Search Results - "Mathematics and Modeling in Finance" :: K.UTB vyhledávací portál

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On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model

by Azadeh Ghasemifard, Ali Valinejad
Published in Mathematics and Modeling in Finance (01.07.2024)

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A high order numerical method for Ito stochastic Volterra integral equations

by Sadegh Amiri, Yasin Behrouzi
Published in Mathematics and Modeling in Finance (01.07.2024)

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Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments

by Farahnaz Omidi, Leila Torkzadeh, Kazem Nouri
Published in Mathematics and Modeling in Finance (01.07.2024)

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Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company)

by Asma Hamzeh, Mitra Ghanbarzadeh, Faezeh Banimostafaarab
Published in Mathematics and Modeling in Finance (01.07.2024)

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Pricing asset-or-nothing options using Haar wavelet

by Saeed Vahdati, Foad Shokrollahi
Published in Mathematics and Modeling in Finance (01.07.2024)

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Option pricing in high volatile illiquid market

by Sima Mashayekhi, Seyed Nourollah Mousavi
Published in Mathematics and Modeling in Finance (01.07.2024)

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Evaluation of ‎e‎conomic variables on pension fund performance of selected countries

by Mitra Ghanbarzadeh, Nasrin Hozarmoghadam, Asma Hamzeh
Published in Mathematics and Modeling in Finance (01.07.2024)

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A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance

by Fatemeh Fattahi, Farhad Hosseinzadeh Lotfi, Andrew C. Worthington
Published in Mathematics and Modeling in Finance (01.07.2024)

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Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models

by Mohammad Abdollahzadeh, Ataabak Baagherzadeh Hushmandi, Parisa Nabati
Published in Mathematics and Modeling in Finance (01.07.2024)

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Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution

by Nooshin Hakamipour
Published in Mathematics and Modeling in Finance (01.07.2024)

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An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems

by Maziar Salahi, Tahereh Khodamoradi
Published in Mathematics and Modeling in Finance (01.07.2024)

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Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model

by Farshid Mehrdoust, Maryam Noorani
Published in Mathematics and Modeling in Finance (01.07.2024)

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Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series

by Mahdi Goldani
Published in Mathematics and Modeling in Finance (01.12.2023)

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An online portfolio selection algorithm using beta risk measure and fuzzy clustering

by Matin Abdi, Seyyed Babak Ebrahimi, Amir Abbas Najafi
Published in Mathematics and Modeling in Finance (01.12.2023)

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A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting

by Roya Karimkhani, Yousef Edrisi Tabriz, Ghasem Ahmadi
Published in Mathematics and Modeling in Finance (01.12.2023)

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Mean-standard deviation-conditional value-at-risk portfolio optimization

by Maziar Salahi, Tahereh Khodamoradi, Abdelouahed Hamdi
Published in Mathematics and Modeling in Finance (01.09.2023)

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The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk

by Ali Tamoradi, Zoleikha Morsaliarzanagh, Zeinab Rezaei, Ebrahim Abbasi
Published in Mathematics and Modeling in Finance (01.12.2023)

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An analysis of volatility and herd behavior among investors in the S P500 stock market index, Bitcoin, and gold markets

by Mohammad Qezelbash, Saeid Tajdini, Farzad Jafari, Majid Lotfi Ghahroud, Mohammad Farajnezhad
Published in Mathematics and Modeling in Finance (01.12.2023)

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Life settlements pricing based on fuzzy interest rates ‎arisen ‎‎from‎ ‎life ‎insurance‎ ‎premiums

by Mahboubeh Aalaei, Khadijeh Ebrahimnezhad
Published in Mathematics and Modeling in Finance (01.12.2023)

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Disclosure of material information and dividend

by Shohre Hadidifard, Mona Parsaei, Nafiseh Shahmoradi
Published in Mathematics and Modeling in Finance (01.12.2023)

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