Advances in Mathematical Finance and Applications - Articles List

Research Paper

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

Pages 1-24

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 1-30

Mohammad Izadikhah

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

Pages 1-25

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 1-34

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 1-30

Bahman Esmaeili; Ali Souri; Sayyed Mojtaba Mirlohi

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

Pages 1-25

Aliasgar Davoodi Kasbi; Iman Dadashi; Kaveh Azinfar

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

Pages 1-18

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 1-23

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 1-19

Ghazal Hosseinzadeh Zorofchi; Alireza Heidarzadeh Hanzaei; Mohammad Hasani

10. Using contingency approach to improve firms’ financial performance forecasts

Pages 1-23

Saman Mousanezhad; Esfandyar Mohammadi; Rahmatolah Mohammadipour; Farshad Sabzalipour

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

Pages 1-22

Mahmood Mohammadi; Shohreh Yazdani; Mohammadhamed Khanmohammadi

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

Pages 1-27

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

Advances in Mathematical Finance and Applications

Journal Archive

Volume 6 (2021)

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2017)

Volume 1 (2016)