Financial Research Journal

Subjects = Financial Econometrics and Quantitative Methods

Number of Articles: 57

Sensitivity Analysis of Machine Learning Models in Predicting the Tehran Stock Exchange Index: The Impact of Input Parameters on Performance

Articles in Press, Accepted Manuscript, Available Online from 26 October 2025

10.22059/frj.2025.387933.1007689

Fatemeh Ansari, Shahab Jahangiri, ,Ali Rezazadeh

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Robust Portfolio Optimization under Conditional Value-at-Risk (CVaR) Criterion Based on EGARCH, Extreme Value Theory (EVT), and Copula Approach

Articles in Press, Accepted Manuscript, Available Online from 17 February 2026

10.22059/frj.2026.406932.1007828

Seyed Ramin Abolfazli, Gholamhosein Golarzi, Farid Tondnevis

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Hourly Price Trend Forecasting of Bitcoin Based on Fuzzy Candlestick Pattern Modeling

Articles in Press, Accepted Manuscript, Available Online from 20 June 2026

10.22059/frj.2026.400268.1007775

Reza Sheikhrabori, Alireza Babaei

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Deep Learning-based Modeling for Stock Price Prediction in Iran

Volume 28, Issue 2, 2026, Pages 424-463

10.22059/frj.2025.383898.1007656

Saleh Goltabar, Esmaiel Abounoori, Ali Habibnia

Modeling the Relationship between Triple Crises and the Budget Deficit: Examining Scale–Time Effects by TVP-Quantile VAR and TVPFAVAR

Volume 27, Issue 4, 2025, Pages 827-847

10.22059/frj.2025.352194.1007421

Mehdi Shirafkan Lemso, Yaser Sistani Badooei, Fatemeh Seyedhashemi

Examining the Impact of Inflation on Stock Market Returns in the Tehran Stock Exchange: A Time-Varying Parameter and Regime-Switching Approach

Volume 27, Issue 4, 2025, Pages 848-876

10.22059/frj.2025.365960.1007517

Mohammad Mahdi Barghi Osguei, Saman Hatamerad, Hossein Asgharpur, Zahra Mousavipour

Nonlinear Transmission Mechanism of Monetary Policy through the Inflation Level Channel in Iran’s Financial Market

Volume 27, Issue 4, 2025, Pages 987-1009

10.22059/frj.2024.380643.1007630

Siamak Mehdizadeh, Mohamad Sokhanvar, Tahere Akhondzadeh

Predicting Bank Customer Churn Using Machine Learning

Volume 27, Issue 2, 2025, Pages 218-245

10.22059/frj.2024.357770.1007453

Mohammad Hossein Mahmoudzadeh, Mohammad Hassan Shirali Shahreza, Ali Mohades Khorasani

Reducing Fraud Detection Costs in Credit Card Transactions: An Information Fusion Approach

Volume 27, Issue 2, 2025, Pages 324-353

10.22059/frj.2024.338715.1007300

Mohammad Reza Sadeghi Moghadam, MohammadReza Mehregan, Nila Bahrambeig

Comparing the Estimation Power of Machine Learning Models and Statistical Models in Predicting Profit Component Changes and Selecting the Optimal Model

Volume 27, Issue 1, 2025, Pages 31-57

10.22059/frj.2024.373472.1007580

Maryam Izadi, Ali Ashtab, Akbar Zavari Rezaei

Mapping and Analyzing Research on COVID-19 and the Stock Market: A Bibliometric Analysis

Volume 27, Issue 1, 2025, Pages 167-188

10.22059/frj.2024.373655.1007582

Younes Nobakht

Forecasting Insurance Company Commitments with Long Short-Term Memory Models

Volume 26, Issue 4, 2024, Pages 854-879

10.22059/frj.2024.367421.1007532

Negar Tehraniyazdi, Reza Vaezi, Saeed Setayeshi, Iman Raeesi Vanani

Estimating the Impact of Fundamental Macroeconomic Factors on the Capital Market: A MIDAS Approach

Volume 26, Issue 3, 2024, Pages 691-709

10.22059/frj.2024.368065.1007538

Reza Tehrani, Mahmoud Moktarband, Menal Aboodeh

Blockchain-Based Value-Added Tax System: A Systematic Review

Volume 26, Issue 2, 2024, Pages 226-247

10.22059/frj.2023.353580.1007432

Vahideh Ghanooni Shishavan, Shaban Elahi, Sadegh Dorri Nogoorani, Ali Yazdian Varjani

Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

Volume 26, Issue 1, 2024, Pages 58-86

10.22059/frj.2023.361936.1007487

Gholamhosein Golarzi, Seyed Ramin Abolfazli

Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR)

Volume 26, Issue 1, 2024, Pages 171-198

10.22059/frj.2023.347510.1007379

Elham Farzanegan

Housing Price Forecasting Using AI (LSTM)

Volume 25, Issue 4, 2023, Pages 557-576

10.22059/frj.2023.349924.1007398

Hossein Ziyadi, Erfan Salavati, Mohammad Mahdi Lotfi Heravi

The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach

Volume 25, Issue 3, 2023, Pages 433-452

10.22059/frj.2023.349960.1007397

Zana Mozaffari, Salaheddin Manochehri

Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models

Volume 25, Issue 2, 2023, Pages 180-204

10.22059/frj.2023.344847.1007353

Paria Karimi, Alireza Saranj, Mohammad Nadiri, Mohammad Reza Mehrabanpour

Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model

Volume 25, Issue 1, 2023, Pages 26-62

10.22059/frj.2020.295905.1006979

Reza Tehrani, Saeed Fallahpour, Hamid Nouralidokht

Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange

Volume 21, Issue 3, 2019, Pages 321-347

10.22059/frj.2019.268397.1006757

Mohamad Ali Rastegar, Nahid Eghbalreihani

The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets

Volume 21, Issue 3, 2019, Pages 448-471

10.22059/frj.2019.272213.1006790

Siavash Mohammadpoor, Ali Rezazadeh

Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 265-292

10.22059/frj.2019.272510.1006794

Hamed Mansoori Gargari, Hassan Khodavaisi

Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange

Volume 21, Issue 1, 2019, Pages 19-34

10.22059/frj.2018.138913.1006099

Saeid Fallahpour, Hasan Hakimian

Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange

Volume 21, Issue 1, 2019, Pages 59-78

10.22059/frj.2019.269241.1006763

Seyed Ali Hoseini Ebrahimabad, Hassan Heidari, Khalil Jahangiri, Mahdi Ghaemi Asl

Journal Archive

Volume 28 (2026)

Volume 27 (2025)

Volume 26 (2024)

Volume 25 (2023)

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)