent claims in auto insurance
- صفحه:167-182
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