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• 1.

  Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model

  Corresponding Author : Mehrdoust، Farshid ؛ Writer : Noorani، Maryam ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2024, Volume 4 - Number 1 (‎16 page(s) - From 67 to 82 )

  Keywords:CalibrationArtificial neural networkOption PricingLevenberg-Marquardt algorithm

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• 2.

  Efficient estimation of Markov-switching model with application in stock price classification

  Corresponding Author : Mehrdoust، Farshid ؛ Writer : Noorani، Idin ؛ Khavari، Mahdi ؛

  Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (‎19 page(s) - From 111 to 129 )

  Keywords:ClassificationRegime-switching modelEstimation of ParameterExpectation-maximization algorithm

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