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journal of mathematics and modeling in finance
سال:2023 - دوره:3 - شماره:1
a novel financial trading system based on reinforcement learning and technical analysis applied on the tehran securities exchange market
- صفحه:99-118
analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis
- صفحه:191-202
analysis the risk contagion from financial sector to other economic sectors
- صفحه:1-14
deep learning for option pricing under heston and bates models
- صفحه:67-82
efficient calculation of all steady states in large-scale overlapping generations models
- صفحه:15-48
estimating the parameters of 3/2 stochastic volatility model with jump
- صفحه:137-143
estimation of the hazard rate function in the presence of measurement errors
- صفحه:49-66
improving financial investment by deep learning method: predicting stock returns of tehran stock exchange companies
- صفحه:145-164
mean-standard deviation-conditional value-at-risk portfolio optimization
- صفحه:83-98
revue of contingent capital pricing model using growth and barrier option approach with numerical application
- صفحه:165-190
the fast algorithm for computing all steady states in overlapping generations models
- صفحه:203-222
volatility spillover in crude oil market using heston switching clayton model
- صفحه:119-135
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