journal of mathematics and modeling in finance سال:2025 - دوره:5

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journal of mathematics and modeling in finance
سال:2025 - دوره:5 - شماره:2

a comparison between behavioral similarity methods vs standard deviation method in predicting time series dataset, case study of finance market - صفحه:155-171 a hybrid lstm neural network approach for modeling periodical long-memory characteristics in financial energy index time series - صفحه:173-196 applications of some deep learning algorithms to predict trend in the forex exchange market - صفحه:65-75 bank client credit scoring, along with loan parameters optimization using the simulation-optimization model - صفحه:107-129 copula-based risk modeling: a comparative analysis of mcaviar and gaussian copulas for global indices - صفحه:77-106 deep learning and statistical approaches in financial modeling of foreign assets and liabilities of nepal’s banking system - صفحه:131-154 evaluation of systemic risk and spillover of index volatilities of different industry groups in tehran stock exchange - صفحه:35-63 forecasting returns with a hybrid model: neural network autoregressive market predictions and capm for asset valuation - صفحه:1-11 implied volatility of call options and abnormal stock returns: evidence from quantile analysis of abnormal return determinants - صفحه:253-281 iran's exchange market in five episodes: bayesian estimation of systematic risk with mcmc method - صفحه:199-215 on the importance of copula choice in the reliability evaluation of dependent stress-strength models - صفحه:217-252 solving the black-scholes problem using a combined numerical method (a case study of tehran stock exchange) - صفحه:13-33