مقالات مجله ریاضیات و مدل سازی در امور مالی، دوره 3، شماره 11.Analysis the risk contagion from financial sector to other economic sectors FullText2.Efficient calculation of all steady states in large-scale overlapping generations models FullText3.Estimation of the hazard rate function in the presence of measurement errors FullText4.Deep learning for option pricing under Heston and Bates models FullText5.Mean-standard deviation-conditional value-at-risk portfolio optimization FullText6.A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market FullText7.Volatility spillover in crude oil market using Heston switching Clayton model FullText8.Estimating the parameters of ۳/۲ stochastic volatility model with jump FullText9.Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies FullText10.Revue of contingent capital pricing model using growth and barrier option approach with numerical application FullText11.Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis FullText12.The fast algorithm for computing all steady states in overlapping generations models FullTextتاریخ نمایه سازی مقالات: 7 آبان 1402 - تعداد نمایش اطلاعات ژورنال: 72 آرشیو سال 1402 مجله ریاضیات و مدل سازی در امور مالیدوره: 3شماره: 2دوره: 3شماره: 1دوره: 2شماره: 2آرشیو سال 1401 مجله ریاضیات و مدل سازی در امور مالیدوره: 2شماره: 1آرشیو سال 1400 مجله ریاضیات و مدل سازی در امور مالیدوره: 1شماره: 2دوره: 1شماره: 1