Summer 2021, Volume 6 - Issue 3 Ranking الف (Ministry of Science)
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Modelling Crowdfunding Ensemble Learning Prediction
Corresponding Author : Saeidi Aghdam، Mehran ؛ Writer : Alam Tabriz، Akbar ؛ Bahiraie، Alireza ؛ Sadeghi، Ahmad ؛
(16 page(s) - From 408 to 423 )
Keywords: Entrepreneurship Prediction mathematical Crowdfunding
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Ranking the Efficiency and Soundness of Business Banks Using a Combined Method of Data Envelopment Analysis and Fuzzy VIKOR
Writer : Khorramin، Manouchehr ؛ Ranjbar، Mohammad Hossein ؛ Amiri، Ali ؛ Corresponding Author : Talebnia، Ghodrat Allah ؛
(15 page(s) - From 425 to 439 )
Keywords: Efficiency data envelopment analysis Fuzzy Vikor trapezoidal number
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Effect of Macroeconomic Variables on Stock Portfolio Performance Based on Traditional and Modern Network
Writer : Mohammadi، Yadegar ؛ Esmaili Kia، Gharibeh ؛ Corresponding Author : Mohammadi، Asfandiar ؛
(24 page(s) - From 441 to 464 )
Keywords: Macroeconomic Variables Stock Portfolio traditional network modern network
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The Effect of JCPOA on the Network Behavior Analysis of Tehran Stock Exchange Indexes
Writer : Abbasian-Naghneh، Salman ؛ Tamimi، Mohammad ؛ Corresponding Author : Tehrani، Reza ؛
(13 page(s) - From 465 to 477 )
Keywords: Network analysis JCPOA Hierarchical Clustering MST Correlation distribution
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Identifying and Ranking the Factors Affecting Customer Financial Behavior Using Multi-Criteria Decision Making Technic (TOPSIS)
Writer : Lotfolah Hamadani، Mohammad Hossein ؛ Heidari، Seyed Ali ؛ Corresponding Author : Dastgir، Mohsen ؛
(14 page(s) - From 479 to 492 )
Keywords: TOPSIS Multi-criteria decision making development bank customer financial behavior
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Modeling Liquidity Risk Management in Banking Using System Dynamics Approach
Corresponding Author : Asadollahi، Seyyed Yahya ؛ Writer : Taherabadi، Ali Asghar ؛ Shahveisi، Farhad ؛ Khairollahi، Farshid ؛
(22 page(s) - From 493 to 514 )
Keywords: liquidity risk System Dynamics Managing liquidity risk
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Developing a Measurement Model for the Sensitivity Analysis of Asset Returns with Regard to Beta Index of Exchange Rate in the Context of the Modified Capital Asset Pricing Model
Writer : Alizadeh، Reza ؛ Abdoli، Mohammadreza ؛ Corresponding Author : Dehdar، Farhad ؛
(19 page(s) - From 515 to 533 )
Keywords: GMM Method Risk Aversion Recursive Utility Elasticity of Substitution CCAPM
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Factors Affecting Stock Prices Regarding Uncertainty and Asymmetric Information in Tehran Stock Exchange
Writer : Mirjamali Mehrabadi، Monir Sadat ؛ Ghafari Ashtiani، Peyman ؛ Corresponding Author : Najafizadeh، Seyed Abbas ؛
(20 page(s) - From 535 to 554 )
Keywords: uncertainty Stock prices Asymmetric Information Theoretical Price CIR Model
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Financial Performance Evaluation of Companies Using Decision Trees Algorithm and Multi-Criteria Decision-Making Techniques with an Emphasis on Investor’s Risk-Taking Behavior
Writer : Ansari، Zinat ؛ Zeraat Kish، Yaghoob ؛ Khani Masoum Abadi، Zabihallah ؛ Corresponding Author : Hejazi، Rezvan ؛
(12 page(s) - From 555 to 566 )
Keywords: Financial Ratios TOPSIS technique OWA operator
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Earnings Manipulation and Adjustment Speed towards an Optimal Leverage
Corresponding Author : Aflatooni، Abbas ؛ Writer : Khazaei، Mahdi ؛ Nikbakht، Zahra ؛
(22 page(s) - From 567 to 588 )
Keywords: Real Activities Manipulation Speed of adjustment Optimal Leverage Accrual-based earnings manipulation Leverage deviation
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The Role of Earnings Management in Theoretical Development and Improving the Efficiency of Accounting-Based Financial Distress Prediction Models
Writer : Ramezanzadeh Zeidi، Abbas ؛ Faghani Makarani، Khosro ؛
(18 page(s) - From 589 to 606 )
Keywords: Real Earnings Management financial distress prediction Accounting-Based model Z_Score Model
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Application of Resource-Based View Theory in Assessing of Efficiency of Companies Accepted in Tehran Stock Exchange by Data Envelopment Analysis
Writer : Ghilavi، Mona ؛ Moradi، Zahra ؛ Khan Mohammadi، Mohammad Hamed ؛ Corresponding Author : Hajiha، Zohreh ؛
(23 page(s) - From 607 to 629 )
Keywords: Data Envelopment Analysis (DEA) Competitive Advantage Resource-based view (RBV) theory
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Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
Corresponding Author : Fathi Vajargah، Kianoush ؛ Writer : Eslami Mofid Abadi، Hossein ؛ Abbasi، Ebrahim ؛
(21 page(s) - From 631 to 651 )
Keywords: Oil Prices Stochastic Volatility Jump-Diffusion Process Markov chain Monte Carlo Simulation
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An Algorithmic Trading system Based on Machine Learning in Tehran Stock Exchange
Corresponding Author : Haddadian، Hamidreza ؛ Writer : Baky Haskuee، Morteza ؛ Zomorodian، Gholamreza ؛
(17 page(s) - From 653 to 669 )
Keywords: Genetic Algorithm fuzzy logic Neural Network Machine learning Stock Trading System