Advances in Mathematical Finance and Applications

Research Paper

1. Forecasting the Tehran Stock market by Machine ‎Learning Methods using a New Loss Function

Pages 194-205

10.22034/amfa.2020.1896273.1399

Mahsa Tavakoli; Hassan Doosti

2. Financial Assessment of Banks and Financial Institutes in Stock Exchange by Means of an Enhanced Two stage DEA Model

Pages 207-232

10.22034/amfa.2020.1910507.1491

Mohammad Izadikhah

3. Measuring Economic Efficiency of Kidney Bean Production using Non-Discretionary Data Envelopment Analysis

Pages 233-244

10.22034/amfa.2020.1906427.1476

Alireza Khoshroo; Sanjeet Singh

4. Development of closed-loop supply chain mathematical model (cost-benefit-environmental effects) under uncertainty conditions by approach of genetic algorithm

Pages 245-262

10.22034/amfa.2019.1864186.1198

Sadegh Feizollahi; Heresh Soltanpanah; Ayub Rahimzadeh

5. Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution

Pages 263-283

10.22034/amfa.2020.1909590.1484

Bahman Esmaeili; Ali Souri; Sayyed Mojtaba Mirlohi

6. Stock price analysis using machine learning method(Non-sensory-parametric backup regression algorithm in linear and nonlinear mode)

Pages 285-301

10.22034/amfa.2019.1869838.1232

Aliasgar Davoodi Kasbi; Iman Dadashi; Kaveh Azinfar

7. Institutional Ownership, Business Cycles and Earnings Informativeness of Income Smoothing: Evidence from Iran

Pages 303-319

10.22034/amfa.2020.1892989.1374

Omid Faraji; Mohammad Reza Fathi; Sahar Motahari Kia; Fatemeh Younesi Motie; Seyed Hasan Masoudi Alavi

8. 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

Pages 321-333

10.22034/amfa.2020.1878654.1319

Reyhaneh Enayayi Taebi; Alireza Mehrazeen; Mehdi Jabbari Nooqabi

9. Investigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk

Pages 335-356

10.22034/amfa.2019.585637.1187

Ghazal Hosseinzadeh Zorofchi; Alireza Heidarzadeh Hanzaei; Mohammad Hasani

10. Using Contingency Approach to Improve Firms’ Financial Performance Forecasts

Pages 357-376

10.22034/amfa.2020.1886008.1345

Saman Mousanezhad; Esfandyar Mohammadi; Rahmatolah Mohammadipour; Farshad Sabzalipour

11. Presenting a Model for Financial Reporting Fraud Detection using Genetic Algorithm

Pages 377-392

10.22034/amfa.2019.1872783.1252

Mahmood Mohammadi; Shohreh Yazdani; Mohammadhamed Khanmohammadi

12. To Study The Effect of Investor Protection on Future Stock Price Crash Risk

Pages 393-407

10.22034/amfa.2020.1877598.1287

Hassan Valian; Fatemeh Jalali; Mehdi Darvishan; Mohamad Mehdi Mohamadi

Advances in Mathematical Finance and Applications

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