Writer : Nourahmadi، Marziyeh ؛ Sadeqi، Hojjatollah ؛

(‎24 page(s) - From 1 to 24 )

Keywords:Machine learningportfolio optimizationMinimum varianceHierarchical Risk Parity

Writer : Bazraei، Maryam ؛ Ghavidel، Salleh ؛ Mahmoudzadeh، Mahmoud ؛ Corresponding Author : Emamverdi، Ghodratollah ؛

(‎27 page(s) - From 25 to 51 )

Keywords:Exchange RateStock MarketDynamic Conditional CorrelationOptimal portfolio

Writer : Namaki، Ali ؛ Corresponding Author : Haghgoo، Mehrdad ؛

(‎12 page(s) - From 52 to 63 )

Keywords:Price bubblesLPPLSConfidence multi-scale indicators modelFinancial Crash

Writer : Abbasi، Shoeib ؛ Namazi، Navid Reza ؛ Corresponding Author : Nazemi، Amin ؛

(‎23 page(s) - From 64 to 86 )

Keywords:RatingBankMarket ReactionQuantitative AspectsQualitative Aspects

Corresponding Author : Mirmohammadi، Sayed Mohammad Ebrahim ؛ Writer : Madanchi Zaj، Mehdi ؛ Panahian، Hossein ؛ Jabbary، Hossein ؛

(‎20 page(s) - From 87 to 106 )

Keywords:Particle swarm optimization algorithmSharpe RatioRisk parity portfolioRelative robustness

Corresponding Author : Babaie، Sasan ؛

(‎21 page(s) - From 107 to 127 )

Keywords:VolatilityPersistencevalue relevancePredictabilityEarnings Components