Spring 2021, Volume 6 - Issue 2 Ranking الف (Ministry of Science)
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Stock price analysis using machine learning method(Non-sensory-parametric backup regression algorithm in lin-ear and nonlinear mode)
Writer : Davoodi Kasbi، Aliasgar ؛ Dadashi، Iman ؛ Azinfar، Kaveh ؛
(18 page(s) - From 2 to 19 )
Keywords: Stock price accounting variables Artificial Intelligence Algorithm backup vector regression
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Measuring Economic Efficiency of Kidney Bean Production using Non-Discretionary Data Envelopment Analysis
Writer : Khoshroo، Alireza ؛ Singh، Sanjeet ؛
(14 page(s) - From 20 to 33 )
Keywords: DEA Finance Benchmarking cost saving
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Forecasting the Tehran Stock market by Machine Learning Methods using a New Loss Function
Writer : Tavakoli، Mahsa ؛ Doosti، Hassan ؛
(11 page(s) - From 34 to 44 )
Keywords: Genetic Algorithm Artificial neural network support vector machine
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Development of closed-loop supply chain mathematical model (cost-benefit-environmental effects) under uncertainty conditions by approach of genetic algorithm
Writer : Soltanpanah، Heresh ؛ Feizollahi، Sadegh ؛ Rahimzadeh، Ayub ؛
(20 page(s) - From 45 to 64 )
Keywords: NSGA-II Algorithm Closed loop supply chain Unreliability Multi-objective planning
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Financial Assessment of Banks and Financial Institutes in Stock Exchange by Means of an Enhanced Two stage DEA Model
Writer : Izadikhah، Mohammad ؛
(25 page(s) - From 65 to 89 )
Keywords: Efficiency Financial Ratios Stock exchange Two-Stage DEA Financial assessment
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Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution
Writer : Esmaeili، Bahman ؛ Souri، Ali ؛ Mirlohi، Sayyed Mojtaba ؛
(20 page(s) - From 90 to 109 )
Keywords: portfolio optimization Capital Asset Pricing Model Independent and Identically Asymmetric Power Distribution Capital Asset Pricing Model Asymmetric Independent Exponential Power Distribution with two tail parameters Higher moments Adjusted-Sharp ratio
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Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
Writer : Enayayi Taebi، Reyhaneh ؛ Mehrazeen، Alireza ؛ Jabbari Nooqabi، Mehdi ؛
(15 page(s) - From 110 to 124 )
Keywords: Chaos Theory Efficient Market Hypothesis Abnormal stock returns Technical Analysis
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Investigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk
Writer : Hosseinzadeh Zorofchi، Ghazal ؛ Heidarzadeh Hanzaei، Alireza ؛ Hasani، Mohammad ؛
(21 page(s) - From 125 to 145 )
Keywords: business strategy Stock price crash risk stock price synchronicity
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Institutional Ownership, Business Cycles and Earnings Informativeness of Income Smoothing: Evidence from Iran
Writer : Fathi، Mohammad Reza ؛ Faraji، Omid ؛ Motahari Kia، Sahar ؛ Younesi Motie، Fatemeh ؛ Masoudi Alavi، Seyed Hasan ؛
(19 page(s) - From 146 to 164 )
Keywords: Income Smoothing Business Cycles institutional ownership Earnings informativeness
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Using contingency approach to improve firms’ financial performance forecasts
Writer : Mousanezhad، Saman ؛ Mohammadi، Esfandyar ؛ Sabzalipour، Farshad ؛ Mohammadipour، Rahmatolah ؛
(18 page(s) - From 165 to 182 )
Keywords: Financial performance Competition business strategy Environmental uncertainty Contingency Approach
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Presenting a Model for Financial Reporting Fraud Detection using Genetic Algorithm
Writer : Mohammadi، Mahmood ؛ Khanmohammadi، Mohammadhamed ؛ Yazdani، Shohreh ؛
(19 page(s) - From 183 to 201 )
Keywords: Genetic Algorithm Data mining Fraud detection financial reporting fraud
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To Study The Effect of Investor Protection on Future Stock Price Crash Risk
Writer : Valian، Hassan ؛ Jalali، Fatemeh ؛ Mohamadi، Mohamad Mehdi ؛ Darvishan، Mehdi ؛
(16 page(s) - From 202 to 217 )
Keywords: Corporate Governance future stock price crash risk Investor protection