journal of mathematics and modeling in finance سال:2023 - دوره:3

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journal of mathematics and modeling in finance
سال:2023 - دوره:3 - شماره:2

a dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for china’s flood - صفحه:191-208 a new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting - صفحه:1-17 an analysis of volatility and herd behavior among investors in the sp500 stock market index, bitcoin, and gold markets - صفحه:77-92 an online portfolio selection algorithm using beta risk measure and fuzzy clustering - صفحه:63-76 comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series - صفحه:37-61 cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in iran - صفحه:161-176 disclosure of material information and dividend - صفحه:149-160 life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums - صفحه:177-189 modeling auto insurance frequency using k-means and mixture regression - صفحه:93-109 the artificial neural networks for investigation of correlation between economic variables and stock market indices - صفحه:19-35 the effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk - صفحه:111-128 unraveling the impact of iranian currency exchange on central bank digital currency: navigating through history-oriented bias - صفحه:129-148