journal of mathematics and modeling in finance سال:2024 - دوره:4

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journal of mathematics and modeling in finance
سال:2024 - دوره:4 - شماره:2

a comparative analysis of binary options trading strategies using fuzzified ma and rsi in the japanese market - صفحه:181-209 asset allocation using nested clustered optimization algorithm: a novel approach to risk management in portfolio - صفحه:137-157 asset-liability management for with-profit life insurance policies: a novel multi-stage stochastic programming model - صفحه:83-97 european option pricing underlying two assets using pinn - صفحه:17-31 exponential ornstein-uhlenbeck model for pricing double barrier options in uncertain environment - صفحه:1-16 fraud detection in supplementary health insurance based on smart contract in blockchain ‎network - صفحه:33-56 investigating levy’s model in financial series prediction(case of vanilla option) - صفحه:65-82 sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods - صفحه:115-135 some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation - صفحه:159-180 stochastic portfolio optimization by diversity-weighted portfolio approach - صفحه:57-64 stochastic-fractional optimal control problems and application in portfolio management - صفحه:99-114 the predictive power of mispricing stocks based on financial and governance criteria, using linear and nonlinear models (cart, lasso, pinsvr) - صفحه:211-233