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مقالات فارسیISIکنفرانسهاژورنالها

مقالات Journal of Mathematics and Modeling in Finance، دوره 3، شماره 2

1.A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting FullText
2.The artificial neural networks for investigation of correlation between economic variables and stock market indices FullText
3.Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series FullText
4.An online portfolio selection algorithm using beta risk measure and fuzzy clustering FullText
5.An analysis of volatility and herd behavior among investors in the S&P۵۰۰ stock market index, Bitcoin, and gold markets FullText
6.Modeling auto insurance frequency using K-means and mixture regression FullText
7.The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk FullText
8.Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias FullText
9.Disclosure of material information and dividend FullText
10.Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran FullText
11.Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums FullText
12.A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood FullText
تاریخ نمایه سازی مقالات: 19 اسفند 1402 - تعداد نمایش اطلاعات ژورنال: 34