Main Subjects = Financial Econometrics and Quantitative Methods
Estimating the impact of fundamental macroeconomic factors on the capital market (combined data approach with different frequency)

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024

10.22059/frj.2024.368065.1007538

mahmoud moktarband; Reza Tehrani; Menal aboodeh


Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024

10.22059/frj.2024.367421.1007532

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


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


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


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


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


The Agent-based modeling of stockholders’ behavior in Iranian capital market

Volume 20, Issue 2, 2018, Pages 130-150

10.22059/frj.2018.259369.1006670

Adel Azar; Alireza Saranj; Ali asghar Sadeghi Moghadam; Ali Rajabzadeh; Hashem Moazzez


Applying the Clustering and UTADIS Models to form an Investment Portfolio

Volume 20, Issue 1, 2018, Pages 53-74

10.22059/jfr.2018.253452.1006622

Mohammad Reza Mehrgan; Mohammad Reza Sadeghi Moghadam; Mir Seyed Mohammad Mohsen Emamat


Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach

Volume 19, Issue 4, 2017, Pages 535-556

10.22059/jfr.2018.252765.1006611

Alireza Saranj; Mahmood Ramshini; Seyed Mohammad Alavi nasab; Mohammad Nadiri


Presenting a new hybrid method for predicting the Stock Exchange price inde

Volume 18, Issue 4, March 2017, Pages 613-632

10.22059/jfr.2017.62582

Diako Dorodi; Seyed Babak Abrahimi